Saturday, December 18, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,243.91 +.28%
  • DJIA 11,491.91 +.71%%
  • NASDAQ 2,642.97 +.21%
  • Russell 2000 779.51 +.34%
  • Wilshire 5000 12,989.75 +.33%
  • Russell 1000 Growth 571.83 +.43%
  • Russell 1000 Value 628.24 +.22%
  • Morgan Stanley Consumer 748.0 +1.43%
  • Morgan Stanley Cyclical 1,028.98 +1.10%
  • Morgan Stanley Technology 658.90 -.17%
  • Transports 5,051.32 -.94%
  • Utilities 401.66 +1.07%
  • MSCI Emerging Markets 46.40 -.44%
  • Lyxor L/S Equity Long Bias Index 1,027.83 +.11%
  • Lyxor L/S Equity Variable Bias Index 867.78 +.37%
  • Lyxor L/S Equity Short Bias Index 717.13 -1.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line +108,432 -.14%
  • Bloomberg New Highs-Lows Index +401 +87
  • Bloomberg Crude Oil % Bulls 26.0 -21.21%
  • CFTC Oil Net Speculative Position +162,785 -7.80%
  • CFTC Oil Total Open Interest 1,380,779 +1.0%
  • Total Put/Call .77 +2.67%
  • OEX Put/Call .82 +110.26%
  • ISE Sentiment 147.0 -36.09%
  • NYSE Arms .83 +59.61%
  • Volatility(VIX) 16.11 -8.52%
  • G7 Currency Volatility (VXY) 12.34 +1.56%
  • Smart Money Flow Index 9,773.24 +.85%
  • Money Mkt Mutual Fund Assets $2.803 Trillion -1.20%
  • AAII % Bulls 50.23 -5.32%
  • AAII % Bears 27.15 +20.35%
Futures Spot Prices
  • CRB Index 320.62 +1.81%
  • Crude Oil 88.02 +.23%
  • Reformulated Gasoline 231.78 +.16%
  • Natural Gas 4.07 -8.09%
  • Heating Oil 247.37 +.60%
  • Gold 1,379.20 -.45%
  • Bloomberg Base Metals 245.84 +.04%
  • Copper 415.90 +.96%
  • US No. 1 Heavy Melt Scrap Steel 342.83 USD/Ton +.30%
  • China Hot Rolled Domestic Steel Sheet 4,498 Yuan/Ton +1.26%
  • S&P GSCI Agriculture 493.38 +3.88%
Economy
  • ECRI Weekly Leading Economic Index 127.40 +.71%
  • Citi US Economic Surprise Index +17.70 +16.0 points
  • Fed Fund Futures imply 74.0% chance of no change, 26.0% chance of 25 basis point cut on 1/26
  • US Dollar Index 80.36 +.37%
  • Yield Curve 272.0 +3 basis points
  • 10-Year US Treasury Yield 3.33% unch.
  • Federal Reserve's Balance Sheet $2.367 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 40.46 -2.53%
  • California Municipal Debt Credit Default Swap 291.86 -1.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 186.67 +.63%
  • 10-Year TIPS Spread 2.29% +11 basis points
  • TED Spread 20.0 +1 basis points
  • N. America Investment Grade Credit Default Swap Index 87.16 -1.19%
  • Euro Financial Sector Credit Default Swap Index 144.16 +1.06%
  • Emerging Markets Credit Default Swap Index 209.50 -1.84%
  • CMBS Super Senior AAA 10-Year Treasury Spread 252.0 unch.
  • M1 Money Supply $1.819 Trillion -1.33%
  • Business Loans 607.40 +.25%
  • 4-Week Moving Average of Jobless Claims 422,800 -1.20%
  • Continuing Claims Unemployment Rate 3.3% +10 basis points
  • Average 30-Year Mortgage Rate 4.83% +22 basis points
  • Weekly Mortgage Applications 589.70 -2.29%
  • ABC Consumer Confidence -43 +2 points
  • Weekly Retail Sales +3.1% -70 basis points
  • Nationwide Gas $2.98/gallon unch.
  • U.S. Heating Demand Next 7 Days 5.0% below normal
  • Baltic Dry Index 1,999 -4.58%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 233,935 -.81%
  • Iraqi 2028 Government Bonds 91.07 +2.0%
Best Performing Style
  • Small-Cap Growth +.81%
Worst Performing Style
  • Small-Cap Value -.14%
Leading Sectors
  • Medical Equipment +4.17%
  • Biotech +3.46%
  • Hospitals +2.86%
  • Steel +2.82%
  • Food +2.21%
Lagging Sectors
  • Disk Drives -1.62%
  • Banks -1.65%
  • Alt Energy-1.72%
  • Gold -1.94%
  • Computer Hardware -2.07%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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