Friday, November 09, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,379.85 -2.43%
  • DJIA 12,815.39 -2.12%
  • NASDAQ 2,904.87 -2.59%
  • Russell 2000 795.02 -2.38%
  • Value Line Geometric(broad market) 347.25 -2.30%
  • Russell 1000 Growth 638.50 -2.07%
  • Russell 1000 Value 688.67 -2.66%
  • Morgan Stanley Consumer 813.93 -2.14%
  • Morgan Stanley Cyclical 988.22 -1.71%
  • Morgan Stanley Technology 640.72 -1.40%
  • Transports 5,018.28 -1.80%
  • Utilities 448.11 -4.61%
  • Bloomberg European Bank/Financial Services 84.14 -1.16%
  • MSCI Emerging Markets 41.14 -1.20%
  • Lyxor L/S Equity Long Bias 1,062.60 +.46%
  • Lyxor L/S Equity Variable Bias 801.15 +.83%
Sentiment/Internals
  • NYSE Cumulative A/D Line 154,548 -2.9%
  • Bloomberg New Highs-Lows Index -243 -386
  • Bloomberg Crude Oil % Bulls 21.21 -51.0%
  • CFTC Oil Net Speculative Position 165,844 -2.20%
  • CFTC Oil Total Open Interest 1,614,897 +1.09%
  • Total Put/Call 1.17 +30.0%
  • OEX Put/Call 1.0 -1.96%
  • ISE Sentiment 93.0 -31.1%
  • NYSE Arms .82 -36.43%
  • Volatility(VIX) 18.61 +5.80%
  • S&P 500 Implied Correlation 56.70 +6.88%
  • G7 Currency Volatility (VXY) 7.54 +.80%
  • Smart Money Flow Index 10,868.32 -2.71%
  • Money Mkt Mutual Fund Assets $2.578 Trillion +1.2%
  • AAII % Bulls 38.5 +7.7%
  • AAII % Bears 39.9 -2.6%
Futures Spot Prices
  • CRB Index 292.22 -.03%
  • Crude Oil 86.07 +1.51%
  • Reformulated Gasoline 269.92 +4.66%
  • Natural Gas 3.50 -1.24%
  • Heating Oil 300.55 +1.88%
  • Gold 1,730.90 +3.18%
  • Bloomberg Base Metals Index 198.94 -2.02%
  • Copper 344.55 -1.08%
  • US No. 1 Heavy Melt Scrap Steel 307.53 USD/Ton -11.6%
  • China Iron Ore Spot 122.10 USD/Ton +1.66%
  • Lumber 332.20 +2.88%
  • UBS-Bloomberg Agriculture 1,611.13 -1.37%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +5.1% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0765 +11.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.41 -.06%
  • Citi US Economic Surprise Index 60.70 +4.1 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 81.06 +.62%
  • Yield Curve 135.0 -8 basis points
  • 10-Year US Treasury Yield 1.61% -10 basis points
  • Federal Reserve's Balance Sheet $2.813 Trillion +.27%
  • U.S. Sovereign Debt Credit Default Swap 38.0 +15.75%
  • Illinois Municipal Debt Credit Default Swap 179.0 -.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 113.39 +3.51%
  • Emerging Markets Sovereign Debt CDS Index 182.50 +4.67%
  • Saudi Sovereign Debt Credit Default Swap 78.50 -1.15%
  • Iraq Sovereign Debt Credit Default Swap 425.0 -7.62%
  • China Blended Corporate Spread Index 394.0 +9 basis points
  • 10-Year TIPS Spread 2.43% -5 basis points
  • TED Spread 21.75 -.5 basis point
  • 2-Year Swap Spread 11.75 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.75 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 105.34 +9.85%
  • European Financial Sector Credit Default Swap Index 179.0 +3.87%
  • Emerging Markets Credit Default Swap Index 239.58 -.58%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.430 Trillion +.52%
  • Commercial Paper Outstanding 963.60 +1.90%
  • 4-Week Moving Average of Jobless Claims 370,500 +3,200
  • Continuing Claims Unemployment Rate 2.4% -10 basis points
  • Average 30-Year Mortgage Rate 3.40% +1 basis point
  • Weekly Mortgage Applications 768.0 -4.95%
  • Bloomberg Consumer Comfort -34.4 +.3 point
  • Weekly Retail Sales +.8% -80 basis points
  • Nationwide Gas $3.46/gallon -.04/gallon
  • U.S. Heating Demand Next 7 Days 9.0% below normal
  • Baltic Dry Index 916.0 -7.1%
  • China (Export) Containerized Freight Index 1,155.90 -.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
  • Rail Freight Carloads 224,467 -11.34%
Best Performing Style
  • Mid-Cap Growth -1.61%
Worst Performing Style
  • Small-Cap Value -2.78%
Leading Sectors
  • Airlines +3.16%
  • Networking +1.72%
  • Gold & Silver +1.20%
  • Hospitals +.10%
  • HMOs -.29%
Lagging Sectors
  • I-Banks -4.53%
  • Disk Drives -4.58%
  • Utilities -4.61%
  • Coal -6.70%
  • Education -8.62%
Weekly High-Volume Stock Gainers (17)
  • BGFV, BMRN, VHC, SLCA, SWHC, ENOC, CSC, RGR, MED, JOE, VHS, MYGN, AOL, WTW, CCXI, SAPE and HCA
Weekly High-Volume Stock Losers (52)
  • TBBK, RSG, EXC, GLF, AWI, IMPV, VCRA, NYX, MYRG, PRGO, MRC, AUXL, HUM, ATR, DISCA, BOX, TDW, GUID, NCMI, KYAK, WAGE, FLR, ETR, APEI, VRTU, ENDP, PSEC, CHTR, ESRX, FOSL, BCOR, CATM, LPSN, AWAY, GMED, FSYS, APAGF, BSFT, RHP, INFI, PLXS, CDE, AT, PCYC, BV, TRLA, EBIX, BTH, YELP, PANL, Z and VVUS
Weekly Charts
ETFs
Stocks
*5-Day Change

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