Friday, November 16, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,359.88 -1.45%
  • DJIA 12,588.31 -1.77%
  • NASDAQ 2,853.13 -1.78%
  • Russell 2000 776.28 -2.36%
  • Value Line Geometric(broad market) 339.82 -2.10%
  • Russell 1000 Growth 629.97 -1.34%
  • Russell 1000 Value 677.84 -1.57%
  • Morgan Stanley Consumer 804.67 -1.14%
  • Morgan Stanley Cyclical 957.59 -3.10%
  • Morgan Stanley Technology 631.15 -1.49%
  • Transports 4,891.27 -2.53%
  • Utilities 443.08 -1.12%
  • Bloomberg European Bank/Financial Services 82.80 -1.59%
  • MSCI Emerging Markets 40.30 -2.02%
  • Lyxor L/S Equity Long Bias 1,050.48 -1.55%
  • Lyxor L/S Equity Variable Bias 797.22 -.55%
Sentiment/Internals
  • NYSE Cumulative A/D Line 151,095 -2.1%
  • Bloomberg New Highs-Lows Index -704 -461
  • Bloomberg Crude Oil % Bulls 39.39 +85.7%
  • CFTC Oil Net Speculative Position 177,767 +7.2%
  • CFTC Oil Total Open Interest 1,539,663 -4.7%
  • Total Put/Call 1.02 -12.82%
  • OEX Put/Call 1.5 +50.0%
  • ISE Sentiment 90.0 -3.23%
  • NYSE Arms 1.28 -20.99%
  • Volatility(VIX) 16.41 -11.25%
  • S&P 500 Implied Correlation 47.10 -12.08%
  • G7 Currency Volatility (VXY) 7.52 -.4%
  • Smart Money Flow Index 10,633.94 -2.2%
  • Money Mkt Mutual Fund Assets $2.575 Trillion -.1%
  • AAII % Bulls 28.8 -25.1%
  • AAII % Bears 48.8 +22.3%
Futures Spot Prices
  • CRB Index 293.56 +.58%
  • Crude Oil 86.92 +.88%
  • Reformulated Gasoline 271.01 +.28%
  • Natural Gas 3.79 +8.16%
  • Heating Oil 298.68 -.73%
  • Gold 1,714.70 -.92%
  • Bloomberg Base Metals Index 200.56 +.81%
  • Copper 345.15 +.20%
  • US No. 1 Heavy Melt Scrap Steel 304.33 USD/Ton -1.04%
  • China Iron Ore Spot 122.80 USD/Ton +.57%
  • Lumber 325.50 -2.02%
  • UBS-Bloomberg Agriculture 1,576.37 -2.16%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +4.4% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.7208 +.15%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.41 +.02%
  • Citi US Economic Surprise Index 47.50 -13.2 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 12/12
  • US Dollar Index 81.26 +.25%
  • Yield Curve 134.0 -1 basis point
  • 10-Year US Treasury Yield 1.58% -3 basis points
  • Federal Reserve's Balance Sheet $2.859 Trillion +1.63%
  • U.S. Sovereign Debt Credit Default Swap 36.40 -4.21%
  • Illinois Municipal Debt Credit Default Swap 177.0 -.63%
  • Western Europe Sovereign Debt Credit Default Swap Index 118.98 +4.93%
  • Emerging Markets Sovereign Debt CDS Index 186.33 +2.10%
  • Israel Sovereign Debt Credit Default Swap 160.28 +9.3%
  • Iraq Sovereign Debt Credit Default Swap 458.13 +7.80%
  • China Blended Corporate Spread Index 403.0 +9 basis points
  • 10-Year TIPS Spread 2.38% -5 basis points
  • TED Spread 23.5 +1.75 basis points
  • 2-Year Swap Spread 14.25 +2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.25 -3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 111.96 +6.3%
  • European Financial Sector Credit Default Swap Index 186.93 +4.4%
  • Emerging Markets Credit Default Swap Index 252.43 +5.36%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.407 Trillion -.92%
  • Commercial Paper Outstanding 968.60 +.50%
  • 4-Week Moving Average of Jobless Claims 383,800 +13,300
  • Continuing Claims Unemployment Rate 2.6% +20 basis points
  • Average 30-Year Mortgage Rate 3.34% -6 basis points
  • Weekly Mortgage Applications 864.90 +12.6%
  • Bloomberg Consumer Comfort -33.1 +1.3 points
  • Weekly Retail Sales +1.20% +40 basis points
  • Nationwide Gas $3.43/gallon -.03/gallon
  • U.S. Heating Demand Next 7 Days 25.0% below normal
  • Baltic Dry Index 1,024 +8.93%
  • China (Export) Containerized Freight Index 1,152.85 -.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +20.0%
  • Rail Freight Carloads 249,531 +11.2%
Best Performing Style
  • Mid-Cap Growth -1.01%
Worst Performing Style
  • Small-Cap Value -2.56%
Leading Sectors
  • Education +1.25%
  • Biotech +1.14%
  • Internet -.03%
  • Medical Equipment -.12%
  • Foods -.14%
Lagging Sectors
  • Airlines -4.35%
  • Steel -5.28%
  • Homebuilders -6.0%
  • Alternative Energy -6.6%
  • Gold & Silver -8.5%
Weekly High-Volume Stock Gainers (10)
  • TEA, TIE, ANF, GME, GILD, CXS, JEF, PERY, MRC and ARII
Weekly High-Volume Stock Losers (18)
  • VGR, BNNY, MAPP, LUK, LGF, TRAK, PFPT, ACM, LPLA, DHI, SFE, TROX, PEGA, DMND, OSIS, PLCE, JCP and CLVS
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

Anonymous said...

Where can I locate explanations/definitions of some of the terms and accronyms used? The changes shown - are they daily, weekly, monthly?? Some changes seem very large.