Friday, September 14, 2012

Weekly Scoreboard*


The Weekly Wrap by Briefing.com.

Indices

  • S&P 500 1,465.77 +1.94%
  • DJIA 13,593.35 +2.15%
  • NASDAQ 3,183.95 +1.51%
  • Russell 2000 864.70 +2.66%
  • Value Line Geometric(broad market) 372.14 +2.82%
  • Russell 1000 Growth 681.45 +1.54%
  • Russell 1000 Value 726.33 +2.41%
  • Morgan Stanley Consumer 834.79 +.80%
  • Morgan Stanley Cyclical 1,018.18 +4.30%
  • Morgan Stanley Technology 705.53 +2.07%
  • Transports 5,215.97 +2.83%
  • Utilities 472.13 +.06%
  • Bloomberg European Bank/Financial Services 85.95 +4.33%
  • MSCI Emerging Markets 42.05 +4.68%
  • Lyxor L/S Equity Long Bias 1,046.08 +.73%
  • Lyxor L/S Equity Variable Bias 600.54 +.35%
  • Lyxor L/S Equity Short Bias 539.59 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 157,549 +2.59%
  • Bloomberg New Highs-Lows Index 793.0 +356
  • Bloomberg Crude Oil % Bulls 33.3 +20.7%
  • CFTC Oil Net Speculative Position 248,665 +4.22%
  • CFTC Oil Total Open Interest 1,585,806 +3.52%
  • Total Put/Call .68 -6.85%
  • OEX Put/Call 1.16 -18.9%
  • ISE Sentiment 205.0 +19.19%
  • NYSE Arms .81 -5.81%
  • Volatility(VIX) 14.51 +.90%
  • S&P 500 Implied Correlation 53.16 +1.51%
  • G7 Currency Volatility (VXY) 8.09 +.62%
  • Smart Money Flow Index 11,726.68 +1.45%
  • Money Mkt Mutual Fund Assets $2.578 Trillion +.3%
  • AAII % Bulls 36.5 +10.3%
  • AAII % Bears 33.0 -.21%
Futures Spot Prices
  • CRB Index 320.92 +2.97%
  • Crude Oil 99.0 +2.81%
  • Reformulated Gasoline 301.56 -.33%
  • Natural Gas 2.94 +9.63%
  • Heating Oil 323.95 +2.66%
  • Gold 1,772.70 +2.05%
  • Bloomberg Base Metals Index 221.40 +7.97%
  • Copper 383.25 +4.98%
  • US No. 1 Heavy Melt Scrap Steel 311.13 USD/Ton unch.
  • China Iron Ore Spot 101.60 USD/Ton +14.2%
  • Lumber 277.30 +.73%
  • UBS-Bloomberg Agriculture 1,771.45 +1.55%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +1.0% n/a
  • Philly Fed ADS Real-Time Business Conditions Index -.83 +5.13%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.66 +.20%
  • Citi US Economic Surprise Index 20.4 +5.4 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 10/24
  • US Dollar Index 78.84 -1.64%
  • Yield Curve 161.0 +19 basis points
  • 10-Year US Treasury Yield 1.87% +20 basis points
  • Federal Reserve's Balance Sheet $2.806 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 30.14 -18.25%
  • Illinois Municipal Debt Credit Default Swap 215.0 -6.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 170.77 -9.34%
  • Emerging Markets Sovereign Debt CDS Index 191.16 -9.47%
  • Saudi Sovereign Debt Credit Default Swap 86.43 -9.20%
  • Iraq Sovereign Debt Credit Default Swap 400.0 unch.
  • China Blended Corporate Spread Index 414.0 -15 basis points
  • 10-Year TIPS Spread 2.64% +27 basis points
  • TED Spread 28.75 -2.0 basis points
  • 2-Year Swap Spread 12.5 -3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.75 +10.0 basis points
  • N. America Investment Grade Credit Default Swap Index 83.23 -10.74%
  • European Financial Sector Credit Default Swap Index 185.04 -9.52%
  • Emerging Markets Credit Default Swap Index 193.27 -10.28%
  • CMBS Super Senior AAA 10-Year Treasury Spread 122.0 unch.
  • M1 Money Supply $2.428 Trillion +4.2%
  • Commercial Paper Outstanding 1,015.40 -.60%
  • 4-Week Moving Average of Jobless Claims 375,000 +3,700
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.55% unch.
  • Weekly Mortgage Applications 853.10 +11.14%
  • Bloomberg Consumer Comfort -42.2 +4.3 points
  • Weekly Retail Sales +2.60% +10 basis points
  • Nationwide Gas $3.87/gallon +.05/gallon
  • U.S. Cooling Demand Next 7 Days 10.0% below normal
  • Baltic Dry Index 663.0 -.90%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 214,517 -13.89%
Best Performing Style
  • Small-Cap Value +3.21%
Worst Performing Style
  • Large-Cap Growth +1.54%
Leading Sectors
  • Steel +11.56%
  • Homebuilders +8.03%
  • Gold & Silver +7.08%
  • Coal +6.51%
  • Oil Tankers +6.21%
Lagging Sectors
  • Biotech +.61%
  • Disk Drives +.13%
  • Drugs +.07%
  • Utilities +05%
  • HMOs -1.89%
Weekly High-Volume Stock Gainers (20)
  • GMCR, VMC, SWHC, CLVS, REV, DWRE, CRS, CMG, KEYW, PLL, HF, ET, COO, AMAG, VCRA, DOLE, PNRA, JAH, KAMN and TPC
Weekly High-Volume Stock Losers (7)
  • FIVE, TMH, ABAX, GCOM, CENT, FMER and TITN
Weekly Charts
ETFs
Stocks
*5-Day Change

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