Friday, September 10, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,109.55 +1.78%
  • DJIA 10,462.77 +1.38%
  • NASDAQ 2,242.48 +1.93%
  • Russell 2000 636.46 +.66%
  • Wilshire 5000 11,432.09 +1.60%
  • Russell 1000 Growth 493.53 +1.63%
  • Russell 1000 Value 571.70 +1.74%
  • Morgan Stanley Consumer 683.03 +1.90%
  • Morgan Stanley Cyclical 851.61 +.86%
  • Morgan Stanley Technology 553.21 +1.86%
  • Transports 4,401.18 +1.36%
  • Utilities 394.74 -.54%
  • MSCI Emerging Markets 42.10 +1.70%
  • Lyxor L/S Equity Long Bias Index 964.88 +1.62%
  • Lyxor L/S Equity Variable Bias Index 851.28 +1.18%
  • Lyxor L/S Equity Short Bias Index 859.09 -1.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line +95,849 +3.72%
  • Bloomberg New Highs-Lows Index +169 -67
  • Bloomberg Crude Oil % Bulls 18.0 -37.93%
  • CFTC Oil Net Speculative Position +10,489 -20.05%
  • CFTC Oil Total Open Interest 1,347,231 +3.0%
  • Total Put/Call 1.27 +39.56%
  • OEX Put/Call 1.08 -41.62%
  • ISE Sentiment 96.0 -1.03%
  • NYSE Arms .79 +66.66%
  • Volatility(VIX) 21.99 -5.26%
  • G7 Currency Volatility (VXY) 11.79 -1.58%
  • Smart Money Flow Index 9,063.14 -.52%
  • Money Mkt Mutual Fund Assets $2.839 Trillion +.4%
  • AAII % Bulls 43.87 +42.44%
  • AAII % Bears 31.61 -25.09%
Futures Spot Prices
  • CRB Index 275.14 +1.47%
  • Crude Oil 76.56 +2.10%
  • Reformulated Gasoline 197.37 +2.77%
  • Natural Gas 3.88 +1.94%
  • Heating Oil 210.40 +2.24%
  • Gold 1,247.60 -.43%
  • Bloomberg Base Metals 213.47 -.50%
  • Copper 341.20 -2.25%
  • US No. 1 Heavy Melt Scrap Steel 323.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,423 Yuan/Ton +4.44%
  • S&P GSCI Agriculture 396.91 +4.11%
Economy
  • ECRI Weekly Leading Economic Index 122.0 +1.24%
  • Citi US Economic Surprise Index -16.90 +21.50 points
  • Fed Fund Futures imply 80.0% chance of no change, 20.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 82.80 +.33%
  • Yield Curve 222.0 +4 basis points
  • 10-Year US Treasury Yield 2.79% +9 basis points
  • Federal Reserve's Balance Sheet $2.288 Trillion +.13%
  • U.S. Sovereign Debt Credit Default Swap 47.60 +5.80%
  • U.S. Municipal CDS Index 228.50 +2.58%
  • Western Europe Sovereign Debt Credit Default Swap Index 151.84 +6.0%
  • 10-Year TIPS Spread 1.82% +15 basis points
  • TED Spread 16.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 103.25 -1.43%
  • Euro Financial Sector Credit Default Swap Index 111.83 +.50%
  • Emerging Markets Credit Default Swap Index 249.77 +5.48%
  • CMBS Super Senior AAA 10-Year Treasury Spread 255.0 -2 basis points
  • M1 Money Supply $1.778 Trillion +1.91%
  • Business Loans 604.10 +.18%
  • 4-Week Moving Average of Jobless Claims 477,800 -1.90%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.35% +3 basis points
  • Weekly Mortgage Applications 880.0 -1.94%
  • ABC Consumer Confidence -43 +2 points
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $2.69/gallon +.1/gallon
  • U.S. Cooling Demand Next 7 Days 1.0% below normal
  • Baltic Dry Index 2,988 +5.40%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 237,006 -.08%
  • Iraqi 2028 Government Bonds 85.52 -.58%
Best Performing Style
  • Large-Cap Value +1.74%
Worst Performing Style
  • Small-Cap Growth +.65%
Leading Sectors
  • HMOs +3.87%
  • Oil Service +3.77%
  • Education +3.70%
  • Biotech +3.43%
  • Tobacco +3.35%
Lagging Sectors
  • REITs -.59%
  • Gold -.72%
  • Oil Tankers -.86%
  • Airlines -1.49%
  • Semis -3.14%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: