Friday, February 18, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,343.01 +1.04%
  • DJIA 12,391.25 +.96%
  • NASDAQ 2,833.95 +.87%
  • Russell 2000 834.82 +1.55%
  • Wilshire 5000 14,042.90 +1.09%
  • Russell 1000 Growth 617.77 +.99%
  • Russell 1000 Value 681.17 +1.10%
  • Morgan Stanley Consumer 764.35 +.47%
  • Morgan Stanley Cyclical 1,127.73 +.50%
  • Morgan Stanley Technology 724.64 +1.48%
  • Transports 5,296.20 +1.16%
  • Utilities 411.13 -.54%
  • MSCI Emerging Markets 46.39 +2.70%
  • Lyxor L/S Equity Long Bias Index 1,060.59 +.16%
  • Lyxor L/S Equity Variable Bias Index 891.76 +.65%
  • Lyxor L/S Equity Short Bias Index 644.95 -1.44%
Sentiment/Internals
  • NYSE Cumulative A/D Line +121,343 +3.11%
  • Bloomberg New Highs-Lows Index +728 +313
  • Bloomberg Crude Oil % Bulls 43.0 +48.28%
  • CFTC Oil Net Speculative Position +165,514 unch.
  • CFTC Oil Total Open Interest 1,559,669 +1.50%
  • Total Put/Call .93 +14.81%
  • OEX Put/Call 2.33 +22.63%
  • ISE Sentiment 114.0 -25.97%
  • NYSE Arms 1.35 +25.0%
  • Volatility(VIX) 16.43 +4.72%
  • G7 Currency Volatility (VXY) 10.19 -6.43%
  • Smart Money Flow Index 10,437.74 +1.48%
  • Money Mkt Mutual Fund Assets $2.756 Trillion +.20%
  • AAII % Bulls 46.58 -5.71%
  • AAII % Bears 25.57 -4.98%
Futures Spot Prices
  • CRB Index 341.78 +1.18%
  • Crude Oil 86.11 +.94%
  • Reformulated Gasoline 255.70 +2.90%
  • Natural Gas 3.87 -.85%
  • Heating Oil 272.16 +.61%
  • Gold 1,389.10 +2.30%
  • Bloomberg Base Metals 270.16 +.34%
  • Copper 448.80 -1.77%
  • US No. 1 Heavy Melt Scrap Steel 440.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,870 Yuan/Ton +.04%
  • UBS-Bloomberg Agriculture 1,722.65 -1.72%
Economy
  • ECRI Weekly Leading Economic Index 129.50 -.54%
  • Citi US Economic Surprise Index +72.0 +4.9 points
  • Fed Fund Futures imply 72.9% chance of no change, 27.1% chance of 25 basis point cut on 3/15
  • US Dollar Index 77.62 -1.08%
  • Yield Curve 283.0 +4 basis points
  • 10-Year US Treasury Yield 3.58% -5 basis points
  • Federal Reserve's Balance Sheet $2.492 Trillion +.36%
  • U.S. Sovereign Debt Credit Default Swap 47.18 +.19%
  • California Municipal Debt Credit Default Swap 219.55 -3.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 172.33 +1.17%
  • Emerging Markets Sovereign Debt CDS Index 190.47 +1.09%
  • Saudi Sovereign Debt Credit Default Swap 138.28 +10.62%
  • Iraqi 2028 Government Bonds 90.44 -1.99%
  • 10-Year TIPS Spread 2.36% +6 basis points
  • TED Spread 22.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 79.52 -2.04%
  • Euro Financial Sector Credit Default Swap Index 129.35 -1.04%
  • Emerging Markets Credit Default Swap Index 218.15 -1.18%
  • CMBS Super Senior AAA 10-Year Treasury Spread 183.0 -9 basis points
  • M1 Money Supply $1.861 Trillion -1.84%
  • Business Loans 616.10 +.03%
  • 4-Week Moving Average of Jobless Claims 417,800 +.40%
  • Continuing Claims Unemployment Rate 3.1% unch.
  • Average 30-Year Mortgage Rate 5.0% -5 basis points
  • Weekly Mortgage Applications 420.40 -9.53%
  • ABC Consumer Confidence -43 +3 points
  • Weekly Retail Sales +2.4% -30 basis points
  • Nationwide Gas $3.16/gallon +.03/gallon
  • U.S. Heating Demand Next 7 Days 5.0% below normal
  • Baltic Dry Index 1,292 +13.73%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 unch.
  • Rail Freight Carloads 228,035 +15.02%
Best Performing Style
  • Small-Cap Value +1.58%
Worst Performing Style
  • Mid-Cap Growth +.90%
Leading Sectors
  • Oil Service +5.89%
  • Education +5.02%
  • Gold +4.71%
  • Energy +3.40%
  • HMOs +3.29%
Lagging Sectors
  • Paper -.60%
  • Banks -.65%
  • Agriculture -1.09%
  • Computer Hardware -1.65%
  • Disk Drives -4.28%
Weekly High-Volume Stock Gainers
  • BODY, WTW, REV, SATS, CATM, LZB, AAWW, DK, NSIT, EFC, WCG, DGIT, PRO, TDSC, SKH, PRAA, ZIGO, RBCN, ECPG, WMB, TBL, FWRD, AAN, PNRA, ADC, EHTH, GGC, IPGP, FDO, DELL, DBD, JDSU, NTRI, CFX, HLS, SF, GEOI, SCOR, HYC and GNRC
Weekly High-Volume Stock Losers
  • EMS, ENOC, SPB, FXCM, EXPE, RLOC, CPLA, LPSN, MDC, OMX, VSAT, SAPE, CGNX, ITRI, ROVI, CIT, ECL, ABG, MAS and SYNT
Weekly Charts
ETFs
Stocks
*5-Day Change

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