Saturday, August 20, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,123.53 -4.69%
  • DJIA 10,817.65 -4.0%
  • NASDAQ 2,341.84 -6.62%
  • Russell 2000 651.70 -6.57%
  • Wilshire 5000 11,638.66 -5.07%
  • Russell 1000 Growth 520.79 -5.88%
  • Russell 1000 Value 559.34 -4.03%
  • Morgan Stanley Consumer 675.70 -2.12%
  • Morgan Stanley Cyclical 792.50 -10.07%
  • Morgan Stanley Technology 534.16 -8.10%
  • Transports 4,221.60 -8.67%
  • Utilities 416.67 +1.33%
  • MSCI Emerging Markets 40.02 -2.29%
  • Lyxor L/S Equity Long Bias Index 970.85 +1.44%
  • Lyxor L/S Equity Variable Bias Index 870.66 +1.07%
  • Lyxor L/S Equity Short Bias Index 633.56 -1.94%
Sentiment/Internals
  • NYSE Cumulative A/D Line 116,392 -2.27%
  • Bloomberg New Highs-Lows Index -969 -411
  • Bloomberg Crude Oil % Bulls 29.0 -29.27%
  • CFTC Oil Net Speculative Position 131,234 -3.30%
  • CFTC Oil Total Open Interest 1,533,021 -.73%
  • Total Put/Call 1.31 +20.18%
  • OEX Put/Call .83 -41.55%
  • ISE Sentiment 70.0 -27.08%
  • NYSE Arms 1.77 +53.91%
  • Volatility(VIX) 43.05 +18.40%
  • G7 Currency Volatility (VXY) 13.04 -3.26%
  • Smart Money Flow Index 9,767.36 +.12%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.40%
  • AAII % Bulls 35.56 +6.37%
  • AAII % Bears 39.82 -11.08%
Futures Spot Prices
  • CRB Index 329.47 +.90%
  • Crude Oil 82.26 -3.56%
  • Reformulated Gasoline 284.12 +.86%
  • Natural Gas 3.94 -3.09%
  • Heating Oil 290.45 -.03%
  • Gold 1,852.20 +5.89%
  • Bloomberg Base Metals 235.82 -1.62%
  • Copper 400.25 -.43%
  • US No. 1 Heavy Melt Scrap Steel 420.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,836 Yuan/Ton +.25%
  • UBS-Bloomberg Agriculture 1,761.15 +4.35%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -.10% -180 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.46 +.28%
  • Citi US Economic Surprise Index -82.50 -3.4 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 8/9
  • US Dollar Index 74.0 -.75%
  • Yield Curve 187.0 -20 basis points
  • 10-Year US Treasury Yield 2.06% -20 basis points
  • Federal Reserve's Balance Sheet $2.842 Trillion -.51%
  • U.S. Sovereign Debt Credit Default Swap 47.50 -9.52%
  • Illinois Municipal Debt Credit Default Swap 236.0 +1.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 296.17 +.34%
  • Emerging Markets Sovereign Debt CDS Index 223.33 -5.4%
  • Saudi Sovereign Debt Credit Default Swap 105.20 -.20%
  • Iraqi 2028 Government Bonds 89.47 +4.46%
  • China Blended Corporate Spread Index 597.0 +14 basis points
  • 10-Year TIPS Spread 2.02% -22 basis points
  • TED Spread 30.0 +2 basis points
  • 3-Month Euribor/OIS Spread 68.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 118.70 +3.62%
  • Euro Financial Sector Credit Default Swap Index 212.81 +7.56%
  • Emerging Markets Credit Default Swap Index 276.08 +.02%
  • CMBS Super Senior AAA 10-Year Treasury Spread 281.0 +59 basis points
  • M1 Money Supply $2.096 Trillion -.12%
  • Business Loans 658.90 +.43%
  • 4-Week Moving Average of Jobless Claims 402,500 -.90%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.15% -17 basis points
  • Weekly Mortgage Applications 716.40 +4.13%
  • Bloomberg Consumer Comfort -48.3 +.8 point
  • Weekly Retail Sales +4.80% unch.
  • Nationwide Gas $3.58/gallon -.03/gallon
  • U.S. Cooling Demand Next 7 Days 26.0% above normal
  • Baltic Dry Index 1,462 +13.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 235,598 +.01%
Best Performing Style
  • Large-Cap Value -4.03%
Worst Performing Style
  • Small-Cap Growth -7.65%
Leading Sectors
  • Gold & Silver +1.88%
  • Tobacco +1.66%
  • Utilities +1.33%
  • Telecom -.09%
  • Drugs -.64%
Lagging Sectors
  • Oil Service -9.53%
  • Internet -10.30%
  • Networking -10.47%
  • Alternative Energy -10.63%
  • Computer Hardware -12.13%
Weekly High-Volume Stock Gainers (4)
  • MMI, RLRN, PPDI and MKTX
Weekly High-Volume Stock Losers (7)
  • SGK, IRBT, IVR, CHS, IDCC, BCSI and HPQ
Weekly Charts
ETFs
Stocks
*5-Day Change

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