Friday, February 08, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,517.93 +.31%
  • DJIA 13,992.97 -.12%
  • NASDAQ 3,193.87 +.46%
  • Russell 2000 913.67 +.27%
  • Value Line Geometric(broad market) 396.22 +.28%
  • Russell 1000 Growth 696.13 +.44%
  • Russell 1000 Value 771.36 +.31%
  • Morgan Stanley Consumer 905.61 +.41%
  • Morgan Stanley Cyclical 1,123.38 +.01%
  • Morgan Stanley Technology 729.56 +.16%
  • Transports 5,911.33 +.92%
  • Utilities 474.46 -.01%
  • Bloomberg European Bank/Financial Services 96.82 -.25%
  • MSCI Emerging Markets 43.77 -1.28%
  • Lyxor L/S Equity Long Bias 1,118.80 +.53%
  • Lyxor L/S Equity Variable Bias 832.97 +.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line 171,892 +.83%
  • Bloomberg New Highs-Lows Index 462 +46
  • Bloomberg Crude Oil % Bulls 32.4 -22.7%
  • CFTC Oil Net Speculative Position 266,904 -.44%
  • CFTC Oil Total Open Interest 1,594,844 +2.65%
  • Total Put/Call .90 unch.
  • OEX Put/Call 2.78 +131.67%
  • ISE Sentiment 137.0 +26.8%
  • NYSE Arms 1.07 +25.9%
  • Volatility(VIX) 13.0 +.93%
  • S&P 500 Implied Correlation 57.61 -4.65%
  • G7 Currency Volatility (VXY) 9.26 +5.0%
  • Smart Money Flow Index 11,344.37 +.41%
  • Money Mkt Mutual Fund Assets $2.691 Trillion -.1%
  • AAII % Bulls 42.8 -11.0%
  • AAII % Bears 29.6 +21.6%
Futures Spot Prices
  • CRB Index 301.06 -1.31%
  • Crude Oil 95.72 -1.94%
  • Reformulated Gasoline 305.88 +.39%
  • Natural Gas 3.27 -1.24%
  • Heating Oil 323.84 +2.49%
  • Gold 1,666.90 -.05%
  • Bloomberg Base Metals Index 220.61 +.43%
  • Copper 375.95 -.64%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 155.10 USD/Ton +1.24%
  • Lumber 387.80 +6.92%
  • UBS-Bloomberg Agriculture 1,556.41 -2.73%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 8.9% +60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .4991 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 113.06 +.19%
  • Citi US Economic Surprise Index -12.5 +15.6 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 3/20
  • US Dollar Index 80.21 +1.27%
  • Yield Curve 170.0 -5 basis points
  • 10-Year US Treasury Yield 1.95% -6 basis points
  • Federal Reserve's Balance Sheet $2.997 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 40.22 -5.35%
  • Illinois Municipal Debt Credit Default Swap 156.0 -2.93%
  • Western Europe Sovereign Debt Credit Default Swap Index 105.19 +2.76%
  • Emerging Markets Sovereign Debt CDS Index 171.36 -.29%
  • Israel Sovereign Debt Credit Default Swap 123.99 -2.94%
  • Iraq Sovereign Debt Credit Default Swap 411.18 -18.78%
  • China Blended Corporate Spread Index 393.0 +4 basis points
  • 10-Year TIPS Spread 2.53% -4 basis points
  • TED Spread 22.5 -.5 basis point
  • 2-Year Swap Spread 15.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.25 -4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 89.04 +2.56%
  • European Financial Sector Credit Default Swap Index 155.13 +6.70%
  • Emerging Markets Credit Default Swap Index 226.99 -.05%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.481 Trillion +.41%
  • Commercial Paper Outstanding 1,111.80 -1.2%
  • 4-Week Moving Average of Jobless Claims 350,500 -1,500
  • Continuing Claims Unemployment Rate 2.5% unch.
  • Average 30-Year Mortgage Rate 3.53% unch.
  • Weekly Mortgage Applications 849.80 +3.37%
  • Bloomberg Consumer Comfort -36.3 +1.2 points
  • Weekly Retail Sales +1.8% -10 basis points
  • Nationwide Gas $3.57/gallon +.11/gallon
  • Baltic Dry Index 749.0 -.13%
  • China (Export) Containerized Freight Index 1,144.55 +.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50-12.5%
  • Rail Freight Carloads 249,231 +4.37%
Best Performing Style
  • Mid-Cap Value +.86%
Worst Performing Style
  • Small-Cap Value +.13%
Leading Sectors
  • HMOs +4.6%
  • Defense +2.5%
  • Airlines +2.1%
  • Computer Hardware +1.7%
  • Networking +1.5%
Lagging Sectors
  • Computer Services -1.3% 
  • Software -1.5%
  • Steel -1.6%
  • Coal -2.1%
  • Homebuilders -2.3%
Weekly High-Volume Stock Gainers (28)
  • VSAT, GDP, SFLY, APKT, TRLG, GEOS, TTWO, HPTX, DV, ADNC, MEI, POWI, VMED, TVL, MUSA, PIKE, MGI, OMCL, ABAX, NBIX, AMWD, VSH, BCEI, CPLA, ITG, RRTS, WYN and TBI
Weekly High-Volume Stock Losers (19)
  • WXS, CFX, CPSI, IRG, TDC, BRE, NOV, HOLX, ABCO, JIVE, CHRW, BG, HTSI, RTEC, VOCS, AKAM, MCO, LTM and MHP
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: