Friday, June 25, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,076.76 -3.65%
  • DJIA 10,143.81 -2.94%
  • NASDAQ 2,223.48 -3.74%
  • Russell 2000 645.11 -3.27%
  • Wilshire 5000 11,137.95 -3.61%
  • Russell 1000 Growth 479.83 -3.70%
  • Russell 1000 Value 554.69 -3.79%
  • Morgan Stanley Consumer 654.21 -4.07%
  • Morgan Stanley Cyclical 832.45 -3.52%
  • Morgan Stanley Technology 542.49 -4.67%
  • Transports 4,241.20 -4.34%
  • Utilities 366.21 -4.47%
  • MSCI Emerging Markets 39.26 -1.11%
  • Lyxor L/S Equity Long Bias Index 967.24 -.50%
  • Lyxor L/S Equity Variable Bias Index 855.51 -.06%
  • Lyxor L/S Equity Short Bias Index 862.94 +.88%
Sentiment/Internals
  • NYSE Cumulative A/D Line +84,323 -3.24%
  • Bloomberg New Highs-Lows Index -212 -191
  • Bloomberg Crude Oil % Bulls 34.0 -34.62%
  • CFTC Oil Net Speculative Position +39,635 +20.36%
  • CFTC Oil Total Open Interest 1,260,132 -5.72%
  • Total Put/Call .88 +2.33%
  • OEX Put/Call 1.37 +53.93%
  • ISE Sentiment 134.0 +17.54%
  • NYSE Arms 1.18 +19.19%
  • Volatility(VIX) 28.53 +19.12%
  • G7 Currency Volatility (VXY) 13.17 +2.73%
  • Smart Money Flow Index 8,605.96 -3.95%
  • Money Mkt Mutual Fund Assets $2.818 Trillion +.4%
  • AAII % Bulls 34.46 -18.82%
  • AAII % Bears 32.43 +5.77%
Futures Spot Prices
  • CRB Index 265.61 +1.02%
  • Crude Oil 78.86 +.51%
  • Reformulated Gasoline 216.78 +.48%
  • Natural Gas 4.86 -3.32%
  • Heating Oil 211.22 -1.031%
  • Gold 1,256.20 -.17%
  • Bloomberg Base Metals 187.89 +3.36%
  • Copper 311.10 +6.63%
  • US No. 1 Heavy Melt Scrap Steel 336.67 USD/Ton -.39%
  • China Hot Rolled Domestic Steel Sheet 4,183 Yuan/Ton -1.16%
  • S&P GSCI Agriculture 300.13 -.87%
Economy
  • ECRI Weekly Leading Economic Index 122.90 +.41%
  • Citi US Economic Surprise Index -24.30 -8.5 points
  • Fed Fund Futures imply 74.60% chance of no change, 25.40% chance of 25 basis point cut on 8/10
  • US Dollar Index 85.31 -.45%
  • Yield Curve 245.0 -6 basis points
  • 10-Year US Treasury Yield 3.11% -11 basis points
  • Federal Reserve's Balance Sheet $2.328 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 40.42 +11.67%
  • U.S. Municipal Credit Default Swap Index 250.0 +18.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 136.83 +9.32%
  • 10-Year TIPS Spread 1.95% -7 basis points
  • TED Spread 41.0 -3 basis points
  • N. America Investment Grade Credit Default Swap Index 116.23 +5.57%
  • Euro Financial Sector Credit Default Swap Index 146.99 +9.49%
  • Emerging Markets Credit Default Swap Index 255.38 +1.37%
  • CMBS Super Senior AAA 10-Year Treasury Spread 312.0 -8 basis points
  • M1 Money Supply $1.693 Trillion -1.42%
  • Business Loans 596.70 -.47%
  • 4-Week Moving Average of Jobless Claims 462,800 -.3%
  • Continuing Claims Unemployment Rate 3.5% -10 basis points
  • Average 30-Year Mortgage Rate 4.69% -6 basis points
  • Weekly Mortgage Applications 621.20 -5.86%
  • ABC Consumer Confidence -43 +2 points
  • Weekly Retail Sales +3.10% unch.
  • Nationwide Gas $2.76/gallon +.04/gallon
  • U.S. Cooling Demand Next 7 Days 12.0% above normal
  • Baltic Dry Index 2,501 -7.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 57.50 -14.81%
  • Rail Freight Carloads 227,985 +2.20%
  • Iraqi 2028 Government Bonds 82.50 +.25%
Best Performing Style
  • Small-Cap Growth -3.14%
Worst Performing Style
  • Mid-Cap Growth -3.89%
Leading Sectors
  • Steel +.84%
  • Coal +.73%
  • Insurance -.40%
  • Gold -.48%
  • Drugs -1.22%
Lagging Sectors
  • Oil Service -5.44%
  • Retail -5.56%
  • Energy -5.65%
  • Airlines -8.11%
  • Education -8.21%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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