Friday, February 22, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,515.60 -.38%
  • DJIA 14,00.57 +.20%
  • NASDAQ 3,161.81 -1.15%
  • Russell 2000 916.16 -.82%
  • Value Line Geometric(broad market) 394.65 -1.07%
  • Russell 1000 Growth 691.57 -.41%
  • Russell 1000 Value 772.42 -.54%
  • Morgan Stanley Consumer 925.0 +.97%
  • Morgan Stanley Cyclical 1,116.87 -1.94%
  • Morgan Stanley Technology 724.18 -.97%
  • Transports 5,943.89 -.06%
  • Utilities 477.91 +1.46%
  • Bloomberg European Bank/Financial Services 96.27 -.77%
  • MSCI Emerging Markets 43.47 -1.24%
  • Lyxor L/S Equity Long Bias 1,131.29 +.45%
  • Lyxor L/S Equity Variable Bias 841.86 +.80%
Sentiment/Internals
  • NYSE Cumulative A/D Line 172,199 -1.0%
  • Bloomberg New Highs-Lows Index -97 -744
  • Bloomberg Crude Oil % Bulls 16.7 -60.5%
  • CFTC Oil Net Speculative Position 257,918 -5.48%
  • CFTC Oil Total Open Interest 1,650,211 -.2%
  • Total Put/Call .92 +4.55%
  • OEX Put/Call 1.73 +203.51%
  • ISE Sentiment 120.0 -6.25%
  • NYSE Arms .69 -25.81%
  • Volatility(VIX) 14.17 +11.93%
  • S&P 500 Implied Correlation 58.24 +.80%
  • G7 Currency Volatility (VXY) 9.59 +1.80%
  • Smart Money Flow Index 11,256.37 -.89%
  • Money Mkt Mutual Fund Assets $2.657 Trillion -.90%
  • AAII % Bulls 41.8 -1.1%
  • AAII % Bears 32.5 +13.1%
Futures Spot Prices
  • CRB Index 293.52 -2.05%
  • Crude Oil 93.36 -4.1%
  • Reformulated Gasoline 308.88 -1.35%
  • Natural Gas 3.28 +3.38%
  • Heating Oil 311.25 -3.50%
  • Gold 1,580.10 -3.33%
  • Bloomberg Base Metals Index 211.01 -4.88%
  • Copper 354.0 -5.43%
  • US No. 1 Heavy Melt Scrap Steel 352.67 USD/Ton unch.
  • China Iron Ore Spot 153.60 USD/Ton -.97%
  • Lumber 376.10 -4.86%
  • UBS-Bloomberg Agriculture 1,532.32 +.35%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 7.6% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0969 -6.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 113.56 +.14%
  • Citi US Economic Surprise Index -4.80 -2.8 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 81.47 +1.29%
  • Yield Curve 171.0 -2 basis points
  • 10-Year US Treasury Yield 1.96% -4 basis points
  • Federal Reserve's Balance Sheet $3.077 Trillion +.67%
  • U.S. Sovereign Debt Credit Default Swap 39.0 +.41%
  • Illinois Municipal Debt Credit Default Swap 146.0 +.69%
  • Western Europe Sovereign Debt Credit Default Swap Index 100.55 +.90%
  • Emerging Markets Sovereign Debt CDS Index 175.84 +2.96%
  • Israel Sovereign Debt Credit Default Swap 123.16 +1.13%
  • Iraq Sovereign Debt Credit Default Swap 435.04 +2.36%
  • China Blended Corporate Spread Index 379.0 -5 basis points
  • 10-Year TIPS Spread 2.54% -1 basis point
  • TED Spread 16.75 -2.75 basis points
  • 2-Year Swap Spread 14.5 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 87.52 +1.23%
  • European Financial Sector Credit Default Swap Index 150.02 +5.64%
  • Emerging Markets Credit Default Swap Index 234.53 +1.10%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.481 Trillion -.45%
  • Commercial Paper Outstanding 1,062.90 -2.10%
  • 4-Week Moving Average of Jobless Claims 360,800 +8,300
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.56% +3 basis points
  • Weekly Mortgage Applications 782.40 -1.68%
  • Bloomberg Consumer Comfort -33.4 +2.5 points
  • Weekly Retail Sales +2.8% +40 basis points
  • Nationwide Gas $3.78/gallon +.14/gallon
  • Baltic Dry Index 737.0 -2.12%
  • China (Export) Containerized Freight Index 1,152.47 +.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 251,078 +2.62%
Best Performing Style
  • Large-Cap Growth -.41%
Worst Performing Style
  • Mid-Cap Growth -1.04%
Leading Sectors
  • Tobacco +1.9%
  • Utilities +1.5%
  • Restaurants +.8%
  • Drugs +.8%
  • Telecom +.8%
Lagging Sectors
  • Homebuilders -5.4% 
  • Disk Drives -6.3%
  • Coal -6.8%
  • Steel -7.5%
  • Gold & Silver -8.4%
Weekly High-Volume Stock Gainers (22)
  • NTSP, FFCH, LZB, RRGB, QCOR, BRY, AWAY, PCYC, SWY, SSNC, QLIK, TXRH, VNTV, SEE, SCBT, PEGA, THRM, OMX, CTL, BKW, JACK and MDP
Weekly High-Volume Stock Losers (25)
  • SKX, LAD, IART, APA, IPHS, TAL, TSLA, OC, AWI, BGS, IPI, GPI, FOR, TAHO, RP, NFX, VAC, DAKT, IPGP, PPO, ASGN, EBIX, LOGM, EHTH and PAY
Weekly Charts
ETFs
Stocks
*5-Day Change

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