Friday, January 18, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,485.97 +.95%
  • DJIA 13,649.70 +1.20%
  • NASDAQ 3,134.70 +.29%
  • Russell 2000 892.80 +1.36%
  • Value Line Geometric(broad market) 386.60 +1.36%
  • Russell 1000 Growth 683.21 +.62%
  • Russell 1000 Value 751.50 +1.33%
  • Morgan Stanley Consumer 877.80 +2.10%
  • Morgan Stanley Cyclical 1,112.03 +1.86%
  • Morgan Stanley Technology 720.06 +.89%
  • Transports 5,695.27 +2.20%
  • Utilities 462.88 +.85%
  • Bloomberg European Bank/Financial Services 97.40 -.07%
  • MSCI Emerging Markets 44.64 +.63%
  • Lyxor L/S Equity Long Bias 1,102.92 +.46%
  • Lyxor L/S Equity Variable Bias 818.09 +.57%
Sentiment/Internals
  • NYSE Cumulative A/D Line 168,287 +1.1%
  • Bloomberg New Highs-Lows Index 959 +143
  • Bloomberg Crude Oil % Bulls 38.9 -22.2%
  • CFTC Oil Net Speculative Position 226,751 +5.57%
  • CFTC Oil Total Open Interest 1,495,149 +1.2%
  • Total Put/Call .74 +4.2%
  • OEX Put/Call 1.0 +2.0%
  • ISE Sentiment 159.0 +52.8%
  • NYSE Arms 1.02 -32.43%
  • Volatility(VIX) 12.46 -7.11%
  • S&P 500 Implied Correlation 62.49 +2.18%
  • G7 Currency Volatility (VXY) 9.15 +11.0%
  • Smart Money Flow Index 11,217.89 +1.90%
  • Money Mkt Mutual Fund Assets $2.701 Trillion -.6%
  • AAII % Bulls 43.9 -5.4%
  • AAII % Bears 27.3 +1.5%
Futures Spot Prices
  • CRB Index 301.20 +1.24%
  • Crude Oil 95.56 +1.59%
  • Reformulated Gasoline 279.68 +2.32%
  • Natural Gas 3.57 +7.31%
  • Heating Oil 305.25 +1.30%
  • Gold 1,687.0 +1.49%
  • Bloomberg Base Metals Index 215.34 -.42%
  • Copper 367.90 +.46%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 145.10 USD/Ton -6.33%
  • Lumber 362.30 -4.66%
  • UBS-Bloomberg Agriculture 1,580.48 +1.43%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.1% +100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3536 -.45%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.85 +.02%
  • Citi US Economic Surprise Index 2.20 -8.7 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 1/30
  • US Dollar Index 80.04 +.63%
  • Yield Curve 159.0 -3 basis points
  • 10-Year US Treasury Yield 1.84% -3 basis points
  • Federal Reserve's Balance Sheet $2.946 Trillion +1.21%
  • U.S. Sovereign Debt Credit Default Swap 44.0 +6.02%
  • Illinois Municipal Debt Credit Default Swap 169.0 -3.17%
  • Western Europe Sovereign Debt Credit Default Swap Index 97.67 -.27%
  • Emerging Markets Sovereign Debt CDS Index 155.03 +5.37%
  • Israel Sovereign Debt Credit Default Swap 123.84 -4.61%
  • Iraq Sovereign Debt Credit Default Swap 436.31 +1.47%
  • China Blended Corporate Spread Index 368.0 +7 basis points
  • 10-Year TIPS Spread 2.53% +2 basis points
  • TED Spread 23.0 -.75 basis point
  • 2-Year Swap Spread 14.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -17.50 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 88.41 +1.86%
  • European Financial Sector Credit Default Swap Index 135.95 +6.57%
  • Emerging Markets Credit Default Swap Index 214.81 -.33%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.421 Trillion -.71%
  • Commercial Paper Outstanding 1,132.80 +2.5%
  • 4-Week Moving Average of Jobless Claims 359,300 -6,500
  • Continuing Claims Unemployment Rate 2.5% +10 basis points
  • Average 30-Year Mortgage Rate 3.38% -2 basis points
  • Weekly Mortgage Applications 836.50 +15.2%
  • Bloomberg Consumer Comfort -35.5 -1.1 points
  • Weekly Retail Sales +2.0% -10 basis points
  • Nationwide Gas $3.29/gallon -.02/gallon
  • Baltic Dry Index 820.0 +7.89%
  • China (Export) Containerized Freight Index 1,125.21 +.25%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 252,896 +41.82%
Best Performing Style
  • Mid-Cap Value +1.93%
Worst Performing Style
  • Large-Cap Growth +.62%
Leading Sectors
  • Hospitals +5.4%
  • Coal +4.4%
  • Computer Hardware +4.2%
  • Retail +4.2%
  • Networking +3.2%
Lagging Sectors
  • Gaming -.2% 
  • Biotech -.5%
  • Steel -1.0%
  • Gold & Silver -1.2%
  • Alt Energy -1.4%
Weekly High-Volume Stock Gainers (13)
  • ENOC, EXPR, VCBI, BBY, DELL, PRIM, DK, STRZA, SPLK, VRNT, FIVE, ALNY and STAG
Weekly High-Volume Stock Losers (8)
  • KBR, CIE, FET, PSMI, ONXX, FARO, NILE and MFLX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: