Friday, February 24, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,365.74 +.57%
  • DJIA 12,982.95 +.61%
  • NASDAQ 2,963.75 +.13%
  • Russell 2000 826.92 -.37%
  • Wilshire 5000 14,244.74 +.41%
  • Russell 1000 Growth 643.64 +.72%
  • Russell 1000 Value 673.51 +.25%
  • Morgan Stanley Consumer 781.48 -.96%
  • Morgan Stanley Cyclical 1,011.04 -.24%
  • Morgan Stanley Technology 692.52 +.50%
  • Transports 5,139.14 -2.35%
  • Utilities 453.34 +.15%
  • MSCI Emerging Markets 43.96 +1.38%
  • Lyxor L/S Equity Long Bias Index 1,024.86 +53%
  • Lyxor L/S Equity Variable Bias Index 829.22 +.35%
  • Lyxor L/S Equity Short Bias Index 531.71 -1.06%
Sentiment/Internals
  • NYSE Cumulative A/D Line 144,777 +.65%
  • Bloomberg New Highs-Lows Index 189 -12
  • Bloomberg Crude Oil % Bulls 43.0 +4.9%
  • CFTC Oil Net Speculative Position 228,180 +11.44%
  • CFTC Oil Total Open Interest 1,441,526 -3.02%
  • Total Put/Call 1.09 +45.33%
  • OEX Put/Call 1.19 +19.0%
  • ISE Sentiment 65.0 -53.57%
  • NYSE Arms 1.12 +119.60%
  • Volatility(VIX) 17.31 -9.94%
  • S&P 500 Implied Correlation 71.39 +1.81%
  • G7 Currency Volatility (VXY) 9.71 -6.36%
  • Smart Money Flow Index 10,705.30 +1.86%
  • Money Mkt Mutual Fund Assets $2.666 Trillion +.2%
  • AAII % Bulls 43.69 +2.29%
  • AAII % Bears 27.51 +3.30%
Futures Spot Prices
  • CRB Index 325.91 +3.0%
  • Crude Oil 109.77 +6.92%
  • Reformulated Gasoline 315.28 +3.76%
  • Natural Gas 2.55 -.23%
  • Heating Oil 331.59 +3.36%
  • Gold 1,776.40 +2.65%
  • Bloomberg Base Metals Index 226.96 +2.51%
  • Copper 387.0 +1.41%
  • US No. 1 Heavy Melt Scrap Steel 401.67 USD/Ton unch.
  • China Iron Ore Spot 139.0 USD/Ton +3.50%
  • Lumber 283.10 +4.46%
  • UBS-Bloomberg Agriculture 1,533.12 +.90%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -3.50% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1260 -6.04%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 107.31 +.19%
  • Citi US Economic Surprise Index 58.0 -6.9 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 3/13
  • US Dollar Index 78.40 -1.25%
  • Yield Curve 167.0 -4 basis points
  • 10-Year US Treasury Yield 1.98% -2 basis points
  • Federal Reserve's Balance Sheet $2.915 Trillion -.19%
  • U.S. Sovereign Debt Credit Default Swap 35.78 -5.84%
  • Illinois Municipal Debt Credit Default Swap 238.0 +.89%
  • Western Europe Sovereign Debt Credit Default Swap Index 346.18 +1.11%
  • Emerging Markets Sovereign Debt CDS Index 230.0 -13.96%
  • Saudi Sovereign Debt Credit Default Swap 142.61 +3.47%
  • Iraqi 2028 Government Bonds 77.85 +.23%
  • China Blended Corporate Spread Index 627.0 -28 basis points
  • 10-Year TIPS Spread 2.28% +2 basis points
  • TED Spread 40.0 -1.75 basis points
  • 3-Month Euribor/OIS Spread 65.50 -3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -72.0 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 95.78 -2.97%
  • Euro Financial Sector Credit Default Swap Index 175.39 -5.19%
  • Emerging Markets Credit Default Swap Index 252.44 -1.56%
  • CMBS Super Senior AAA 10-Year Treasury Spread 184.0 -6 basis points
  • M1 Money Supply $2.229 Trillion +.14%
  • Commercial Paper Outstanding 937.60 -2.50%
  • 4-Week Moving Average of Jobless Claims 359,000 -1.90%
  • Continuing Claims Unemployment Rate 2.7% unch.
  • Average 30-Year Mortgage Rate 3.95% +8 basis points
  • Weekly Mortgage Applications 766.10 -4.45%
  • Bloomberg Consumer Comfort -38.4 +1.4 points
  • Weekly Retail Sales +2.70% +10 basis points
  • Nationwide Gas $3.65/gallon +.12/gallon
  • U.S. Heating Demand Next 7 Days 10.0% below normal
  • Baltic Dry Index 718.0 +.14%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 221,003 -2.73%
Best Performing Style
  • Large-Cap Growth +.72%
Worst Performing Style
  • Small-Cap Value -.83%
Leading Sectors
  • Oil Service +3.65%
  • Telecom +2.87%
  • Construction +2.66%
  • I-Banks +2.31%
  • Gold & Silver +2.23%
Lagging Sectors
  • Biotech -1.71%
  • Alt Energy -2.73%
  • Semis -2.77%
  • Homebuilders -4.74%
  • Airlines -9.95%
Weekly High-Volume Stock Gainers (15)
  • VVUS, RAIL, FIRE, HSTM, PBH, CHS, CQB, CHG, OYOG, GLF, CAB, PFCB, TXRH, SZYM and DTSI
Weekly High-Volume Stock Losers (17)
  • SKUL, WMT, LBY, ITRI, TFX, TRAK, ALJ, HPQ, NFX, AWAY, ARUN, MXWL, ICON, GTI, Z, RP and ARTC
Weekly Charts
ETFs
Stocks
*5-Day Change

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