Weekly Scoreboard*

Indices

• S&P 500 1,880.29 -2.17%

• DJIA 15,988.0 -2.19%

• NASDAQ 4,488.41 -3.34%

• Russell 2000 1,007.72 -3.68%

• S&P 500 High Beta 24.74 -6.46%

• Goldman 50 Most Shorted 86.59 -8.0% 

• Wilshire 5000 19,269.20 -2.52%

• Russell 1000 Growth 916.26 -2.49%

• Russell 1000 Value 885.57 -2.31%

• S&P 500 Consumer Staples 495.72 -1.49%

• Solactive US Cyclical 109.84 -3.84%

• Morgan Stanley Technology 976.47 -2.56%

• Transports 6,689.06 -3.70%

• Utilities 582.79 +.69%

• Bloomberg European Bank/Financial Services 86.11 -4.81%

• MSCI Emerging Markets 28.96 -4.04%

• HFRX Equity Hedge 1,111.64 -1.95%

• HFRX Equity Market Neutral 1,044.69 +.71%

Sentiment/Internals

• NYSE Cumulative A/D Line 223,052 -1.56%

• Bloomberg New Highs-Lows Index -1,470 +23

• Bloomberg Crude Oil % Bulls 19.44 +16.62%

• CFTC Oil Net Speculative Position 163,504 -11.22%

• CFTC Oil Total Open Interest 1,756,232 +3.11%

• Total Put/Call 1.55 +16.42%

• OEX Put/Call 2.03 +369.77%

• ISE Sentiment 65.0 +28.0%

• NYSE Arms 1.79 -16.0%

• Volatility(VIX) 27.02 +2.52%

• S&P 500 Implied Correlation 62.73 -2.39%

• G7 Currency Volatility (VXY) 10.25 +3.64%

• Emerging Markets Currency Volatility (EM-VXY) 12.08 +1.26%

• Smart Money Flow Index 17,218.90 -2.21%

• ICI Money Mkt Mutual Fund Assets $2.743 Trillion +.29%

• ICI US Equity Weekly Net New Cash Flow -$3.959 Billion

• AAII % Bulls 17.9 -19.3%

• AAII % Bears 45.5 +19.0%

Futures Spot Prices

• CRB Index 159.93 -5.1%

• Crude Oil 29.65 -9.85%

• Reformulated Gasoline 102.72 -8.56%

• Natural Gas 2.10 -15.14%

• Heating Oil 93.93 -10.15%

• Gold 1,088.20 -1.3%

• Bloomberg Base Metals Index 128.57 -2.37%

• Copper 194.30 -3.57%

• US No. 1 Heavy Melt Scrap Steel 145.66 USD/Ton +2.34%

• China Iron Ore Spot 41.12 USD/Ton -2.4%

• Lumber 245.80 -.53%

• UBS-Bloomberg Agriculture 1,033.0 +.56%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -1.5% -10.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.4261 +5.65%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.22 -.48%

• Citi US Economic Surprise Index -33.80 -12.5 points

• Citi Eurozone Economic Surprise Index 19.60 -5.9 points

• Citi Emerging Markets Economic Surprise Index -4.10 -5.0 points

• Fed Fund Futures imply 92.0% chance of no change, 0.0% chance of 25 basis point hike on 1/27

• US Dollar Index 98.93 +.55%
• MSCI Emerging Markets Currency Index 1,425.02 -.44%

• Euro/Yen Carry Return Index 133.36 -.39%

• Yield Curve 119.0 +1.0 basis point

• 10-Year US Treasury Yield 2.03% -8.0 basis points

• Federal Reserve's Balance Sheet $4.463 Trillion +.33%

• U.S. Sovereign Debt Credit Default Swap 22.50 +10.2%

• Illinois Municipal Debt Credit Default Swap 297.0 +1.71%

• Western Europe Sovereign Debt Credit Default Swap Index 18.19 +5.94%

• Asia Pacific Sovereign Debt Credit Default Swap Index 81.57 +6.89%
  

• Emerging Markets Sovereign Debt CDS Index 217.86 +11.16%
  

• Israel Sovereign Debt Credit Default Swap 92.50 +5.71%

• Iraq Sovereign Debt Credit Default Swap 967.39 +1.65%

• Russia Sovereign Debt Credit Default Swap 384.74 +14.8%

• iBoxx Offshore RMB China Corporates High Yield Index 122.90 -.57%

• 10-Year TIPS Spread 1.39% -11.0 basis points

• TED Spread 37.75 -4.5 basis points

• 2-Year Swap Spread 6.75 -1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -23.25 -4.25 basis points

• N. America Investment Grade Credit Default Swap Index 109.28 +13.41%

• America Energy Sector High-Yield Credit Default Swap Index 1,830.0 +16.2%

• European Financial Sector Credit Default Swap Index 85.69 +6.3%
  

• Emerging Markets Credit Default Swap Index 397.30 +6.0%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 140.0 unch.

• M1 Money Supply $3.216 Trillion +4.53%

• Commercial Paper Outstanding 1,045.80 -3.3%

• 4-Week Moving Average of Jobless Claims 278,750 +3,000

• Continuing Claims Unemployment Rate 1.7% +10.0 basis points

• Average 30-Year Mortgage Rate 3.92% -5.0 basis points

• Weekly Mortgage Applications 398.50 +21.3%

• Bloomberg Consumer Comfort 44.4 +.2 point

• Weekly Retail Sales +1.70% -50.0 basis points

• Nationwide Gas $1.93/gallon -.06/gallon

• Baltic Dry Index 383.0 -10.7%

• China (Export) Containerized Freight Index 770.86 +4.89%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -22.7%

• Rail Freight Carloads 258,939 +37.8%

Best Performing Style

• Large-Cap Value -2.3%

Worst Performing Style

• Small-Cap Value -3.7%

Leading Sectors

• Restaurants +1.0%

• Utilities +.7%

• Computer Services -.1%

• Computer Hardware -.1%

• Tobacco -.5%

Lagging Sectors

• Insurance -8.6% 

• Alt Energy -9.4%

• Gold & Silver -12.1%

• Oil Tankers -16.6%

• Coal -35.1%

Weekly High-Volume Stock Gainers (7)

• AFFX, SMCI, FC, VCRA, MSCC, FLIR and PRGS

Weekly High-Volume Stock Losers (37)

• EDR, THS, MSTR, AIMC, MG, AEO, MJN, SAH, LM, TOWR, AL, ESRX, WOOF, UA, WMB, VRTX, TMH, OMF, MCK, BWA, BMRN, QRVO, INCY, AXL, LBY, MFLX, AMBA, SHLM, TREE, KTWO, GKOS, COLL, RGLD, ECPG, HALO, HTWR and CUDA

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change