Friday, September 16, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,216.01 +5.35%
  • DJIA 11,509.0 +4.70%
  • NASDAQ 2,622.31 +6.25%
  • Russell 2000 741.31 +5.98%
  • Wilshire 5000 12,631.30 +5.37%
  • Russell 1000 Growth 571.97 +5.49%
  • Russell 1000 Value 598.90 +5.17%
  • Morgan Stanley Consumer 719.66 +3.63%
  • Morgan Stanley Cyclical 867.29 +5.48%
  • Morgan Stanley Technology 602.18 +6.86%
  • Transports 4,664.60 +6.77%
  • Utilities 439.29 +4.62%
  • MSCI Emerging Markets 40.30 -1.48%
  • Lyxor L/S Equity Long Bias Index 946.45 -.14%
  • Lyxor L/S Equity Variable Bias Index 864.73 -.21%
  • Lyxor L/S Equity Short Bias Index 637.57 -1.35%
Sentiment/Internals
  • NYSE Cumulative A/D Line 121,891 +1.87%
  • Bloomberg New Highs-Lows Index -224 -54
  • Bloomberg Crude Oil % Bulls 32.0 +30.0%
  • CFTC Oil Net Speculative Position 165,395 +.15%
  • CFTC Oil Total Open Interest 1,462,207 -4.05%
  • Total Put/Call 1.03 -25.36%
  • OEX Put/Call 1.22 -24.69%
  • ISE Sentiment 62.0 -10.0%
  • NYSE Arms .80 -84.93%
  • Volatility(VIX) 30.98 -19.50%
  • S&P 500 Implied Correlation 79.54% +2.62%
  • G7 Currency Volatility (VXY) 13.09 -3.61%
  • Smart Money Flow Index 10,262.68 +2.21%
  • Money Mkt Mutual Fund Assets $2.633 Trillion -.60%
  • AAII % Bulls 30.50 +.93%
  • AAII % Bears 41.35 +2.63%
Futures Spot Prices
  • CRB Index 329.55 -1.40%
  • Crude Oil 87.89 +1.07%
  • Reformulated Gasoline 278.39 +.60%
  • Natural Gas 3.82 -2.63%
  • Heating Oil 300.25 +.62%
  • Gold 1,812.10 -2.62%
  • Bloomberg Base Metals 237.92 -.73%
  • Copper 392.65 -1.79%
  • US No. 1 Heavy Melt Scrap Steel 419.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,804 Yuan/Ton -.64%
  • UBS-Bloomberg Agriculture 1,682.61 -4.29%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.10% -90 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.98 -.07%
  • Citi US Economic Surprise Index -43.10 -1.3 points
  • Fed Fund Futures imply 28.0% chance of no change, 72.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 76.58 -.77%
  • Yield Curve 188.0 +13 basis points
  • 10-Year US Treasury Yield 2.05% +13 basis points
  • Federal Reserve's Balance Sheet $2.847 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 49.35 -4.07%
  • Illinois Municipal Debt Credit Default Swap 241.0 -2.33%
  • Western Europe Sovereign Debt Credit Default Swap Index 324.03 -2.17%
  • Emerging Markets Sovereign Debt CDS Index 249.50 +11.05%
  • Saudi Sovereign Debt Credit Default Swap 110.86 +.69%
  • Iraqi 2028 Government Bonds 86.49 -2.71%
  • China Blended Corporate Spread Index 650.0 +17 basis points
  • 10-Year TIPS Spread 1.97% -1 basis point
  • TED Spread 35.0 +2 basis points
  • 3-Month Euribor/OIS Spread 75.0 -8 basis points
  • N. America Investment Grade Credit Default Swap Index 125.15 -4.17%
  • Euro Financial Sector Credit Default Swap Index 243.71 -6.07%
  • Emerging Markets Credit Default Swap Index 290.98 -5.38%
  • CMBS Super Senior AAA 10-Year Treasury Spread 297.0 +10 basis points
  • M1 Money Supply $2.136 Trillion +.60%
  • Commercial Paper Outstanding 1,043.2B -2.1%
  • 4-Week Moving Average of Jobless Claims 419,500 +1.0%
  • Continuing Claims Unemployment Rate 3.0% unch.
  • Average 30-Year Mortgage Rate 4.09% -3 basis points
  • Weekly Mortgage Applications 638.70 +6.27%
  • Bloomberg Consumer Comfort -49.3 unch.
  • Weekly Retail Sales +4.70% -20 basis points
  • Nationwide Gas $3.61/gallon -.05/gallon
  • U.S. Cooling Demand Next 7 Days 1.0% below normal
  • Baltic Dry Index 1,907 +7.01%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 208,090 -11.05%
Best Performing Style
  • Small-Cap Growth +6.23%
Worst Performing Style
  • Mid-Cap Value +5.11%
Leading Sectors
  • Road & Rail +8.2%
  • Airlines +7.94%
  • Disk Drives +7.98%
  • Software +7.96%
  • HMOs +7.68%
Lagging Sectors
  • Foods +1.49%
  • Agriculture +1.36%
  • Homebuilders -.91%
  • Coal -1.89%
  • Gold & Silver -2.53%
Weekly High-Volume Stock Gainers (9)
  • NETL, JAKK, STMP, MFW, ULTA, LAD, HCA, DG and BBY
Weekly High-Volume Stock Losers (8)
  • CFX, RAH, ITMN, SYNT, TBI, EXLS, RPXC and VHS
Weekly Charts
ETFs
Stocks
*5-Day Change

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