Friday, January 25, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,502.96 +1.49%
  • DJIA 13,895.98 +2.21%
  • NASDAQ 3,149.71 +.44%
  • Russell 2000 905.24 +1.67%
  • Value Line Geometric(broad market) 392.84 +1.92%
  • Russell 1000 Growth 688.76 +1.08%
  • Russell 1000 Value 763.98 +2.05%
  • Morgan Stanley Consumer 889.97 +1.85%
  • Morgan Stanley Cyclical 1,126.08 +1.44%
  • Morgan Stanley Technology 732.74 +1.62%
  • Transports 5,870.05 +3.32%
  • Utilities 470.05 +2.50%
  • Bloomberg European Bank/Financial Services 97.94 +.41%
  • MSCI Emerging Markets 44.11 -.58%
  • Lyxor L/S Equity Long Bias 1,106.64 +.34%
  • Lyxor L/S Equity Variable Bias 824.18 +.74%
Sentiment/Internals
  • NYSE Cumulative A/D Line 170,606 +1.38%
  • Bloomberg New Highs-Lows Index 1,073 +114
  • Bloomberg Crude Oil % Bulls 50.0 +28.6%
  • CFTC Oil Net Speculative Position 246,103 +8.5%
  • CFTC Oil Total Open Interest 1,491,867 -.22%
  • Total Put/Call .87 +17.57%
  • OEX Put/Call .72 -28.0%
  • ISE Sentiment 123.0 -22.6%
  • NYSE Arms .60 -59.46%
  • Volatility(VIX) 12.89 -5.01%
  • S&P 500 Implied Correlation 61.41 -1.95%
  • G7 Currency Volatility (VXY) 8.81 -3.7%
  • Smart Money Flow Index 11,317.63 +.89%
  • Money Mkt Mutual Fund Assets $2.696 Trillion -.20%
  • AAII % Bulls 52.3 +19.1%
  • AAII % Bears 24.3 -11.2%
Futures Spot Prices
  • CRB Index 300.42 +.03%
  • Crude Oil 96.01 +.84%
  • Reformulated Gasoline 287.54 +3.94%
  • Natural Gas 3.45 -.80%
  • Heating Oil 306.30 +1.18%
  • Gold 1,658.40 -1.71%
  • Bloomberg Base Metals Index 216.27 +.43%
  • Copper 365.70 -.08%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 148.60 USD/Ton +2.41%
  • Lumber 358.30 -3.16%
  • UBS-Bloomberg Agriculture 1,571.68 -.56%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 7.2% +110 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3537 -5.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.52 -.29%
  • Citi US Economic Surprise Index -2.0 -4.2 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 1/30
  • US Dollar Index 79.73 +.06%
  • Yield Curve 167.0 +8 basis points
  • 10-Year US Treasury Yield 1.95% +11 basis points
  • Federal Reserve's Balance Sheet $2.994 Trillion +1.61%
  • U.S. Sovereign Debt Credit Default Swap 43.59 -.93%
  • Illinois Municipal Debt Credit Default Swap 162.0 -4.18%
  • Western Europe Sovereign Debt Credit Default Swap Index 98.67 +1.02%
  • Emerging Markets Sovereign Debt CDS Index 157.84 -3.38%
  • Israel Sovereign Debt Credit Default Swap 120.31 -2.85%
  • Iraq Sovereign Debt Credit Default Swap 470.59 +7.86%
  • China Blended Corporate Spread Index 379.0 +11 basis points
  • 10-Year TIPS Spread 2.52% -1 basis point
  • TED Spread 23.0 unch.
  • 2-Year Swap Spread 16.25 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.75 +4.75 basis points
  • N. America Investment Grade Credit Default Swap Index 85.0 -3.86%
  • European Financial Sector Credit Default Swap Index 136.11 +.07%
  • Emerging Markets Credit Default Swap Index 213.03 -1.06%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.456 Trillion +1.46%
  • Commercial Paper Outstanding 1,125.50 -.60%
  • 4-Week Moving Average of Jobless Claims 351,800 -7,500
  • Continuing Claims Unemployment Rate 2.5% unch.
  • Average 30-Year Mortgage Rate 3.42% +4 basis points
  • Weekly Mortgage Applications 894.80 +6.97%
  • Bloomberg Consumer Comfort -36.4 -.9 point
  • Weekly Retail Sales +1.9% -10 basis points
  • Nationwide Gas $3.33/gallon +.04/gallon
  • Baltic Dry Index 808.0 -3.47%
  • China (Export) Containerized Freight Index 1,125.21 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0-20.0%
  • Rail Freight Carloads 249,397 -1.38%
Best Performing Style
  • Mid-Cap Value +2.31%
Worst Performing Style
  • Large-Cap Growth +1.08%
Leading Sectors
  • Disk Drives +6.65%
  • Oil Tankers +4.84%
  • Internet +4.71%
  • Computer Services +4.49%
  • Road & Rail +4.22%
Lagging Sectors
  • Defense +.72% 
  • Semis +.70%
  • Gaming +.36%
  • Steel -1.63%
  • Gold & Silver -6.63%
Weekly High-Volume Stock Gainers (22)
  • MAPP, NFLX, SWFT, CREE, SMCI, TZOO, INVN, BOX, OMG, ATNI, ISRG, GY, KBH, OSTK, LIFE, MTRX, CSH, TPX, SRC, RKT, WST and KNX
Weekly High-Volume Stock Losers (9)
  • MKC, COF, DBD, VLTR, TCBI, IIVI, CYBX, OSIS and COH
Weekly Charts
ETFs
Stocks
*5-Day Change

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