Friday, August 13, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,079.25 -3.78%
  • DJIA 10,303.15 -3.29%
  • NASDAQ 2,173.48 -5.02%
  • Russell 2000 609.49 -6.33%
  • Wilshire 5000 11,093.23 -4.06%
  • Russell 1000 Growth 479.69 -4.14%
  • Russell 1000 Value 554.90 -3.61%
  • Morgan Stanley Consumer 669.89 -2.48%
  • Morgan Stanley Cyclical 826.47 -5.55%
  • Morgan Stanley Technology 529.64 -5.85%
  • Transports 4,201.81 -5.73%
  • Utilities 387.70 -1.53%
  • MSCI Emerging Markets 40.69 -3.20%
  • Lyxor L/S Equity Long Bias Index 971.02 +.08%
  • Lyxor L/S Equity Variable Bias Index 851.27 -.18%
  • Lyxor L/S Equity Short Bias Index 847.06 -.75%
Sentiment/Internals
  • NYSE Cumulative A/D Line +92,422 -3.14%
  • Bloomberg New Highs-Lows Index -281 -384
  • Bloomberg Crude Oil % Bulls 17.0 -34.62%
  • CFTC Oil Net Speculative Position +60,336 +8.37%
  • CFTC Oil Total Open Interest 1,274,605 +3.24%
  • Total Put/Call .98 +5.38%
  • OEX Put/Call .79 -27.52%
  • ISE Sentiment 68.0 -30.61%
  • NYSE Arms 1.19 -26.54%
  • Volatility(VIX) 26.24 +20.70%
  • G7 Currency Volatility (VXY) 12.32 +4.38%
  • Smart Money Flow Index 9,028.17 +.50%
  • Money Mkt Mutual Fund Assets $2.822 Trillion +.1%
  • AAII % Bulls 39.76 +30.83%
  • AAII % Bears 30.12 -21.23%
Futures Spot Prices
  • CRB Index 268.79 -2.15%
  • Crude Oil 75.39 -6.52%
  • Reformulated Gasoline 193.96 -7.92%
  • Natural Gas 4.33 -3.46%
  • Heating Oil 199.56 -6.92%
  • Gold 1,216.60 +.79%
  • Bloomberg Base Metals 207.21 -3.07%
  • Copper 327.25 -3.21%
  • US No. 1 Heavy Melt Scrap Steel 296.67 USD/Ton -11.13%
  • China Hot Rolled Domestic Steel Sheet 4,252 Yuan/Ton +.28%
  • S&P GSCI Agriculture 376.23 +3.13%
Economy
  • ECRI Weekly Leading Economic Index 122.40 +.58%
  • Citi US Economic Surprise Index -57.40 -24.5 points
  • Fed Fund Futures imply 66.0% chance of no change, 34.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 82.92 +3.15%
  • Yield Curve 214.0 -17 basis points
  • 10-Year US Treasury Yield 2.67% -15 basis points
  • Federal Reserve's Balance Sheet $2.310 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 48.14 +23.97%
  • U.S. Municipal CDS Index 222.93 +6.95%
  • Western Europe Sovereign Debt Credit Default Swap Index 136.77 +13.86%
  • 10-Year TIPS Spread 1.65% -13 basis points
  • TED Spread 22.0 -5 basis points
  • N. America Investment Grade Credit Default Swap Index 107.98 +3.97%
  • Euro Financial Sector Credit Default Swap Index 114.73 +13.08%
  • Emerging Markets Credit Default Swap Index 228.49 +8.16%
  • CMBS Super Senior AAA 10-Year Treasury Spread 275.0 +23 basis points
  • M1 Money Supply $1.737 Trillion +.60%
  • Business Loans 604.80 +1.66%
  • 4-Week Moving Average of Jobless Claims 473,500 +3.1%
  • Continuing Claims Unemployment Rate 3.5% -10 basis points
  • Average 30-Year Mortgage Rate 4.44% -5 basis points
  • Weekly Mortgage Applications 734.30 +.56%
  • ABC Consumer Confidence -47 +3 points
  • Weekly Retail Sales +3.0% +10 basis points
  • Nationwide Gas $2.77/gallon -.01
  • U.S. Cooling Demand Next 7 Days 25.0% above normal
  • Baltic Dry Index 2,437 +23.20%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
  • Rail Freight Carloads 231,208 -.72%
  • Iraqi 2028 Government Bonds 85.65 +.86%
Best Performing Style
  • Large-Cap Value -3.61%
Worst Performing Style
  • Small-Cap Growth -6.35%
Leading Sectors
  • Telecom +.44%
  • Food -.70%
  • Gold -.80%
  • Drugs -1.17%
  • Airlines -1.53%
Lagging Sectors
  • Coal -7.08%
  • Alternative Energy -7.66%
  • Disk Drives -8.37%
  • Semis -8.59%
  • Education -9.61%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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