Friday, May 18, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,295.22 -4.30%
  • DJIA 12,369.30 -3.52%
  • NASDAQ 2,778.79 -5.28%
  • Russell 2000 747.21 -5.42%
  • Value Line Geometric(broad market) 329.66 -5.63%
  • Russell 1000 Growth 606.62 -4.74%
  • Russell 1000 Value 634.26 -4.34%
  • Morgan Stanley Consumer 766.19 -3.11%
  • Morgan Stanley Cyclical 880.68 -6.88%
  • Morgan Stanley Technology 631.77 -5.50%
  • Transports 4,873.76 -5.19%
  • Utilities 464.16 -1.66%
  • Bloomberg European Bank/Financial Services 66.78 -9.21%
  • MSCI Emerging Markets 37.66 -6.46%
  • Lyxor L/S Equity Long Bias 1,006.75 -1.07%
  • Lyxor L/S Equity Variable Bias 810.78 -.11%
  • Lyxor L/S Equity Short Bias 539.17 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 135,972 -4.87%
  • Bloomberg New Highs-Lows Index -528 -449
  • Bloomberg Crude Oil % Bulls 26.0 +100.0%
  • CFTC Oil Net Speculative Position 184,463 +.27%
  • CFTC Oil Total Open Interest 1,539,151 -3.25%
  • Total Put/Call 1.36 +9.68%
  • OEX Put/Call 1.09 -9.17%
  • ISE Sentiment 96.0 unch.
  • NYSE Arms .78 -40.0%
  • Volatility(VIX) 25.10 +26.19%
  • S&P 500 Implied Correlation 72.56 +5.19%
  • G7 Currency Volatility (VXY) 11.50 +19.9%
  • Smart Money Flow Index 10,831.51 -2.86%
  • Money Mkt Mutual Fund Assets $2.563 Trillion -.20%
  • AAII % Bulls 23.58 -7.17%
  • AAII % Bears 45.97 +9.30%
Futures Spot Prices
  • CRB Index 290.43 -.47%
  • Crude Oil 91.48 -4.40%
  • Reformulated Gasoline 288.95 -3.62%
  • Natural Gas 2.74 +9.58%
  • Heating Oil 283.0 -4.12%
  • Gold 1,591.90 +.79%
  • Bloomberg Base Metals Index 205.15 -2.04%
  • Copper 346.85 -5.18%
  • US No. 1 Heavy Melt Scrap Steel 394.0 USD/Ton -1.57%
  • China Iron Ore Spot 131.30 USD/Ton -4.58%
  • Lumber 288.50 +.10%
  • UBS-Bloomberg Agriculture 1,471.19 +2.67%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate .40% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2230 -6.30%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.81 -.20%
  • Citi US Economic Surprise Index -25.10 -.8 point
  • Fed Fund Futures imply 66.0% chance of no change, 34.0% chance of 25 basis point cut on 6/20
  • US Dollar Index 81.29 +.97%
  • Yield Curve 143.0 -15 basis points
  • 10-Year US Treasury Yield 1.72% -12 basis points
  • Federal Reserve's Balance Sheet $2.834 Trillion -.46%
  • U.S. Sovereign Debt Credit Default Swap 44.50 +7.23%
  • Illinois Municipal Debt Credit Default Swap 237.0 +7.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 311.11 +8.98%
  • Emerging Markets Sovereign Debt CDS Index 320.13 +8.80%
  • Saudi Sovereign Debt Credit Default Swap 129.68 +7.48%
  • Iraq Sovereign Debt Credit Default Swap 437.50 -5.72%
  • China Blended Corporate Spread Index 641.0 +42 basis points
  • 10-Year TIPS Spread 2.14% unch.
  • TED Spread 39.0 +1.5 basis points
  • 2-Year Swap Spread 36.5 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -52.50 -7.5 basis points
  • N. America Investment Grade Credit Default Swap Index 121.36 +15.71%
  • Euro Financial Sector Credit Default Swap Index 308.40 +16.28%
  • Emerging Markets Credit Default Swap Index 313.83 +16.52%
  • CMBS Super Senior AAA 10-Year Treasury Spread 168.0 +2 basis points
  • M1 Money Supply $2.218 Trillion -1.51%
  • Commercial Paper Outstanding 993.60 +2.80%
  • 4-Week Moving Average of Jobless Claims 375,000 -4,000
  • Continuing Claims Unemployment Rate 2.6% +10 basis points
  • Average 30-Year Mortgage Rate 3.79% -4 basis points
  • Weekly Mortgage Applications 775.60 +9.18%
  • Bloomberg Consumer Comfort -43.6 -3.2 points
  • Weekly Retail Sales +3.10% +50 basis points
  • Nationwide Gas $3.71/gallon -.02/gallon
  • U.S. Cooling Demand Next 7 Days 11.0% above normal
  • Baltic Dry Index 1,141 +.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
  • Rail Freight Carloads 238,980 -.02%
Best Performing Style
  • Large-Cap Value -4.34%
Worst Performing Style
  • Mid-Cap Growth -6.11%
Leading Sectors
  • Education -.08%
  • Utilities -1.66%
  • Tobacco -1.82%
  • Gold & Silver -2.31%
  • Drugs -2.44%
Lagging Sectors
  • Homebuilders -9.64%
  • Steel -10.37%
  • Alternative Energy -11.73%
  • Oil Tankers -13.88%
  • Coal -16.02%
Weekly High-Volume Stock Gainers (4)
  • GRPN, NSM, OPNT and GHDX
Weekly High-Volume Stock Losers (27)
  • GCOM, RPT, GSM, GCO, TECD, OSUR, DKS, ANGI, LUK, MUSA, GLPW, GSVC, APEI, RRGB, MLM, LXU, JPM, APAGF, RNDY, MM, PHMD, PETD, ACAT, FRAN, JCP, AAP and ASEI
Weekly Charts
ETFs
Stocks
*5-Day Change

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