Thursday, April 05, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,398.08 -.37%
  • DJIA 13,060.10 -.65%
  • NASDAQ 3,080.50 -.48%
  • Russell 2000 818.18 -1.69%
  • Wilshire 5000 14,509.90 -.50%
  • Russell 1000 Growth 662.56 +.08%
  • Russell 1000 Value 682.15 -.89%
  • Morgan Stanley Consumer 803.18 +.65%
  • Morgan Stanley Cyclical 998.84 -1.65%
  • Morgan Stanley Technology 703.37 -1.80%
  • Transports 5,284.33 +.54%
  • Utilities 458.75 +.59%
  • MSCI Emerging Markets 42.89 +.39%
  • Lyxor L/S Equity Long Bias Index 1,036.32 +.15%
  • Lyxor L/S Equity Variable Bias Index 818.40 +.16%
  • Lyxor L/S Equity Short Bias Index 539.0 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 144,011 -.96%
  • Bloomberg New Highs-Lows Index -155 -78
  • Bloomberg Crude Oil % Bulls 18.0 +60.0%
  • CFTC Oil Net Speculative Position 215,557 -6.1%
  • CFTC Oil Total Open Interest 1,569,070 +.44%
  • Total Put/Call .94 -8.74%
  • OEX Put/Call 1.55 +32.50%
  • ISE Sentiment 98.0 -16.95%
  • NYSE Arms 1.61 +78.89%
  • Volatility(VIX) 16.70 +7.88%
  • S&P 500 Implied Correlation 64.35 +5.23%
  • G7 Currency Volatility (VXY) 10.33 +2.68%
  • Smart Money Flow Index 11,168.54 +1.28%
  • Money Mkt Mutual Fund Assets $2.590 Trillion -.60%
  • AAII % Bulls 38.17 -10.12%
  • AAII % Bears 27.80 +9.11%
Futures Spot Prices
  • CRB Index 306.49 +.18%
  • Crude Oil 103.17 -.13%
  • Reformulated Gasoline 333.73 -.14%
  • Natural Gas 2.09 -3.50%
  • Heating Oil 317.58 -.08%
  • Gold 1,632.30 -1.89%
  • Bloomberg Base Metals Index 216.63 -.32%
  • Copper 379.0 -.58%
  • US No. 1 Heavy Melt Scrap Steel 402.67 USD/Ton -.16%
  • China Iron Ore Spot 147.60 USD/Ton unch.
  • Lumber 265.80 +.61%
  • UBS-Bloomberg Agriculture 1,553.94 +3.15%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.0% +100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0234 +17.60%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 108.73 +.17%
  • Citi US Economic Surprise Index 6.90 -12.0 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 4/25
  • US Dollar Index 80.06 +1.21%
  • Yield Curve 184.0 -4 basis points
  • 10-Year US Treasury Yield 2.18% -3 basis points
  • Federal Reserve's Balance Sheet $2.848 Trillion -.45%
  • U.S. Sovereign Debt Credit Default Swap 29.41 -2.50%
  • Illinois Municipal Debt Credit Default Swap 253.0 +16.38%
  • Western Europe Sovereign Debt Credit Default Swap Index 272.59 -.20%
  • Emerging Markets Sovereign Debt CDS Index 275.22 +.81%
  • Saudi Sovereign Debt Credit Default Swap 118.89 +.25%
  • Iraqi 2028 Government Bonds 84.14 -.04%
  • China Blended Corporate Spread Index 628.0 +2 basis points
  • 10-Year TIPS Spread 2.29% -5 basis points
  • TED Spread 40.25 unch.
  • 3-Month Euribor/OIS Spread 41.0 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -54.0 -3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 94.73 +1.75%
  • Euro Financial Sector Credit Default Swap Index 234.38 +7.69%
  • Emerging Markets Credit Default Swap Index 253.93 +3.33%
  • CMBS Super Senior AAA 10-Year Treasury Spread 159.0 -3 basis points
  • M1 Money Supply $2.223 Trillion +.68%
  • Commercial Paper Outstanding 931.40 -.70%
  • 4-Week Moving Average of Jobless Claims 361,800 -3,200
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.98% -1 basis point
  • Weekly Mortgage Applications 695.70 +4.82%
  • Bloomberg Consumer Comfort -31.4 +3.3 points
  • Weekly Retail Sales +3.60% +20 basis points
  • Nationwide Gas $3.94/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days 6.0% above normal
  • Baltic Dry Index 926.0 +.43%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 +6.25%
  • Rail Freight Carloads 242,772 +4.46%
Best Performing Style
  • Large-Cap Growth +.08%
Worst Performing Style
  • Small-Cap Value -1.83%
Leading Sectors
  • HMOs +2.39%
  • Road & Rail +1.81%
  • Restaurants +1.25%
  • Biotech +.86%
  • Utilities +.59%
Lagging Sectors
  • Disk Drives -4.11%
  • Gold & Silver -4.91%
  • Networking -5.02%
  • Education -5.04%
  • Alternative Energy -5.66%
Weekly High-Volume Stock Gainers (12)
  • CONN, AVP, RHT, MOV, LIZ, RNDY, BIO, VVUS, CZR, DDIC, MIND and IPHS
Weekly High-Volume Stock Losers (12)
  • FX, NUS, TAP, FDML, WBMD, BCO, AYI, GWRE, GPN, FINL, AH and CLVS
Weekly Charts
ETFs
Stocks
*5-Day Change

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