Friday, March 19, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,159.90 +.86%
  • DJIA 10,741.98 +1.10%
  • NASDAQ 2,374.41 +.29%
  • Russell 2000 673.89 -.40%
  • Wilshire 5000 11,933.68 +.65%
  • Russell 1000 Growth 517.53 +.77%
  • Russell 1000 Value 595.64 +.76%
  • Morgan Stanley Consumer 700.21 +.86%
  • Morgan Stanley Cyclical 882.41 +.57%
  • Morgan Stanley Technology 596.49 +.65%
  • Transports 4,373.73 +1.12%
  • Utilities 381.80 +1.33%
  • MSCI Emerging Markets 41.38 unch.
  • Lyxor L/S Equity Long Bias Index 988.05 +.45%
  • Lyxor L/S Equity Variable Bias Index 853.34 +.27%
  • Lyxor L/S Equity Short Bias Index 8863.74 -1.43%
Sentiment/Internals
  • NYSE Cumulative A/D Line +84,189 +.45%
  • Bloomberg New Highs-Lows Index +451 -90
  • Bloomberg Crude Oil % Bulls 32.0 +14.3%
  • CFTC Oil Net Speculative Position +124,143 +13.57%
  • CFTC Oil Total Open Interest 1,357,426 +.68%
  • Total Put/Call .97 +12.79%
  • OEX Put/Call .71 -26.80%
  • ISE Sentiment 107.0 -13.71%
  • NYSE Arms 1.28 -19.50%
  • Volatility(VIX) 16.97 -3.47%
  • G7 Currency Volatility (VXY) 10.74 -3.94%
  • Smart Money Flow Index 9,613.21 +.99%
  • Money Mkt Mutual Fund Assets $3.017 Trillion -2.4%
  • AAII % Bulls 35.37 -21.90%
  • AAII % Bears 29.88 +18.15%
Futures Spot Prices
  • CRB Index 272.63 -.25%
  • Crude Oil 80.68 -.49%
  • Reformulated Gasoline 225.56 +.03%
  • Natural Gas 4.17 -4.90%
  • Heating Oil 207.67 -.87%
  • Gold 1,107.60 +.55%
  • Bloomberg Base Metals 215.35 +.33%
  • Copper 337.25 -.55%
  • US No. 1 Heavy Melt Scrap Steel 303.33 USD/Ton +.11%
  • China Hot Rolled Domestic Steel Sheet 4,248 Yuan/Ton +3.64%
  • S&P GSCI Agriculture 311.13 +.51%
Economy
  • ECRI Weekly Leading Economic Index 130.90 +.38%
  • Citi US Economic Surprise Index +38.40 +2.3 points
  • Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 4/28
  • US Dollar Index 80.76 +1.16%
  • Yield Curve 270.0 -5.0 basis points
  • 10-Year US Treasury Yield 3.69% -1 basis point
  • Federal Reserve's Balance Sheet $2.290 Trillion +1.13%
  • U.S. Sovereign Debt Credit Default Swap 29.0 -3.33%
  • Western Europe Sovereign Debt Credit Default Swap Index 78.64 +19.81%
  • 10-Year TIPS Spread 2.21% -6 basis points
  • TED Spread 13.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 86.03 +3.91%
  • Euro Financial Sector Credit Default Swap Index 71.40 +2.39%
  • Emerging Markets Credit Default Swap Index 217.72 +.33%
  • CMBS Super Senior AAA 10-Year Treasury Spread 284.0 -19.0 basis points
  • M1 Money Supply $1.700 Trillion -.74%
  • Business Loans 636.80 -.28%
  • 4-Week Moving Average of Jobless Claims 471,300 -.9%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.96% +1 basis point
  • Weekly Mortgage Applications 620.90 -1.93%
  • ABC Consumer Confidence -43 +6 points
  • Weekly Retail Sales +3.20% +10 basis points
  • Nationwide Gas $2.81/gallon +.03/gallon
  • U.S. Heating Demand Next 7 Days 24.0% below normal
  • Baltic Dry Index 3,396 +2.41%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 65.0 +13.04%
  • Rail Freight Carloads 203,626 -4.08%
  • Iraqi 2028 Government Bonds 82.13 -.89%
Best Performing Style
  • Large-Cap Growth +.77%
Worst Performing Style
  • Small-Cap Growth -.66%
Leading Sectors
  • HMOs +7.83%
  • Hospitals +5.16%
  • Telecom +2.16%
  • REITs +2.15%
  • Education +1.95%
Lagging Sectors
  • Steel -3.20%
  • Alt Energy -3.84%
  • Oil Service -4.40%
  • Airlines -5.07%
  • Coal -7.97%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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