Friday, February 03, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,344.90 +2.17%
  • DJIA 12,862.23 +1.59%
  • NASDAQ 2,905.66 +3.16%
  • Russell 2000 831.11 +4.04%
  • Wilshire 5000 14,047.15 +2.44%
  • Russell 1000 Growth 630.53 +2.35%
  • Russell 1000 Value 666.55 +2.22%
  • Morgan Stanley Consumer 785.96 +1.21%
  • Morgan Stanley Cyclical 1,013.73 +3.54%
  • Morgan Stanley Technology 671.09 +4.35%
  • Transports 5,368.93 +.45%
  • Utilities 451.36 +.76%
  • MSCI Emerging Markets 43.34 +3.03%
  • Lyxor L/S Equity Long Bias Index 997.85 +.18%
  • Lyxor L/S Equity Variable Bias Index 821.51 +.54%
  • Lyxor L/S Equity Short Bias Index 563.14 -.60%
Sentiment/Internals
  • NYSE Cumulative A/D Line 141,064 +2.14%
  • Bloomberg New Highs-Lows Index 289 +48
  • Bloomberg Crude Oil % Bulls 35.0 -25.53%
  • CFTC Oil Net Speculative Position 170,699 -4.02%
  • CFTC Oil Total Open Interest 1,399,874 +4.33%
  • Total Put/Call .74 -15.91%
  • OEX Put/Call .85 -18.27%
  • ISE Sentiment 141.0 +1.44%
  • NYSE Arms .59 -66.85%
  • Volatility(VIX) 17.10 -7.72%
  • S&P 500 Implied Correlation 70.88 -3.94%
  • G7 Currency Volatility (VXY) 10.18 -.39%
  • Smart Money Flow Index 10,304.86 -.38%
  • Money Mkt Mutual Fund Assets $2.692 Trillion unch.
  • AAII % Bulls 43.81 -9.48%
  • AAII % Bears 25.08 +32.63%
Futures Spot Prices
  • CRB Index 314.22 -1.05%
  • Crude Oil 97.77 -1.97%
  • Reformulated Gasoline 291.91 -.34%
  • Natural Gas 2.51 -9.57%
  • Heating Oil 311.39 +1.23%
  • Gold 1,728.50 -.72%
  • Bloomberg Base Metals Index 224.20 -3.62%
  • Copper 390.55 +.26%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 143.30 USD/Ton +2.50%
  • Lumber 262.50 +9.29%
  • UBS-Bloomberg Agriculture 1,525.96 +.43%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -5.20% +130 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1291 -4.01%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 106.89 -.24%
  • Citi US Economic Surprise Index 83.70 +18.3 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 3/13
  • US Dollar Index 78.94 +.15%
  • Yield Curve 169.0 +1 basis point
  • 10-Year US Treasury Yield 1.92% +3 basis points
  • Federal Reserve's Balance Sheet $2.907 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 41.95 -6.82%
  • Illinois Municipal Debt Credit Default Swap 230.0 +2.33%
  • Western Europe Sovereign Debt Credit Default Swap Index 332.75 +.42%
  • Emerging Markets Sovereign Debt CDS Index 261.83 -3.32%
  • Saudi Sovereign Debt Credit Default Swap 131.0 -3.36%
  • Iraqi 2028 Government Bonds 77.30 -1.68%
  • China Blended Corporate Spread Index 680.0 unch.
  • 10-Year TIPS Spread 2.16% +6 basis points
  • TED Spread 46.0 -4 basis points
  • 3-Month Euribor/OIS Spread 76.0 -2 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -70.75 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 94.93 -6.13%
  • Euro Financial Sector Credit Default Swap Index 161.11 -8.96%
  • Emerging Markets Credit Default Swap Index 256.08 -3.56%
  • CMBS Super Senior AAA 10-Year Treasury Spread 202.0 -18 basis points
  • M1 Money Supply $2.233 Trillion +.59%
  • Commercial Paper Outstanding 972.20 +.10%
  • 4-Week Moving Average of Jobless Claims 375,800 -.50%
  • Continuing Claims Unemployment Rate 2.7% -10 basis points
  • Average 30-Year Mortgage Rate 3.87% -11 basis point
  • Weekly Mortgage Applications 753.30 -2.88%
  • Bloomberg Consumer Comfort -44.8 +1.6 points
  • Weekly Retail Sales +2.70% -20 basis points
  • Nationwide Gas $3.47/gallon +.08/gallon
  • U.S. Heating Demand Next 7 Days 21.0% below normal
  • Baltic Dry Index 651.0 -13.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.14%
  • Rail Freight Carloads 235,028 +6.97%
Best Performing Style
  • Small-Cap Growth +4.12%
Worst Performing Style
  • Large-Cap Value +2.22%
Leading Sectors
  • Disk Drives +10.11%
  • Airlines +8.36%
  • Computer Hardware +6.84%
  • I-Banking +5.49%
  • Networking +5.44%
Lagging Sectors
  • Utilities +.76%
  • Drugs +.64%
  • Retail +.44%
  • Oil Tankers -.21%
  • Gold & Silver -1.15%
Weekly High-Volume Stock Gainers (26)
  • AMLN, SOA, MGAM, ZNGA, PBY, CPHD, TNB, PRXL, CYT, KAR, CMCO, AZPN, LQDT, ABD, TMS, IACI, EMN, MSTR, SYNA, CVLT, ABMD, TROX, RTEC, CTWS, RDEN and AROW
Weekly High-Volume Stock Losers (10)
  • OMCL, GDOT, UIS, NEU, IXYS, GNTX, JDAS, BCO, RVBD and PPO
Weekly Charts
ETFs
Stocks
*5-Day Change

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