Friday, August 26, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,176.80 +4.74%
  • DJIA 11,284.51 +4.32%
  • NASDAQ 2,479.85 +5.89%
  • Russell 2000 691.79 +6.15%
  • Wilshire 5000 12,211.30 +4.92%
  • Russell 1000 Growth 550.07 +5.62%
  • Russell 1000 Value 581.96 +4.04%
  • Morgan Stanley Consumer 697.73 +3.26%
  • Morgan Stanley Cyclical 837.64 +5.70%
  • Morgan Stanley Technology 566.01 +5.96%
  • Transports 4,460.19 +5.65%
  • Utilities 423.68 +1.68%
  • MSCI Emerging Markets 40.40 +.95%
  • Lyxor L/S Equity Long Bias Index 953.92 -2.17%
  • Lyxor L/S Equity Variable Bias Index 861.0 -.91%
  • Lyxor L/S Equity Short Bias Index 651.36 +1.87%
Sentiment/Internals
  • NYSE Cumulative A/D Line 117,744 -.19%
  • Bloomberg New Highs-Lows Index -355 +614
  • Bloomberg Crude Oil % Bulls 26.47 -8.72%
  • CFTC Oil Net Speculative Position 136,340 +3.89%
  • CFTC Oil Total Open Interest 1,465,256 -5.65%
  • Total Put/Call 1.18 -9.92%
  • OEX Put/Call 1.66 +100.0%
  • ISE Sentiment 92.0 +33.3%
  • NYSE Arms .54 -64.49%
  • Volatility(VIX) 35.59 -17.33%
  • G7 Currency Volatility (VXY) 12.45 -4.52%
  • Smart Money Flow Index 9,727.43 -.41%
  • Money Mkt Mutual Fund Assets $2.629 Trillion -.10%
  • AAII % Bulls 36.44 +2.47%
  • AAII % Bears 40.96 +2.86%
Futures Spot Prices
  • CRB Index 335.25 +1.75%
  • Crude Oil 85.37 +2.99%
  • Reformulated Gasoline 293.46 +2.34%
  • Natural Gas 3.93 -.02%
  • Heating Oil 301.01 +2.86%
  • Gold 1,797.30 -3.12%
  • Bloomberg Base Metals 241.67 +2.48%
  • Copper 411.75 +3.0%
  • US No. 1 Heavy Melt Scrap Steel 419.67 USD/Ton -.08%
  • China Hot Rolled Domestic Steel Sheet 4,837 Yuan/Ton +.02%
  • UBS-Bloomberg Agriculture 1,807.14 +2.61%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.10% -200 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.38 -.08%
  • Citi US Economic Surprise Index -67.80 +14.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 73.71 -.38%
  • Yield Curve 200.0 +13 basis points
  • 10-Year US Treasury Yield 2.19% +13 basis points
  • Federal Reserve's Balance Sheet $2.843 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 47.50 unch.
  • Illinois Municipal Debt Credit Default Swap 254.0 +7.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 303.17 +2.36%
  • Emerging Markets Sovereign Debt CDS Index 244.0 +9.25%
  • Saudi Sovereign Debt Credit Default Swap 110.04 +4.60%
  • Iraqi 2028 Government Bonds 89.03 -.40%
  • China Blended Corporate Spread Index 628.0 +31 basis points
  • 10-Year TIPS Spread 2.02% unch.
  • TED Spread 33.0 +3 basis points
  • 3-Month Euribor/OIS Spread 66.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 126.17 +6.30%
  • Euro Financial Sector Credit Default Swap Index 240.22 +12.88%
  • Emerging Markets Credit Default Swap Index 299.24 +8.53%
  • CMBS Super Senior AAA 10-Year Treasury Spread 281.0 unch.
  • M1 Money Supply $2.086 Trillion -.51%
  • Business Loans 661.50 +.56%
  • 4-Week Moving Average of Jobless Claims 407,500 +1.0%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.22% +7 basis points
  • Weekly Mortgage Applications 699.10 -2.41%
  • Bloomberg Consumer Comfort -47.0 +1.3 points
  • Weekly Retail Sales +4.40% -40 basis points
  • Nationwide Gas $3.59/gallon +.01/gallon
  • U.S. Cooling Demand Next 7 Days 20.0% above normal
  • Baltic Dry Index 1,582 +11.88%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 238,680 +1.31%
Best Performing Style
  • Small-Cap Growth +6.91%
Worst Performing Style
  • Large-Cap Value +4.04%
Leading Sectors
  • Coal +8.73%
  • Computer Services +7.54%
  • Banks +7.41%
  • Construction +7.04%
  • Internet +6.94%
Lagging Sectors
  • Insurance +2.26%
  • Airlines +1.81%
  • Utilities +1.68%
  • Food +1.54%
  • Tobacco +1.14%
Weekly High-Volume Stock Gainers (3)
  • PANL, PMC and TNC
Weekly High-Volume Stock Losers (2)
  • RUE and UTHR
Weekly Charts
ETFs
Stocks
*5-Day Change

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