Friday, January 21, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,283.35 -.03%
  • DJIA 11,871.84 +1.19%
  • NASDAQ 2,689.54 -1.67%
  • Russell 2000 773.18 -3.43%
  • Wilshire 5000 13,349.50 -.49%
  • Russell 1000 Growth 585.13 -.47%
  • Russell 1000 Value 652.07 +.09%
  • Morgan Stanley Consumer 754.78 -.28%
  • Morgan Stanley Cyclical 1,053.67 -1.93%
  • Morgan Stanley Technology 683.20 -1.50%
  • Transports 5,5,045.62 -3.52%
  • Utilities 413.34 -.09%
  • MSCI Emerging Markets 46.80 -.28%
  • Lyxor L/S Equity Long Bias Index 1,049.39 +.81%
  • Lyxor L/S Equity Variable Bias Index 880.25 +.44%
  • Lyxor L/S Equity Short Bias Index 678.95 -2.46%
Sentiment/Internals
  • NYSE Cumulative A/D Line +112,108 -1.71%
  • Bloomberg New Highs-Lows Index +73 -591
  • Bloomberg Crude Oil % Bulls 25.0 -28.57%
  • CFTC Oil Net Speculative Position +166,551 -1.50%
  • CFTC Oil Total Open Interest 1,491,996 -.64%
  • Total Put/Call .79 +9.72%
  • OEX Put/Call 1.20 -39.70%
  • ISE Sentiment 118.0 -21.85%
  • NYSE Arms .82 -33.08%
  • Volatility(VIX) 18.47 +12.81%
  • G7 Currency Volatility (VXY) 11.45 -1.72%
  • Smart Money Flow Index 10,051.18 +.67%
  • Money Mkt Mutual Fund Assets $2.761 Trillion -1.30%
  • AAII % Bulls 50.70 -3.13%
  • AAII % Bears 29.10 +24.15%
Futures Spot Prices
  • CRB Index 333.99 +.30%
  • Crude Oil 89.11 -3.07%
  • Reformulated Gasoline 245.89 +.34%
  • Natural Gas 4.74 +7.64%
  • Heating Oil 265.08 +1.46%
  • Gold 1,341.00 -2.34%
  • Bloomberg Base Metals 256.73 -1.26%
  • Copper 430.90 -1.20%
  • US No. 1 Heavy Melt Scrap Steel 378.33 USD/Ton +1.16%
  • China Hot Rolled Domestic Steel Sheet 4,804 Yuan/Ton +1.63%
  • UBS-Bloomberg Agriculture 1,697.74 +1.62%
Economy
  • ECRI Weekly Leading Economic Index 128.90 +.62%
  • Citi US Economic Surprise Index +38.60 -5.4 points
  • Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point cut on 1/26
  • US Dollar Index 78.21 -1.28%
  • Yield Curve 279.0 +4 basis points
  • 10-Year US Treasury Yield 3.40% +8 basis points
  • Federal Reserve's Balance Sheet $2.407 Trillion -1.78%
  • U.S. Sovereign Debt Credit Default Swap 48.79 +16.59%
  • California Municipal Debt Credit Default Swap 275.21 -2.92%
  • Western Europe Sovereign Debt Credit Default Swap Index 178.83 -7.42%
  • 10-Year TIPS Spread 2.18% -17 basis points
  • TED Spread 15.0 -1 basis point
  • N. America Investment Grade Credit Default Swap Index 82.95 -1.30%
  • Euro Financial Sector Credit Default Swap Index 144.99 -10.17%
  • Emerging Markets Credit Default Swap Index 201.19 +1.10%
  • CMBS Super Senior AAA 10-Year Treasury Spread 197.0 +10 basis points
  • M1 Money Supply $1.823 Trillion -.52%
  • Business Loans 619.90 +.34%
  • 4-Week Moving Average of Jobless Claims 411,800 -1.0%
  • Continuing Claims Unemployment Rate 3.1% unch.
  • Average 30-Year Mortgage Rate 4.74% +3 basis points
  • Weekly Mortgage Applications 507.0 +5.03%
  • ABC Consumer Confidence -43 -3 points
  • Weekly Retail Sales +2.7% -10 basis points
  • Nationwide Gas $3.12/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 4.0% above normal
  • Baltic Dry Index 1,393 -3.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
  • Rail Freight Carloads 213,486 -.08%
  • Iraqi 2028 Government Bonds 94.74 -1.05%
Best Performing Style
  • Large-Cap Value +.09%
Worst Performing Style
  • Small-Cap Growth -4.06%
Leading Sectors
  • Education +2.23%
  • Computer Services +2.06%
  • Defense +1.92%
  • Restaurants +1.43%
  • Semis +1.02%
Lagging Sectors
  • Alt Energy -3.72%
  • Hospitals -4.87%
  • Oil Tankers -5.97%
  • Airlines -6.57%
  • Coal -9.80%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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