Friday, December 23, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,261.65 +3.46%
  • DJIA 12,258.10 +3.30%
  • NASDAQ 2,614.22 +2.32%
  • Russell 2000 747.35 +3.51%
  • Wilshire 5000 13,069.67 +3.44%
  • Russell 1000 Growth 582.66 +2.88%
  • Russell 1000 Value 628.57 +3.99%
  • Morgan Stanley Consumer 762.36 +2.99%
  • Morgan Stanley Cyclical 891.0 +3.79%
  • Morgan Stanley Technology 591.81 +1.49%
  • Transports 5,036.60 +2.69%
  • Utilities 462.51 +3.65%
  • MSCI Emerging Markets 38.23 +1.84%
  • Lyxor L/S Equity Long Bias Index 948.59 -1.74%
  • Lyxor L/S Equity Variable Bias Index 812.62 -1.68%
  • Lyxor L/S Equity Short Bias Index 613.51 +1.24%
Sentiment/Internals
  • NYSE Cumulative A/D Line 126,624 +2.87%
  • Bloomberg New Highs-Lows Index -119 +365
  • Bloomberg Crude Oil % Bulls 38.0 +8.57%
  • CFTC Oil Net Speculative Position n/a
  • CFTC Oil Total Open Interest n/a
  • Total Put/Call .88 -26.67%
  • OEX Put/Call 1.86 -6.53%
  • ISE Sentiment 103.0 -5.50%
  • NYSE Arms .79 unch.
  • Volatility(VIX) 20.99 -13.67%
  • S&P 500 Implied Correlation 80.39 -4.03%
  • G7 Currency Volatility (VXY) 11.97 -.83%
  • Smart Money Flow Index 9,985.92 -.40%
  • Money Mkt Mutual Fund Assets $2.692 Trillion +.50%
  • AAII % Bulls 33.73 -16.07%
  • AAII % Bears 28.24 -16.05%
Futures Spot Prices
  • CRB Index 306.14 +3.82%
  • Crude Oil 99.76 +6.03%
  • Reformulated Gasoline 269.78 +7.60%
  • Natural Gas 3.11 -.35%
  • Heating Oil 290.13 +3.03%
  • Gold 1,607.0 +.42%
  • Bloomberg Base Metals Index 203.11 +1.86%
  • Copper 345.65 +3.39%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 135.70 USD/Ton +2.72%
  • UBS-Bloomberg Agriculture 1,468.53 +3.44%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.7% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0912 +8.16%
  • S&P 500 EPS Estimates (FY 2012 Mean) 108.34 -.33%
  • Citi US Economic Surprise Index 71.20 +4.3 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 1/25
  • US Dollar Index 79.98 -.21%
  • Yield Curve 174.0 +12 basis points
  • 10-Year US Treasury Yield 2.02% +17 basis points
  • Federal Reserve's Balance Sheet $2.899 Trillion +.48%
  • U.S. Sovereign Debt Credit Default Swap 49.50 -2.62%
  • Illinois Municipal Debt Credit Default Swap 288.0 +2.31%
  • Western Europe Sovereign Debt Credit Default Swap Index 370.63 -2.22%
  • Emerging Markets Sovereign Debt CDS Index 300.50 -.50%
  • Saudi Sovereign Debt Credit Default Swap 130.92 +3.09%
  • Iraqi 2028 Government Bonds 81.88 +.39%
  • China Blended Corporate Spread Index 783.0 -4 basis points
  • 10-Year TIPS Spread 2.08% +17 basis points
  • TED Spread 58.0 +1 basis point
  • 3-Month Euribor/OIS Spread 97.0 +3 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -127.0 -5 basis points
  • N. America Investment Grade Credit Default Swap Index 121.87 -5.30%
  • Euro Financial Sector Credit Default Swap Index 277.85 -7.21%
  • Emerging Markets Credit Default Swap Index 309.66 -1.06%
  • CMBS Super Senior AAA 10-Year Treasury Spread 245.0 unch.
  • M1 Money Supply $2.138 Trillion -.45%
  • Commercial Paper Outstanding 986.50 -.50%
  • 4-Week Moving Average of Jobless Claims 380,300 -2.10%
  • Continuing Claims Unemployment Rate 2.8% -10 basis points
  • Average 30-Year Mortgage Rate 3.91% -3 basis points
  • Weekly Mortgage Applications 659.30 -2.62%
  • Bloomberg Consumer Comfort -45.0 +4.9 points
  • Weekly Retail Sales +3.20% +20 basis points
  • Nationwide Gas $3.22/gallon -.03/gallon
  • U.S. Heating Demand Next 7 Days 22.0% below normal
  • Baltic Dry Index 1,787 -5.40%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 233,322 -3.15%
Best Performing Style
  • Large-Cap Value +3.99%
Worst Performing Style
  • Large-Cap Growth +2.88%
Leading Sectors
  • Education +7.84%
  • Hospitals +5.72%
  • Construction +5.50%
  • Banks +5.46%
  • Gaming +5.34%
Lagging Sectors
  • Homebuilders +1.0%
  • Gold & Silver +.71%
  • Disk Drives -.38%
  • Software -3.13%
  • Airlines -5.07%
Weekly High-Volume Stock Gainers (12)
  • CIE, DFG, RRR, IMPV, VHC, PBH, URI, CLVS, SSNC, RYL, AT and BIO
Weekly High-Volume Stock Losers (12)
  • MJN, UBNT, ZLTQ, AFSI, CVLT, NEOG, ORCL, RHT, LPS, AM, JAKK and PHH
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: