Friday, November 11, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,263.85 +.85%
  • DJIA 12,153.60 +1.42%
  • NASDAQ 2,678.75 -.28%
  • Russell 2000 744.64 -.25%
  • Wilshire 5000 13,102 +.56%
  • Russell 1000 Growth 590.09 +.35%
  • Russell 1000 Value 623.97 +.95%
  • Morgan Stanley Consumer 740.08 +1.12%
  • Morgan Stanley Cyclical 915.44 -.08%
  • Morgan Stanley Technology 639.03 -.18%
  • Transports 4,977.98 +1.34%
  • Utilities 452.91 +.39%
  • MSCI Emerging Markets 40.31 -1.87%
  • Lyxor L/S Equity Long Bias Index 979.72 +.56%
  • Lyxor L/S Equity Variable Bias Index 844.06 +.66%
  • Lyxor L/S Equity Short Bias Index 605.65 -2.43%
Sentiment/Internals
  • NYSE Cumulative A/D Line 128,352 -.29%
  • Bloomberg New Highs-Lows Index -215 -134
  • Bloomberg Crude Oil % Bulls 30.0 -6.25%
  • CFTC Oil Net Speculative Position 161,612 unch.
  • CFTC Oil Total Open Interest 1,345,024 unch.
  • Total Put/Call .93 -13.08%
  • OEX Put/Call 1.72 +23.74%
  • ISE Sentiment 69.0 -34.29%
  • NYSE Arms .45 -60.87%
  • Volatility(VIX) 30.04 -.40%
  • S&P 500 Implied Correlation 76.80 -1.95%
  • G7 Currency Volatility (VXY) 12.99 +1.88%
  • Smart Money Flow Index 10,845.93 +.58%
  • Money Mkt Mutual Fund Assets $2.639 Trillion +.60%
  • AAII % Bulls 44.74 +11.35%
  • AAII % Bears 24.56 -17.08%
Futures Spot Prices
  • CRB Index 320.20 -.07%
  • Crude Oil 98.99 +4.82%
  • Reformulated Gasoline 260.38 -3.11%
  • Natural Gas 3.58 -6.10%
  • Heating Oil 317.16 +3.30%
  • Gold 1,788.10 +1.94%
  • Bloomberg Base Metals 204.90 -3.86%
  • Copper 348.30 -2.54%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 137.70 USD/Ton +12.04%
  • UBS-Bloomberg Agriculture 1,530.16 -2.44%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -8.5% +90 basis points
  • S&P 500 EPS Estimates (FY 2012 Mean) 109.22 -.34%
  • Citi US Economic Surprise Index 34.30 +15.6 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point cut on 12/13
  • US Dollar Index 76.94 -.01%
  • Yield Curve 183.0 +2 basis points
  • 10-Year US Treasury Yield 2.06% +3 basis points
  • Federal Reserve's Balance Sheet $2.822 Trillion +.63%
  • U.S. Sovereign Debt Credit Default Swap 47.23 +.57%
  • Illinois Municipal Debt Credit Default Swap 256.0 +.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 340.65 +2.73%
  • Emerging Markets Sovereign Debt CDS Index 279.33 +14.48%
  • Saudi Sovereign Debt Credit Default Swap 118.10 +7.25%
  • Iraqi 2028 Government Bonds 85.47 +.09%
  • China Blended Corporate Spread Index 739.0 +30 basis points
  • 10-Year TIPS Spread 2.09% -3 basis points
  • TED Spread 46.0 +2 basis points
  • 3-Month Euribor/OIS Spread 90.0 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 129.17 +4.85%
  • Euro Financial Sector Credit Default Swap Index 243.29 +7.25%
  • Emerging Markets Credit Default Swap Index 301.123 +6.59%
  • CMBS Super Senior AAA 10-Year Treasury Spread 248.0 unch.
  • M1 Money Supply $2.149 Trillion +1.09%
  • Commercial Paper Outstanding 967.70 -1.20%
  • 4-Week Moving Average of Jobless Claims 400,000 -1.30%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 3.99% -1 basis point
  • Weekly Mortgage Applications 734.30 +10.32%
  • Bloomberg Consumer Comfort -51.6 +1.6 points
  • Weekly Retail Sales +3.10% -160 basis points
  • Nationwide Gas $3.44/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 17.0% below normal
  • Baltic Dry Index 1,840 +1.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 +14.29%
  • Rail Freight Carloads 239,180 -1.88%
Best Performing Style
  • Large-Cap Value +.95%
Worst Performing Style
  • Mid-Cap Growth -.60%
Leading Sectors
  • Oil Tankers +8.72%
  • Homebuilders +2.97%
  • Road & Rail +2.38%
  • HMOs +2.29%
  • Retail +2.25%
Lagging Sectors
  • Gaming -1.81%
  • Disk Drives -3.39%
  • I-Banks -3.51%
  • Alt Energy -3.67%
  • Coal -5.83%
Weekly High-Volume Stock Gainers (7)
  • ADPI, KITD, TRAK, TKLC, SKUL, FLT and SLRC
Weekly High-Volume Stock Losers (22)
  • MDCA, OPTR, JEF, TTWO, SGEN, KW, HOS, PSMT, SMG, OCN, WTW, LXU, IFF, STEC, WAC, DMND, BRLI, OPNT, NILE, PEGA, MFB and ROVI
Weekly Charts
ETFs
Stocks
*5-Day Change

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