Friday, February 15, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,519.79 +.12%
  • DJIA 13,981.76 -.08%
  • NASDAQ 3,192.03 -.06%
  • Russell 2000 923.15 +1.04%
  • Value Line Geometric(broad market) 398.43 +.56%
  • Russell 1000 Growth 694.59 -.22%
  • Russell 1000 Value 775.01 +.47%
  • Morgan Stanley Consumer 916.16 +1.17%
  • Morgan Stanley Cyclical 1,136.27 +1.15%
  • Morgan Stanley Technology 731.27 +.23%
  • Transports 5,946.45 +.59%
  • Utilities 472.38 -.44%
  • Bloomberg European Bank/Financial Services 97.02 +.21%
  • MSCI Emerging Markets 43.99 +.48%
  • Lyxor L/S Equity Long Bias 1,125.66 +.37%
  • Lyxor L/S Equity Variable Bias 833.26 +.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line 173,945 +1.19%
  • Bloomberg New Highs-Lows Index 647 +185
  • Bloomberg Crude Oil % Bulls 42.25 -1.22%
  • CFTC Oil Net Speculative Position 272,875 +2.28%
  • CFTC Oil Total Open Interest 1,653,440 +3.67%
  • Total Put/Call .88 -2.22%
  • OEX Put/Call .57 -79.50%
  • ISE Sentiment 130.0 +12.07%
  • NYSE Arms 1.36 +27.10%
  • Volatility(VIX) 12.46 -4.30%
  • S&P 500 Implied Correlation 57.77 +.57%
  • G7 Currency Volatility (VXY) 9.42 +1.51%
  • Smart Money Flow Index 11,357.46 +.12%
  • Money Mkt Mutual Fund Assets $2.679 Trillion -.50%
  • AAII % Bulls 42.3 -1.2%
  • AAII % Bears 28.7 -2.8%
Futures Spot Prices
  • CRB Index 298.45 -.87%
  • Crude Oil 95.94 +.23%
  • Reformulated Gasoline 314.40 +3.1%
  • Natural Gas 3.17 -2.94%
  • Heating Oil 321.65 -.70%
  • Gold 1,608.10 -3.53%
  • Bloomberg Base Metals Index 221.83 +.55%
  • Copper 373.85 -.53%
  • US No. 1 Heavy Melt Scrap Steel 352.67 USD/Ton +.96%
  • China Iron Ore Spot 155.10 USD/Ton n/a
  • Lumber 399.70 +2.41%
  • UBS-Bloomberg Agriculture 1,529.0 -1.58%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 8.3% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0969 -6.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 113.39 +.29%
  • Citi US Economic Surprise Index -2.0 +10.5 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 3/20
  • US Dollar Index 80.47 +.31%
  • Yield Curve 173.0 +3 basis points
  • 10-Year US Treasury Yield 2.0% +5 basis points
  • Federal Reserve's Balance Sheet $3.056 Trillion +1.98%
  • U.S. Sovereign Debt Credit Default Swap 38.80 -3.54%
  • Illinois Municipal Debt Credit Default Swap 145.0 -7.2%
  • Western Europe Sovereign Debt Credit Default Swap Index 99.66 -4.46%
  • Emerging Markets Sovereign Debt CDS Index 170.78 -.33%
  • Israel Sovereign Debt Credit Default Swap 121.79 -1.78%
  • Iraq Sovereign Debt Credit Default Swap 425.0 +3.36%
  • China Blended Corporate Spread Index 384.0 -9 basis points
  • 10-Year TIPS Spread 2.55% +2 basis points
  • TED Spread 19.5 -3.0 basis points
  • 2-Year Swap Spread 15.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -17.25 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 86.46 -2.89%
  • European Financial Sector Credit Default Swap Index 142.03 -8.43%
  • Emerging Markets Credit Default Swap Index 231.78 +2.15%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.492 Trillion +.45%
  • Commercial Paper Outstanding 1,085.30 -2.4%
  • 4-Week Moving Average of Jobless Claims 352,500 +2,000
  • Continuing Claims Unemployment Rate 2.4% -10 basis points
  • Average 30-Year Mortgage Rate 3.53% unch.
  • Weekly Mortgage Applications 795.80 -6.35%
  • Bloomberg Consumer Comfort -35.9 +.4 point
  • Weekly Retail Sales +2.4% +60 basis points
  • Nationwide Gas $3.64/gallon +.07/gallon
  • Baltic Dry Index 748.0 -.01%
  • China (Export) Containerized Freight Index 1,144.55 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 244,679 -1.8%
Best Performing Style
  • Small-Cap Value +1.28%
Worst Performing Style
  • Large-Cap Growth -.22%
Leading Sectors
  • Homebuilders +2.71%
  • Road & Rail +2.55%
  • I-Banking +2.12%
  • Oil Service +1.42%
  • Papers +1.37%
Lagging Sectors
  • Restaurants -1.87% 
  • Education -1.93%
  • Telecom -2.92%
  • Gaming -2.95%
  • Gold & Silver -5.60%
Weekly High-Volume Stock Gainers (31)
  • SPWR, ANGI, LNKD, SNCR, VCLK, AOL, RPXC, PRLB, HNZ, ATVI, DMND, Z, MOH, DIOD, WCG, CZR, OPTR, SQI, CNO, SKX, CAMP, KEYW, VMI, HHC, LGF, RKUS, TWI, VCRA, CYNO, BIG and EQIX
Weekly High-Volume Stock Losers (20)
  • VAL, DPS, WFM, PNK, WWAV, GNRC, SAPE, AFFY, ULTA, STMP, HSP, STRA, BLT, LVLT, RATE, RAX, NSP, RVBD, CTL and NUAN
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: