Friday, February 10, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,342.64 -.17%
  • DJIA 12,801.20 -.47%
  • NASDAQ 2,903.88 -.06%
  • Russell 2000 813.33 -2.14%
  • Wilshire 5000 14,000.50 -.33%
  • Russell 1000 Growth 630.56 unch.
  • Russell 1000 Value 663.95 -.39%
  • Morgan Stanley Consumer 778.69 -.92%
  • Morgan Stanley Cyclical 1,003.02 -1.06%
  • Morgan Stanley Technology 674.62 +.52%
  • Transports 5,254.14 -2.14%
  • Utilities 450.45 -.20%
  • MSCI Emerging Markets 42.92 -.95%
  • Lyxor L/S Equity Long Bias Index 1,014.06 +1.71%
  • Lyxor L/S Equity Variable Bias Index 825.02 +.50%
  • Lyxor L/S Equity Short Bias Index 549.67 -1.73%
Sentiment/Internals
  • NYSE Cumulative A/D Line 143,142 +1.47%
  • Bloomberg New Highs-Lows Index 298 +9
  • Bloomberg Crude Oil % Bulls 53.0 +51.43%
  • CFTC Oil Net Speculative Position 168,885 -1.06%
  • CFTC Oil Total Open Interest 1,484,546 +6.05%
  • Total Put/Call 1.08 +45.95%
  • OEX Put/Call 3.05 +258.82%
  • ISE Sentiment 61.0 -56.74%
  • NYSE Arms 1.28 +116.94%
  • Volatility(VIX) 20.79 +21.58%
  • S&P 500 Implied Correlation 73.15 +3.20%
  • G7 Currency Volatility (VXY) 10.15 unch.
  • Smart Money Flow Index 10,414.42 +1.06%
  • Money Mkt Mutual Fund Assets $2.657 Trillion -.1%
  • AAII % Bulls 51.64 +17.87%
  • AAII % Bears 20.19 -19.50%
Futures Spot Prices
  • CRB Index 312.14 -.66%
  • Crude Oil 98.67 +.92%
  • Reformulated Gasoline 297.49 +2.26%
  • Natural Gas 2.48 -1.31%
  • Heating Oil 318.21 +2.2%
  • Gold 1,725.30 -.19%
  • Bloomberg Base Metals Index 230.55 +2.83%
  • Copper 386.20 -1.11%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 142.70 USD/Ton -.42%
  • Lumber 275.50 +2.99%
  • UBS-Bloomberg Agriculture 1,503.83 -1.45%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -4.30% +90 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1672 -1.42%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.02 +.12%
  • Citi US Economic Surprise Index 73.30 -10.4 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 3/13
  • US Dollar Index 79.0 +.08%
  • Yield Curve 171.0 +2 basis points
  • 10-Year US Treasury Yield 1.99% +7 basis points
  • Federal Reserve's Balance Sheet $2.911 Trillion +.11%
  • U.S. Sovereign Debt Credit Default Swap 39.06 -6.89%
  • Illinois Municipal Debt Credit Default Swap 233.0 +1.31%
  • Western Europe Sovereign Debt Credit Default Swap Index 332.31 -.13%
  • Emerging Markets Sovereign Debt CDS Index 243.75 -6.91%
  • Saudi Sovereign Debt Credit Default Swap 130.90 -.07%
  • Iraqi 2028 Government Bonds 77.75 +.37%
  • China Blended Corporate Spread Index 651.0 -29 basis points
  • 10-Year TIPS Spread 2.22% +6 basis points
  • TED Spread 42.0 -4 basis points
  • 3-Month Euribor/OIS Spread 72.0 -4 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -72.75 +2 basis points
  • N. America Investment Grade Credit Default Swap Index 98.08 +3.32%
  • Euro Financial Sector Credit Default Swap Index 180.58 +12.08%
  • Emerging Markets Credit Default Swap Index 265.13 +3.53%
  • CMBS Super Senior AAA 10-Year Treasury Spread 189.0 -13 basis points
  • M1 Money Supply $2.227 Trillion -.19%
  • Commercial Paper Outstanding 972.90 +.10%
  • 4-Week Moving Average of Jobless Claims 366,300 -2.90%
  • Continuing Claims Unemployment Rate 2.8% +10 basis points
  • Average 30-Year Mortgage Rate 3.87% -11 basis point
  • Weekly Mortgage Applications 810.0 +7.53%
  • Bloomberg Consumer Comfort -41.7 +3.1 points
  • Weekly Retail Sales +2.50% -20 basis points
  • Nationwide Gas $3.50/gallon +.03/gallon
  • U.S. Heating Demand Next 7 Days 2.0% below normal
  • Baltic Dry Index 695.0 +6.75%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 232,590 -1.04%
Best Performing Style
  • Large-Cap Growth unch.
Worst Performing Style
  • Small-Cap Value -2.36%
Leading Sectors
  • Tobacco +2.44%
  • HMOs +1.62%
  • Education +1.01%
  • Retail +.82%
  • Computer Hardware +.43%
Lagging Sectors
  • Road & Rail -3.28%
  • Steel -3.70%
  • Airlines -4.49%
  • Oil Tankers -5.44%
  • Coal -6.23%
Weekly High-Volume Stock Gainers (34)
  • SURW, CALX, GUID, MITK, ZOLT, CODE, TLEO, BWLD, CSC, ABMD, OYOG, WNC, AVID, SWI, CSTR, RBC, ACIW, JIVE, COSH, NCR, RL, THOR, KNXA, KFRC, HAR, HPY, LVLT, TW, ZNGA, PRO, HMN, THR, PMT and BRO
Weekly High-Volume Stock Losers (15)
  • TCAP, SREV, VSAT, GHDX, WU, MOD, GRPN, DFT, OPEN, ONE, TRIP, OPNT, SGI, IRBT and DMND
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: