Friday, April 16, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,192.13 -.19%
  • DJIA 11,018.66 +.19%
  • NASDAQ 2,481.26 +1.11%
  • Russell 2000 714.62 +1.66%
  • Wilshire 5000 12,318.83 +.02%
  • Russell 1000 Growth 530.95 +.17%
  • Russell 1000 Value 615.98 -.42%
  • Morgan Stanley Consumer 716.77 -.31%
  • Morgan Stanley Cyclical 935.10 +.58%
  • Morgan Stanley Technology 617.88 +1.30%
  • Transports 4,645.75 +3.06%
  • Utilities 379.46 -1.42%
  • MSCI Emerging Markets 42.83 -1.75%
  • Lyxor L/S Equity Long Bias Index 1,009.40 +.41%
  • Lyxor L/S Equity Variable Bias Index 870.15 +.45%
  • Lyxor L/S Equity Short Bias Index 843.21 -.70%
Sentiment/Internals
  • NYSE Cumulative A/D Line +91,474 +3.55%
  • Bloomberg New Highs-Lows Index +1,208 +421
  • Bloomberg Crude Oil % Bulls 44.0 +46.67%
  • CFTC Oil Net Speculative Position +113,364 -11.53%
  • CFTC Oil Total Open Interest 1,392,323 +3.64%
  • Total Put/Call .85 +23.19%
  • OEX Put/Call 1.31 +10.08%
  • ISE Sentiment 107.0 -18.32%
  • NYSE Arms 3.01 +267.07%
  • Volatility(VIX) 18.36 +13.75%
  • G7 Currency Volatility (VXY) 10.94 -1.08%
  • Smart Money Flow Index 9,790.37 +1.73%
  • Money Mkt Mutual Fund Assets $2.913 Trillion -1.7%
  • AAII % Bulls 48.48 +13.11%
  • AAII % Bears 29.70 -2.17%
Futures Spot Prices
  • CRB Index 276.29 +.06%
  • Crude Oil 83.06 -2.19%
  • Reformulated Gasoline 227.60 -.64%
  • Natural Gas 4.05 -1.0%
  • Heating Oil 221.51 -.49%
  • Gold 1,137.40 -2.14%
  • Bloomberg Base Metals 234.71 +2.91%
  • Copper 354.50 -1.76%
  • US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,698 Yuan/Ton +2.62%
  • S&P GSCI Agriculture 309.99 +4.13%
Economy
  • ECRI Weekly Leading Economic Index 131.20 -.46%
  • Citi US Economic Surprise Index +28.0 -14.2 points
  • Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point cut on 4/28
  • US Dollar Index 80.82 +.39%
  • Yield Curve 281.0 -1.0 basis point
  • 10-Year US Treasury Yield 3.76% -12 basis points
  • Federal Reserve's Balance Sheet $2.322 Trillion +1.39%
  • U.S. Sovereign Debt Credit Default Swap 36.0 -12.19%
  • Western Europe Sovereign Debt Credit Default Swap Index 91.33 +9.27%
  • 10-Year TIPS Spread 2.34% unch.
  • TED Spread 15.0 unch.
  • N. America Investment Grade Credit Default Swap Index 84.46 -1.48%
  • Euro Financial Sector Credit Default Swap Index 78.43 -.78%
  • Emerging Markets Credit Default Swap Index 211.33 -2.65%
  • CMBS Super Senior AAA 10-Year Treasury Spread 226.0 -21 basis points
  • M1 Money Supply $1.707 Trillion -.75%
  • Business Loans 614.10 +3.77%
  • 4-Week Moving Average of Jobless Claims 457,800 +1.7%
  • Continuing Claims Unemployment Rate 3.6% +10 basis points
  • Average 30-Year Mortgage Rate 5.07% -14 basis points
  • Weekly Mortgage Applications 484.60 -9.64%
  • ABC Consumer Confidence -47 -4 points
  • Weekly Retail Sales +3.30% -60 basis points
  • Nationwide Gas $2.86/gallon unch.
  • U.S. Cooling Demand Next 7 Days 36.0% below normal
  • Baltic Dry Index 3,001 +2.70%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 67.50 +3.85%
  • Rail Freight Carloads 203,549 +3.72%
  • Iraqi 2028 Government Bonds 82.38 +.89%
Best Performing Style
  • Small-Cap Growth +2.04%
Worst Performing Style
  • Large-Cap Value -.42%
Leading Sectors
  • Semis +5.09%
  • Education +4.48%
  • Defense +3.83%
  • Disk Drives +3.79%
  • Networking +3.01%
Lagging Sectors
  • Agriculture -2.77%
  • REITs -3.46%
  • Coal -3.68%
  • Steel -4.15%
  • Gold -5.13%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: