Friday, September 21, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,460.15 -.38%
  • DJIA 13,579.40 -.10%
  • NASDAQ 3,179.96 -.12%
  • Russell 2000 855.51 -1.06%
  • Value Line Geometric(broad market) 367.05 -1.37%
  • Russell 1000 Growth 680.97 -.07%
  • Russell 1000 Value 719.22 -.98%
  • Morgan Stanley Consumer 840.59 +.70%
  • Morgan Stanley Cyclical 998.41 -1.94%
  • Morgan Stanley Technology 698.55 -.99%
  • Transports 4,910.79 -5.85%
  • Utilities 471.35 -.17%
  • Bloomberg European Bank/Financial Services 85.16 +1.25%
  • MSCI Emerging Markets 41.73 -.75%
  • Lyxor L/S Equity Long Bias 1,053.31 +.69%
  • Lyxor L/S Equity Variable Bias 807.55 +.88%
  • Lyxor L/S Equity Short Bias 539.61 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 157,051 -.32%
  • Bloomberg New Highs-Lows Index 149.0 -644
  • Bloomberg Crude Oil % Bulls 25.9 -22.2%
  • CFTC Oil Net Speculative Position 267,151 +7.4%
  • CFTC Oil Total Open Interest 1,607,540 +1.37%
  • Total Put/Call .80 +17.65%
  • OEX Put/Call .98 -15.52%
  • ISE Sentiment 108.0 -47.32%
  • NYSE Arms 1.57 +95.06%
  • Volatility(VIX) 13.98 -3.65%
  • S&P 500 Implied Correlation 50.85 -4.34%
  • G7 Currency Volatility (VXY) 7.88 -1.87%
  • Smart Money Flow Index 11,811.35 +.72%
  • Money Mkt Mutual Fund Assets $2.568 Trillion -.40%
  • AAII % Bulls 37.5 +2.9%
  • AAII % Bears 33.8 +2.4%
Futures Spot Prices
  • CRB Index 308.98 -3.72%
  • Crude Oil 92.89 -6.55%
  • Reformulated Gasoline 294.26 -2.50%
  • Natural Gas 2.89 -1.70%
  • Heating Oil 312.67 -3.53%
  • Gold 1,778.0 +.12%
  • Bloomberg Base Metals Index 218.72 -1.21%
  • Copper 378.90 -1.48%
  • US No. 1 Heavy Melt Scrap Steel 362.0 USD/Ton +16.4%
  • China Iron Ore Spot 106.40 USD/Ton +4.72%
  • Lumber 278.0 -.07%
  • UBS-Bloomberg Agriculture 1,699.79 -4.05%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +2.7% +80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.7515 +6.23%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.90 +.21%
  • Citi US Economic Surprise Index 20.6 +.2 point
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 10/24
  • US Dollar Index 79.39 +.66%
  • Yield Curve 149.0 -12 basis points
  • 10-Year US Treasury Yield 1.75% -12 basis points
  • Federal Reserve's Balance Sheet $2.804 Trillion -.06%
  • U.S. Sovereign Debt Credit Default Swap 30.42 -3.21%
  • Illinois Municipal Debt Credit Default Swap 203.0 -5.64%
  • Western Europe Sovereign Debt Credit Default Swap Index 132.20 new series
  • Emerging Markets Sovereign Debt CDS Index 210.90 new series
  • Saudi Sovereign Debt Credit Default Swap 86.30 -.15%
  • Iraq Sovereign Debt Credit Default Swap 473.82 +18.46%
  • China Blended Corporate Spread Index 411.0 -3 basis points
  • 10-Year TIPS Spread 2.49% -15 basis points
  • TED Spread 26.75 -2.0 basis points
  • 2-Year Swap Spread 13.0 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.50 -3.75 basis points
  • N. America Investment Grade Credit Default Swap Index 96.13 new series
  • European Financial Sector Credit Default Swap Index 182.74 new series
  • Emerging Markets Credit Default Swap Index 213.61 new series
  • CMBS Super Senior AAA 10-Year Treasury Spread 122.0 unch.
  • M1 Money Supply $2.413 Trillion -.60%
  • Commercial Paper Outstanding 1,008.20 -.70%
  • 4-Week Moving Average of Jobless Claims 377,800 +2,300
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.49% -6 basis points
  • Weekly Mortgage Applications 851.60 -.18%
  • Bloomberg Consumer Comfort -40.8 +1.4 points
  • Weekly Retail Sales +2.50% -10 basis points
  • Nationwide Gas $3.83/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 4.0% below normal
  • Baltic Dry Index 755.0 +14.0%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 251,720 +17.34%
Best Performing Style
  • Large-Cap Growth -.07%
Worst Performing Style
  • Mid-Cap Value -1.92%
Leading Sectors
  • Tobacco +2.52%
  • Telecom +2.44%
  • Biotech +2.11%
  • Drugs +1.90%
  • Gold & Silver +1.68%
Lagging Sectors
  • REITs -3.32%
  • Steel -4.09%
  • I-Banking -4.85%
  • Coal -5.62%
  • Road & Rail -8.30%
Weekly High-Volume Stock Gainers (13)
  • IRIS, SHF, ASGN, GHDX, ALOG, GILD, APOG, ENR, WCN, AMTG, LNDC, ASEI and PHH
Weekly High-Volume Stock Losers (17)
  • JAKK, AL, BBRG, GGC, SSYS, WERN, AMTD, NSC, MCS, BBBY, AREX, SAVE, DECK, HNI, SWKS, IHS and QCOR
Weekly Charts
ETFs
Stocks
*5-Day Change

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