Friday, November 04, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,253.23 -2.48%
  • DJIA 11,983.24 -2.03%
  • NASDAQ 2,686.15 -1.86%
  • Russell 2000 746.49 -1.91%
  • Wilshire 5000 13,028.63 -2.29%
  • Russell 1000 Growth 588.04 -1.68%
  • Russell 1000 Value 618.11 -3.02%
  • Morgan Stanley Consumer 731.86 -1.53%
  • Morgan Stanley Cyclical 916.19 -3.02%
  • Morgan Stanley Technology 640.18 -2.05%
  • Transports 4,912.17 -1.99%
  • Utilities 451.17 -.55%
  • MSCI Emerging Markets 41.08 -2.33%
  • Lyxor L/S Equity Long Bias Index 974.30 +.94%
  • Lyxor L/S Equity Variable Bias Index 838.49 +.07%
  • Lyxor L/S Equity Short Bias Index 620.73 +.99%
Sentiment/Internals
  • NYSE Cumulative A/D Line 128,352 -.29%
  • Bloomberg New Highs-Lows Index -81 +55
  • Bloomberg Crude Oil % Bulls 32.0 +52.4%
  • CFTC Oil Net Speculative Position 161,612 +1.19%
  • CFTC Oil Total Open Interest 1,345,024 -3.16%
  • Total Put/Call 1.14 +16.33%
  • OEX Put/Call 1.89 -.53%
  • ISE Sentiment 91.0 +8.33%
  • NYSE Arms 1.17 +32.95%
  • Volatility(VIX) 30.16 +22.95%
  • S&P 500 Implied Correlation 78.33 +10.04%
  • G7 Currency Volatility (VXY) 12.71 +5.48%
  • Smart Money Flow Index 10,783.33 +.3%
  • Money Mkt Mutual Fund Assets $2.622 Trillion -.50%
  • AAII % Bulls 40.18 -6.56%
  • AAII % Bears 29.62 +18.48%
Futures Spot Prices
  • CRB Index 320.44 -.81%
  • Crude Oil 94.33 +1.07%
  • Reformulated Gasoline 268.0 +1.32%
  • Natural Gas 3.79 -3.44%
  • Heating Oil 307.92 +.38%
  • Gold 1,756.0 +.75%
  • Bloomberg Base Metals 213.13 -1.59%
  • Copper 356.40 -4.21%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton -3.98%
  • China Iron Ore Spot 122.90 USD/Ton +5.13%
  • UBS-Bloomberg Agriculture 1,568.33 -1.51%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -9.4% +60 basis points
  • S&P 500 EPS Estimates (FY 2012 Mean) 109.59 +.05%
  • Citi US Economic Surprise Index 18.70 +.9 point
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point cut on 12/13
  • US Dollar Index 76.95 +2.52%
  • Yield Curve 181.0 -22 basis points
  • 10-Year US Treasury Yield 2.03% -29 basis points
  • Federal Reserve's Balance Sheet $2.805 Trillion -.85%
  • U.S. Sovereign Debt Credit Default Swap 47.23 +21.25%
  • Illinois Municipal Debt Credit Default Swap 255.0 -.33%
  • Western Europe Sovereign Debt Credit Default Swap Index 333.55 +6.72%
  • Emerging Markets Sovereign Debt CDS Index 244.0 +.90%
  • Saudi Sovereign Debt Credit Default Swap 110.12 +6.91%
  • Iraqi 2028 Government Bonds 85.59 -.38%
  • China Blended Corporate Spread Index 709.0 +61 basis points
  • 10-Year TIPS Spread 2.12% -3 basis points
  • TED Spread 44.0 +1 basis point
  • 3-Month Euribor/OIS Spread 88.0 +10 basis points
  • N. America Investment Grade Credit Default Swap Index 123.20 +7.56%
  • Euro Financial Sector Credit Default Swap Index 233.64 +20.25%
  • Emerging Markets Credit Default Swap Index 282.60 +8.26%
  • CMBS Super Senior AAA 10-Year Treasury Spread 248.0 -67 basis points
  • M1 Money Supply $2.125 Trillion -1.18%
  • Commercial Paper Outstanding 979.70 +1.90%
  • 4-Week Moving Average of Jobless Claims 404,500 -.50%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.0% -10 basis points
  • Weekly Mortgage Applications 665.60 +.25%
  • Bloomberg Consumer Comfort -53.2 -2.1 points
  • Weekly Retail Sales +4.70% +20 basis points
  • Nationwide Gas $3.42/gallon -.03/gallon
  • U.S. Heating Demand Next 7 Days 2.0% below normal
  • Baltic Dry Index 1,817 -13.10%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 243,774 -.66%
Best Performing Style
  • Small-Cap Growth -1.56%
Worst Performing Style
  • Large-Cap Value -3.02%
Leading Sectors
  • Disk Drives +1.61%
  • Computer Hardware +1.15%
  • Restaurants +.70%
  • HMOs +.60%
  • Gold & Silver +.48%
Lagging Sectors
  • Oil Service -4.66%
  • Banks -5.50%
  • Education -6.20%
  • Homebuilders -6.40%
  • I-Banks -7.21%
Weekly High-Volume Stock Gainers (14)
  • MDVN, ITT, SONO, ALGN, RATE, SPPI, NWL, VC, BPI, STMP, VRSK, HGG, MIC and CTCT
Weekly High-Volume Stock Losers (26)
  • MWIV, ZIP, ROG, DNKN, HAE, HMSY, AWAY, NANO, ARTC, OLN, MDCA, OPEN, BGC, ECPG, NTRI, WBMD, CHSI, WMGI, BRLI, JEF, DMND, ANF, DRIV, IART, CODE and CPSI
Weekly Charts
ETFs
Stocks
*5-Day Change

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