Friday, November 30, 2012

Weekly Scoreboard*

Indices
  • S&P 500 1,416.18 +.50%
  • DJIA 13,025.58 +.12%
  • NASDAQ 3,010.24 +1.46%
  • Russell 2000 821.92 +1.83%
  • Value Line Geometric(broad market) 358.11 +1.43%
  • Russell 1000 Growth 659.40 +.74%
  • Russell 1000 Value 703.78 +.44%
  • Morgan Stanley Consumer 835.79 +.76%
  • Morgan Stanley Cyclical 1,007.51 +.45%
  • Morgan Stanley Technology 662.85 +.74%
  • Transports 5,119.11 +1.33%
  • Utilities 454.12 +3.07%
  • Bloomberg European Bank/Financial Services 87.81 +1.36%
  • MSCI Emerging Markets 41.75 +.99%
  • Lyxor L/S Equity Long Bias 1,054.15 +.15%
  • Lyxor L/S Equity Variable Bias 801.38 +.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 158,653 +1.20%
  • Bloomberg New Highs-Lows Index 186 +285
  • Bloomberg Crude Oil % Bulls 33.33 unch.
  • CFTC Oil Net Speculative Position 137,254 -22.8%
  • CFTC Oil Total Open Interest 1,522,133 +1.6%
  • Total Put/Call 1.17 +31.46%
  • OEX Put/Call 1.44 +182.35%
  • ISE Sentiment 90.0 -20.4%
  • NYSE Arms .88 +109.5%
  • Volatility(VIX) 15.87 +4.82%
  • S&P 500 Implied Correlation 62.64+.98%
  • G7 Currency Volatility (VXY) 7.53 +.93%
  • Smart Money Flow Index 10,974.20 +1.65%
  • Money Mkt Mutual Fund Assets $2.612 Trillion +.40%
  • AAII % Bulls 40.9 +14.3%
  • AAII % Bears 34.4 -15.7%
Futures Spot Prices
  • CRB Index 298.98 -.03%
  • Crude Oil 88.91 +.74%
  • Reformulated Gasoline 273.03 +.40%
  • Natural Gas 3.56 -8.58%
  • Heating Oil 306.07 -.62%
  • Gold 1,712.70 -2.23%
  • Bloomberg Base Metals Index 216.64 +4.81%
  • Copper 365.0 +3.43%
  • US No. 1 Heavy Melt Scrap Steel 304.33 USD/Ton unch.
  • China Iron Ore Spot 115.60 USD/Ton -2.77%
  • Lumber 340.10 +7.29%
  • UBS-Bloomberg Agriculture 1,617.96 +1.28%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate +3.4% -40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3697 +8.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.0 +.38%
  • Citi US Economic Surprise Index 43.10 -4.3 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 80.15 -.08%
  • Yield Curve 137.0 -5 basis points
  • 10-Year US Treasury Yield 1.62% -7 basis points
  • Federal Reserve's Balance Sheet $2.834 Trillion-.69%
  • U.S. Sovereign Debt Credit Default Swap 36.57 +3.01%
  • Illinois Municipal Debt Credit Default Swap 177.0 +.36%
  • Western Europe Sovereign Debt Credit Default Swap Index 105.33 -8.09%
  • Emerging Markets Sovereign Debt CDS Index 167.90 -5.04%
  • Israel Sovereign Debt Credit Default Swap 140.0 -7.01%
  • Iraq Sovereign Debt Credit Default Swap 500.0 +9.64%
  • China Blended Corporate Spread Index 386.0 -12 basis points
  • 10-Year TIPS Spread 2.42% +2 basis points
  • TED Spread 23.5 +1.0 basis point
  • 2-Year Swap Spread 12.75 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.75 +2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 99.45 +.21%
  • European Financial Sector Credit Default Swap Index 160.21 -.21%
  • Emerging Markets Credit Default Swap Index 237.46 -6.0%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.406 Trillion +.90%
  • Commercial Paper Outstanding 1,025.60 +2.80%
  • 4-Week Moving Average of Jobless Claims 405,300 +9,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.32% +1 basis point
  • Weekly Mortgage Applications 838.90 -.85%
  • Bloomberg Consumer Comfort -33.0 +.9 point
  • Weekly Retail Sales +2.20% +80 basis points
  • Nationwide Gas $3.40/gallon -.03/gallon
  • U.S. Heating Demand Next 7 Days 41.0% below normal
  • Baltic Dry Index 1,086 -.37%
  • China (Export) Containerized Freight Index 1,122.90 -1.93%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 194,538 -21.9%
Best Performing Style
  • Small-Cap Value +2.06%
Worst Performing Style
  • Large-Cap Value +.44%
Leading Sectors
  • Gaming +4.39%
  • Alt Energy +4.26%
  • Networking +3.97%
  • I-Banking +3.84%
  • Internet +3.32%
Lagging Sectors
  • Homebuilders -1.48%
  • Restaurants -1.49%
  • Computer Services -1.74%
  • Coal -2.23%
  • Gold & Silver -2.37%
Weekly High-Volume Stock Gainers (7)
  • SHS, GMCR, BLOX, RAH, EXPR, TIVO and SMTC
Weekly High-Volume Stock Losers (6)
  • BKS, MCF, CAP, HITK, JOSB and TFM
Weekly Charts
ETFs
Stocks
*5-Day Change

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