Indices
S&P 500 1,010.48 +2.33%
DJIA 9,370.07 +2.16%
NASDAQ 2,000.25 +1.10%
Russell 2000 572.40 +2.82%
Wilshire 5000 10,320.97 +2.60%
Russell 1000 Growth 443.53 +1.08%
Russell 1000 Value 522.39 +4.0%
Morgan Stanley Consumer 597.17 +2.23%
Morgan Stanley Cyclical 721.85 +5.66%
Morgan Stanley Technology 498.78 +1.15%
Transports 3,749.58 +4.74%
Utilities 371.22 +.47%
MSCI Emerging Markets 36.43 +1.36%
Sentiment/Internals
NYSE Cumulative A/D Line +49,328 +7.26%
Bloomberg New Highs-Lows Index +135 -42.06%
Bloomberg Crude Oil % Bulls 22.0 +57.14%
CFTC Oil Net Speculative Position +34,145 +646.18%
CFTC Oil Total Open Interest 1,202,598 +2.47%
Total Put/Call .73 -9.88%
OEX Put/Call 1.61 -18.69%
ISE Sentiment 133.0 -6.34%
NYSE Arms .85 +10.39%
Volatility(VIX) 24.76 -4.47%
G7 Currency Volatility (VXY) 13.41 +4.85%
Smart Money Flow Index 8,676.95 +.96%
AAII % Bulls 50.0 +4.89%
AAII % Bears 35.16 +11.97%
Futures Spot Prices
CRB Index 264.77 +2.84%
Crude Oil 70.93 +2.06%
Reformulated Gasoline 200.81 -.19%
Natural Gas 3.67 +.68%
Heating Oil 191.22 +4.58%
Gold 959.50 +.27%
Base Metals 178.61 +4.49%
Copper 278.55 +5.97%
US No. 1 Heavy Melt Scrap Steel 221.67 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 4,420 +5.74%
Agriculture 306.63 +.60 %
Economy
ECRI Weekly Leading Economic Index 121.80 +1.92%
Citi US Economic Surprise Index +55.50 +79.61%
Fed Fund Futures imply 55.0% chance of no change, 45.0% chance of 25 basis point cut on 8/12
US Dollar Index 78.98 +.80%
Yield Curve 255.0 +18 basis points
10-year US Treasury Yield 3.85% +37 basis points
U.S. Sovereign Debt Credit Default Swap 28.0 -6.67%
10-year TIPS Spread 2.01% +24 basis points
TED Spread 29.0 -1 basis points
N. Amer. Investment Grade Credit Default Swap Index 106.81 -3.33%
Euro Financial Sector Credit Default Swap Index 80.31 +9.77%
Emerging Markets Credit Default Swap Index 298.10 -9.17%
CMBS Super Senior AAA 10-year Treasury Spread 477.0 -8.97%
Business Loans 730.40 -.99%
4-Wk MA of Jobless Claims 555,300 -.80%
Continuing Claims Unemployment Rate 4.7% unch.
Average 30-year Mortgage Rate 5.22% -3 basis points
Weekly Mortgage Applications 517,300 +4.42%
ABC Consumer Confidence -49 -4.26%
Weekly Retail Sales -5.60%
Nationwide Gas $2.63 /gallon +.11/gallon
US Cooling Demand Next 7 Days 22.0% above normal
Baltic Dry Index 2,907 -15.62%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 27.0 unch.
Rail Freight Carloads 193,684 +.18%
Iraqi 2028 Govt Bonds 68.67 +2.02%
Best Performing Style
Mid-cap Value +5.51%
Worst Performing Style
Small-cap Growth +.87%
Leading Sectors
REITs +15.73%
Banks +12.39%
Airlines +11.34%
Homebuilders +8.83%
Steel +8.30%
Lagging Sectors
Oil Service -.73%
HMOs -1.68%
Telecom -2.08%
Semis -2.14%
Biotech -2.30%
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