Friday, April 26, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,582.24 +1.73%
  • DJIA 14,712.55 +1.13%
  • NASDAQ 3,279.26 +2.28%
  • Russell 2000 935.25 +2.49%
  • S&P 500 High Beta 23.52 +4.24%
  • Value Line Geometric(broad market) 405.30 +2.47%
  • Russell 1000 Growth 723.24 +1.79%
  • Russell 1000 Value 805.01 +1.71%
  • Morgan Stanley Consumer 993.01 -.53%
  • Morgan Stanley Cyclical 1,146.46 +2.47%
  • Morgan Stanley Technology 718.13 +2.48%
  • Transports 6,115.89 +1.36%
  • Utilities 532.03 +.76%
  • Bloomberg European Bank/Financial Services 93.74 +5.7%
  • MSCI Emerging Markets 42.34 +1.44%
  • HFRX Equity Hedge 1,101.96 +1.12%
  • HFRX Equity Market Neutral 942.33 +.28%
Sentiment/Internals
  • NYSE Cumulative A/D Line 184,179 +1.97%
  • Bloomberg New Highs-Lows Index 664.0 +988
  • Bloomberg Crude Oil % Bulls 40.0 +35.0%
  • CFTC Oil Net Speculative Position 211,575 +.41%
  • CFTC Oil Total Open Interest 1,718,878 -2.58%
  • Total Put/Call .89 -19.09%
  • OEX Put/Call 2.70 +162.14%
  • ISE Sentiment 113.0 +16.49%
  • NYSE Arms 1.27 +38.04%
  • Volatility(VIX) 13.61 -9.09%
  • S&P 500 Implied Correlation 52.79 -5.75%
  • G7 Currency Volatility (VXY) 9.03 -5.74%
  • Smart Money Flow Index 11,674.40 +.98%
  • Money Mkt Mutual Fund Assets $2.593 Trillion -.1%
  • AAII % Bulls 28.3 +5.4%
  • AAII % Bears 38.8 -19.5%
Futures Spot Prices
  • CRB Index 285.40 +.78%
  • Crude Oil 93.0 +5.68%
  • Reformulated Gasoline 283.49 +2.25%
  • Natural Gas 4.22 -3.85%
  • Heating Oil 290.12 +3.91%
  • Gold 1,453.60 +3.31%
  • Bloomberg Base Metals Index 191.55 +.96%
  • Copper 318.45 +.98%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton unch. 
  • China Iron Ore Spot 134.10 USD/Ton -2.8%
  • Lumber 353.0 -2.22%
  • UBS-Bloomberg Agriculture 1,466.95 -1.92%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.8% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1727 -.98%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.93 -.25%
  • Citi US Economic Surprise Index -12.40 -7.5 points
  • Citi Emerging Mkts Economic Surprise Index -40.40 -1.7 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 5/1
  • US Dollar Index 82.50 -.30%
  • Euro/Yen Carry Return Index 133.23 -1.63%
  • Yield Curve 145.0 -2 basis points
  • 10-Year US Treasury Yield 1.66% -4 basis points
  • Federal Reserve's Balance Sheet $3.276 Trillion +.73%
  • U.S. Sovereign Debt Credit Default Swap 32.50 -.35%
  • Illinois Municipal Debt Credit Default Swap 120.0 -4.0%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 -2.08%
  • Emerging Markets Sovereign Debt CDS Index 190.56 -5.43%
  • Israel Sovereign Debt Credit Default Swap 112.85 -4.58%
  • South Korea Sovereign Debt Credit Default Swap 72.0 -2.70%
  • China Blended Corporate Spread Index 409.0 -6 basis points
  • 10-Year TIPS Spread 2.38% +6 basis points
  • TED Spread 22.50 -.5 basis point
  • 2-Year Swap Spread 14.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.25 -1.5 basis point
  • N. America Investment Grade Credit Default Swap Index 78.19 -6.95%
  • European Financial Sector Credit Default Swap Index 159.26 -7.33%
  • Emerging Markets Credit Default Swap Index 239.39 -.28%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 97.50 -7.5 basis points
  • M1 Money Supply $2.514 Trillion +2.94%
  • Commercial Paper Outstanding 1,009.90 -.60%
  • 4-Week Moving Average of Jobless Claims 357,500 -3,800
  • Continuing Claims Unemployment Rate 2.3% -10 basis points
  • Average 30-Year Mortgage Rate 3.40% -1 basis point
  • Weekly Mortgage Applications 868.10 +.23%
  • Bloomberg Consumer Comfort -29.9 -.7 point
  • Weekly Retail Sales +1.90% -10 basis points
  • Nationwide Gas $3.51/gallon unch.
  • Baltic Dry Index 871.0 -1.91%
  • China (Export) Containerized Freight Index 1,095.30 -.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 240,698 -.53%
Best Performing Style
  • Small-Cap Growth +2.7%
Worst Performing Style
  • Large-Cap Value +1.7%
Leading Sectors
  • Homebuilders +12.0%
  • Alt Energy +9.2%
  • Disk Drives +7.8%
  • Gaming +6.0%
  • Energy +4.6%
Lagging Sectors
  • Telecom +.1% 
  • Drugs +.1%
  • Foods unch.
  • Medical Equipment -1.5%
  • Education -1.9%
Weekly High-Volume Stock Gainers (29)
  • VRTX, STMP, ESI, FIO, CZR, BKI, OSTK, AKAM, LL, ANGI, NOW, CPLA, CAB, RH, IRBT, VECO, IPCM, RKT, ILMN, ACTG, LXK, ASGN, BERY, BGG, WAFD, JAH, ZINC, LTM and BIOS
Weekly High-Volume Stock Losers (12)
  • INTU, SBNY, UIS, VPFG, MSI, AIRM, IIVI, PFMT, RHI, CTSH, DV and EW
Weekly Charts
ETFs
Stocks
*5-Day Change

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