Friday, September 07, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,437.92 +2.75%
  • DJIA 13,306.60 +2.35%
  • NASDAQ 3,136.42 +2.88%
  • Russell 2000 842.27 +4.16%
  • Value Line Geometric(broad market) 361.94 +3.69%
  • Russell 1000 Growth 671.14 +2.54%
  • Russell 1000 Value 709.27 +3.22%
  • Morgan Stanley Consumer 828.13 +1.87%
  • Morgan Stanley Cyclical 976.22 +4.61%
  • Morgan Stanley Technology 691.23 +1.59%
  • Transports 5,072.20 +1.59%
  • Utilities 471.86 +.73%
  • Bloomberg European Bank/Financial Services 82.38 +6.1%
  • MSCI Emerging Markets 40.16 +2.62%
  • Lyxor L/S Equity Long Bias 1,039.27 +.27%
  • Lyxor L/S Equity Variable Bias 799.69 +.38%
  • Lyxor L/S Equity Short Bias 539.57 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 153,570 +2.22%
  • Bloomberg New Highs-Lows Index 437.0 +531
  • Bloomberg Crude Oil % Bulls 27.6 unch.
  • CFTC Oil Net Speculative Position 249,262 n/a
  • CFTC Oil Total Open Interest 1,511,314 n/a
  • Total Put/Call .73 -18.89%
  • OEX Put/Call 1.43 +53.76%
  • ISE Sentiment 172.0 +54.95%
  • NYSE Arms .86 -49.71%
  • Volatility(VIX) 14.38 -19.34%
  • S&P 500 Implied Correlation 52.35 -14.31%
  • G7 Currency Volatility (VXY) 8.04 -10.07%
  • Smart Money Flow Index 11,559.26 +.56%
  • Money Mkt Mutual Fund Assets $2.571 Trillion unch.
  • AAII % Bulls 33.1 -4.78%
  • AAII % Bears 33.1 +1.29%
Futures Spot Prices
  • CRB Index 311.67 +1.68%
  • Crude Oil 96.42 +1.74%
  • Reformulated Gasoline 301.96 +3.59%
  • Natural Gas 2.68 -2.76%
  • Heating Oil 314.89 +.29%
  • Gold 1,740.50 +5.0%
  • Bloomberg Base Metals Index 205.06 +4.44%
  • Copper 364.50 +5.87%
  • US No. 1 Heavy Melt Scrap Steel 311.13 USD/Ton +1.1%
  • China Iron Ore Spot 89.0 USD/Ton -.45%
  • Lumber 275.0 -3.58%
  • UBS-Bloomberg Agriculture 1,744.44 -.47%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +1.0% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0875 +8.66%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.44 +.23%
  • Citi US Economic Surprise Index 15.0 +18.4 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 9/13
  • US Dollar Index 80.25 -1.22%
  • Yield Curve 142.0 +9 basis points
  • 10-Year US Treasury Yield 1.67% +12 basis points
  • Federal Reserve's Balance Sheet $2.804 Trillion +.32%
  • U.S. Sovereign Debt Credit Default Swap 36.87 -7.82%
  • Illinois Municipal Debt Credit Default Swap 231.0 -1.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 188.37 -18.28%
  • Emerging Markets Sovereign Debt CDS Index 211.16 -12.32%
  • Saudi Sovereign Debt Credit Default Swap 95.18 -6.13%
  • Iraq Sovereign Debt Credit Default Swap 400.0 +.13%
  • China Blended Corporate Spread Index 429.0 -23 basis points
  • 10-Year TIPS Spread 2.37% +11 basis points
  • TED Spread 30.75 -4.0 basis points
  • 2-Year Swap Spread 15.75 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.75 +5.0 basis points
  • N. America Investment Grade Credit Default Swap Index 93.25 -8.52%
  • European Financial Sector Credit Default Swap Index 204.49 -17.63%
  • Emerging Markets Credit Default Swap Index 215.24 -12.73%
  • CMBS Super Senior AAA 10-Year Treasury Spread 122.0 unch.
  • M1 Money Supply $2.328 Trillion +.29%
  • Commercial Paper Outstanding 1,022.0 -.90%
  • 4-Week Moving Average of Jobless Claims 371,300 +1,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.55% -4 basis points
  • Weekly Mortgage Applications 766.10 -2.54%
  • Bloomberg Consumer Comfort -46.5 +.8 point
  • Weekly Retail Sales +2.50% +70 basis points
  • Nationwide Gas $3.82/gallon -.01/gallon
  • U.S. Cooling Demand Next 7 Days 4.0% below normal
  • Baltic Dry Index 675.0 -3.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.1%
  • Rail Freight Carloads 249,113 +.30%
Best Performing Style
  • Small-Cap Growth +4.18%
Worst Performing Style
  • Large-Cap Growth +2.54%
Leading Sectors
  • Gold & Silver +10.1%
  • Steel +6.80%
  • I-Banks +6.61%
  • Homebuilders +5.38%
  • Oil Tankers +5.29%
Lagging Sectors
  • REITs +1.84%
  • HMOs +1.44%
  • Disk Drives +.91%
  • Utilities +.73%
  • Road & Rail +.42%
Weekly High-Volume Stock Gainers (19)
  • MRX, BONT, SPLK, MW, GIII, CONN, GWRE, ESL, NAV, MDVN, AEGR, P, SHLD, EFII, SSP, CIEN, UTIW, RNST and EXAM
Weekly High-Volume Stock Losers (6)
  • LAYN, ZUMZ, HITK, CVGW, GMAN and FRAN
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: