Friday, January 07, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,271.50 +1.10%
  • DJIA 11,674.70 +.84%
  • NASDAQ 2,703.17 +1.90%
  • Russell 2000 787.83 +.53%
  • Wilshire 5000 13,269.90 +1.05%
  • Russell 1000 Growth 580.64 +1.04%
  • Russell 1000 Value 646.20 +1.09%
  • Morgan Stanley Consumer 756.86 +.43%
  • Morgan Stanley Cyclical 1,069.46 +2.57%
  • Morgan Stanley Technology 680.82 +2.50%
  • Transports 5,178.45 +1.40%
  • Utilities 407.72 +.67%
  • MSCI Emerging Markets 47.42 -.42%
  • Lyxor L/S Equity Long Bias Index 1,036.81 +.88%
  • Lyxor L/S Equity Variable Bias Index 873.66 +.42%
  • Lyxor L/S Equity Short Bias Index 691.47 -.60%
Sentiment/Internals
  • NYSE Cumulative A/D Line +111,971 +.81%
  • Bloomberg New Highs-Lows Index +378 +56
  • Bloomberg Crude Oil % Bulls 26.19 -54.89%
  • CFTC Oil Net Speculative Position +149,466 -8.05%
  • CFTC Oil Total Open Interest 1,471,226
  • Total Put/Call .91 -7.14%
  • OEX Put/Call 1.16 -34.46%
  • ISE Sentiment 94.0 -6.93%
  • NYSE Arms 1.15 +7.47%
  • Volatility(VIX) 17.14 -3.44%
  • G7 Currency Volatility (VXY) 12.25 -2.78%
  • Smart Money Flow Index 9,916.16 +.90%
  • Money Mkt Mutual Fund Assets $2.798 Trillion -.40%
  • AAII % Bulls 55.88 +8.27%
  • AAII % Bears 18.25 -8.98%
Futures Spot Prices
  • CRB Index 323.94 -2.66%
  • Crude Oil 88.03 -3.28%
  • Reformulated Gasoline 241.31 -.21%
  • Natural Gas 4.42 +.55%
  • Heating Oil 248.63 -2.02%
  • Gold 1,368.90 -3.71%
  • Bloomberg Base Metals 256.85 -1.71%
  • Copper 428.25 -3.47%
  • US No. 1 Heavy Melt Scrap Steel 373.67 USD/Ton +9.0%
  • China Hot Rolled Domestic Steel Sheet 4,669 Yuan/Ton +2.30%
  • UBS-Bloomberg Agriculture 1,609.26 -2.26%
Economy
  • ECRI Weekly Leading Economic Index 128.90 -.08%
  • Citi US Economic Surprise Index +35.10 +20.5 points
  • Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 1/26
  • US Dollar Index 81.13 +2.61%
  • Yield Curve 273.0 +3 basis points
  • 10-Year US Treasury Yield 3.33% +4 basis points
  • Federal Reserve's Balance Sheet $2.418 Trillion +.61%
  • U.S. Sovereign Debt Credit Default Swap 40.46 -5.10%
  • California Municipal Debt Credit Default Swap 300.50 +.43%
  • Western Europe Sovereign Debt Credit Default Swap Index 209.83 +2.44%
  • 10-Year TIPS Spread 2.35% +7 basis points
  • TED Spread 17.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 89.19 +4.70%
  • Euro Financial Sector Credit Default Swap Index 174.28 +19.59%
  • Emerging Markets Credit Default Swap Index 205.38 +2.30%
  • CMBS Super Senior AAA 10-Year Treasury Spread 188.0 -19 basis points
  • M1 Money Supply $1.860 Trillion +2.01%
  • Business Loans 619.90 +1.09%
  • 4-Week Moving Average of Jobless Claims 410,800 -.80%
  • Continuing Claims Unemployment Rate 3.3% unch.
  • Average 30-Year Mortgage Rate 4.77% -9 basis points
  • Weekly Mortgage Applications 472.10 +2.34%
  • ABC Consumer Confidence -45 -1 point
  • Weekly Retail Sales +3.6% unch.
  • Nationwide Gas $3.08/gallon +.01/gallon
  • U.S. Heating Demand Next 7 Days 9.0% above normal
  • Baltic Dry Index 1,519 -14.33%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -20.0%
  • Rail Freight Carloads 166,894 -5.84%
  • Iraqi 2028 Government Bonds 93.0 +1.25%
Best Performing Style
  • Large-Cap Value +1.09%
Worst Performing Style
  • Small-Cap +.36%
Leading Sectors
  • Oil Tankers +6.38%
  • Homebuilders +5.79%
  • HMOs +5.75%
  • Airlines +5.11%
  • Gaming +4.92%
Lagging Sectors
  • Medical Equipment -1.31%
  • Semis -1.50%
  • Retail -1.55%
  • Construction -1.76%
  • Gold -6.28%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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