Friday, May 03, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,614.42 +2.03%
  • DJIA 14,973.90 +1.78%
  • NASDAQ 3,378.63 +3.03%
  • Russell 2000 954.42 +2.05%
  • S&P 500 High Beta 24.43 +3.88%
  • Value Line Geometric(broad market) 414.15 +2.18%
  • Russell 1000 Growth 741.77 +2.56%
  • Russell 1000 Value 816.60 +1.44%
  • Morgan Stanley Consumer 1,009.32 +1.64%
  • Morgan Stanley Cyclical 1,172.72 +2.29%
  • Morgan Stanley Technology 742.54 +3.40%
  • Transports 6,218.90 +1.68%
  • Utilities 529.30 -.51%
  • Bloomberg European Bank/Financial Services 96.72 +3.18%
  • MSCI Emerging Markets 43.17 +1.97%
  • HFRX Equity Hedge 1,104.14 +.29%
  • HFRX Equity Market Neutral 940.99 -.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 188,210 +2.19%
  • Bloomberg New Highs-Lows Index 1,399.0 +735
  • Bloomberg Crude Oil % Bulls 35.3 -11.8%
  • CFTC Oil Net Speculative Position 209,941 -.77%
  • CFTC Oil Total Open Interest 1,771,193 +3.04%
  • Total Put/Call .89 unch.
  • OEX Put/Call 1.02 -62.22%
  • ISE Sentiment 106.0 -6.19%
  • NYSE Arms .76 -40.16%
  • Volatility(VIX) 12.85 -5.58%
  • S&P 500 Implied Correlation 52.04 -1.42%
  • G7 Currency Volatility (VXY) 8.82 -2.33%
  • Smart Money Flow Index 11,820.65 +1.25%
  • Money Mkt Mutual Fund Assets $2.563 Trillion -1.20%
  • AAII % Bulls 31.0 +9.5%
  • AAII % Bears 35.9 -7.5%
Futures Spot Prices
  • CRB Index 290.17 +1.67%
  • Crude Oil 95.61 +3.04%
  • Reformulated Gasoline 282.54 +.41%
  • Natural Gas 4.04 -3.60%
  • Heating Oil 288.44 -.32%
  • Gold 1,464.20 +.14%
  • Bloomberg Base Metals Index 189.22 -1.22%
  • Copper 330.45 +2.75%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton unch. 
  • China Iron Ore Spot 128.10 USD/Ton -4.47%
  • Lumber 343.10 -2.56%
  • UBS-Bloomberg Agriculture 1,503.02 +2.46%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 7.2% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2650 -2.29%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.98 +.04%
  • Citi US Economic Surprise Index .30 +12.7 points
  • Citi Emerging Mkts Economic Surprise Index -44.80 -4.4 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 82.12 -.42%
  • Euro/Yen Carry Return Index 135.43 +1.68%
  • Yield Curve 152.0 +7 basis points
  • 10-Year US Treasury Yield 1.74% +8 basis points
  • Federal Reserve's Balance Sheet $3.274 Trillion -.07%
  • U.S. Sovereign Debt Credit Default Swap 31.50 -3.08%
  • Illinois Municipal Debt Credit Default Swap 116.0 -2.96%
  • Western Europe Sovereign Debt Credit Default Swap Index 88.82 -7.48%
  • Emerging Markets Sovereign Debt CDS Index 181.09 -4.97%
  • Israel Sovereign Debt Credit Default Swap 107.18 -5.02%
  • South Korea Sovereign Debt Credit Default Swap 69.50 -3.47%
  • China Blended Corporate Spread Index 413.0 +4 basis points
  • 10-Year TIPS Spread 2.30% -8 basis points
  • TED Spread 23.0 +.5 basis point
  • 2-Year Swap Spread 14.0 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.50 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.25 -8.88%
  • European Financial Sector Credit Default Swap Index 131.60 -17.38%
  • Emerging Markets Credit Default Swap Index 231.63 -3.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 +2.5 basis points
  • M1 Money Supply $2.550 Trillion +1.15%
  • Commercial Paper Outstanding 997.40 -1.20%
  • 4-Week Moving Average of Jobless Claims 342,300 -15,200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.35% -5 basis points
  • Weekly Mortgage Applications 883.80 +1.81%
  • Bloomberg Consumer Comfort -28.9 +1.0 point
  • Weekly Retail Sales +2.20% +30 basis points
  • Nationwide Gas $3.52/gallon +.01/gallon
  • Baltic Dry Index 878.0 +.80%
  • China (Export) Containerized Freight Index 1,101.57 +.57%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 247,569 +2.85%
Best Performing Style
  • Large-Cap Growth +2.6%
Worst Performing Style
  • Large-Cap Value +1.4%
Leading Sectors
  • Coal +8.7%
  • Computer Hardware +5.0%
  • Computer Services +4.7%
  • I-Banking +4.5%
  • Oil Service +4.4%
Lagging Sectors
  • Tobacco +.4% 
  • Papers +.3%
  • Utilities -.5%
  • Drugs -.7%
  • Education -1.5%
Weekly High-Volume Stock Gainers (31)
  • YELP, MDSO, NR, BGFV, OIS, LOGM, MGAM, MDCA, REGI, DXCM, CPTS, CAMP, ULTI, HTWR, REGN, WBSN, TXRH, WAIR, GDOT, DWA, MCO, MIC, IPHI, GNRC, DFRG, BKD, ACT, CODE, VSH, RGC and NYX
Weekly High-Volume Stock Losers (26)
  • BWLD, AFCE, ECHO, IPGP, HBHC, WEX, AMZN, FRAN, TRMB, IBKC, MSTR, AGN, AUXL, SWI, ITRI, NATI, PKI, FARO, SAM, EXPE, CHH, KFRC, NUAN, RBC, DXPE and GWAY
Weekly Charts
ETFs
Stocks
*5-Day Change

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