Friday, November 02, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,414.20 +.39%
  • DJIA 13,093.10 +.12%
  • NASDAQ 2,982.13 +.01%
  • Russell 2000 814.37 +.09%
  • Value Line Geometric(broad market) 355.41 +.89%
  • Russell 1000 Growth 651.97 +.47%
  • Russell 1000 Value 707.52 +.53%
  • Morgan Stanley Consumer 831.76 +.15%
  • Morgan Stanley Cyclical 1,005.44 +1.91%
  • Morgan Stanley Technology 649.81 +.66%
  • Transports 5,110.17 +2.11%
  • Utilities 469.78 -.91%
  • Bloomberg European Bank/Financial Services 86.82 +3.04%
  • MSCI Emerging Markets 41.64 +.99%
  • Lyxor L/S Equity Long Bias 1,058.18 -.30%
  • Lyxor L/S Equity Variable Bias 792.60 -.75%
Sentiment/Internals
  • NYSE Cumulative A/D Line 159,138 +.96%
  • Bloomberg New Highs-Lows Index 183 +240
  • Bloomberg Crude Oil % Bulls 43.3 +3.84%
  • CFTC Oil Net Speculative Position 169,575 -9.02%
  • CFTC Oil Total Open Interest 1,597,501 +1.17%
  • Total Put/Call .90 -9.09%
  • OEX Put/Call 1.02 -13.56%
  • ISE Sentiment 135.0 +27.4%
  • NYSE Arms 1.29 -18.9%
  • Volatility(VIX) 17.59 -1.23%
  • S&P 500 Implied Correlation 53.05 +1.47%
  • G7 Currency Volatility (VXY) 7.48 -3.23%
  • Smart Money Flow Index 11,171.54 -.38%
  • Money Mkt Mutual Fund Assets $2.546 Trillion -.90%
  • AAII % Bulls 35.7 +22.2%
  • AAII % Bears 41.0 -4.9%
Futures Spot Prices
  • CRB Index 292.29 -1.53%
  • Crude Oil 84.86 -1.60%
  • Reformulated Gasoline 257.36 -2.94%
  • Natural Gas 3.55 -4.56%
  • Heating Oil 294.74 -4.22%
  • Gold 1,675.20 -2.13%
  • Bloomberg Base Metals Index 203.05 +1.26%
  • Copper 348.15 -2.21%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • China Iron Ore Spot 120.10 USD/Ton +.42%
  • Lumber 321.40 +.12%
  • UBS-Bloomberg Agriculture 1,634.98 -.53%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +5.9% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1185 +7.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.49 -.26%
  • Citi US Economic Surprise Index 56.60 +2.0 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 12/12
  • US Dollar Index 80.59 +.74%
  • Yield Curve 143.0 -2 basis points
  • 10-Year US Treasury Yield 1.71% -4 basis points
  • Federal Reserve's Balance Sheet $2.805 Trillion -.64%
  • U.S. Sovereign Debt Credit Default Swap 32.83 +9.95%
  • Illinois Municipal Debt Credit Default Swap 180.0 -4.88%
  • Western Europe Sovereign Debt Credit Default Swap Index 109.55 +3.96%
  • Emerging Markets Sovereign Debt CDS Index 174.35 -3.46%
  • Saudi Sovereign Debt Credit Default Swap 79.62 -2.20%
  • Iraq Sovereign Debt Credit Default Swap 460.03 +4.36%
  • China Blended Corporate Spread Index 385.0 +5 basis points
  • 10-Year TIPS Spread 2.48% +1 basis point
  • TED Spread 22.25 +2.0 basis points
  • 2-Year Swap Spread 9.75 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.50 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 95.89 -3.01%
  • European Financial Sector Credit Default Swap Index 172.33 -1.52%
  • Emerging Markets Credit Default Swap Index 240.98 +4.96%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.417 Trillion -.53%
  • Commercial Paper Outstanding 945.80 +2.30%
  • 4-Week Moving Average of Jobless Claims 367,300 -700
  • Continuing Claims Unemployment Rate 2.5% unch.
  • Average 30-Year Mortgage Rate 3.39% -2 basis points
  • Weekly Mortgage Applications 808.0 -4.75%
  • Bloomberg Consumer Comfort -34.7 -.1 point
  • Weekly Retail Sales +1.60% unch.
  • Nationwide Gas $3.50/gallon -.08/gallon
  • U.S. Heating Demand Next 7 Days right at normal
  • Baltic Dry Index 1,000 -4.67%
  • China (Export) Containerized Freight Index 1,159.62 -.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 253,186 -.27%
Best Performing Style
  • Mid-Cap Value +1.15%
Worst Performing Style
  • Small-Cap Growth -.09%
Leading Sectors
  • I-Banking +3.31%
  • Steel +3.31%
  • Semis +3.27%
  • Software +3.16%
  • Restaurants +3.07%
Lagging Sectors
  • Disk Drives -1.76%
  • Oil Service -2.08%
  • Homebuilders -2.28%
  • Computer Hardware -2.81%
  • Biotech -3.96%
Weekly High-Volume Stock Gainers (25)
  • SHF, WRC, JDAS, OPNT, CVLT, PVH, GNRC, CLH, TREX, STC, MDSO, NUS, LBY, EGBN, DIN, BBRG, CAVM, POL, EVER, ICON, TBI, ACAT, LL, STMP and CSTR
Weekly High-Volume Stock Losers (29)
  • HURN, SYNA, DTG, THG, ESI, TWGP, PRLB, GLT, ALXN, TDC, MM, EXC, IRG, IPGP, QEP, ANGI, GTLS, COHR, NCMI, WBMD, WCG, LPS, IPXL, AAWW, FARO, CRUS, ZUMZ, ABMD and WU
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: