Friday, November 23, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,409.15 +4.12%
  • DJIA 13,009.68 +3.73%
  • NASDAQ 2,966.85 +4.58%
  • Russell 2000 807.18 +4.90%
  • Value Line Geometric(broad market) 353.05 +4.54%
  • Russell 1000 Growth 654.54 +4.48%
  • Russell 1000 Value 700.71 +3.92%
  • Morgan Stanley Consumer 829.47 +3.59%
  • Morgan Stanley Cyclical 1,002.95 +4.36%
  • Morgan Stanley Technology 657.99 +4.69%
  • Transports 5,051.76 +2.81%
  • Utilities 440.59 +.58%
  • Bloomberg European Bank/Financial Services 87.02 +5.10%
  • MSCI Emerging Markets 41.36 +2.27%
  • Lyxor L/S Equity Long Bias 1,049.16 +.41%
  • Lyxor L/S Equity Variable Bias 798.69 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 154,826 +2.72%
  • Bloomberg New Highs-Lows Index -99 +605
  • Bloomberg Crude Oil % Bulls 33.33 -15.4%
  • CFTC Oil Net Speculative Position 177,767 n/a
  • CFTC Oil Total Open Interest 1,539,663 n/a
  • Total Put/Call .89 -12.75%
  • OEX Put/Call .51 -66.0%
  • ISE Sentiment 113.0 +28.41%
  • NYSE Arms .42 -38.23%
  • Volatility(VIX) 15.14 -15.84%
  • S&P 500 Implied Correlation 47.10 unch.
  • G7 Currency Volatility (VXY) 7.50 -.27%
  • Smart Money Flow Index 10,796.06 +1.52%
  • Money Mkt Mutual Fund Assets $2.602 Trillion +1.0%
  • AAII % Bulls 35.8 +24.3%
  • AAII % Bears 40.8 -16.5%
Futures Spot Prices
  • CRB Index 297.59 +1.62%
  • Crude Oil 88.3 +3.46%
  • Reformulated Gasoline 274.39 +2.37%
  • Natural Gas 3.90 +5.27%
  • Heating Oil 298.68 -.73%
  • Gold 1,751.40 +2.07%
  • Bloomberg Base Metals Index 202.88 +1.16%
  • Copper 352.80 +1.74%
  • US No. 1 Heavy Melt Scrap Steel 304.33 USD/Ton unch.
  • China Iron Ore Spot 118.90 USD/Ton -3.18%
  • Lumber 318.10 -2.36%
  • UBS-Bloomberg Agriculture 1,596.24 +1.26%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +3.8% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5106 +9.71%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.58 +.15%
  • Citi US Economic Surprise Index 47.40 -.1 point
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 12/12
  • US Dollar Index 80.21 -1.2%
  • Yield Curve 142.0 +8 basis points
  • 10-Year US Treasury Yield 1.69% +11 basis points
  • Federal Reserve's Balance Sheet $2.859 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 35.68 -1.98%
  • Illinois Municipal Debt Credit Default Swap 177.0 -.41%
  • Western Europe Sovereign Debt Credit Default Swap Index 114.61 -2.56%
  • Emerging Markets Sovereign Debt CDS Index 176.81 -5.65%
  • Israel Sovereign Debt Credit Default Swap 150.69 -5.98%
  • Iraq Sovereign Debt Credit Default Swap 456.02 -.46%
  • China Blended Corporate Spread Index 398.0 -5 basis points
  • 10-Year TIPS Spread 2.40% +2 basis points
  • TED Spread 22.5 -1.0 basis point
  • 2-Year Swap Spread 13.0 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -27.25 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 99.25 -11.36%
  • European Financial Sector Credit Default Swap Index 160.54 -14.1%
  • Emerging Markets Credit Default Swap Index 252.62 +.05%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.407 Trillion n/a
  • Commercial Paper Outstanding 997.90 +3.0%
  • 4-Week Moving Average of Jobless Claims 396,300 +12,500
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.31% -3 basis points
  • Weekly Mortgage Applications 846.10 -2.17%
  • Bloomberg Consumer Comfort -33.9 -.8 point
  • Weekly Retail Sales +1.40% +20 basis points
  • Nationwide Gas $3.43/gallon unch.
  • U.S. Heating Demand Next 7 Days 6.0% below normal
  • Baltic Dry Index 1,084 +4.63%
  • China (Export) Containerized Freight Index 1,144.98 -.68%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
  • Rail Freight Carloads 249,115 -.17%
Best Performing Style
  • Small-Cap Growth +4.90%
Worst Performing Style
  • Large-Cap Value +3.92%
Leading Sectors
  • Tobacco +13.6%
  • Homebuilders +8.2%
  • Oil Tankers +7.6%
  • Biotech +7.5%
  • Gold & Silver +6.1%
Lagging Sectors
  • Coal +2.71%
  • Airlines +2.27%
  • Steel +1.49%
  • Utilities +.58%
  • Education -.18%
Weekly High-Volume Stock Gainers (23)
  • PENN, AMWD, DY, FLO, GME, BKD, TSN, DSW, ASCA, TTS, GEOS, SIRO, EFII, NOW, LGND, PRLB, RXN, HVT, CHDN, GEVA, HTA, VGR and WMGI
Weekly High-Volume Stock Losers (13)
  • DNB, TPCA, SCVL, CRMT, HPQ, SCHL, PLCE, TLYS, LRN, OSIS, SHLD, BBY and DMND
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

thediktatreporter said...

Bespoke Investment Group writes The S&P 500 has now bounced 3.6% since last Thursday, and it has posted gains for five consecutive days. If the pattern from earlier this year is repeated, we’re set for a continuation of the rally through the end of the year. And Eddy Elfenbein writes With the election behind us, the clouds have cleared, and I see a strong year-end rally ahead of us; in fact, I think the S&P 500 can break 1,500 by the early part of 2013. Yet, I believe that a global credit bust and financial system breakdown will occur the week beginning November 26, 2012, as leaders bicker for leadership over the unsustainable Greek Treasury debt.