Friday, July 02, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,022.58 -5.03%
  • DJIA 9,686.48 -4.51%
  • NASDAQ 2,091.79 -5.92%
  • Russell 2000 598.97 -7.15%
  • Wilshire 5000 10,548.36 -5.29%
  • Russell 1000 Growth 455.50 -5.07%
  • Russell 1000 Value 525.57 -5.25%
  • Morgan Stanley Consumer 632.06 -3.38%
  • Morgan Stanley Cyclical 765.02 -8.10%
  • Morgan Stanley Technology 514.65 -5.13%
  • Transports 3,932.40 -7.28%
  • Utilities 356.27 -2.71%
  • MSCI Emerging Markets 37.72 -3.92%
  • Lyxor L/S Equity Long Bias Index 954.03 -2.31%
  • Lyxor L/S Equity Variable Bias Index 848.95 -.63%
  • Lyxor L/S Equity Short Bias Index 873.84 +3.3%
Sentiment/Internals
  • NYSE Cumulative A/D Line +79,371 -5.87%
  • Bloomberg New Highs-Lows Index -355 -143
  • Bloomberg Crude Oil % Bulls 21.0 -38.24%
  • CFTC Oil Net Speculative Position +37,120 -6.35%
  • CFTC Oil Total Open Interest 1,259,675 -.04%
  • Total Put/Call .89 +1.14%
  • OEX Put/Call .59 -56.93%
  • ISE Sentiment 89.0 -33.58%
  • NYSE Arms 1.72 +45.76%
  • Volatility(VIX) 30.12 +5.57%
  • G7 Currency Volatility (VXY) 13.65 +.75%
  • Smart Money Flow Index 8,418.31 -2.18%
  • Money Mkt Mutual Fund Assets $2.812 Trillion -.2%
  • AAII % Bulls 24.68 -28.38%
  • AAII % Bears 41.99 +29.48%
Futures Spot Prices
  • CRB Index 254.48 -4.19%
  • Crude Oil 72.14 -8.90%
  • Reformulated Gasoline 197.77 -8.38%
  • Natural Gas 4.69 -4.19%
  • Heating Oil 191.55 -10.37%
  • Gold 1,207.70 -3.89%
  • Bloomberg Base Metals 183.77 -2.19%
  • Copper 291.60 -6.06%
  • US No. 1 Heavy Melt Scrap Steel 324.67 USD/Ton -3.56%
  • China Hot Rolled Domestic Steel Sheet 3,992 Yuan/Ton -4.57%
  • S&P GSCI Agriculture 307.99 +2.62%
Economy
  • ECRI Weekly Leading Economic Index 122.20 -.57%
  • Citi US Economic Surprise Index -19.90 +4.4 points
  • Fed Fund Futures imply 71.80% chance of no change, 28.20% chance of 25 basis point cut on 8/10
  • US Dollar Index 84.43 -1.04%
  • Yield Curve 235.0 -10 basis points
  • 10-Year US Treasury Yield 2.98% -13 basis points
  • Federal Reserve's Balance Sheet $2.314 Trillion -.6%
  • U.S. Sovereign Debt Credit Default Swap 36.77 -9.02%
  • U.S. Municipal CDS Index 256.60 +2.44%
  • Western Europe Sovereign Debt Credit Default Swap Index 152.50 +11.45%
  • 10-Year TIPS Spread 1.77% -18 basis points
  • TED Spread 37.0 -4 basis points
  • N. America Investment Grade Credit Default Swap Index 121.55 +4.57%
  • Euro Financial Sector Credit Default Swap Index 141.94 -3.44%
  • Emerging Markets Credit Default Swap Index 276.05 +8.09%
  • CMBS Super Senior AAA 10-Year Treasury Spread 272.0 -40 basis points
  • M1 Money Supply $1.722 Trillion +1.70%
  • Business Loans 599.0 +.39%
  • 4-Week Moving Average of Jobless Claims 466,500 +.7%
  • Continuing Claims Unemployment Rate 3.6% +10 basis points
  • Average 30-Year Mortgage Rate 4.58% -11 basis points
  • Weekly Mortgage Applications 675.90 +8.81%
  • ABC Consumer Confidence -41 +2 points
  • Weekly Retail Sales +3.0% -10 basis points
  • Nationwide Gas $2.75/gallon -.01/gallon
  • U.S. Cooling Demand Next 7 Days 17.0% above normal
  • Baltic Dry Index 2,280 -8.84%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 -13.04%
  • Rail Freight Carloads 227,229 -.33%
  • Iraqi 2028 Government Bonds 80.75 -2.18%
Best Performing Style
  • Large-Cap Growth -5.07%
Worst Performing Style
  • Small-Cap Value -7.66%
Leading Sectors
  • Tobacco +.86%
  • Telecom -1.60%
  • Drugs -1.87%
  • Medical Equipment -2.09%
  • Utilities -2.71%
Lagging Sectors
  • Gold -8.16%
  • Banks -8.58%
  • Gaming -10.0%
  • Coal -11.04%
  • Oil Tankers -13.0%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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