Friday, July 06, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,354.68 +1.93%
  • DJIA 12,772.40 +1.35%
  • NASDAQ 2,937.33 +3.08%
  • Russell 2000 807.14 +4.03%
  • Value Line Geometric(broad market) 346.67 +3.29%
  • Russell 1000 Growth 634.40 +2.65%
  • Russell 1000 Value 665.98 +1.52%
  • Morgan Stanley Consumer 795.93 +2.03%
  • Morgan Stanley Cyclical 914.57 +2.22%
  • Morgan Stanley Technology 630.25 +1.99%
  • Transports 5,198.50 +2.63%
  • Utilities 478.43 +.10%
  • Bloomberg European Bank/Financial Services 72.05 -1.40%
  • MSCI Emerging Markets 39.16 +4.35%
  • Lyxor L/S Equity Long Bias 1,013.70 +2.01%
  • Lyxor L/S Equity Variable Bias 799.34 +.57%
  • Lyxor L/S Equity Short Bias 539.34 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 147,164 +1.11%
  • Bloomberg New Highs-Lows Index 208 +436
  • Bloomberg Crude Oil % Bulls 48.0 +26.3%
  • CFTC Oil Net Speculative Position 112,833 n/a
  • CFTC Oil Total Open Interest 1,432,162 n/a
  • Total Put/Call 1.09 +19.78%
  • OEX Put/Call 1.68 +7.01%
  • ISE Sentiment 109.0 -14.17%
  • NYSE Arms 2.06 +77.59%
  • Volatility(VIX) 17.10 -13.24%
  • S&P 500 Implied Correlation 66.01 -3.45%
  • G7 Currency Volatility (VXY) 9.63 +.84%
  • Smart Money Flow Index 11,202.93 +1.41%
  • Money Mkt Mutual Fund Assets $2.538 Trillion unch.
  • AAII % Bulls 32.64 +13.85%
  • AAII % Bears 33.33 -24.88%
Futures Spot Prices
  • CRB Index 286.92 +5.56%
  • Crude Oil 84.45 +7.63%
  • Reformulated Gasoline 271.60 +9.41%
  • Natural Gas 2.78 +.76%
  • Heating Oil 270.99 +5.74%
  • Gold 1,578.90 +1.71%
  • Bloomberg Base Metals Index 197.52 +.88%
  • Copper 340.95 +1.91%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton -.48%
  • China Iron Ore Spot 135.10 USD/Ton +.22%
  • Lumber 287.90 +7.38%
  • UBS-Bloomberg Agriculture 1,640.18 +5.33%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.90% +70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1894 +7.92%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.18 +.19%
  • Citi US Economic Surprise Index -62.50 -2.2 points
  • Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point cut on 8/1
  • US Dollar Index 83.38 +2.18%
  • Yield Curve 128.0 -6 basis points
  • 10-Year US Treasury Yield 1.55% -9 basis points
  • Federal Reserve's Balance Sheet $2.848 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 46.04 -4.74%
  • Illinois Municipal Debt Credit Default Swap 198.0 -10.63%
  • Western Europe Sovereign Debt Credit Default Swap Index 283.57 +.39%
  • Emerging Markets Sovereign Debt CDS Index 289.84 -1.55%
  • Saudi Sovereign Debt Credit Default Swap 124.0 -1.81%
  • Iraq Sovereign Debt Credit Default Swap 424.95 -2.3%
  • China Blended Corporate Spread Index 475.0 -15 basis points
  • 10-Year TIPS Spread 2.08% -2 basis points
  • TED Spread 38.75 +.75 basis point
  • 2-Year Swap Spread 25.25 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -59.0 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 112.50 -1.41%
  • European Financial Sector Credit Default Swap Index 282.86 +8.27%
  • Emerging Markets Credit Default Swap Index 279.16 -2.17%
  • CMBS Super Senior AAA 10-Year Treasury Spread 167.0 unch.
  • M1 Money Supply $2.239 Trillion +.07%
  • Commercial Paper Outstanding 972.50 -3.60%
  • 4-Week Moving Average of Jobless Claims 385,800 -1,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.62% -4 basis points
  • Weekly Mortgage Applications 816.70 -6.67%
  • Bloomberg Consumer Comfort -37.5 -1.4 points
  • Weekly Retail Sales +2.2% -10 basis points
  • Nationwide Gas $3.36/gallon +.01/gallon
  • U.S. Cooling Demand Next 7 Days 7.0% above normal
  • Baltic Dry Index 1,157 +15.24%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 253,497 +2.99%
Best Performing Style
  • Small-Cap Growth +4.18%
Worst Performing Style
  • Large-Cap Value +1.52%
Leading Sectors
  • Homebuilders +7.51%
  • Disk Drives +7.16%
  • Steel +6.38%
  • Papers +4.91%
  • Retail +4.66%
Lagging Sectors
  • Networking +1.28%
  • I-Banks +1.11%
  • Utilities +.10%
  • Computer Services -2.27%
  • HMOs -3.91%
Weekly High-Volume Stock Gainers (11)
  • LNCR, AYI, OSUR, EHTH, AMLN, MODL, AZZ, TROX, ELLI, UNF and STZ
Weekly High-Volume Stock Losers (3)
  • WLP, LQDT and HSH
Weekly Charts
ETFs
Stocks
*5-Day Change

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