Weekly Scoreboard #Market $SPX

Indices

  • S&P 500 1,285.08 +3.78%
  • DJIA 12,231.10 +3.58%
  • NASDAQ 2,737.15 +3.78%
  • Russell 2000 761.0 +6.82%
  • Wilshire 5000 13,334.20 +4.20%
  • Russell 1000 Growth 598.07 +3.70%
  • Russell 1000 Value 637.33 +4.26%
  • Morgan Stanley Consumer 743.23 +1.45%
  • Morgan Stanley Cyclical 944.73 +7.03%
  • Morgan Stanley Technology 653.60 +4.26%
  • Transports 5,011.98 +4.12%
  • Utilities 453.69 +.23%
  • MSCI Emerging Markets 42.06 +9.81%
  • Lyxor L/S Equity Long Bias Index 972.84 +.43%
  • Lyxor L/S Equity Variable Bias Index 832.92 -.08%
  • Lyxor L/S Equity Short Bias Index 625.54 -1.05%

Sentiment/Internals

  • NYSE Cumulative A/D Line 128,777 +5.24%
  • Bloomberg New Highs-Lows Index -136 +318
  • Bloomberg Crude Oil % Bulls 21.0 -53.3%
  • CFTC Oil Net Speculative Position 159,718 +10.63%
  • CFTC Oil Total Open Interest 1,388,897 -2.98%
  • Total Put/Call .98 +15.29%
  • OEX Put/Call 1.90 +175.36%
  • ISE Sentiment 126.0 +17.8%
  • NYSE Arms .88 -12.87%
  • Volatility(VIX) 24.53 -21.90%
  • S&P 500 Implied Correlation 71.18 -10.11%
  • G7 Currency Volatility (VXY) 11.99 -9.71%
  • Smart Money Flow Index 10,755.10 +1.10%
  • Money Mkt Mutual Fund Assets $2.634 Trillion unch.
  • AAII % Bulls 43.0 +19.48%
  • AAII % Bears 25.0 -27.75%

Futures Spot Prices

  • CRB Index 323.07 +3.85%
  • Crude Oil 93.32 +6.79%
  • Reformulated Gasoline 268.22 -.11%
  • Natural Gas 3.92 +2.13%
  • Heating Oil 305.92 +1.33%
  • Gold 1,747.20 +6.23%
  • Bloomberg Base Metals 216.58 +8.87%
  • Copper 370.60 +14.26%
  • US No. 1 Heavy Melt Scrap Steel 418.33 USD/Ton unch.
  • China Iron Ore Spot 116.90 USD/Ton -18.02%
  • UBS-Bloomberg Agriculture 1,592.44 +1.10%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate -10.0% +10 basis points
  • S&P 500 EPS Estimates (FY 2012 Mean) 109.54 -.47%
  • Citi US Economic Surprise Index 17.80 +3.0 points
  • Fed Fund Futures imply 29.7% chance of no change, 70.3% chance of 25 basis point cut on 11/02
  • US Dollar Index 75.09 -1.62%
  • Yield Curve 203.0 +8 basis points
  • 10-Year US Treasury Yield 2.32% +10 basis points
  • Federal Reserve’s Balance Sheet $2.829 Trillion -.23%
  • U.S. Sovereign Debt Credit Default Swap 38.30 -11.55%
  • Illinois Municipal Debt Credit Default Swap 256.0 -4.68%
  • Western Europe Sovereign Debt Credit Default Swap Index 313.29 -7.33%
  • Emerging Markets Sovereign Debt CDS Index 241.83 -10.76%
  • Saudi Sovereign Debt Credit Default Swap 103.0 -8.46%
  • Iraqi 2028 Government Bonds 85.83 +4.76%
  • China Blended Corporate Spread Index 648.0 -110 basis points
  • 10-Year TIPS Spread 2.15% +13 basis points
  • TED Spread 43.0 +3 basis points
  • 3-Month Euribor/OIS Spread 78.0 +3 basis points
  • N. America Investment Grade Credit Default Swap Index 114.54 -12.93%
  • Euro Financial Sector Credit Default Swap Index 189.98 -14.10%
  • Emerging Markets Credit Default Swap Index 261.66 -16.39%
  • CMBS Super Senior AAA 10-Year Treasury Spread 315.0 unch.
  • M1 Money Supply $2.151 Trillion -.32%
  • Commercial Paper Outstanding 961.10 +1.20%
  • 4-Week Moving Average of Jobless Claims 405,500 +.40%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.10% -1 basis point
  • Weekly Mortgage Applications 664.0 +4.88%
  • Bloomberg Consumer Comfort -51.1 -2.7 points
  • Weekly Retail Sales +4.50% -20 basis points
  • Nationwide Gas $3.45/gallon -.02/gallon
  • U.S. Heating Demand Next 7 Days 16.0% above normal
  • Baltic Dry Index 2,091 -3.24%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 254,404 +.42%

Best Performing Style

  • Small-Cap Growth +7.38%

Worst Performing Style

  • Large-Cap Growth +3.70%

Leading Sectors

  • Steel +17.43%
  • Gold & Silver +12.50%
  • Oil Service +11.73%
  • HMOs +11.66%
  • Networking +10.25%

Lagging Sectors

  • Telecom +1.62%
  • Wireless +1.18%
  • Utilities +.23%
  • Education -.21%
  • Retail -.85%

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s