Friday, April 05, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,553.28 -1.01%
  • DJIA 14,565.20 -.09%
  • NASDAQ 3,203.85 -1.95%
  • Russell 2000 923.28 -2.97%
  • Value Line Geometric(broad market) 398.86 -2.38%
  • Russell 1000 Growth 708.02 -1.38%
  • Russell 1000 Value 792.25 -.99%
  • Morgan Stanley Consumer 964.44 -.95%
  • Morgan Stanley Cyclical 1,132.42 -3.33%
  • Morgan Stanley Technology 716.96 -2.73%
  • Transports 6,037.36 -3.49%
  • Utilities 514.73 +1.25%
  • Bloomberg European Bank/Financial Services 88.39 -2.28%
  • MSCI Emerging Markets 41.72 -2.14%
  • Lyxor L/S Equity Long Bias 1,147.79 -.09%
  • Lyxor L/S Equity Variable Bias 845.05 -.18%
Sentiment/Internals
  • NYSE Cumulative A/D Line 178,475 -1.32%
  • Bloomberg New Highs-Lows Index -106 -846
  • Bloomberg Crude Oil % Bulls 30.77 +15.37%
  • CFTC Oil Net Speculative Position 248,850 +1.73%
  • CFTC Oil Total Open Interest 1,731,930 +2.26%
  • Total Put/Call 1.04 +16.85%
  • OEX Put/Call 1.48 -41.50%
  • ISE Sentiment 88.0 -7.4%
  • NYSE Arms .98 +15.29%
  • Volatility(VIX) 13.92 +9.61%
  • S&P 500 Implied Correlation 55.49 -.54%
  • G7 Currency Volatility (VXY) 9.19 -.54%
  • Smart Money Flow Index 11,330.68 -.89%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.1%
  • AAII % Bulls 35.5 -7.6%
  • AAII % Bears 28.2 -1.7%
Futures Spot Prices
  • CRB Index 288.28 -2.74%
  • Crude Oil 92.70 -4.65%
  • Reformulated Gasoline 286.36 -8.04%
  • Natural Gas 4.12 +2.61%
  • Heating Oil 290.98 -.12%
  • Gold 1,575.90 -1.26%
  • Bloomberg Base Metals Index 196.13 -2.45%
  • Copper 334.40 -1.72%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton +7.8%
  • China Iron Ore Spot 128.0 USD/Ton -6.8%
  • Lumber 374.10 -4.37%
  • UBS-Bloomberg Agriculture 1,477.67 -1.68%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.2% -40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1411 -5.38%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.88 +.20%
  • Citi US Economic Surprise Index 4.0 -14.9 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 5/1
  • US Dollar Index 82.50 -.60%
  • Yield Curve 148.0 -12 basis points
  • 10-Year US Treasury Yield 1.71% -14 basis points
  • Federal Reserve's Balance Sheet $3.198 Trillion +.41%
  • U.S. Sovereign Debt Credit Default Swap 34.62 -8.26%
  • Illinois Municipal Debt Credit Default Swap 135.0 -2.87%
  • Western Europe Sovereign Debt Credit Default Swap Index 102.72 -2.21%
  • Emerging Markets Sovereign Debt CDS Index 200.65 -5.59%
  • Israel Sovereign Debt Credit Default Swap 120.41 -3.35%
  • South Korea Sovereign Debt Credit Default Swap 87.65 +10.4%
  • China Blended Corporate Spread Index 408.0 -5 basis points
  • 10-Year TIPS Spread 2.47% -5 basis points
  • TED Spread 21.75 +.5 basis point
  • 2-Year Swap Spread 15.0 -3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -17.5 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 88.10 -2.91%
  • European Financial Sector Credit Default Swap Index 175.44 -9.72%
  • Emerging Markets Credit Default Swap Index 252.71 -4.81%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 116.0 -19.0 basis points
  • M1 Money Supply $2.458 Trillion +1.49%
  • Commercial Paper Outstanding 1,002.20 -1.90%
  • 4-Week Moving Average of Jobless Claims 354,300 +11,300
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.54% -3 basis points
  • Weekly Mortgage Applications 790.70 -4.01%
  • Bloomberg Consumer Comfort -34.1 +.3 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.62/gallon -.02/gallon
  • Baltic Dry Index 861.0 -6.62%
  • China (Export) Containerized Freight Index 1,107.55 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 233,587 -.87%
Best Performing Style
  • Large-Cap Value -1.0%
Worst Performing Style
  • Small-Cap Growth -3.3%
Leading Sectors
  • HMOs +3.3%
  • REITs +2.2%
  • Retail +1.4%
  • Utilities +1.3%
  • Telecom +.5%
Lagging Sectors
  • Homebuilders -4.2% 
  • Gaming -5.4%
  • Oil Tankers -6.0%
  • Airlines -7.0%
  • Gold & Silver -7.1%
Weekly High-Volume Stock Gainers (9)
  • CONN, OPTR, HUM, AM, STL, TSLA, FORR, GME and TUMI
Weekly High-Volume Stock Losers (11)
  • GIII, GIFI, XOOM, GBX, ADT, RPRX, GPN, BCC, TDC, NDAQ and DLLR
Weekly Charts
ETFs
Stocks
*5-Day Change

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