Friday, December 30, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,261.21 +.57%
  • DJIA 12,252.60 +.69%
  • NASDAQ 2,613.59 +.54%
  • Russell 2000 745.75 +.04%
  • Wilshire 5000 13,063.0 +.50%
  • Russell 1000 Growth 582.80 +.69%
  • Russell 1000 Value 627.88 -.13%
  • Morgan Stanley Consumer 761.01 +.71%
  • Morgan Stanley Cyclical 876.25 -1.05%
  • Morgan Stanley Technology 591.39 +.54%
  • Transports 5,051.09 +.40%
  • Utilities 466.09 +1.40%
  • MSCI Emerging Markets 37.86 unch.
  • Lyxor L/S Equity Long Bias Index 970.50 +.82%
  • Lyxor L/S Equity Variable Bias Index 812.25 -.18%
  • Lyxor L/S Equity Short Bias Index 594.58 -1.17%
Sentiment/Internals
  • NYSE Cumulative A/D Line 127,667 +.82%
  • Bloomberg New Highs-Lows Index -299 -180
  • Bloomberg Crude Oil % Bulls 41.0 +7.89%
  • CFTC Oil Net Speculative Position 138,042 -7.54%
  • CFTC Oil Total Open Interest 1,298,500 -3.56%
  • Total Put/Call .77 -10.47%
  • OEX Put/Call 1.88 -2.59%
  • ISE Sentiment 143.0 +38.83%
  • NYSE Arms 1.25 +65.38%
  • Volatility(VIX) 22.96 +8.51%
  • S&P 500 Implied Correlation 79.11 +1.0%
  • G7 Currency Volatility (VXY) 12.25 +2.34%
  • Smart Money Flow Index 10,036.78 +.51%
  • Money Mkt Mutual Fund Assets $2.694 Trillion +.10%
  • AAII % Bulls 40.60 +20.37%
  • AAII % Bears 30.83 +9.17%
Futures Spot Prices
  • CRB Index 306.08 +.09%
  • Crude Oil 99.52 unch.
  • Reformulated Gasoline 270.35 +2.06%
  • Natural Gas 3.0 -6.10%
  • Heating Oil 293.20 +1.03%
  • Gold 1,576.30 -1.92%
  • Bloomberg Base Metals Index 201.35 -.87%
  • Copper 344.35 +.75%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 138.50 USD/Ton +2.06%
  • UBS-Bloomberg Agriculture 1,502.41 +2.31%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -7.6% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1760 +1.40%
  • S&P 500 EPS Estimates (FY 2012 Mean) 108.39 +.05%
  • Citi US Economic Surprise Index 68.50 -2.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/25
  • US Dollar Index 80.14 +.24%
  • Yield Curve 164.0 -10 basis points
  • 10-Year US Treasury Yield 1.88% -14 basis points
  • Federal Reserve's Balance Sheet $2.908 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 49.65 -1.05%
  • Illinois Municipal Debt Credit Default Swap 285.0 -.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 368.44 -.59%
  • Emerging Markets Sovereign Debt CDS Index 302.0 +.50%
  • Saudi Sovereign Debt Credit Default Swap 128.55 -1.81%
  • Iraqi 2028 Government Bonds 82.29 +.33%
  • China Blended Corporate Spread Index 762.0 -21 basis points
  • 10-Year TIPS Spread 1.95% -13 basis points
  • TED Spread 57.0 -1 basis point
  • 3-Month Euribor/OIS Spread 97.0 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -114.0 +13 basis points
  • N. America Investment Grade Credit Default Swap Index 119.92 -1.60%
  • Euro Financial Sector Credit Default Swap Index 278.38 +.19%
  • Emerging Markets Credit Default Swap Index 307.15 -.81%
  • CMBS Super Senior AAA 10-Year Treasury Spread 245.0 unch.
  • M1 Money Supply $2.137 Trillion -.07%
  • Commercial Paper Outstanding 959.30 -2.80%
  • 4-Week Moving Average of Jobless Claims 375,000 -1.50%
  • Continuing Claims Unemployment Rate 2.9% +10 basis points
  • Average 30-Year Mortgage Rate 3.95% +4 basis points
  • Weekly Mortgage Applications 659.30 n/a
  • Bloomberg Consumer Comfort -47.50 -2.5 points
  • Weekly Retail Sales +3.50% +30 basis points
  • Nationwide Gas $3.27/gallon +.05/gallon
  • U.S. Heating Demand Next 7 Days 14.0% below normal
  • Baltic Dry Index 1,738 -6.36%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 217,952 -6.59%
Best Performing Style
  • Large-Cap Growth +.70%
Worst Performing Style
  • Small-Cap Value -.14%
Leading Sectors
  • Gaming +3.18%
  • Education +2.87%
  • Telecom +1.99%
  • Restaurants +1.98%
  • Medical Equipment +1.55%
Lagging Sectors
  • I-Banks -1.46%
  • Alternative Energy -1.67%
  • Gold & Silver -2.20%
  • Coal -4.35%
  • Airlines -4.39%
Weekly High-Volume Stock Gainers (2)
  • ACAT and VHS
Weekly High-Volume Stock Losers (2)
  • SHLD and PHH
Weekly Charts
ETFs
Stocks
*5-Day Change

1 comment:

theyenguy said...

2011 saw the death of fiat money, that is, the death of fiat currencies, with the rise of the US Dollar from 73.50 beginning in September 2011. In 2012, currencies will continue sinking and global financial derisking and deleveraging will be ongoing taking even the US stocks that rallied in the fourth quarter lower. A new dynamo of economic and political action is at work. Political capital is replacing investment capital. Diktat not choice will rule economics and politics. Soon out of sovereign armageddon, that is a credit bust and financial system breakdown, European leaders will meet in summits to announce regional framework agreements, cede sovereignty to a Federal Europe, establish a fiscal union, provide a committee for fiscal sovereignty, announce austerity measures, institute structural reforms, and impose debt servitude, and provide stakeholder committees from government and industry to provide credit as well as to manage the factors of production via public private partnerships in order to provide for regional security and stability