Sunday, December 2, 2007

ETFs Volume >1M and Gainers/Losers

Sorted by price % chg

Comments: I added the intraday % change to note any divergence from the open. Today was a very good case in point, although the market opened higher, the intraday action was mostly negative. The SKF is a good example. While it appeared to have lost 5.86% on the day, it actually GAINED 3.85% intraday. This means that the financials while appearing strong, were actually sold on the day. Look also at QID, which gained 3.41% intraday versus a mere .71% on the day. Tech was sold all day long after the gap open. This type of analysis will be more important as trend reversals will become the norm.
Fund Name Ticker Volume Vol
3M Avg
Vol
% Chg
Price
% Chg
Intra-
day
% Chg
SPDR S&P Homebuilders XHB 9,594,577 4,487,070 114% 7.02% 1.76%
KBW Bank ETF KBE 1,645,000 1,344,220 22% 3.90% 1.84%
Regional Bank HOLDRs RKH 1,624,200 815,218 99% 2.90% -0.09%
Financial Select Sector SPDR XLF 114,101,532 71,766,200 59% 2.48% -1.15%
iShares MSCI Taiwan Index EWT 8,788,447 8,251,380 7% 2.38% -0.50%
iShares Cohen & Steers Realty Majors ICF 2,033,529 856,872 137% 2.24% 1.30%
KBW Regional Banking ETF KRE 3,149,150 1,701,010 85% 2.22% -0.55%
Ultra S&P500 ProShares SSO 2,167,609 1,402,440 55% 2.14% -0.92%
iShares MSCI Mexico Index EWW 3,244,250 3,674,960 -12% 2.11% 0.26%
iShares Russell 1000 Value Index IWD 2,133,463 1,609,450 33% 1.88% -0.05%
iShares MSCI Brazil Index EWZ 15,982,901 14,088,200 13% 1.63% -1.52%
iShares Dow Jones US Broker-Dealers IAI 1,598,700 1,511,580 6% 1.49% -1.30%
Consumer Discretionary SPDR XLY 3,492,000 3,999,410 -13% 1.46% -0.55%
iShares MSCI South Korea Index EWY 1,675,962 2,623,640 -36% 1.39% -1.29%
iShares FTSE/Xinhua China 25 Index FXI 4,387,463 5,652,280 -22% 1.33% -1.59%
Retail HOLDRs RTH 5,995,500 5,922,190 1% 1.31% 0.88%
iShares MSCI Hong Kong Index EWH 5,098,774 7,340,310 -31% 1.25% -1.26%
iShares MSCI Singapore Index EWS 3,586,530 3,906,780 -8% 1.20% -0.48%
MidCap SPDRs MDY 5,057,127 5,550,720 -9% 1.19% -0.20%
SPDRs SPY 219,591,219 194,599,000 13% 1.01% -0.25%
Materials Select Sector SPDR XLB 8,812,318 9,180,930 -4% 0.95% -0.60%
iShares S&P 100 Index OEF 2,417,437 1,404,260 72% 0.93% -1.07%
iShares Dow Jones US Real Estate IYR 8,205,955 5,707,420 44% 0.92% -1.12%
iShares Russell 1000 Index IWB 1,096,876 599,728 83% 0.90% -0.48%
iShares MSCI Australia Index EWA 1,736,578 2,204,290 -21% 0.89% -1.16%
iShares S&P 500 Index IVV 2,670,730 2,751,970 -3% 0.86% -0.41%
iShares MSCI Emerging Markets Index EEM 20,123,815 16,044,800 25% 0.85% -1.74%
DIAMONDS Trust, Series 1 DIA 18,884,342 14,505,000 30% 0.74% -0.27%
UltraShort QQQ ProShares QID 37,501,987 30,063,100 25% 0.71% 3.41%
Utilities Select Sector SPDR XLU 7,910,028 4,997,990 58% 0.66% 0.23%
iShares MSCI EAFE Index EFA 14,037,678 7,442,180 89% 0.55% -1.08%
KBW Capital Markets ETF KCE 1,229,200 846,791 45% 0.53% -1.50%
iShares iBoxx $ Invest Grade Corp Bond LQD 1,046,025 134,083 680% 0.49% 1.01%
iShares Russell 2000 Index IWM 84,976,706 86,885,400 -2% 0.49% -1.01%
iShares S&P SmallCap 600 Index IJR 1,763,643 1,996,380 -12% 0.40% -0.75%
Industrial Select Sector SPDR XLI 6,792,479 4,852,690 40% 0.38% -1.40%
iPath MSCI India Index ETN INP 1,178,182 765,145 54% 0.37% -1.97%
Claymore/BNY BRIC EEB 1,032,960 584,134 77% 0.36% -1.96%
Energy Select Sector SPDR XLE 17,070,868 21,306,300 -20% 0.30% 0.41%
PowerShares Gldn Dragon China PGJ 1,587,227 1,498,660 6% 0.26% -2.78%
iShares Russell 2000 Growth Index IWO 4,241,612 4,482,570 -5% 0.24% -1.01%
iShares MSCI Malaysia Index EWM 2,532,231 2,461,750 3% 0.24% -1.26%
iShares Russell 1000 Growth Index IWF 2,826,320 3,011,530 -6% 0.21% -0.60%
iShares MSCI Japan Index EWJ 14,229,428 18,314,900 -22% 0.21% -0.64%
iShares Lehman Aggregate Bond AGG 1,734,208 528,540 228% 0.20% 0.46%
iShares S&P 500 Growth Index IVW 1,340,279 703,620 90% 0.19% -1.05%
Health Care Select Sector SPDR XLV 2,474,058 1,979,600 25% 0.14% -0.08%
Consumer Staples Select Sector SPDR XLP 2,796,218 3,018,130 -7% 0.14% -0.38%
iShares Russell 2000 Value Index IWN 2,754,123 2,629,040 5% 0.10% -1.34%
Vanguard Emerging Markets Stock ETF VWO 1,356,470 713,238 90% -0.02% -3.30%
SPDR S&P Retail XRT 2,523,000 2,663,120 -5% -0.03% -1.56%
Oil Services HOLDRs OIH 6,019,100 8,134,030 -26% -0.39% -0.20%
iShares Lehman 20+ Year Treas Bond TLT 1,930,688 1,849,980 4% -0.49% 0.53%
UltraShort Dow30 ProShares DXD 2,885,042 3,336,200 -14% -0.52% 1.51%
Technology Select Sector SPDR XLK 3,622,540 4,042,450 -10% -0.53% -3.24%
Ultra QQQ ProShares QLD 6,854,260 3,029,570 126% -0.74% -4.86%
PowerShares QQQ QQQQ 171,276,917 155,658,000 10% -0.75% -1.72%
UltraShort Russell2000 ProShares TWM 5,287,413 4,368,760 21% -0.95% 1.24%
PowerShares WilderHill Clean Energy PBW 1,356,762 681,969 99% -0.99% -2.94%
Semiconductor HOLDRs SMH 8,504,400 9,632,780 -12% -1.01% -2.94%
streetTRACKS Gold Shares GLD 9,492,500 8,281,380 15% -1.23% -1.31%
Market Vectors Gold Miners ETF GDX 2,006,035 2,177,090 -8% -1.40% -1.55%
iShares MSCI Canada Index EWC 1,877,000 1,284,840 46% -1.54% -0.75%
United States Natural Gas UNG 1,257,337 1,689,840 -26% -1.93% -1.90%
UltraShort MidCap400 ProShares MZZ 1,200,058 566,674 112% -1.97% 1.18%
UltraShort S&P500 ProShares SDS 25,769,292 16,585,200 55% -2.02% 1.48%
United States Oil USO 5,814,874 3,018,720 93% -2.41% -0.36%
UltraShort Financials ProShares SKF 3,055,767 1,315,560 132% -5.86% 3.85%

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