Friday, April 20, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,378.53 +.60%
  • DJIA 13.029.26 +1.40%
  • NASDAQ 3,000.45 -.36%
  • Russell 2000 804.05 +.97%
  • Value Line Geometric(broad market) 359.36 +.78%
  • Russell 1000 Growth 652.54 +.32%
  • Russell 1000 Value 674.33 +.97%
  • Morgan Stanley Consumer 804.75 +1.45%
  • Morgan Stanley Cyclical 975.94 +.03%
  • Morgan Stanley Technology 689.38 -.55%
  • Transports 5,234.25 +.72%
  • Utilities 460.75 +1.91%
  • Bloomberg European Bank/Financial Services 75.71 +.36%
  • MSCI Emerging Markets 42.34 -.30%
  • Lyxor L/S Equity Long Bias 1,026.47 +1.35%
  • Lyxor L/S Equity Variable Bias 817.42 +.67%
  • Lyxor L/S Equity Short Bias 539.07 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 143,206 +1.02%
  • Bloomberg New Highs-Lows Index -30 -22
  • Bloomberg Crude Oil % Bulls 23.0 -36.8%
  • CFTC Oil Net Speculative Position 213,555 +8.08%
  • CFTC Oil Total Open Interest 1,570,513 +.47%
  • Total Put/Call .87 -7.45%
  • OEX Put/Call 1.15 -58.48%
  • ISE Sentiment 113.0 +13.0%
  • NYSE Arms 1.41 -25.40%
  • Volatility(VIX) 17.44 -10.79%
  • S&P 500 Implied Correlation 66.0 -.26%
  • G7 Currency Volatility (VXY) 9.68 -1.33%
  • Smart Money Flow Index 11,016.39 -.86%
  • Money Mkt Mutual Fund Assets $2.584 Trillion unch.
  • AAII % Bulls 31.18 +10.80%
  • AAII % Bears 33.84 -18.58%
Futures Spot Prices
  • CRB Index 301.20 -.54%
  • Crude Oil 103.88 +.52%
  • Reformulated Gasoline 314.27 -6.16%
  • Natural Gas 1.93 -3.26%
  • Heating Oil 313.76 -1.31%
  • Gold 1,642.80 -1.02%
  • Bloomberg Base Metals Index 213.04 -1.03%
  • Copper 370.65 +2.16%
  • US No. 1 Heavy Melt Scrap Steel 402.67 USD/Ton unch.
  • China Iron Ore Spot 148.40 USD/Ton -.67%
  • Lumber 275.70 +1.99%
  • UBS-Bloomberg Agriculture 1,501.29 -1.56%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.2% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3104 +6.31%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 109.79 +.51%
  • Citi US Economic Surprise Index 5.0 -9.7 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 4/25
  • US Dollar Index 79.14 -.92%
  • Yield Curve 169.0 -2 basis points
  • 10-Year US Treasury Yield 1.96% -2 basis points
  • Federal Reserve's Balance Sheet $2.858 Trillion +.29%
  • U.S. Sovereign Debt Credit Default Swap 30.53 +3.26%
  • Illinois Municipal Debt Credit Default Swap 217.0 -.52%%
  • Western Europe Sovereign Debt Credit Default Swap Index 282.52 +1.11%
  • Emerging Markets Sovereign Debt CDS Index 291.50 +.55%
  • Saudi Sovereign Debt Credit Default Swap 119.0 -.75%
  • Iraqi 2028 Government Bonds 83.91 +.02%
  • China Blended Corporate Spread Index 647.0 +3 basis points
  • 10-Year TIPS Spread 2.25% -2 basis points
  • TED Spread 40.0 +1.5 basis points
  • 2-Year Swap Spread 30.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -47.50 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 98.61 -1.52%
  • Euro Financial Sector Credit Default Swap Index 254.89 +3.15%
  • Emerging Markets Credit Default Swap Index 265.29 -.16%
  • CMBS Super Senior AAA 10-Year Treasury Spread 187.0 +4 basis points
  • M1 Money Supply $2.239 Trillion -.17%
  • Commercial Paper Outstanding 932.60 +.40%
  • 4-Week Moving Average of Jobless Claims 374,800 +6,300
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.90% +2 basis points
  • Weekly Mortgage Applications 725.40 +6.87%
  • Bloomberg Consumer Comfort -31.4 +1.4 points
  • Weekly Retail Sales +3.60% -50 basis points
  • Nationwide Gas $3.88/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 21.0% below normal
  • Baltic Dry Index 1,067 +9.77%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -11.76%
  • Rail Freight Carloads 234,157 +1.30%
Best Performing Style
  • Small-Cap Value +1.33%
Worst Performing Style
  • Large-Cap Growth +.32%
Leading Sectors
  • Biotech +3.24%
  • Drugs +2.96%
  • Airlines +2.64%
  • HMOs +2.60%
  • REITs +2.52%
Lagging Sectors
  • Gold & Silver -2.10%
  • Oil Tankers -2.38%
  • Disk Dives -2.49%
  • Semis -2.70%
  • Education -2.95%
Weekly High-Volume Stock Gainers (11)
  • HGSI, CHSI, SSYS, SXCI, SYNT, BMI, KNOL, CVI, WST, IGTE and ISRG
Weekly High-Volume Stock Losers (8)
  • ABD, EGOV, MAT, BAX, LTM, ILMN, CHK and GNTX
Weekly Charts
ETFs
Stocks
*5-Day Change

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