Friday, May 06, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,340.20 -1.72%
  • DJIA 12,638.70 -1.34%
  • NASDAQ 2,827.56 -1.60%
  • Russell 2000 833.34 -3.69%
  • Wilshire 5000 14,031.10 -1.94%
  • Russell 1000 Growth 616.07 -1.76%
  • Russell 1000 Value 681.49 -1.77%
  • Morgan Stanley Consumer 781.51 -.44%
  • Morgan Stanley Cyclical 1,109.46 -1.94%
  • Morgan Stanley Technology 692.06 -1.51%
  • Transports 5,471.78 -.78%
  • Utilities 429.81 +.18%
  • MSCI Emerging Markets 48.15 -3.52%
  • Lyxor L/S Equity Long Bias Index 1,068.20 +.24%
  • Lyxor L/S Equity Variable Bias Index 903.06 +.36%
  • Lyxor L/S Equity Short Bias Index 590.26 +.32%
Sentiment/Internals
  • NYSE Cumulative A/D Line 124,144 -1.88%
  • Bloomberg New Highs-Lows Index -94 -712
  • Bloomberg Crude Oil % Bulls 33.0 -45.0%
  • CFTC Oil Net Speculative Position 244,326 -5.32%
  • CFTC Oil Total Open Interest 1,624,328 +4.55%
  • Total Put/Call .97 +5.43%
  • OEX Put/Call 1.80 -19.64%
  • ISE Sentiment 76.0 +2.70%
  • NYSE Arms .87 -31.50%
  • Volatility(VIX) 18.40 +24.81%
  • G7 Currency Volatility (VXY) 12.02 +8.39%
  • Smart Money Flow Index 10,404.77 -1.25%
  • Money Mkt Mutual Fund Assets $2.727 Trillion unch.
  • AAII % Bulls 35.46 -6.44%
  • AAII % Bears 31.87 +3.98%
Futures Spot Prices
  • CRB Index 337.35 -8.96%
  • Crude Oil 97.85 -14.04%
  • Reformulated Gasoline 312.0 -8.43%
  • Natural Gas 4.26 -8.90%
  • Heating Oil 286.27 -12.80%
  • Gold 1,494.0 -4.71%
  • Bloomberg Base Metals 248.38 -6.74%
  • Copper 396.55 -5.27%
  • US No. 1 Heavy Melt Scrap Steel 410.0 USD/Ton -1.44%
  • China Hot Rolled Domestic Steel Sheet 4,904 Yuan/Ton -.14%
  • UBS-Bloomberg Agriculture 1,586.60 -4.0%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.7% -80 basis points
  • S&P 500 EPS Estimates 1 Year Mean 94.26 unch.
  • Citi US Economic Surprise Index -31.3 -32.3 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 6/22
  • US Dollar Index 74.91 +2.51%
  • Yield Curve 260.0 -8 basis points
  • 10-Year US Treasury Yield 3.15% -14 basis points
  • Federal Reserve's Balance Sheet $2.703 Trillion +1.04%
  • U.S. Sovereign Debt Credit Default Swap 43.39 -3.23%
  • California Municipal Debt Credit Default Swap 181.94 -10.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 189.58 +1.125%
  • Emerging Markets Sovereign Debt CDS Index 151.87 -10.07%
  • Saudi Sovereign Debt Credit Default Swap 117.05 +5.22%
  • Iraqi 2028 Government Bonds 92.18 +.55%
  • 10-Year TIPS Spread 2.47% -10 basis points
  • TED Spread 26.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 88.97 +.47%
  • Euro Financial Sector Credit Default Swap Index 87.62 +3.61%
  • Emerging Markets Credit Default Swap Index 206.86 +3.92%
  • CMBS Super Senior AAA 10-Year Treasury Spread 158.0 +5 basis points
  • M1 Money Supply $1.917 Trillion +1.50%
  • Business Loans 634.50 +.30%
  • 4-Week Moving Average of Jobless Claims 431,300 +5.5%
  • Continuing Claims Unemployment Rate 3.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.71% -7 basis points
  • Weekly Mortgage Applications 458.70 +3.97%
  • Bloomberg Consumer Comfort -46.20 -1.1 points
  • Weekly Retail Sales +5.1% +10 basis points
  • Nationwide Gas $3.98/gallon +.07/gallon
  • U.S. Heating Demand Next 7 Days 29.0% below normal
  • Baltic Dry Index 1,314 +3.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 229,677 +1.78%
Best Performing Style
  • Mid-Cap Growth -1.70%
Worst Performing Style
  • Small-Cap Growth -3.95%
Leading Sectors
  • Airlines +3.58%
  • HMOs +.79%
  • Defense +.75%
  • Semis +.70%
  • Restaurants +.58%
Lagging Sectors
  • Alternative Energy -5.0%
  • Steel -6.72%
  • Energy -6.76%
  • Coal -8.43%
  • Gold & Silver -9.01%
Weekly High-Volume Stock Gainers (39)
  • ICO, VSEA, SPWRB, KLIC, ACOM, RAH, TNAV, VLCM, SGI, DISH, EXLS, NL, NTGR, NUS, SONC, ZOLL, PSEM, CGNX, QDEL, MW, TMH, GMCR, PPO, NVLS, RTI, EXBD, BPI, VCLK, N, ZBRA, TW, QLTY, ECHO, COLM, GNET, LEG, CERN and MYGN
Weekly High-Volume Stock Losers (46)
  • THS, SWI, SSD, OSK, PBI, MTD, SCOR, HMSY, CSGS, CTSH, WWE, KTOS, AAWW, SBRA, VRSN, POWI, CLMS, DFG, KWR, TREX, NATI, NETL, TAP, SKH, KND, HRS, INT, DXCM, LAMR, CHH, DGI, TRMB, PRXL, QSFT, CNQR, SAM, XRM, PACB, EIG, AMAG, SUNH, NXTM, AREX, GDOT, WWWW and TBL
Weekly Charts
ETFs
Stocks
*5-Day Change

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