Friday, April 12, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,588.85 +2.29%
  • DJIA 14,865.0 +2.06%
  • NASDAQ 3,294.94 +2.84%
  • Russell 2000 942.85 +2.12%
  • Value Line Geometric(broad market) 407.99 +2.29%
  • Russell 1000 Growth 725.81 +2.51%
  • Russell 1000 Value 809.11 +2.13%
  • Morgan Stanley Consumer 993.18 +2.98%
  • Morgan Stanley Cyclical 1,163.24 +2.72%
  • Morgan Stanley Technology 733.41 +2.29%
  • Transports 6,143.75 +1.76%
  • Utilities 523.32 +1.67%
  • Bloomberg European Bank/Financial Services 91.02 +2.98%
  • MSCI Emerging Markets 42.22 +1.20%
  • Lyxor L/S Equity Long Bias 1,138.01 -.27%
  • Lyxor L/S Equity Variable Bias 842.12 -.55%
Sentiment/Internals
  • NYSE Cumulative A/D Line 181,630 +1.77%
  • Bloomberg New Highs-Lows Index 871.0 +977
  • Bloomberg Crude Oil % Bulls 38.9 +26.4%
  • CFTC Oil Net Speculative Position 223,398 -10.2%
  • CFTC Oil Total Open Interest 1,768,185 +2.1%
  • Total Put/Call 1.14 +9.62%
  • OEX Put/Call 2.82 +90.54%
  • ISE Sentiment 56.0 -28.21%
  • NYSE Arms 1.38 +40.82%
  • Volatility(VIX) 12.06 -13.36%
  • S&P 500 Implied Correlation 51.59 -7.02%
  • G7 Currency Volatility (VXY) 9.24 +.65%
  • Smart Money Flow Index 11,729.18 +3.52%
  • Money Mkt Mutual Fund Assets $2.623 Trillion -.3%
  • AAII % Bulls 19.3 -45.6%
  • AAII % Bears 54.5 +93.4%
Futures Spot Prices
  • CRB Index 287.21 -.37%
  • Crude Oil 91.29 -1.89%
  • Reformulated Gasoline 280.18 -2.48%
  • Natural Gas 4.22 +2.0%
  • Heating Oil 287.18 -1.85%
  • Gold 1,501.40 -5.08%
  • Bloomberg Base Metals Index 197.83 +.87%
  • Copper 335.0 +.06%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton unch. 
  • China Iron Ore Spot 141.0 USD/Ton +3.75%
  • Lumber 371.40 -.85%
  • UBS-Bloomberg Agriculture 1,499.98 +1.5%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.2% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.3283 +1.38%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.13 +.22%
  • Citi US Economic Surprise Index 7.8 +3.8 points
  • Citi Emerging Mkts Economic Surprise Index -37.7 -8.4 points
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 5/1
  • US Dollar Index 82.31 -.32%
  • Euro/Yen Carry Return Index 134.41 +1.71%
  • Yield Curve 149.0 +1 basis point
  • 10-Year US Treasury Yield 1.72% +1 basis point
  • Federal Reserve's Balance Sheet $3.210 Trillion +.39%
  • U.S. Sovereign Debt Credit Default Swap 32.50 -5.39%
  • Illinois Municipal Debt Credit Default Swap 124.0 -8.29%
  • Western Europe Sovereign Debt Credit Default Swap Index 97.26 -3.83%
  • Emerging Markets Sovereign Debt CDS Index 186.95 -6.83%
  • Israel Sovereign Debt Credit Default Swap 116.61 -3.15%
  • South Korea Sovereign Debt Credit Default Swap 82.0 -6.45%
  • China Blended Corporate Spread Index 402.0 -6 basis points
  • 10-Year TIPS Spread 2.44% -3 basis points
  • TED Spread 21.75 unch.
  • 2-Year Swap Spread 14.50 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -17.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 82.85 -5.95%
  • European Financial Sector Credit Default Swap Index 167.55 -4.50%
  • Emerging Markets Credit Default Swap Index 222.89 -11.80%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.50 -5.5 basis points
  • M1 Money Supply $2.511 Trillion +2.16%
  • Commercial Paper Outstanding 1,021.70 +1.90%
  • 4-Week Moving Average of Jobless Claims 358,000 +3,700
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.43% -11 basis points
  • Weekly Mortgage Applications 826.10 +4.48%
  • Bloomberg Consumer Comfort -34.0 +.1 point
  • Weekly Retail Sales +2.90% -10 basis points
  • Nationwide Gas $3.56/gallon -.06/gallon
  • Baltic Dry Index 875.0 +1.63%
  • China (Export) Containerized Freight Index n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 231,648 -.83%
Best Performing Style
  • Mid-Cap Growth +2.67%
Worst Performing Style
  • Small-Cap Value +2.06%
Leading Sectors
  • Gaming +6.4%
  • Alt Energy +6.2%
  • Biotech +5.7%
  • Networking +4.9%
  • Oil Service +4.7%
Lagging Sectors
  • Construction +.3% 
  • Disk Drives -.3%
  • Agriculture -.5%
  • Hospitals -.6%
  • Gold & Silver -7.7%
Weekly High-Volume Stock Gainers (9)
  • FSLR, LUFK, TSRO, SPWR, NUS, PICO, FSCI, NGVC and FBC
Weekly High-Volume Stock Losers (10)
  • IGTE, INFI, TTEK, BRLI, MG, HMA, FTNT, FFIV, SHLM and TITN
Weekly Charts
ETFs
Stocks
*5-Day Change

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