Friday, July 23, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,102.66 +3.55%
  • DJIA 10,424.62 +3.24%
  • NASDAQ 2,269.47 +4.15%
  • Russell 2000 650.65 +6.59%
  • Wilshire 5000 11,386.87 +3.89%
  • Russell 1000 Growth 493.52 +4.07%
  • Russell 1000 Value 564.76 +3.26%
  • Morgan Stanley Consumer 678.39 +2.94%
  • Morgan Stanley Cyclical 865.50 +7.05%
  • Morgan Stanley Technology 563.43 +3.39%
  • Transports 4,369.71 +6.09%
  • Utilities 386.76 +2.41%
  • MSCI Emerging Markets 40.87 +4.49%
  • Lyxor L/S Equity Long Bias Index 951.17 -.69%
  • Lyxor L/S Equity Variable Bias Index 845.26 -.53%
  • Lyxor L/S Equity Short Bias Index 897.26 +.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line +89,958 +2.58%
  • Bloomberg New Highs-Lows Index +11 +140
  • Bloomberg Crude Oil % Bulls 29.0 +20.8%
  • CFTC Oil Net Speculative Position +36,145 +4.33%
  • CFTC Oil Total Open Interest 1,214,183 -4.87%
  • Total Put/Call .83 -24.55%
  • OEX Put/Call 2.87 +143.22%
  • ISE Sentiment 114.0 72.73%
  • NYSE Arms 1.02 -81.95%
  • Volatility(VIX) 23.47 -10.59%
  • G7 Currency Volatility (VXY) 12.15 -3.11%
  • Smart Money Flow Index 8,716.0 -.06%
  • Money Mkt Mutual Fund Assets $2.798 Trillion -.60%
  • AAII % Bulls 32.16 -18.31%
  • AAII % Bears 45.03 +19.13%
Futures Spot Prices
  • CRB Index 266.62 +1.68%
  • Crude Oil 78.98 +3.69%
  • Reformulated Gasoline 212.22 +3.84%
  • Natural Gas 4.58 +.84%
  • Heating Oil 205.05 +2.01%
  • Gold 1,187.80 -.44%
  • Bloomberg Base Metals 197.15 +4.09%
  • Copper 318.50 +8.43%
  • US No. 1 Heavy Melt Scrap Steel 323.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,138 Yuan/Ton +6.40%
  • S&P GSCI Agriculture 331.64 -.16%
Economy
  • ECRI Weekly Leading Economic Index 120.70 unch.
  • Citi US Economic Surprise Index -37.0 -3.5 points
  • Fed Fund Futures imply 63.40% chance of no change, 36.60% chance of 25 basis point cut on 8/10
  • US Dollar Index 82.46 +.04%
  • Yield Curve 240.0 +7 basis points
  • 10-Year US Treasury Yield 2.99% +7 basis points
  • Federal Reserve's Balance Sheet $2.315 Trillion -.36%
  • U.S. Sovereign Debt Credit Default Swap 36.31 -4.72%
  • U.S. Municipal CDS Index 218.53 -2.65%
  • Western Europe Sovereign Debt Credit Default Swap Index 127.77 -4.32%
  • 10-Year TIPS Spread 1.77% +5 basis points
  • TED Spread 35.0 -3 basis points
  • N. America Investment Grade Credit Default Swap Index 107.42 -2.88%
  • Euro Financial Sector Credit Default Swap Index 121.27 -3.68%
  • Emerging Markets Credit Default Swap Index 231.19 -5.92%
  • CMBS Super Senior AAA 10-Year Treasury Spread 267.0 -2 basis points
  • M1 Money Supply $1.705 Trillion -1.25%
  • Business Loans 596.30 +.51%
  • 4-Week Moving Average of Jobless Claims 456,000 +.3%
  • Continuing Claims Unemployment Rate 3.5% -20 basis points
  • Average 30-Year Mortgage Rate 4.56% -1 basis point
  • Weekly Mortgage Applications 753.50 +7.60%
  • ABC Consumer Confidence -45 -1 point
  • Weekly Retail Sales +2.90% -20 basis points
  • Nationwide Gas $2.72/gallon unch.
  • U.S. Cooling Demand Next 7 Days 25.0% above normal
  • Baltic Dry Index 1,801 +5.94%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -5.56%
  • Rail Freight Carloads 227,661 +17.99%
  • Iraqi 2028 Government Bonds 83.47 -.33%
Best Performing Style
  • Small-Cap Growth +6.69%
Worst Performing Style
  • Large-Cap Value +3.26%
Leading Sectors
  • Steel +12.75%
  • Coal +11.39%
  • Oil Tankers +9.01%
  • Papers +8.73%
  • Construction +7.46%
Lagging Sectors
  • Disk Drives +.75%
  • Computer Hardware +.19%
  • HMOs -.25%
  • Medical Equipment -.37%
  • Drugs -1.35%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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