Friday, August 27, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,064.59 -.66%
  • DJIA 10,150.65 -.62%
  • NASDAQ 2,153.63 -1.20%
  • Russell 2000 616.17 +.98%
  • Wilshire 5000 10,980.08 -.51%
  • Russell 1000 Growth 474.54 -1.0%
  • Russell 1000 Value 547.63 -.28%
  • Morgan Stanley Consumer 657.87 -.46%
  • Morgan Stanley Cyclical 809.78 -1.23%
  • Morgan Stanley Technology 530.47 -2.02%
  • Transports 4,184.90 -.58%
  • Utilities 392.46 +1.77%
  • MSCI Emerging Markets 40.27 -1.79%
  • Lyxor L/S Equity Long Bias Index 950.39 -.68%
  • Lyxor L/S Equity Variable Bias Index 843.93 -.02%
  • Lyxor L/S Equity Short Bias Index 864.54 +2.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line +91,538 -1.38%
  • Bloomberg New Highs-Lows Index -169 +7
  • Bloomberg Crude Oil % Bulls 41.0 +28.13%
  • CFTC Oil Net Speculative Position +27,323 -55.97%
  • CFTC Oil Total Open Interest 1,246,784 -1.62%
  • Total Put/Call .80 -22.33%
  • OEX Put/Call 1.18 -3.28%
  • ISE Sentiment 110.0 +35.80%
  • NYSE Arms .53 -69.71%
  • Volatility(VIX) 24.45 -4.08%
  • G7 Currency Volatility (VXY) 12.41 +2.82%
  • Smart Money Flow Index 8,951.42 -1.20%
  • Money Mkt Mutual Fund Assets $2.834 Trillion +.1%
  • AAII % Bulls 20.74 -31.12%
  • AAII % Bears 49.47 +16.48%
Futures Spot Prices
  • CRB Index 267.27 +.10%
  • Crude Oil 75.17 +1.69%
  • Reformulated Gasoline 194.79 +1.18%
  • Natural Gas 3.70 -10.94%
  • Heating Oil 204.43 +3.51%
  • Gold 1,237.90 +.66%
  • Bloomberg Base Metals 203.76 -.46%
  • Copper 338.45 +2.10%
  • US No. 1 Heavy Melt Scrap Steel 323.0 USD/Ton +8.88%
  • China Hot Rolled Domestic Steel Sheet 4,176 Yuan/Ton -1.95%
  • S&P GSCI Agriculture 372.61 -.40%
Economy
  • ECRI Weekly Leading Economic Index 120.90 +17%
  • Citi US Economic Surprise Index -59.60 -.6 points
  • Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 82.92 -.17%
  • Yield Curve 209.0 -3 basis points
  • 10-Year US Treasury Yield 2.64% +3 basis points
  • Federal Reserve's Balance Sheet $2.284 Trillion -.55%
  • U.S. Sovereign Debt Credit Default Swap 48.85 +4.50%
  • U.S. Municipal CDS Index 232.29 +3.70%
  • Western Europe Sovereign Debt Credit Default Swap Index 154.66 +6.72%
  • 10-Year TIPS Spread 1.63% +4 basis points
  • TED Spread 16.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 112.90 +2.68%
  • Euro Financial Sector Credit Default Swap Index 130.35 +8.30%
  • Emerging Markets Credit Default Swap Index 258.89 +10.51%
  • CMBS Super Senior AAA 10-Year Treasury Spread 257.0 -10 basis points
  • M1 Money Supply $1.723 Trillion -.67%
  • Business Loans 607.20 +.28%
  • 4-Week Moving Average of Jobless Claims 486,800 +.7%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.36% -6 basis points
  • Weekly Mortgage Applications 870.30 +4.89%
  • ABC Consumer Confidence -44 +1 point
  • Weekly Retail Sales +2.70% -10 basis points
  • Nationwide Gas $2.68/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 27.0% above normal
  • Baltic Dry Index 2,712 -1.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 236,404 +1.13%
  • Iraqi 2028 Government Bonds 86.50 -1.12%
Best Performing Style
  • Small-Cap Growth +1.14%
Worst Performing Style
  • Large-Cap Growth -1.0%
Leading Sectors
  • Education +3.05%
  • Gold +2.97%
  • HMOs +2.06%
  • REITs +1.85%
  • Utilities +1.77%
Lagging Sectors
  • I-Banks -2.79%
  • Medical Equipment -2.92%
  • Airlines -3.07%
  • Oil Tankers -4.58%
  • Coal -5.77%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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