Friday, December 28, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,402.43 -2.86%
  • DJIA 12,938.11 -2.81%
  • NASDAQ 2,960.31 -2.95%
  • Russell 2000 832.10 -2.39%
  • Value Line Geometric(broad market) 361.11 -2.60%
  • Russell 1000 Growth 646.70 -2.75%
  • Russell 1000 Value 705.27 -2.87%
  • Morgan Stanley Consumer 826.75 -2.61%
  • Morgan Stanley Cyclical 1,024.37 -2.64%
  • Morgan Stanley Technology 673.04 -3.46%
  • Transports 5,220.98 -2.55%
  • Utilities 446.70 -2.92%
  • Bloomberg European Bank/Financial Services 89.49 -1.65%
  • MSCI Emerging Markets 43.61 +.40%
  • Lyxor L/S Equity Long Bias 1,074.97 -.17%
  • Lyxor L/S Equity Variable Bias 805.25 -.18%
Sentiment/Internals
  • NYSE Cumulative A/D Line 158,018 -1.88%
  • Bloomberg New Highs-Lows Index -91 -403
  • Bloomberg Crude Oil % Bulls 50.0 +39.7%
  • CFTC Oil Net Speculative Position 194,707 +6.45%
  • CFTC Oil Total Open Interest 1,476,652 -1.15%
  • Total Put/Call 1.06 +1.92%
  • OEX Put/Call .57 -46.73%
  • ISE Sentiment 85.0 -59.13%
  • NYSE Arms 2.14 +224.24%
  • Volatility(VIX) 22.72 +28.58%
  • S&P 500 Implied Correlation 71.38 +10.53%
  • G7 Currency Volatility (VXY) 8.14 +5.03%
  • Smart Money Flow Index 10,913.17 -.68%
  • Money Mkt Mutual Fund Assets $2.665 Trillion +1.1%
  • AAII % Bulls 44.4 -4.3%
  • AAII % Bears 30.2 +21.9%
Futures Spot Prices
  • CRB Index 294.78 +.10%
  • Crude Oil 90.80 +.95%
  • Reformulated Gasoline 279.99 +1.50%
  • Natural Gas 3.47 +.67%
  • Heating Oil 304.48 -.42%
  • Gold 1,655.90 +.47%
  • Bloomberg Base Metals Index 211.72 +.57%
  • Copper 358.95 +1.54%
  • US No. 1 Heavy Melt Scrap Steel 349.67 USD/Ton unch.
  • China Iron Ore Spot 139.40 USD/Ton +2.95%
  • Lumber 378.50 +2.66%
  • UBS-Bloomberg Agriculture 1,574.28 -.48%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 5.4% +80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3922 -4.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.10 -.08%
  • Citi US Economic Surprise Index 47.70 -7.1 points
  • Fed Fund Futures imply 60.0% chance of no change, 40.0% chance of 25 basis point cut on 1/30
  • US Dollar Index 79.68 +.53%
  • Yield Curve 145.0 -4 basis points
  • 10-Year US Treasury Yield 1.70% -6 basis points
  • Federal Reserve's Balance Sheet $2.890 Trillion -.44%
  • U.S. Sovereign Debt Credit Default Swap 36.0 -5.51%
  • Illinois Municipal Debt Credit Default Swap 178.0 -1.16%
  • Western Europe Sovereign Debt Credit Default Swap Index 110.43 +.26%
  • Emerging Markets Sovereign Debt CDS Index 161.54 +.25%
  • Israel Sovereign Debt Credit Default Swap 135.98 +1.99%
  • Iraq Sovereign Debt Credit Default Swap 465.57 +1.92%
  • China Blended Corporate Spread Index 369.0 +3 basis points
  • 10-Year TIPS Spread 2.44% -4 basis points
  • TED Spread 30.25 +4.75 basis points
  • 2-Year Swap Spread 14.25 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -21.25 +4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 95.52 +3.49%
  • European Financial Sector Credit Default Swap Index 140.96 +1.53%
  • Emerging Markets Credit Default Swap Index 210.49 -.24%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.432 Trillion -1.80%
  • Commercial Paper Outstanding 1,065.60 +.70%
  • 4-Week Moving Average of Jobless Claims 356,800 -11,000
  • Continuing Claims Unemployment Rate 2.5% unch.
  • Average 30-Year Mortgage Rate 3.35% -2 basis points
  • Weekly Mortgage Applications 817.0 n/a
  • Bloomberg Consumer Comfort -32.1 -.2 point
  • Weekly Retail Sales +2.40% +20 basis points
  • Nationwide Gas $3.28/gallon +.05/gallon
  • U.S. Heating Demand Next 7 Days n/a
  • Baltic Dry Index 699.0 -8.75%
  • China (Export) Containerized Freight Index 1,113.58 +.54%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 240,119 -4.71%
Best Performing Style
  • Small-Cap Growth -2.32%
Worst Performing Style
  • Large-Cap Value -2.87%
Leading Sectors
  • Gold & Silver +.34%
  • Steel -.61%
  • I-Banking -.66%
  • REITs -1.30%
  • Papers -1.47%
Lagging Sectors
  • Tobacco -4.39%
  • Oil Service -4.48%
  • Disk Drives -5.15%
  • Coal -5.42%
  • Oil Tankers -5.59%
Weekly High-Volume Stock Gainers (2)
  • F and KYTH
Weekly High-Volume Stock Losers (3)
  • SHEN, MED and CPMK
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: