Indices
S&P 500 940.38 +6.97%
DJIA 8,743.94 +7.33%
NASDAQ 1,886.61 +7.44%
Russell 2000 519.22 +7.95%
Wilshire 5000 9,550.80 +7.07%
Russell 1000 Growth 422.18 +6.59%
Russell 1000 Value 472.17 +7.47%
Morgan Stanley Consumer 566.97 +5.22%
Morgan Stanley Cyclical 588.43 +12.33%
Morgan Stanley Technology 473.18 +8.68%
Transports 3,313.95 +6.52%
Utilities 359.65 +3.87%
MSCI Emerging Markets 33.36 +7.21%
Sentiment/Internals
NYSE Cumulative A/D Line 38,352 +21.71%
Bloomberg New Highs-Lows Index +19 +115.45%
Bloomberg Crude Oil % Bulls 46.0 +43.75%
CFTC Oil Net Speculative Position +16,157 +5.21%
CFTC Oil Total Open Interest 1,203,729 +3.54%
Total Put/Call .74 -31.48%
OEX Put/Call .66 -19.51%
ISE Sentiment 114.0 +16.33%
NYSE Arms 1.32 -31.96%
Volatility(VIX) 24.34 -16.13%
G7 Currency Volatility (VXY) 13.52 -4.11%
Smart Money Flow Index 8,382.98 +5.20%
AAII % Bulls 28.68 +2.76%
AAII % Bears 47.06 -13.89%
Futures Spot Prices
CRB Index 245.05 +4.94%
Crude Oil 63.56 +6.54%
Reformulated Gasoline 176.99 +7.20%
Natural Gas 3.67 +9.03%
Heating Oil 164.10 +7.39%
Gold 937.50 +2.73%
Base Metals 153.58 +7.50%
Copper 242.30 +9.17%
US No. 1 Heavy Melt Scrap Steel 188.33 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,995 +3.55%Agriculture 296.86 +1.52%
Economy
ECRI Weekly Leading Economic Index 118.10 -.76%
Citi US Economic Surprise Index +35.40 -6.60%
Fed Fund Futures imply 78.4% chance of no change, 21.6% chance of 25 basis point cut on 8/12
US Dollar Index 79.49 -.92%
10-year US Treasury Yield 3.64% +34 basis points
U.S. Sovereign Debt Credit Default Swap 36.0 -10.0%
10-year TIPS Spread 1.86 +34 basis points
TED Spread 34.0 unch.
N. Amer. Investment Grade Credit Default Swap Index 130.02 -10.33%
Emerging Markets Credit Default Swap Index 391.59 -6.04%
CMBS Super Senior AAA 10-year Treasury Spread 575.0 -16.79%
4-Wk MA of Jobless Claims 584,500 -3.70%
Continuing Claims Unemployment Rate 4.70 -9.6%
Average 30-year Mortgage Rate 5.14% -6 basis points
Weekly Mortgage Applications 514,400 +4.32%
ABC Consumer Confidence -51 +1.92%
Weekly Retail Sales -5.70%
Nationwide Gas $2.48/gallon -.09/gallon
US Cooling Demand Next 7 Days 8.0% below normal
Baltic Dry Index 3,542 +18.66%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 22.50 -10.0%
Rail Freight Carloads 176,887 +4.49%
Iraqi 2028 Govt Bonds 64.28 unch.
Best Performing Style
Small-cap Value +8.50%
Worst Performing Style
Large-cap Growth +6.60%
Leading Sectors
Gaming +13.28%
Computer Services +12.92%
Homebuilding +12.41%
Semis +12.31%
Steel +11.65%
Lagging Sectors
Foods +3.13%
Telecom +2.99%
Biotech +1.89%
Restaurants +1.84%
HMOs +1.35%
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