Friday, June 11, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,091.60 +2.51%
  • DJIA 10,211.07 +2.81%
  • NASDAQ 2,243.60 +1.10%
  • Russell 2000 648.31 +2.19%
  • Wilshire 5000 11,285.79 +2.52%
  • Russell 1000 Growth 486.73 +1.95%
  • Russell 1000 Value 564.10 +3.07%
  • Morgan Stanley Consumer 670.78 +2.24%
  • Morgan Stanley Cyclical 842.72 +4.01%
  • Morgan Stanley Technology 551.98 +1.42%
  • Transports 4,319.88 +3.91%
  • Utilities 367.77 +3.81%
  • MSCI Emerging Markets 38.43 +1.62%
  • Lyxor L/S Equity Long Bias Index 947.01 -.57%
  • Lyxor L/S Equity Variable Bias Index 849.97 -.51%
  • Lyxor L/S Equity Short Bias Index 920.04 +.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line +83,193 -1.15%
  • Bloomberg New Highs-Lows Index -166 +90
  • Bloomberg Crude Oil % Bulls 42.0 -2.3%
  • CFTC Oil Net Speculative Position +17,457 -29.82%
  • CFTC Oil Total Open Interest 1,322,308 -3.27%
  • Total Put/Call 1.06 +10.42%
  • OEX Put/Call 1.17 +28.57%
  • ISE Sentiment 94.0 +17.65%
  • NYSE Arms 1.22 -91.05%
  • Volatility(VIX) 28.79 -19.19%
  • G7 Currency Volatility (VXY) 13.24 -10.36%
  • Smart Money Flow Index 8,767.99 -2.22%
  • Money Mkt Mutual Fund Assets $2.840 Trillion unch.
  • AAII % Bulls 34.48 -7.04%
  • AAII % Bears 43.10 +5.51%
Futures Spot Prices
  • CRB Index 255.92 +2.80%
  • Crude Oil 73.78 +4.70%
  • Reformulated Gasoline 204.97 +3.37%
  • Natural Gas 4.78 -.49%
  • Heating Oil 200.53 +3.61%
  • Gold 1,230.20 +.62%
  • Bloomberg Base Metals 183.36 +1.20%
  • Copper 290.40 +4.52%
  • US No. 1 Heavy Melt Scrap Steel 338.0 USD/Ton -8.81%
  • China Hot Rolled Domestic Steel Sheet 4,234 Yuan/Ton -1.03%
  • S&P GSCI Agriculture 294.78 +3.99%
Economy
  • ECRI Weekly Leading Economic Index 123.20 -.65%
  • Citi US Economic Surprise Index -14.20 -22.0 points
  • Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 6/23
  • US Dollar Index 87.51 -.95%
  • Yield Curve 250.0 +3 basis points
  • 10-Year US Treasury Yield 3.23% +3 basis points
  • Federal Reserve's Balance Sheet $2.314 Trillion -.17%
  • U.S. Sovereign Debt Credit Default Swap 37.14 -11.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 127.17 -15.60%
  • 10-Year TIPS Spread 1.99% +1 basis point
  • TED Spread 47.0 +5 basis points
  • N. America Investment Grade Credit Default Swap Index 126.15 +2.97%
  • Euro Financial Sector Credit Default Swap Index 154.65 -4.44%
  • Emerging Markets Credit Default Swap Index 285.55 -2.43%
  • CMBS Super Senior AAA 10-Year Treasury Spread 320.0 -14 basis points
  • M1 Money Supply $1.727 Trillion +1.64%
  • Business Loans 606.10 +.08%
  • 4-Week Moving Average of Jobless Claims 463,000 +.5%
  • Continuing Claims Unemployment Rate 3.5% -10 basis points
  • Average 30-Year Mortgage Rate 4.72% -7 basis points
  • Weekly Mortgage Applications 560.90 -12.22%
  • ABC Consumer Confidence -43 +1 point
  • Weekly Retail Sales +3.60% +90 basis points
  • Nationwide Gas $2.70/gallon -.03/gallon
  • U.S. Cooling Demand Next 7 Days 31.0% above normal
  • Baltic Dry Index 3,423 -12.97%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 65.0 +18.18%
  • Rail Freight Carloads 191,758 -14.82%
  • Iraqi 2028 Government Bonds 82.45 -1.03%
Best Performing Style
  • Mid-Cap Value +3.74%
Worst Performing Style
  • Large-Cap Growth +1.95%
Leading Sectors
  • Coal +8.23%
  • REITs +7.46%
  • Oil Tankers +6.95%
  • Steel +6.48%
  • Paper +6.14%
Lagging Sectors
  • Internet +.36%
  • I-Banks +.14%
  • Education -.26%
  • HMOs -.68%
  • Disk Drives -.70%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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