Friday, August 24, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,411.13 -.50%
  • DJIA 13,157.90 -.88%
  • NASDAQ 3,069.79 -.22%
  • Russell 2000 809.19 -1.31%
  • Value Line Geometric(broad market) 351.23 -1.15%
  • Russell 1000 Growth 659.59 -.45%
  • Russell 1000 Value 692.52 -.53%
  • Morgan Stanley Consumer 814.18 -.70%
  • Morgan Stanley Cyclical 953.32 -1.25%
  • Morgan Stanley Technology 682.37 -1.25%
  • Transports 5,118.58 -1.46%
  • Utilities 472.50 -1.34%
  • Bloomberg European Bank/Financial Services 77.36 -2.1%
  • MSCI Emerging Markets 40.01 -.60%
  • Lyxor L/S Equity Long Bias 1,038.73 +.36%
  • Lyxor L/S Equity Variable Bias 795.99 -.06%
  • Lyxor L/S Equity Short Bias 539.52 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 149,916 -1.17%
  • Bloomberg New Highs-Lows Index -39 -153
  • Bloomberg Crude Oil % Bulls 57.5 +121.6%
  • CFTC Oil Net Speculative Position 230,415 +19.15%
  • CFTC Oil Total Open Interest 1,470,157 +.02%
  • Total Put/Call .84 +12.0%
  • OEX Put/Call 1.0 +1.01%
  • ISE Sentiment 112.0 -20.95%
  • NYSE Arms .76 -34.48%
  • Volatility(VIX) 15.18 +12.86%
  • S&P 500 Implied Correlation 58.71 -2.68%
  • G7 Currency Volatility (VXY) 8.42 -3.88%
  • Smart Money Flow Index 11,250.78 -1.12%
  • Money Mkt Mutual Fund Assets $2.574 Trillion unch.
  • AAII % Bulls 42.0 +13.9%
  • AAII % Bears 25.9 -7.8%
Futures Spot Prices
  • CRB Index 306.04 +.84%
  • Crude Oil 95.94 -.56%
  • Reformulated Gasoline 306.94 +1.28%
  • Natural Gas 2.70 -1.32%
  • Heating Oil 311.26 +.58%
  • Gold 1,672.50 +3.36%
  • Bloomberg Base Metals Index 198.24 +2.97%
  • Copper 348.50 +1.97%
  • US No. 1 Heavy Melt Scrap Steel 307.67 USD/Ton unch.
  • China Iron Ore Spot 99.40 USD/Ton -9.8%
  • Lumber 292.50 -3.62%
  • UBS-Bloomberg Agriculture 1,733.68 +1.13%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.1% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1242 -7.86%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.86 +.30%
  • Citi US Economic Surprise Index -9.30 +8.8 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 9/13
  • US Dollar Index 81.62 -1.09%
  • Yield Curve 142.0 -10 basis points
  • 10-Year US Treasury Yield 1.68% -13 basis points
  • Federal Reserve's Balance Sheet $2.808 Trillion -.27%
  • U.S. Sovereign Debt Credit Default Swap 39.72 -5.92%
  • Illinois Municipal Debt Credit Default Swap 231.0 +2.70%
  • Western Europe Sovereign Debt Credit Default Swap Index 233.97 -2.19%
  • Emerging Markets Sovereign Debt CDS Index 237.64 -3.48%
  • Saudi Sovereign Debt Credit Default Swap 110.07 -2.55%
  • Iraq Sovereign Debt Credit Default Swap 471.47 -4.94%
  • China Blended Corporate Spread Index 437.0 unch.
  • 10-Year TIPS Spread 2.30% +4 basis points
  • TED Spread 33.5 -3.25 basis points
  • 2-Year Swap Spread 18.25 -3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -33.5 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 101.85 +1.1%
  • European Financial Sector Credit Default Swap Index 249.56 +3.1%
  • Emerging Markets Credit Default Swap Index 250.30 +1.66%
  • CMBS Super Senior AAA 10-Year Treasury Spread 131.0 unch.
  • M1 Money Supply $2.342 Trillion +2.15%
  • Commercial Paper Outstanding 1,025.0 +.5%
  • 4-Week Moving Average of Jobless Claims 368,000 +4,200
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.66% +4 basis points
  • Weekly Mortgage Applications 821.30 -7.4%
  • Bloomberg Consumer Comfort -47.4 -3.0 points
  • Weekly Retail Sales +1.90% unch.
  • Nationwide Gas $3.73/gallon +.01/gallon
  • U.S. Cooling Demand Next 7 Days 10.0% above normal
  • Baltic Dry Index 715.0 -.7%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 247,224 +1.7%
Best Performing Style
  • Large-Cap Growth -.45%
Worst Performing Style
  • Small-Cap Value -1.35%
Leading Sectors
  • Hospitals +6.65%
  • Gold & Silver +5.3%
  • Coal +3.71%
  • Biotech +2.03%
  • HMOs +1.57%
Lagging Sectors
  • Semis -1.53%
  • Networking -2.49%
  • Oil Tankers -2.93%
  • Steel -3.45%
  • Education -4.55%
Weekly High-Volume Stock Gainers (19)
  • SRZ, CAS, HAIN, ANN, CVH, URBN, BKD, OPLK, WSM, GSM, FRAN, CHS, KYAK, GGP, TLYS, NDSN, CCXI, SNPS and SJM
Weekly High-Volume Stock Losers (10)
  • BKS, WMGI, EXPR, BV, RAVN, HIBB, PRLB, TITN, BIG and GES
Weekly Charts
ETFs
Stocks
*5-Day Change

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