Friday, February 04, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,310.87 +2.71%
  • DJIA 12,092.15 +2.27%
  • NASDAQ 2,769.30 +3.07%
  • Russell 2000 800.11 +3.19%
  • Wilshire 5000 13,672.59 +2.75%
  • Russell 1000 Growth 601.83 +3.0%
  • Russell 1000 Value 663.74 +2.42%
  • Morgan Stanley Consumer 755.27 +1.87%
  • Morgan Stanley Cyclical 1,091.96 +3.38%
  • Morgan Stanley Technology 714.27 +3.96%
  • Transports 5,055.67 +1.22%
  • Utilities 411.01 +.51%
  • MSCI Emerging Markets 46.74 +1.12%
  • Lyxor L/S Equity Long Bias Index 1,045.36 +.87%
  • Lyxor L/S Equity Variable Bias Index 867.05 +.88%
  • Lyxor L/S Equity Short Bias Index 674.95 -.97%
Sentiment/Internals
  • NYSE Cumulative A/D Line +116,301 +2.81%
  • Bloomberg New Highs-Lows Index +554 +61
  • Bloomberg Crude Oil % Bulls 39.0 +2.63%
  • CFTC Oil Net Speculative Position +152,709 +6.55%
  • CFTC Oil Total Open Interest 1,531,942 +2.16%
  • Total Put/Call .86 -19.63%
  • OEX Put/Call 2.45 +15.57%
  • ISE Sentiment 139.0 +41.84%
  • NYSE Arms .92 -42.13%
  • Volatility(VIX) 15.93 -20.51%
  • G7 Currency Volatility (VXY) 11.04 +.27%
  • Smart Money Flow Index 10,111.38 +.05%
  • Money Mkt Mutual Fund Assets $2.737 Trillion -.80%
  • AAII % Bulls 51.54 +22.60%
  • AAII % Bears 26.87 -21.64%
Futures Spot Prices
  • CRB Index 338.92 +1.04%
  • Crude Oil 89.03 -.51%
  • Reformulated Gasoline 243.53 -2.0%
  • Natural Gas 4.31 -.58%
  • Heating Oil 271.67 +.69%
  • Gold 1,349.0 +.74%
  • Bloomberg Base Metals 271.97 +4.04%
  • Copper 457.95 +5.15%
  • US No. 1 Heavy Melt Scrap Steel 432.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,868 Yuan/Ton unch.
  • UBS-Bloomberg Agriculture 1,737.52 +1.74%
Economy
  • ECRI Weekly Leading Economic Index 126.90 +1.18%
  • Citi US Economic Surprise Index +64.10 +35.9 points
  • Fed Fund Futures imply 65.6% chance of no change, 34.4% chance of 25 basis point cut on 3/15
  • US Dollar Index 78.04 -.11%
  • Yield Curve 289.0 +11 basis points
  • 10-Year US Treasury Yield 3.64% +31 basis points
  • Federal Reserve's Balance Sheet $2.452 Trillion +1.06%
  • U.S. Sovereign Debt Credit Default Swap 46.37 -9.80%
  • California Municipal Debt Credit Default Swap 241.0 -8.59%
  • Western Europe Sovereign Debt Credit Default Swap Index 161.83 -12.28%
  • Emerging Markets Sovereign Debt CDS Index 188.23 -8.89%
  • 10-Year TIPS Spread 2.36% +11 basis points
  • TED Spread 17.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 81.99 -2.31%
  • Euro Financial Sector Credit Default Swap Index 126.65 -14.79%
  • Emerging Markets Credit Default Swap Index 211.58 -6.23%
  • CMBS Super Senior AAA 10-Year Treasury Spread 191.0 -8 basis points
  • M1 Money Supply $1.861 Trillion +.46%
  • Business Loans 621.40 -.32%
  • 4-Week Moving Average of Jobless Claims 430,500 +.20%
  • Continuing Claims Unemployment Rate 3.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.81% +1 basis point
  • Weekly Mortgage Applications 491.70 +11.29%
  • ABC Consumer Confidence -41 +3 points
  • Weekly Retail Sales +2.3% -20 basis points
  • Nationwide Gas $3.12/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 21.0% above normal
  • Baltic Dry Index 1,043 -8.27%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 222,742 +4.47%
  • Iraqi 2028 Government Bonds 92.25 -1.60%
Best Performing Style
  • Small-Cap Growth +4.06%
Worst Performing Style
  • Small-Cap Value +2.29%
Leading Sectors
  • Networking +7.41%
  • Disk Drives +6.84%
  • Semis +5.56%
  • Computer Hardware +5.36%
  • HMOs +4.51%
Lagging Sectors
  • Utilities +.51%
  • Gaming -.06%
  • Oil Tankers -1.83%
  • Airlines -2.64%
  • Homebuilders -3.42%
Weekly High-Volume Gainers
  • CVI, TNAV, SVVS, OPLK, MTW, SFN, MEE, PLL, TUP, UIS, SFLY, DHX, ERTS, GMCR, PPD, BJ, ARBA, DRIV, IMN, DWSN, CPSI, GPOR, HEES, WNR, CELL, ABMD, OPNT, TNB, GCI, WFR, APKT and FN
Weekly High-Volume Losers
  • ENR, ANR, ALGT, ISIL, JDAS, FMER, PCAR, NLC, ARM, ODFL, SWM and AVY
*5-Day Change

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