Friday, January 04, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,466.47 +3.41%
  • DJIA 13,435.21 +2.59%
  • NASDAQ 3,101.65 +3.88%
  • Russell 2000 879.15 +4.99%
  • Value Line Geometric(broad market) 380.72 +4.65%
  • Russell 1000 Growth 675.36 +3.34%
  • Russell 1000 Value 739.44 +3.72%
  • Morgan Stanley Consumer 861.36 +3.1%
  • Morgan Stanley Cyclical 1,090.70 +5.29%
  • Morgan Stanley Technology 704.64 +3.38%
  • Transports 5,534.06 +5.10%
  • Utilities 464.62 +3.02%
  • Bloomberg European Bank/Financial Services 93.52 +3.59%
  • MSCI Emerging Markets 44.57 +2.83%
  • Lyxor L/S Equity Long Bias 1,077.38 -.07%
  • Lyxor L/S Equity Variable Bias 807.58 +.79%
Sentiment/Internals
  • NYSE Cumulative A/D Line 164,732 +4.25%
  • Bloomberg New Highs-Lows Index 660 +751
  • Bloomberg Crude Oil % Bulls 58.3 +16.7%
  • CFTC Oil Net Speculative Position 198,078 +1.7%
  • CFTC Oil Total Open Interest 1,473,345 -.22%
  • Total Put/Call .84 -20.75%
  • OEX Put/Call 1.14 +100.0%
  • ISE Sentiment 119.0 +40.0%
  • NYSE Arms .82 -40.58%
  • Volatility(VIX) 13.83 -28.97%
  • S&P 500 Implied Correlation 61.39 -9.92%
  • G7 Currency Volatility (VXY) 7.86 -3.44%
  • Smart Money Flow Index 10,951.38 +.35%
  • Money Mkt Mutual Fund Assets $2.665 Trillion unch.
  • AAII % Bulls 38.7 -12.8%
  • AAII % Bears 36.2 +19.8%
Futures Spot Prices
  • CRB Index 294.13 -.48%
  • Crude Oil 93.09 +2.13%
  • Reformulated Gasoline 276.43 -1.03%
  • Natural Gas 3.29 -2.35%
  • Heating Oil 301.77 -1.95%
  • Gold 1,648.90 -.90%
  • Bloomberg Base Metals Index 215.02 +1.56%
  • Copper 369.35 +2.47%
  • US No. 1 Heavy Melt Scrap Steel 349.67 USD/Ton unch.
  • China Iron Ore Spot 153.30 USD/Ton +9.97%
  • Lumber 376.0 -3.14%
  • UBS-Bloomberg Agriculture 1,534.96 -2.55%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.9% -50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2398 -6.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.66 +.50%
  • Citi US Economic Surprise Index 34.10 -13.6 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 1/30
  • US Dollar Index 80.50 +1.04%
  • Yield Curve 163.0 +18 basis points
  • 10-Year US Treasury Yield 1.90% +20 basis points
  • Federal Reserve's Balance Sheet $2.899 Trillion +.33%
  • U.S. Sovereign Debt Credit Default Swap 39.49 +9.69%
  • Illinois Municipal Debt Credit Default Swap 174.0 -2.14%
  • Western Europe Sovereign Debt Credit Default Swap Index 101.51 -8.07%
  • Emerging Markets Sovereign Debt CDS Index 149.66 -7.36%
  • Israel Sovereign Debt Credit Default Swap 127.75 -6.05%
  • Iraq Sovereign Debt Credit Default Swap 446.87 -4.02%
  • China Blended Corporate Spread Index 376.0 +7 basis points
  • 10-Year TIPS Spread 2.48% +4 basis points
  • TED Spread 24.0 -6.25 basis points
  • 2-Year Swap Spread 13.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 86.75 -9.18%
  • European Financial Sector Credit Default Swap Index 125.70 -10.82%
  • Emerging Markets Credit Default Swap Index 193.73 -7.96%
  • CMBS Super Senior AAA 10-Year Treasury Spread 90.0 unch.
  • M1 Money Supply $2.463 Trillion +1.27%
  • Commercial Paper Outstanding 1,081.80 +1.50%
  • 4-Week Moving Average of Jobless Claims 360,000 +3,200
  • Continuing Claims Unemployment Rate 2.5% unch.
  • Average 30-Year Mortgage Rate 3.34% -1 basis point
  • Weekly Mortgage Applications 650.30 -10.37%
  • Bloomberg Consumer Comfort -31.8 +.3 point
  • Weekly Retail Sales +2.50% +10 basis points
  • Nationwide Gas $3.30/gallon +.02/gallon
  • U.S. Heating Demand Next 7 Days n/a
  • Baltic Dry Index 706.0 +1.0%
  • China (Export) Containerized Freight Index 1,113.58 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0-9.09%
  • Rail Freight Carloads 155,800 -35.12%
Best Performing Style
  • Small-Cap Growth +5.05%
Worst Performing Style
  • Large-Cap Growth +3.34%
Leading Sectors
  • Gaming +11.21%
  • Oil Tankers +9.43%
  • Alt Energy +9.17%
  • Education +8.55%
  • Airlines +8.43%
Lagging Sectors
  • REITs +1.86%
  • Software +1.78%
  • Disk Drives +.42%
  • Gold & Silver +.20%
  • HMOs -.65%
Weekly High-Volume Stock Gainers (5)
  • ZIP, DUF, LNDC, ALJ and FII
Weekly High-Volume Stock Losers (0)
  • None
Weekly Charts
ETFs
Stocks
*5-Day Change

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