Friday, March 29, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,569.19 +1.51%
  • DJIA 14,578.54 +1.09%
  • NASDAQ 3,267.52 +1.39%
  • Russell 2000 951.54 +.81%
  • Value Line Geometric(broad market) 408.58 +.89%
  • Russell 1000 Growth 719.95 +1.78%
  • Russell 1000 Value 800.15 +1.27%
  • Morgan Stanley Consumer 973.69 +2.24%
  • Morgan Stanley Cyclical 1,171.41 +.87%
  • Morgan Stanley Technology 737.07 +1.44%
  • Transports 6,255.33 +2.26%
  • Utilities 508.40 +2.42%
  • Bloomberg European Bank/Financial Services 90.45 -2.91%
  • MSCI Emerging Markets 42.63 +.99%
  • Lyxor L/S Equity Long Bias 1,142.17 +1.10%
  • Lyxor L/S Equity Variable Bias 846.04 -.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 180,859 +1.19%
  • Bloomberg New Highs-Lows Index 740 +527
  • Bloomberg Crude Oil % Bulls 29.03 unch.
  • CFTC Oil Net Speculative Position 244,607 +9.34%
  • CFTC Oil Total Open Interest 1,693,684 +2.81%
  • Total Put/Call .89 +1.14%
  • OEX Put/Call 2.53 +48.82%
  • ISE Sentiment 95.0 +1.06%
  • NYSE Arms .85 -53.30%
  • Volatility(VIX) 12.70 -9.22%
  • S&P 500 Implied Correlation 55.79 +1.10%
  • G7 Currency Volatility (VXY) 9.18 -4.57%
  • Smart Money Flow Index 11,431.89 +.33%
  • Money Mkt Mutual Fund Assets $2.629 Trillion +.1%
  • AAII % Bulls 38.4 -1.39%
  • AAII % Bears 28.6 -14.0%
Futures Spot Prices
  • CRB Index 296.39 +.79%
  • Crude Oil 97.23 +3.66%
  • Reformulated Gasoline 311.06 +2.17%
  • Natural Gas 4.02 +2.21%
  • Heating Oil 304.71 +6.12%
  • Gold 1,595.70 -.73%
  • Bloomberg Base Metals Index 201.06 -.73%
  • Copper 340.70 -1.79%
  • US No. 1 Heavy Melt Scrap Steel 341.33 USD/Ton unch.
  • China Iron Ore Spot 137.30 USD/Ton +1.5%
  • Lumber 391.20 +2.11%
  • UBS-Bloomberg Agriculture 1,502.98 -2.94%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.6% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0787 -15.19%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.65 +.24%
  • Citi US Economic Surprise Index 18.90 -10.2 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 5/1
  • US Dollar Index 82.98 +.73%
  • Yield Curve 160.0 -7 basis points
  • 10-Year US Treasury Yield 1.85% -8 basis points
  • Federal Reserve's Balance Sheet $3.185 Trillion -.13%
  • U.S. Sovereign Debt Credit Default Swap 37.70 -1.59%
  • Illinois Municipal Debt Credit Default Swap 139.0 +6.07%
  • Western Europe Sovereign Debt Credit Default Swap Index 105.05 +4.06%
  • Emerging Markets Sovereign Debt CDS Index 212.54 +2.52%
  • Israel Sovereign Debt Credit Default Swap 124.57 +2.70%
  • Iraq Sovereign Debt Credit Default Swap 478.86 -.47%
  • China Blended Corporate Spread Index 413.0 +12 basis points
  • 10-Year TIPS Spread 2.52% -2 basis points
  • TED Spread 21.25 -.5 basis point
  • 2-Year Swap Spread 18.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 +1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 90.74 +1.24%
  • European Financial Sector Credit Default Swap Index 194.35 +10.20%
  • Emerging Markets Credit Default Swap Index 265.48 +3.75%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 135.0 +1.0 basis point
  • M1 Money Supply $2.421 Trillion unch.
  • Commercial Paper Outstanding 1,021.60 +.50%
  • 4-Week Moving Average of Jobless Claims 343,000 +3,200
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.57% +3 basis points
  • Weekly Mortgage Applications 823.70 +7.6%
  • Bloomberg Consumer Comfort -34.4 -.5 point
  • Weekly Retail Sales +2.8% unch.
  • Nationwide Gas $3.64/gallon -.05/gallon
  • Baltic Dry Index 910.0 -2.15%
  • China (Export) Containerized Freight Index 1,107.55 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 235,641 +2.99%
Best Performing Style
  • Large-Cap Growth +1.78%
Worst Performing Style
  • Small-Cap Value +.61%
Leading Sectors
  • Biotech +3.3%
  • Hospitals +2.9%
  • Foods +2.8%
  • Medical Equipment +2.8%
  • Semis +2.7%
Lagging Sectors
  • Disk Drives -1.0% 
  • I-Banking -1.0%
  • Gold & Silver -1.4%
  • Homebuilders -1.5%
  • Alt Energy -2.1%
Weekly High-Volume Stock Gainers (9)
  • RPRX, ECYT, LNDC, MFRM, XONE, SBY, FRGI, SONC and LOGM
Weekly High-Volume Stock Losers (8)
  • ASH, FUL, FIVE, HMST, USG, MGLN, TUMI and TIBX
Weekly Charts
ETFs
Stocks
*5-Day Change

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