Friday, September 17, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,125.59 +1.45%
  • DJIA 10,607.85 +1.39%
  • NASDAQ 2,315.61 +3.26%
  • Russell 2000 651.44 +2.35%
  • Wilshire 5000 11,612.97 +1.58%
  • Russell 1000 Growth 504.53 +3.17%
  • Russell 1000 Value 576.62 +.86%
  • Morgan Stanley Consumer 689.91 +1.0%
  • Morgan Stanley Cyclical 868.39 +1.97%
  • Morgan Stanley Technology 571.83 +3.36%
  • Transports 4,433.66 +.74%
  • Utilities 391.12 -.92%
  • MSCI Emerging Markets 43.07 +2.28%
  • Lyxor L/S Equity Long Bias Index 973.41 +.98%
  • Lyxor L/S Equity Variable Bias Index 849.69 +.46%
  • Lyxor L/S Equity Short Bias Index 853.15 -2.67%
Sentiment/Internals
  • NYSE Cumulative A/D Line +98,276 +1.66%
  • Bloomberg New Highs-Lows Index +269 +100
  • Bloomberg Crude Oil % Bulls 11.0 -38.8%
  • CFTC Oil Net Speculative Position +48,337 +360.84%
  • CFTC Oil Total Open Interest 1,336,392 -.80%
  • Total Put/Call .89 -29.92%
  • OEX Put/Call 1.20 +11.11%
  • ISE Sentiment 90.0 -6.25%
  • NYSE Arms 1.86 +135.44%
  • Volatility(VIX) 22.01 +.09%
  • G7 Currency Volatility (VXY) 11.50 -2.62%
  • Smart Money Flow Index 9,210.30 +1.62%
  • Money Mkt Mutual Fund Assets $2.814 Trillion -.9%
  • AAII % Bulls 50.89 +16.0%
  • AAII % Bears 24.26 -23.25%
Futures Spot Prices
  • CRB Index 279.65 +1.64%
  • Crude Oil 73.66 -3.57%
  • Reformulated Gasoline 191.92 -2.80%
  • Natural Gas 4.02 +3.90%
  • Heating Oil 209.92 -.10%
  • Gold 1,277.50 +2.32%
  • Bloomberg Base Metals 220.36 +3.23%
  • Copper 352.20 +3.39%
  • US No. 1 Heavy Melt Scrap Steel 329.67 USD/Ton +2.07%
  • China Hot Rolled Domestic Steel Sheet 4,326 Yuan/Ton -1.41%
  • S&P GSCI Agriculture 412.26 +3.86%
Economy
  • ECRI Weekly Leading Economic Index 122.60 +.49%
  • Citi US Economic Surprise Index -13.70 +3.2 points
  • Fed Fund Futures imply 78.0% chance of no change, 22.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 81.40 -1.57%
  • Yield Curve 227.0 +5 basis points
  • 10-Year US Treasury Yield 2.74% -5 basis points
  • Federal Reserve's Balance Sheet $2.279 Trillion -.39%
  • U.S. Sovereign Debt Credit Default Swap 45.44 -1.58%
  • U.S. Municipal CDS Index 229.22 +.31%
  • Western Europe Sovereign Debt Credit Default Swap Index 156.25 +2.95%
  • 10-Year TIPS Spread 1.78% -4 basis points
  • TED Spread 14.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 103.77 +.50%
  • Euro Financial Sector Credit Default Swap Index 115.35 +2.67%
  • Emerging Markets Credit Default Swap Index 241.12 -3.57%
  • CMBS Super Senior AAA 10-Year Treasury Spread 249.0 +3 basis points
  • M1 Money Supply $1.771 Trillion -.42%
  • Business Loans 604.70 +.10%
  • 4-Week Moving Average of Jobless Claims 464,800 -2.8%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.37% +2 basis points
  • Weekly Mortgage Applications 801.50 -8.92%
  • ABC Consumer Confidence -43 unch.
  • Weekly Retail Sales +2.9% -10 basis points
  • Nationwide Gas $2.74/gallon +.05/gallon
  • U.S. Cooling Demand Next 7 Days 26.0% above normal
  • Baltic Dry Index 2,737 -8.40%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 206,850 -12.72%
  • Iraqi 2028 Government Bonds 85.48 -.33%
Best Performing Style
  • Small-Cap Growth +3.17%
Worst Performing Style
  • Large-Cap Value +.86%
Leading Sectors
  • Semis +6.96%
  • Education +6.58%
  • Software +5.24%
  • Networking +4.51%
  • Disk Drives +3.97%
Lagging Sectors
  • Homebuilders -.27%
  • HMOs -.63%
  • Energy -.77%
  • Utilities -.91%
  • Steel -.97%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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