Friday, April 23, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,1217.28 +2.11%
  • DJIA 11,204.28 +1.68%
  • NASDAQ 2,530.15 +1.97%
  • Russell 2000 714.92 +3.82%
  • Wilshire 5000 12,607.66 +2.34%
  • Russell 1000 Growth 540.02 +1.71%
  • Russell 1000 Value 632.77 +2.73%
  • Morgan Stanley Consumer 730.59 +1.93%
  • Morgan Stanley Cyclical 967.01 +3.41%
  • Morgan Stanley Technology 623.53 +.91%
  • Transports 4,751.33 +2.27%
  • Utilities 388.52 +2.39%
  • MSCI Emerging Markets 42.81 -.06%
  • Lyxor L/S Equity Long Bias Index 1,007.99 -.14%
  • Lyxor L/S Equity Variable Bias Index 866.38 -.43%
  • Lyxor L/S Equity Short Bias Index 852.03 +1.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line +93,851 +4.79%
  • Bloomberg New Highs-Lows Index +1,216 +8
  • Bloomberg Crude Oil % Bulls 35.0 -20.45%
  • CFTC Oil Net Speculative Position +121,475 +7.15%
  • CFTC Oil Total Open Interest 1,356,869 -2.55%
  • Total Put/Call .70 -17.65%
  • OEX Put/Call .45 -65.65%
  • ISE Sentiment 144.0 +34.55%
  • NYSE Arms 1.25 -58.47%
  • Volatility(VIX) 16.62 -9.48%
  • G7 Currency Volatility (VXY) 11.22 +2.09%
  • Smart Money Flow Index 9,831.17 +.42%
  • Money Mkt Mutual Fund Assets $2.878 Trillion -1.2%
  • AAII % Bulls 38.12 -21.37%
  • AAII % Bears 34.25 +15.32%
Futures Spot Prices
  • CRB Index 279.05 +.99%
  • Crude Oil 85.12 +.83%
  • Reformulated Gasoline 235.31 +3.54%
  • Natural Gas 4.12 +4.20%
  • Heating Oil 225.05 +1.72%
  • Gold 1,153.70 +1.40%
  • Bloomberg Base Metals 224.50 -4.35%
  • Copper 353.05 -.37%
  • US No. 1 Heavy Melt Scrap Steel 373.33 USD/Ton +6.16
  • China Hot Rolled Domestic Steel Sheet 4,680 Yuan/Ton +.06%
  • S&P GSCI Agriculture 309.95 -.01%
Economy
  • ECRI Weekly Leading Economic Index 133.0 +1.29%
  • Citi US Economic Surprise Index +23.50 -4.5 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 81.35 +.65%
  • Yield Curve 274.0 -7 basis points
  • 10-Year US Treasury Yield 3.81% +5 basis points
  • Federal Reserve's Balance Sheet $2.320 Trillion -.07%
  • U.S. Sovereign Debt Credit Default Swap 38.0 +5.55%
  • Western Europe Sovereign Debt Credit Default Swap Index 100.17 +9.67%
  • 10-Year TIPS Spread 2.37% +3 basis points
  • TED Spread 17.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 88.78 +5.11%
  • Euro Financial Sector Credit Default Swap Index 96.53 +23.08%
  • Emerging Markets Credit Default Swap Index 211.44 +.04%
  • CMBS Super Senior AAA 10-Year Treasury Spread 226.0 unch.
  • M1 Money Supply $1.686 Trillion -1.21%
  • Business Loans 618.50 +.72%
  • 4-Week Moving Average of Jobless Claims 460,300 +.6%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 5.07% unch.
  • Weekly Mortgage Applications 550.60 +13.60%
  • ABC Consumer Confidence -50 -3 points
  • Weekly Retail Sales +3.0% -30 basis points
  • Nationwide Gas $2.85/gallon -.01/gallon
  • U.S. Cooling Demand Next 7 Days 15.0% below normal
  • Baltic Dry Index 3,013 +.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 67.50 unch.
  • Rail Freight Carloads 209,903 +3.12%
  • Iraqi 2028 Government Bonds 83.0 +.12%
Best Performing Style
  • Small-Cap Value +4.86%
Worst Performing Style
  • Large-Cap Growth +1.71%
Leading Sectors
  • Disk Drives +8.96%
  • Homebuilders +8.59%
  • Oil Service +8.13%
  • REITs +6.84%
  • Gaming +6.65%
Lagging Sectors
  • Education -1.0%
  • Drugs -1.18%
  • Biotech -1.40%
  • Airlines -1.86%
  • Medical Equipment -2.16%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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