Weekly Scoreboard*

Indices

• S&P 500 2,060.99 +.94%

• DJIA 17,552.17 +.32%

• NASDAQ 5,048.49 +.92%

• Russell 2000 1,154.76 +1.71%

• S&P 500 High Beta 29.84 +2.89%

• Goldman 50 Most Shorted 105.47 +2.19% 

• Wilshire 5000 21,288.74 +1.07%

• Russell 1000 Growth 1,006.90 +.64%

• Russell 1000 Value 974.47 +1.40%

• S&P 500 Consumer Staples 522.25 +1.05%

• Solactive US Cyclical 125.42 +4.27%

• Morgan Stanley Technology 1,086.61 -.12%

• Transports 7,622.61 +1.18%

• Utilities 581.02 +1.08%

• Bloomberg European Bank/Financial Services 100.12 +.44%

• MSCI Emerging Markets 32.82 -.60%

• HFRX Equity Hedge 1,155.45 +.15%

• HFRX Equity Market Neutral 1,037.47 -.52%

Sentiment/Internals

• NYSE Cumulative A/D Line 232,432 +1.84%

• Bloomberg New Highs-Lows Index -495 -98

• Bloomberg Crude Oil % Bulls 26.7 n/a

• CFTC Oil Net Speculative Position 210,511 n/a

• CFTC Oil Total Open Interest 1,678,527 n/a

• Total Put/Call .83 +7.8%

• OEX Put/Call 2.88 +159.50%

• ISE Sentiment 1220.0 +64.9%

• NYSE Arms 1.81 -42.72%

• Volatility(VIX) 15.74 -16.89%

• S&P 500 Implied Correlation 58.92 -3.54%

• G7 Currency Volatility (VXY) 9.29 +.76%

• Emerging Markets Currency Volatility (EM-VXY) 11.30 -1.05%

• Smart Money Flow Index 17,846.03 -.04%

• ICI Money Mkt Mutual Fund Assets $2.743 Trillion +.40%

• ICI US Equity Weekly Net New Cash Flow -$7.423 Billion

• AAII % Bulls 26.4 +10.5%

• AAII % Bears 31.5 -20.0%

Futures Spot Prices

• CRB Index 176.09 +3.16%

• Crude Oil 38.10 +10.27%

• Reformulated Gasoline 126.43 -.09%

• Natural Gas 2.03 +14.95%

• Heating Oil 110.09 -.37%

• Gold 1,075.90 +.97%

• Bloomberg Base Metals Index 137.21 +3.13%

• Copper 212.40 +.76%

• US No. 1 Heavy Melt Scrap Steel 142.33 USD/Ton unch.

• China Iron Ore Spot 41.0 USD/Ton +2.24%

• Lumber 266.60 -.08%

• UBS-Bloomberg Agriculture 1,043.52 -.36%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -.6% unch.

• Philly Fed ADS Real-Time Business Conditions Index -.4564 n/a

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.54 -.23%

• Citi US Economic Surprise Index -32.20 -8.3 points

• Citi Eurozone Economic Surprise Index 15.90 -2.8 points

• Citi Emerging Markets Economic Surprise Index 17.90 -.2 point

• Fed Fund Futures imply 94.0% chance of no change, 0.0% chance of 25 basis point hike on 1/27

• US Dollar Index 97.85 -.89%
• MSCI Emerging Markets Currency Index 1,461.54 +.33%

• Euro/Yen Carry Return Index 138.02 +.12%

• Yield Curve 124.0 unch.

• 10-Year US Treasury Yield 2.24% +4.0 basis points

• Federal Reserve's Balance Sheet $4.458 Trillion +.15%

• U.S. Sovereign Debt Credit Default Swap 18.80 -1.15%

• Illinois Municipal Debt Credit Default Swap 283.0 -.98%

• Western Europe Sovereign Debt Credit Default Swap Index 17.31 -.12%

• Asia Pacific Sovereign Debt Credit Default Swap Index 72.63 -2.44%
  

• Emerging Markets Sovereign Debt CDS Index 174.16 -.77%
  

• Israel Sovereign Debt Credit Default Swap 77.86 -2.06%

• Iraq Sovereign Debt Credit Default Swap 847.03 -.94%

• Russia Sovereign Debt Credit Default Swap 308.67 -.95%

• iBoxx Offshore RMB China Corporates High Yield Index 123.73 +.15%

• 10-Year TIPS Spread 1.54% +4.0 basis points

• TED Spread 40.5 -.75 basis point

• 2-Year Swap Spread 12.25 -1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -25.5 -3.25 basis points

• N. America Investment Grade Credit Default Swap Index 89.31 -5.57%

• America Energy Sector High-Yield Credit Default Swap Index 1,655.0 -8.07%

• European Financial Sector Credit Default Swap Index 73.20 -3.60%
  

• Emerging Markets Credit Default Swap Index 351.55 -1.42%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 140.0 unch.

• M1 Money Supply $3.065 Trillion +.54%

• Commercial Paper Outstanding 1,022.0 +.7%

• 4-Week Moving Average of Jobless Claims 270,500 unch.

• Continuing Claims Unemployment Rate 1.7% unch.

• Average 30-Year Mortgage Rate 3.96% -1.0 basis point

• Weekly Mortgage Applications 450.0 +7.3%

• Bloomberg Consumer Comfort 42.2 +1.3 points

• Weekly Retail Sales +1.80% +10.0 basis points

• Nationwide Gas $2.00/gallon unch.

• Baltic Dry Index 478.0 +1.49%

• China (Export) Containerized Freight Index 726.91 +1.46%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 -4.55%

• Rail Freight Carloads 263,485 -3.85%

Best Performing Style

• Mid-Cap Value +2.0%

Worst Performing Style

• Large-Cap Growth +.6%

Leading Sectors

• Gold & Silver +10.6%

• Hospitals +8.7%

• Oil Service +6.6%

• Gaming +6.0%

• Steel +4.5%

Lagging Sectors

• Software +.2% 

• Banks +.1%

• Internet -.4%

• Communications -.4%

• Social Media -.5%

Weekly High-Volume Stock Gainers (13)

• ADMS, ROVI, GHDX, AEGR, FMI, WMK, INST, CTMX, KODK, LNN, DERM, FDC and CPF

Weekly High-Volume Stock Losers (7)

• EGLT, KMX, MLHR, WMC, DLTH, MCRB and SCS

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change