Friday, April 19, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,555.25 -2.11%
  • DJIA 14,547.50 -2.14%
  • NASDAQ 3,206.05 -2.70%
  • Russell 2000 912.50 -3.22%
  • S&P 500 High Beta 22.56 -4.57%
  • Value Line Geometric(broad market) 395.52 -3.06%
  • Russell 1000 Growth 710.52 -2.11%
  • Russell 1000 Value 791.49 -2.18%
  • Morgan Stanley Consumer 998.27 +.51%
  • Morgan Stanley Cyclical 1,118.88 -3.81%
  • Morgan Stanley Technology 700.76 -4.45%
  • Transports 6,034.14 -1.78%
  • Utilities 528.03 +.90%
  • Bloomberg European Bank/Financial Services 88.72 -2.53%
  • MSCI Emerging Markets 41.74 -1.13%
  • HFRX Equity Hedge 1,089.74 -.90%
  • HFRX Equity Market Neutral 939.68 -.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 179,250 -1.65%
  • Bloomberg New Highs-Lows Index -324.0 -1,195
  • Bloomberg Crude Oil % Bulls 38.9 n/a
  • CFTC Oil Net Speculative Position 210,703 -5.68%
  • CFTC Oil Total Open Interest 1,764,368 -.22%
  • Total Put/Call 1.10 -3.51%
  • OEX Put/Call 1.03 -63.48%
  • ISE Sentiment 97.0 +73.21%
  • NYSE Arms .92 -32.61%
  • Volatility(VIX) 14.97 +24.13%
  • S&P 500 Implied Correlation 56.01 +8.57%
  • G7 Currency Volatility (VXY) 9.62 +4.1%
  • Smart Money Flow Index 11,561.46 -1.43%
  • Money Mkt Mutual Fund Assets $2.595 Trillion -1.0%
  • AAII % Bulls 26.9 +39.0%
  • AAII % Bears 48.2 -11.5%
Futures Spot Prices
  • CRB Index 283.19 -1.40%
  • Crude Oil 88.01 -2.92%
  • Reformulated Gasoline 277.24 -.83%
  • Natural Gas 4.41 +3.47%
  • Heating Oil 278.76 -2.93%
  • Gold 1,395.60 -5.45%
  • Bloomberg Base Metals Index 189.72 -4.10%
  • Copper 314.85 -5.52%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton unch. 
  • China Iron Ore Spot 138.0 USD/Ton -2.13%
  • Lumber 360.60 -2.78%
  • UBS-Bloomberg Agriculture 1,495.70 -.29%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.6% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1488 +10.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.22 +.08%
  • Citi US Economic Surprise Index -4.90 -12.7 points
  • Citi Emerging Mkts Economic Surprise Index -38.7 -1.0 point
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 5/1
  • US Dollar Index 82.71 +.72%
  • Euro/Yen Carry Return Index 135.39 +.66%
  • Yield Curve 147.0 -2 basis points
  • 10-Year US Treasury Yield 1.70% -2 basis points
  • Federal Reserve's Balance Sheet $3.252 Trillion +2.11%
  • U.S. Sovereign Debt Credit Default Swap 32.62 +.35%
  • Illinois Municipal Debt Credit Default Swap 125.0 +.81%
  • Western Europe Sovereign Debt Credit Default Swap Index 98.03 +.80%
  • Emerging Markets Sovereign Debt CDS Index 201.50 +7.78%
  • Israel Sovereign Debt Credit Default Swap 118.27 +1.42%
  • South Korea Sovereign Debt Credit Default Swap 74.0 -9.76%
  • China Blended Corporate Spread Index 415.0 +13 basis points
  • 10-Year TIPS Spread 2.32% -12 basis points
  • TED Spread 23.0 +1.25 basis points
  • 2-Year Swap Spread 13.75 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.75 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 84.03 +1.42%
  • European Financial Sector Credit Default Swap Index 171.86 +2.57%
  • Emerging Markets Credit Default Swap Index 240.05 +7.70%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 105.0 -5.5 basis points
  • M1 Money Supply $2.441 Trillion -2.73%
  • Commercial Paper Outstanding 1,015.50 -.60%
  • 4-Week Moving Average of Jobless Claims 361,300 +3,300
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.41% -2 basis points
  • Weekly Mortgage Applications 866.10 +4.84%
  • Bloomberg Consumer Comfort -29.2 +4.8 points
  • Weekly Retail Sales +2.0% -90 basis points
  • Nationwide Gas $3.51/gallon -.05/gallon
  • Baltic Dry Index 888.0 +1.49%
  • China (Export) Containerized Freight Index 1,108.27 -.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 241,987 +4.46%
Best Performing Style
  • Mid-Cap Growth -2.02%
Worst Performing Style
  • Small-Cap Value -3.31%
Leading Sectors
  • Biotech +2.0%
  • Airlines +1.1%
  • Utilities +.9%
  • Drugs +.6%
  • Foods +.5%
Lagging Sectors
  • Construction -5.8% 
  • Steel -5.9%
  • Networking -8.1%
  • Computer Services -8.9%
  • Gold & Silver -11.6%
Weekly High-Volume Stock Gainers (9)
  • OSTK, THRX, ACOR, ANEN, PNFP, TZOO, LIFE, MRTN and NFP
Weekly High-Volume Stock Losers (25)
  • WBS, BERY, CACC, JNY, CLI, ALSN, IPCM, IMGN, RTI, SKS, PBY, SNDK, FLR, WDR, KDN, TXT, RGLD, ROSE, LAYN, NTGR, CCXI, BMI, UTEK, INWK and EOPN
Weekly Charts
ETFs
Stocks
*5-Day Change

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