Friday, July 15, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,316.14 -2.06%
  • DJIA 12,479.73 -1.40%
  • NASDAQ 2,78980 -2.45%
  • Russell 2000 828.78 -2.79%
  • Wilshire 5000 13,806.60 -2.19%
  • Russell 1000 Growth 614.44 -1.81%
  • Russell 1000 Value 660.0 -2.45%
  • Morgan Stanley Consumer 768.49 -1.42%
  • Morgan Stanley Cyclical 1,070.20 -2.85%
  • Morgan Stanley Technology 649.46 -3.60%
  • Transports 5,342.54 -3.72%
  • Utilities 432.02 -1.08%
  • MSCI Emerging Markets 46.81 -2.45%
  • Lyxor L/S Equity Long Bias Index 1,038.34 -1.50%
  • Lyxor L/S Equity Variable Bias Index 896.52 -.50%
  • Lyxor L/S Equity Short Bias Index 569.40 +.69%
Sentiment/Internals
  • NYSE Cumulative A/D Line 128,467 -2.11%
  • Bloomberg New Highs-Lows Index -33 -70
  • Bloomberg Crude Oil % Bulls 43.0 +30.30%
  • CFTC Oil Net Speculative Position 150,895 +9.04%
  • CFTC Oil Total Open Interest 1,538,256 +1.04%
  • Total Put/Call 1.08 +5.88%
  • OEX Put/Call .98 -30.50%
  • ISE Sentiment 61.0 -29.89%
  • NYSE Arms 1.23 -38.80%
  • Volatility(VIX) 19.53 +22.44%
  • G7 Currency Volatility (VXY) 11.50 +9.77%
  • Smart Money Flow Index 10,326.23 -2.18%
  • Money Mkt Mutual Fund Assets $2.696 Trillion +.40%
  • AAII % Bulls 39.31 -5.89%
  • AAII % Bears 29.25 +18.52%
Futures Spot Prices
  • CRB Index 346.30 +.80%
  • Crude Oil 97.24 +.79%
  • Reformulated Gasoline 312.93 +.99%
  • Natural Gas 4.55 +7.60%
  • Heating Oil 311.80 +.66%
  • Gold 1,590.10 +2.95%
  • Bloomberg Base Metals 258.04 -1.72%
  • Copper 441.30 +.06%
  • US No. 1 Heavy Melt Scrap Steel 416.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,790 Yuan/Ton +.59%
  • UBS-Bloomberg Agriculture 1,715.13 +1.79%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.7% -10 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.87 -.13%
  • Citi US Economic Surprise Index -99.90 -8.5 points
  • Fed Fund Futures imply 11.0% chance of no change, 89.0% chance of 25 basis point cut on 8/9
  • US Dollar Index 75.13 +.06%
  • Yield Curve 255.0 -8 basis points
  • 10-Year US Treasury Yield 2.91% -12 basis points
  • Federal Reserve's Balance Sheet $2.862 Trillion +.30%
  • U.S. Sovereign Debt Credit Default Swap 55.80 +11.63%
  • Illinois Municipal Debt Credit Default Swap 185.0 +3.75%
  • Western Europe Sovereign Debt Credit Default Swap Index 291.17 +15.54%
  • Emerging Markets Sovereign Debt CDS Index 189.58 +14.81%
  • Saudi Sovereign Debt Credit Default Swap 96.38 +1.38%
  • Iraqi 2028 Government Bonds 90.99 -.63%
  • 10-Year TIPS Spread 2.29% -2 basis points
  • TED Spread 24.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 97.08 +4.38%
  • Euro Financial Sector Credit Default Swap Index 157.78 +19.58%
  • Emerging Markets Credit Default Swap Index 222.32 +6.40%
  • CMBS Super Senior AAA 10-Year Treasury Spread 195.0 +16 basis points
  • M1 Money Supply $1.998 Trillion +2.47%
  • Business Loans 644.80 +.23%
  • 4-Week Moving Average of Jobless Claims 423,300 -.90%
  • Continuing Claims Unemployment Rate 3.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.51% -9 basis points
  • Weekly Mortgage Applications 481.30 -5.07%
  • Bloomberg Consumer Comfort -43.90 +1.6 points
  • Weekly Retail Sales +5.4% +160 basis points
  • Nationwide Gas $3.67/gallon +.08/gallon
  • U.S. Cooling Demand Next 7 Days 25.0% above normal
  • Baltic Dry Index 1,449 +1.90%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 192,619 -18.72%
Best Performing Style
  • Large-Cap Growth -1.83%
Worst Performing Style
  • Small-Cap Growth -2.98%
Leading Sectors
  • Gold & Silver +4.40%
  • Education +.92%
  • Internet +.32%
  • Coal +.19%
  • Foods +.18%
Lagging Sectors
  • Defense -4.71%
  • Homebuilding -5.17%
  • Semis -5.34%
  • Networking -6.47%
  • Airlines -6.50%
Weekly High-Volume Stock Gainers (8)
  • RADS, ARJ, CLNE, WDFC, BTH, RMD, MLI and KCI
Weekly High-Volume Stock Losers (14)
  • OXPS, WWW, CWH, COF, NWS, CYMI, MCHP, ECPG, ADTN, TREX, ITG, XXIA and SWC
Weekly Charts
ETFs
Stocks
*5-Day Change

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