Friday, August 05, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,199.38 -7.19%
  • DJIA 11,444.60 -5.75%
  • NASDAQ 2,532.41 -8.13%
  • Russell 2000 714.63 -10.34%
  • Wilshire 5000 12,455.70 -7.86%
  • Russell 1000 Growth 558.15 -7.45%
  • Russell 1000 Value 595.45 -7.86%
  • Morgan Stanley Consumer 702.02 -5.16%
  • Morgan Stanley Cyclical 901.86 -10.84%
  • Morgan Stanley Technology 586.85 -7.58%
  • Transports 4,693.59 -9.46%
  • Utilities 414.72 -3.81%
  • MSCI Emerging Markets 42.99 -8.43%
  • Lyxor L/S Equity Long Bias Index 1,022.17 -3.04%
  • Lyxor L/S Equity Variable Bias Index 891.51 -1.21%
  • Lyxor L/S Equity Short Bias Index 592.82 +4.71%
Sentiment/Internals
  • NYSE Cumulative A/D Line 117,556 -4.42%
  • Bloomberg New Highs-Lows Index -1,304 -894
  • Bloomberg Crude Oil % Bulls 26.0 -23.5%
  • CFTC Oil Net Speculative Position 147,376 -7.17%
  • CFTC Oil Total Open Interest 1,528,978 +1.48%
  • Total Put/Call 1.24 +2.48%
  • OEX Put/Call 1.25 -16.67%
  • ISE Sentiment 84.0 -28.21%
  • NYSE Arms .57 -52.10%
  • Volatility(VIX) 32.0 +26.73%
  • G7 Currency Volatility (VXY) 12.35 +5.38%
  • Smart Money Flow Index 9,702.15 -5.96%
  • Money Mkt Mutual Fund Assets $2.568 Trillion-2.50%
  • AAII % Bulls 27.16 -28.22%
  • AAII % Bears 49.85 +58.66%
Futures Spot Prices
  • CRB Index 326.80 -4.47%
  • Crude Oil 86.88 -9.37%
  • Reformulated Gasoline 280.52 -8.30%
  • Natural Gas 3.94 -5.04%
  • Heating Oil 294.17 -5.13%
  • Gold 1,651.80 +1.40%
  • Bloomberg Base Metals 247.85 -6.36%
  • Copper 411.70 -8.20%
  • US No. 1 Heavy Melt Scrap Steel 420.0 USD/Ton +.60%
  • China Hot Rolled Domestic Steel Sheet 4,845 Yuan/Ton +.27%
  • UBS-Bloomberg Agriculture 1,678.24 -1.11%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.1% +10 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.11 +.25%
  • Citi US Economic Surprise Index -76.10 +15.3 points
  • Fed Fund Futures imply 9.7% chance of no change, 90.3% chance of 25 basis point cut on 8/9
  • US Dollar Index 74.60 +1.16%
  • Yield Curve 227.0 -17 basis points
  • 10-Year US Treasury Yield 2.56% -24 basis points
  • Federal Reserve's Balance Sheet $2.851 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 55.39 -10.74%
  • Illinois Municipal Debt Credit Default Swap 201.0 +3.35%
  • Western Europe Sovereign Debt Credit Default Swap Index 296.17 +4.10%
  • Emerging Markets Sovereign Debt CDS Index 212.92 +26.08%
  • Saudi Sovereign Debt Credit Default Swap 99.87 +4.03%
  • Iraqi 2028 Government Bonds 89.65 -1.37%
  • 10-Year TIPS Spread 2.24% -20 basis points
  • TED Spread 27.0 +11 basis points
  • N. America Investment Grade Credit Default Swap Index 105.78 +10.79%
  • Euro Financial Sector Credit Default Swap Index 176.86 +17.27%
  • Emerging Markets Credit Default Swap Index 248.81 +17.14%
  • CMBS Super Senior AAA 10-Year Treasury Spread 199.0 unch.
  • M1 Money Supply $1.998 Trillion +1.08%
  • Business Loans 650.50 +.26%
  • 4-Week Moving Average of Jobless Claims 407,800 -1.60%
  • Continuing Claims Unemployment Rate 3.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.39% -16 basis points
  • Weekly Mortgage Applications 565.30 +7.06%
  • Bloomberg Consumer Comfort -47.60 -.8 point
  • Weekly Retail Sales +4.30% +10 basis points
  • Nationwide Gas $3.70/gallon -.01/gallon
  • U.S. Cooling Demand Next 7 Days 17.0% above normal
  • Baltic Dry Index 1,268 +.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 240,525 +3.59%
Best Performing Style
  • Large-Cap Growth -7.45%
Worst Performing Style
  • Small-Cap Growth -10.89%
Leading Sectors
  • Tobacco -.95%
  • Telecom -2.23%
  • Utilities -3.81%
  • Restaurants -4.09%
  • Gold & Silver -4.74%
Lagging Sectors
  • Homebuilding -13.17%
  • Alternative Energy -13.74%
  • Oil Service -13.84%
  • Oil Tankers -15.47
  • Coal -23.35%
Weekly High-Volume Stock Gainers (10)
  • WWWW, GNET, EM, JCOM, EXLS, QLTY, ABCO, AMAG, SNCR and CCC
Weekly High-Volume Stock Losers (150)
  • FFBC, SAM, AGN, BKI, INT, ICGE, GBCI, SFSF, ACTV, VSI, MD, PDCO, COLM, CCI, TRLG, DVA, PWR, GTY, BFS, MXWL, IRWD, BMC, MSCI, MDRX, CMP, ACC, BIO, VCI, PKI, EXPD, DECK, NATI, WXS, TXRH, CVH, ABAX, CFN, DRIV, FO, ENV, CI, HGR, CVG, NVE, FNFG, FARO, HAE, PLL, MGLN, P, MLM, CAR, BKE, AMSF, HCC, CCO, LEG, CTCT, OIS, IPCM, TWTC, FDML, JAZZ, LLL, PPO, STE, MAPP, WCG, CNC, PNK, CNA, LHCG, MANT, MDCA, ZOLL, CACI, VOLC, MKTG, ROK, MTX, IVC, ALGN, AAWW, NTRI, HCN, HHC, OSTK, EPR, CSGS, AWI, BBOX, EXPR, PH, HRC, VC, IPHS, GMT, ACOM, MASI, GET, ESE, JBT, HTZ, CYH, VQ, GTLS, CBL, LORL, RRD, CRL, HNT, HS, GGP, LAMR, RLOC, ZUMZ, AGP, OHI, IIVI, EXBD, THO, IOSP, WTW, OC, SXCI, DIN, SBRA, AUXL, STRI, CHMT, GTI, XTXI, ARO, SPW, AMED, ENSG, KRO, ATPG, MDR, CGX, CTB, KND, NTKS, HUN, EXH, SCOR, EXAM, KRA, WLT and DNDN
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: