Friday, August 06, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,221.64 +1.82%
  • DJIA 10,653.56 +1.79%
  • NASDAQ 2,288.47 +1.50%
  • Russell 2000 650.68 -.03%
  • Wilshire 5000 11,562.40 +1.67%
  • Russell 1000 Growth 500.43 +2.0%
  • Russell 1000 Value 575.68 +1.65%
  • Morgan Stanley Consumer 686.91 +1.61%
  • Morgan Stanley Cyclical 875.04 +1.95%
  • Morgan Stanley Technology 562.57 +1.26%
  • Transports 4,457.26 +.78%
  • Utilities 393.72 +2.12%
  • MSCI Emerging Markets 41.99 +1.87%
  • Lyxor L/S Equity Long Bias Index 966.01 +.25%
  • Lyxor L/S Equity Variable Bias Index 848.19 +.18%
  • Lyxor L/S Equity Short Bias Index 848.98 -.77%
Sentiment/Internals
  • NYSE Cumulative A/D Line +95,182 +2.46%
  • Bloomberg New Highs-Lows Index +103 +69
  • Bloomberg Crude Oil % Bulls 26.0 -21.21%
  • CFTC Oil Net Speculative Position +55,678 +25.65%
  • CFTC Oil Total Open Interest 1,234,649 -.43%
  • Total Put/Call .93 +16.25%
  • OEX Put/Call 1.09 -20.44%
  • ISE Sentiment 98.0 -3.92%
  • NYSE Arms 1.62 +33.88%
  • Volatility(VIX) 21.74 -7.49%
  • G7 Currency Volatility (VXY) 11.64 +2.28%
  • Smart Money Flow Index 8,983.30 +1.96%
  • Money Mkt Mutual Fund Assets $2.819 Trillion +.7%
  • AAII % Bulls 30.39 -24.03%
  • AAII % Bears 38.24 +14.73%
Futures Spot Prices
  • CRB Index 274.71 +.13%
  • Crude Oil 80.70 +2.16%
  • Reformulated Gasoline 211.27 -.42%
  • Natural Gas 4.47 -8.87%
  • Heating Oil 214.72 +2.85%
  • Gold 1,205.30 +1.85%
  • Bloomberg Base Metals 213.77 +4.42%
  • Copper 334.30 +.99%
  • US No. 1 Heavy Melt Scrap Steel 333.84 USD/Ton +3.37%
  • China Hot Rolled Domestic Steel Sheet 4,240 Yuan/Ton +.55%
  • S&P GSCI Agriculture 364.82 +3.02%
Economy
  • ECRI Weekly Leading Economic Index 121.80 +.66%
  • Citi US Economic Surprise Index -32.90 +4.5 points
  • Fed Fund Futures imply 62.0% chance of no change, 38.0% chance of 25 basis point cut on 8/10
  • US Dollar Index 80.40 -1.38%
  • Yield Curve 231.0 -5 basis points
  • 10-Year US Treasury Yield 2.82% -9 basis points
  • Federal Reserve's Balance Sheet $2.309 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 38.83 +5.41%
  • U.S. Municipal CDS Index 208.44 +.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 120.12 +4.53%
  • 10-Year TIPS Spread 1.78% +1 basis point
  • TED Spread 27.0 -4 basis points
  • N. America Investment Grade Credit Default Swap Index 103.85 -.98%
  • Euro Financial Sector Credit Default Swap Index 101.45 +1.85%
  • Emerging Markets Credit Default Swap Index 211.26 -1.07%
  • CMBS Super Senior AAA 10-Year Treasury Spread 252.0 -1 basis point
  • M1 Money Supply $1.727 Trillion +1.21%
  • Business Loans 595.20 -.03%
  • 4-Week Moving Average of Jobless Claims 458,500 +1.1%
  • Continuing Claims Unemployment Rate 3.6% unch.
  • Average 30-Year Mortgage Rate 4.49% -5 basis points
  • Weekly Mortgage Applications 730.20 +1.33%
  • ABC Consumer Confidence -50 -2 points
  • Weekly Retail Sales +2.90% +10 basis points
  • Nationwide Gas $2.78/gallon +.04
  • U.S. Cooling Demand Next 7 Days 22.0% above normal
  • Baltic Dry Index 2,030 +3.20%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 +6.25%
  • Rail Freight Carloads 232,895 +1.06%
  • Iraqi 2028 Government Bonds 84.67 +.42%
Best Performing Style
  • Large-Cap Growth +2.0%
Worst Performing Style
  • Small-Cap Growth -.08%
Leading Sectors
  • Coal +7.86%
  • HMOs +6.99%
  • Agriculture +6.22%
  • Internet +4.29%
  • Biotech +3.82%
Lagging Sectors
  • Tobacco -1.52%
  • Airlines -1.67%
  • Homebuilders -1.97%
  • Disk Drives -3.07%
  • Education -11.79%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

1 comment:

Chris said...

I like your weekly list, I find it quite interesting. I wish you would show the change in the 10-year yield, as well as M2. Just a thought. Great blog!