Thursday, July 29, 2010

Stocks Lower into Final Hour on Profit-Taking, Fed Comments, Earnings Reports


Broad Market Tone:

  • Advance/Decline Line: Higher
  • Sector Performance: Mixed
  • Volume: Above Average
  • Market Leading Stocks: Outperforming
Equity Investor Angst:
  • VIX 23.54 -2.93%
  • ISE Sentiment Index 101.0 -44.51%
  • Total Put/Call 1.0 +4.17%
  • NYSE Arms 1.02 -23.17%
Credit Investor Angst:
  • North American Investment Grade CDS Index 103.66 bps -.58%
  • European Financial Sector CDS Index 105.0 bps +5.53%
  • Western Europe Sovereign Debt CDS Index 112.0 bps -.60%
  • Emerging Market CDS Index 214.26 bps -1.42%
  • 2-Year Swap Spread 17.0 unch.
  • TED Spread 32.0 -1 bp
Economic Gauges:
  • 3-Month T-Bill Yield .15% unch.
  • Yield Curve 240.0 +1 bp
  • China Import Iron Ore Spot $136.10/Metric Tonne +.74%
  • Citi US Economic Surprise Index -40.80 +.2 point
  • 10-Year TIPS Spread 1.79% unch.
Overseas Futures:
  • Nikkei Futures: Indicating -10 open in Japan
  • DAX Futures: Indicating +21 open in Germany
Portfolio:
  • Slightly Higher: On gains in my Biotech and Retail long positions
  • Disclosed Trades: Covered all of my (IWM)/(QQQQ) hedges and covered some of my (EEM) short
  • Market Exposure: Moved to 100% Net Long
BOTTOM LINE: Today's overall market action is bullish as the S&P 500 reverses higher from morning losses on decent volume despite some earnings disappointments. On the positive side, Homebuilding, Insurance, Airline, I-Banking and Ag stocks are especially strong, rising 1.0%+. Small-cap shares are outperforming today. (XLF) has also outperformed throughout the day. The S&P GSCI Ag Spot Index is rising another +1.6% today. Copper also continues to trade well, rising another +1.36%. On the negative side, Food, Networking, Computer and Utility shares are under pressure, falling more than -1.0%. Tech and Consumer shares are underperforming. 3-Month Euro Libor is rising slightly again today. Overseas markets reacted well today to our afternoon weakness yesterday. I suspect tomorrow's economic reports will be mildly disappointing, however this should be mostly priced into stocks. Thus, we may see another afternoon surge in stocks after any morning weakness. I expect US stocks to trade mixed-to-higher into the close from current levels on bargain-hunting, short-covering, less economic fear and less financial sector pessimism.

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