Friday, October 21, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,238.25 +1.12%
  • DJIA 11,808.80 +1.41%
  • NASDAQ 2,637.46 -1.14%
  • Russell 2000 712.42 -.01%
  • Wilshire 5000 12,796.27 +.99%
  • Russell 1000 Growth 576.73 +.04%
  • Russell 1000 Value 611.30 +2.12%
  • Morgan Stanley Consumer 732.61 +1.58%
  • Morgan Stanley Cyclical 882.67 +1.82%
  • Morgan Stanley Technology 626.90 -.78%
  • Transports 4,813.83 +2.61%
  • Utilities 452.66 +3.17%
  • MSCI Emerging Markets 38.30 -1.56%
  • Lyxor L/S Equity Long Bias Index 950.05 +1.48%
  • Lyxor L/S Equity Variable Bias Index 840.41 -.22%
  • Lyxor L/S Equity Short Bias Index 618.32 -1.65%
Sentiment/Internals
  • NYSE Cumulative A/D Line 124,605 +1.39%
  • Bloomberg New Highs-Lows Index -182 -56
  • Bloomberg Crude Oil % Bulls 45.0 +80.0%
  • CFTC Oil Net Speculative Position 144,371 +19.25%
  • CFTC Oil Total Open Interest 1,431,568 +.49%
  • Total Put/Call .85 -14.14%
  • OEX Put/Call .69 -69.06%
  • ISE Sentiment 107.0 -23.02%
  • NYSE Arms 1.01 +50.75%
  • Volatility(VIX) 31.32 +10.91%
  • S&P 500 Implied Correlation 79.19 +14.70%
  • G7 Currency Volatility (VXY) 13.29 +5.39%
  • Smart Money Flow Index 10,638.05 +1.78%
  • Money Mkt Mutual Fund Assets $2.635 Trillion -.10%
  • AAII % Bulls 35.99 -9.5%
  • AAII % Bears 34.60 -4.84%
Futures Spot Prices
  • CRB Index 311.08 -1.92%
  • Crude Oil 87.40 -.06%
  • Reformulated Gasoline 268.46 -5.40%
  • Natural Gas 3.63 -1.73%
  • Heating Oil 301.75 -1.43%
  • Gold 1,636.10 -2.72%
  • Bloomberg Base Metals 198.94 -4.54%
  • Copper 322.30 -6.17%
  • US No. 1 Heavy Melt Scrap Steel 418.33 USD/Ton unch.
  • China Iron Ore Spot 142.60 USD/Ton -9.46%
  • UBS-Bloomberg Agriculture 1,575.30 -2.27%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -10.10% -50 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.35 +.16%
  • Citi US Economic Surprise Index 14.80 +12.6 points
  • Fed Fund Futures imply 29.7% chance of no change, 70.3% chance of 25 basis point cut on 11/02
  • US Dollar Index 76.40 -.28%
  • Yield Curve 195.0 -3 basis points
  • 10-Year US Treasury Yield 2.22% -3 basis points
  • Federal Reserve's Balance Sheet $2.835 Trillion -.27%
  • U.S. Sovereign Debt Credit Default Swap 44.06 -7.10%
  • Illinois Municipal Debt Credit Default Swap 268.0 +1.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 337.77 -2.16%
  • Emerging Markets Sovereign Debt CDS Index 271.0 +2.07%
  • Saudi Sovereign Debt Credit Default Swap 112.52 -2.22%
  • Iraqi 2028 Government Bonds 82.55 +3.81%
  • China Blended Corporate Spread Index 758.0 +17 basis points
  • 10-Year TIPS Spread 2.02% +3 basis points
  • TED Spread 40.0 +1 basis point
  • 3-Month Euribor/OIS Spread 75.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 131.55 +1.40%
  • Euro Financial Sector Credit Default Swap Index 222.93 -1.33%
  • Emerging Markets Credit Default Swap Index 312.06 +5.35%
  • CMBS Super Senior AAA 10-Year Treasury Spread 315.0 unch.
  • M1 Money Supply $2.152 Trillion -1.83%
  • Commercial Paper Outstanding 949.30 -1.80%
  • 4-Week Moving Average of Jobless Claims 403,000 -1.50%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.11% +17 basis points
  • Weekly Mortgage Applications 633.10 -14.93%
  • Bloomberg Consumer Comfort -48.4 +2.4 points
  • Weekly Retail Sales +4.70% unch.
  • Nationwide Gas $3.47/gallon +.03/gallon
  • U.S. Cooling Demand Next 7 Days 8.0% above normal
  • Baltic Dry Index 2,153 -.92%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 34.0 +4.62%
  • Rail Freight Carloads 244,389 +.99%
Best Performing Style
  • Large-Cap Value +2.12%
Worst Performing Style
  • Small-Cap Growth -.73%
Leading Sectors
  • Homebuilders +5.28%
  • Road & Rail +4.02%
  • Energy +3.94%
  • Education +3.23%
  • Utilities +3.17%
Lagging Sectors
  • Steel -3.53%
  • Alt Energy -3.62%
  • Computer Services -4.19%
  • Networking -6.49%
  • Gold & Silver -6.52%
Weekly High-Volume Stock Gainers (4)
  • EP, BEXP, SCSS and HGSI
Weekly High-Volume Stock Losers (9)
  • MAIN, NFX, APEI, CKP, NCMI, HSP, PLCM, GMCR and CROX
Weekly Charts
ETFs
Stocks
*5-Day Change

2 comments:

Anonymous said...

Thanks again Gary for your coverage of the markets

Max2205

Gary said...

You are welcome Max.