Friday, March 08, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,551.18 +2.17%
  • DJIA 14,397.07 +2.18%
  • NASDAQ 3,244.36 +2.35%
  • Russell 2000 942.50 +3.04%
  • Value Line Geometric(broad market) 403.74 +2.74%
  • Russell 1000 Growth 708.56 +2.02%
  • Russell 1000 Value 791.31 +2.50%
  • Morgan Stanley Consumer 943.05 +1.62%
  • Morgan Stanley Cyclical 1,162.79 +3.62%
  • Morgan Stanley Technology 739.25 +1.86%
  • Transports 6,143.48 +2.65%
  • Utilities 488.48 +1.47%
  • Bloomberg European Bank/Financial Services 97.12 +2.45%
  • MSCI Emerging Markets 43.98 +1.27%
  • Lyxor L/S Equity Long Bias 1,131.16 +1.39%
  • Lyxor L/S Equity Variable Bias 842.86 +1.50%
Sentiment/Internals
  • NYSE Cumulative A/D Line 178,577 +2.09%
  • Bloomberg New Highs-Lows Index 622 +341
  • Bloomberg Crude Oil % Bulls 35.14 +8.36%
  • CFTC Oil Net Speculative Position 235,740 -.15%
  • CFTC Oil Total Open Interest 1,710,526 +3.41%
  • Total Put/Call .90 -23.73%
  • OEX Put/Call 1.46 -25.13%
  • ISE Sentiment 113.0 +36.14%
  • NYSE Arms .95 -15.18%
  • Volatility(VIX) 12.59 -18.03%
  • S&P 500 Implied Correlation 55.44 -7.51%
  • G7 Currency Volatility (VXY) 9.29 -4.13%
  • Smart Money Flow Index 11,352.59 +1.57%
  • Money Mkt Mutual Fund Assets $2.646 Trillion -.60%
  • AAII % Bulls 31.1 +9.4%
  • AAII % Bears 38.5 +5.25%
Futures Spot Prices
  • CRB Index 294.38 +1.39%
  • Crude Oil 91.95 +1.06%
  • Reformulated Gasoline 320.35 +2.39%
  • Natural Gas 3.63 +4.88%
  • Heating Oil 297.49 +1.34%
  • Gold 1,576.90 +.07%
  • Bloomberg Base Metals Index 205.82 +.90%
  • Copper 350.90 -.16%
  • US No. 1 Heavy Melt Scrap Steel 352.67 USD/Ton unch.
  • China Iron Ore Spot 146.30 USD/Ton -2.86%
  • Lumber 397.10 +.33%
  • UBS-Bloomberg Agriculture 1,537.72 +.48%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.2% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5711+6.76%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.0 +.11%
  • Citi US Economic Surprise Index 21.10 +13.4 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 3/20
  • US Dollar Index 82.70 +.51%
  • Yield Curve 179.0 +19 basis points
  • 10-Year US Treasury Yield 2.04% +20 basis points
  • Federal Reserve's Balance Sheet $3.090 Trillion +.59%
  • U.S. Sovereign Debt Credit Default Swap 39.01 -1.24%
  • Illinois Municipal Debt Credit Default Swap 137.0 -5.03%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.39 -6.26%
  • Emerging Markets Sovereign Debt CDS Index 169.62 -5.83%
  • Israel Sovereign Debt Credit Default Swap 121.83 -1.39%
  • Iraq Sovereign Debt Credit Default Swap 427.26 -4.22%
  • China Blended Corporate Spread Index 392.0 -5 basis points
  • 10-Year TIPS Spread 2.58% +4 basis points
  • TED Spread 19.5 +1.25 basis points
  • 2-Year Swap Spread 14.5 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.50 +3.75 basis points
  • N. America Investment Grade Credit Default Swap Index 81.51 -6.39%
  • European Financial Sector Credit Default Swap Index 138.77 -15.19%
  • Emerging Markets Credit Default Swap Index 238.99 -2.02%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 +.5 basis point
  • M1 Money Supply $2.461 Trillion +.09%
  • Commercial Paper Outstanding 1,020.60 -4.0%
  • 4-Week Moving Average of Jobless Claims 348,800 -6,200
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.52% +1 basis point
  • Weekly Mortgage Applications 864.10 +14.75%
  • Bloomberg Consumer Comfort -32.4 +.4 point
  • Weekly Retail Sales +2.6% -10 basis points
  • Nationwide Gas $3.71/gallon -.06/gallon
  • Baltic Dry Index 834.0 +7.47%
  • China (Export) Containerized Freight Index 1,110.77 -2.12%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 249,438 +4.69%
Best Performing Style
  • Small-Cap Growth +3.56%
Worst Performing Style
  • Large-Cap Growth +2.02%
Leading Sectors
  • Airlines +7.1%
  • Coal +5.8%
  • Alt Energy +4.9%
  • Banks +4.5%
  • Homebuilders +4.3%
Lagging Sectors
  • Telecom +1.1% 
  • REITs +.8%
  • Gold & Silver unch.
  • Oil Tankers -.5%
  • Education -1.9%
Weekly High-Volume Stock Gainers (22)
  • NAV, HOTT, HCI, MBI, PCRX, CLVS, CIEN, CREE, SBGI, SNTS, CKP, MHO, ARCP, LEN/B, GTY, WDAY, EVER, CCG, AIRM, DISCK, EPAM and LYV
Weekly High-Volume Stock Losers (10)
  • ISRG, KAR, NX, BKU, SCSS, MFB, TFM, AVAV, IPXL and APEI
Weekly Charts
ETFs
Stocks
*5-Day Change

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