Saturday, September 25, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,148.67 +2.05%
  • DJIA 10,860.26 +2.38%
  • NASDAQ 2,381.22 +2.83%
  • Russell 2000 671.01 +3.0%
  • Wilshire 5000 11,860.84 +2.13%
  • Russell 1000 Growth 517.62 +2.59%
  • Russell 1000 Value 585.42 +1.53%
  • Morgan Stanley Consumer 704.42 +2.10%
  • Morgan Stanley Cyclical 885.03 +1.92%
  • Morgan Stanley Technology 586.89 +2.63%
  • Transports 4,515.01 +1.84%
  • Utilities 399.93 +2.25%
  • MSCI Emerging Markets 43.80 +1.69%
  • Lyxor L/S Equity Long Bias Index 982.20 +.66%
  • Lyxor L/S Equity Variable Bias Index 854.30 +.34%
  • Lyxor L/S Equity Short Bias Index 817.86 -1.30%
Sentiment/Internals
  • NYSE Cumulative A/D Line +99,365 +1.11%
  • Bloomberg New Highs-Lows Index +424 +155
  • Bloomberg Crude Oil % Bulls 13.0 +18.2%
  • CFTC Oil Net Speculative Position +43,900 -9.18%
  • CFTC Oil Total Open Interest 1,324,114 -.92%
  • Total Put/Call .82 -7.87%
  • OEX Put/Call 1.18 -1.67%
  • ISE Sentiment 144.0 +60.0%
  • NYSE Arms .52 -72.04%
  • Volatility(VIX) 21.71 -1.36%
  • G7 Currency Volatility (VXY) 11.95 +4.35%
  • Smart Money Flow Index 9,310.43 +1.09%
  • Money Mkt Mutual Fund Assets $2.803 Trillion -.4%
  • AAII % Bulls 44.97 -11.63%
  • AAII % Bears 25.40 +4.70%
Futures Spot Prices
  • CRB Index 283.63 +1.42%
  • Crude Oil 76.49 +2.27%
  • Reformulated Gasoline 194.71 +1.47%
  • Natural Gas 3.88 -3.10%
  • Heating Oil 213.06 +1.43%
  • Gold 1,298.10 +1.72%
  • Bloomberg Base Metals 225.45 +2.31%
  • Copper 361.80 +2.92%
  • US No. 1 Heavy Melt Scrap Steel 329.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,326 Yuan/Ton -2.35%
  • S&P GSCI Agriculture 416.76 +1.09%
Economy
  • ECRI Weekly Leading Economic Index 122.20 -.33%
  • Citi US Economic Surprise Index -8.70 +5.0 points
  • Fed Fund Futures imply 74.3% chance of no change, 25.7% chance of 25 basis point cut on 11/3
  • US Dollar Index 79.39 -2.46%
  • Yield Curve 217.0 -10 basis points
  • 10-Year US Treasury Yield 2.60% -14 basis points
  • Federal Reserve's Balance Sheet $2.290 Trillion +.49%
  • U.S. Sovereign Debt Credit Default Swap 47.48 +4.48%
  • U.S. Municipal CDS Index 213.50 -6.85%
  • Western Europe Sovereign Debt Credit Default Swap Index 155.42 -.54%
  • 10-Year TIPS Spread 1.84% +6 basis points
  • TED Spread 15.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 109.63 +5.64%
  • Euro Financial Sector Credit Default Swap Index 128.76 +11.62%
  • Emerging Markets Credit Default Swap Index 230.84 -4.27%
  • CMBS Super Senior AAA 10-Year Treasury Spread 259.0 +10 basis points
  • M1 Money Supply $1.757 Trillion -.77%
  • Business Loans 604.10 -.10%
  • 4-Week Moving Average of Jobless Claims 463,300 -.7%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.37% unch.
  • Weekly Mortgage Applications 790.60 -1.36%
  • ABC Consumer Confidence -46 -3 points
  • Weekly Retail Sales +2.7% -20 basis points
  • Nationwide Gas $2.71/gallon -.03/gallon
  • U.S. Cooling Demand Next 7 Days 30.0% above normal
  • Baltic Dry Index 2,461 -10.08%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 240,013 +16.03%
  • Iraqi 2028 Government Bonds 85.65 -.09%
Best Performing Style
  • Small-Cap Growth +3.36%
Worst Performing Style
  • Large-Cap Value +1.53%
Leading Sectors
  • Education +5.02%
  • Coal +4.62%
  • Semis +4.35%
  • Alt Energy +4.32%
  • Internet +4.22%
Lagging Sectors
  • I-Banks -.04%
  • REITs -.10%
  • Papers -.26%
  • Oil Tankers -.31%
  • Software -1.04%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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