Friday, July 20, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,362.66 +.43%
  • DJIA 12,822.50 +.36%
  • NASDAQ 2,925.30 +.58%
  • Russell 2000 791.54 -1.18%
  • Value Line Geometric(broad market) 340.83 -.67%
  • Russell 1000 Growth 636.34 +.68%
  • Russell 1000 Value 669.28 +.05%
  • Morgan Stanley Consumer 800.79 +.56%
  • Morgan Stanley Cyclical 901.37 +.27%
  • Morgan Stanley Technology 635.47 +2.45%
  • Transports 5,072.20 -2.30%
  • Utilities 489.34 +.76%
  • Bloomberg European Bank/Financial Services 69.74 -2.95%
  • MSCI Emerging Markets 38.75 +1.12%
  • Lyxor L/S Equity Long Bias 1,021.08 +1.04%
  • Lyxor L/S Equity Variable Bias 803.53 +.60%
  • Lyxor L/S Equity Short Bias 539.39 +.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 148,777 +2.5%
  • Bloomberg New Highs-Lows Index 129 +288
  • Bloomberg Crude Oil % Bulls 38.0 +8.6%
  • CFTC Oil Net Speculative Position 172,779 +24.7%
  • CFTC Oil Total Open Interest 1,403,473 -.7%
  • Total Put/Call 1.0 unch.
  • OEX Put/Call 1.33 +.76%
  • ISE Sentiment 114.0 +21.28%
  • NYSE Arms 1.59 +160.65%
  • Volatility(VIX) 16.27 -2.81%
  • S&P 500 Implied Correlation 67.40 +3.06%
  • G7 Currency Volatility (VXY) 8.65 -5.98%
  • Smart Money Flow Index 11,323.15 +2.0%
  • Money Mkt Mutual Fund Assets $2.539 Trillion -.50%
  • AAII % Bulls 22.19 -26.6%
  • AAII % Bears 41.79 +20.3%
Futures Spot Prices
  • CRB Index 304.57 +3.61%
  • Crude Oil 91.83 +5.02%
  • Reformulated Gasoline 294.30 +4.69%
  • Natural Gas 3.08 +6.98%
  • Heating Oil 292.43 +4.85%
  • Gold 1,582.80 -.33%
  • Bloomberg Base Metals Index 197.62 -.15%
  • Copper 344.80 -1.25%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • China Iron Ore Spot 125.0 USD/Ton -5.87%
  • Lumber 293.80 +.75%
  • UBS-Bloomberg Agriculture 1,786.14 +5.23%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -2.30% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1292 -9.77%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.47 -.27%
  • Citi US Economic Surprise Index -64.50 -2.9 points
  • Fed Fund Futures imply 60.0% chance of no change, 40.0% chance of 25 basis point cut on 8/1
  • US Dollar Index 83.48 +.23%
  • Yield Curve 125.0 unch.
  • 10-Year US Treasury Yield 1.46% -3 basis points
  • Federal Reserve's Balance Sheet $2.842 Trillion -.25%
  • U.S. Sovereign Debt Credit Default Swap 47.24 -4.08%
  • Illinois Municipal Debt Credit Default Swap 237.0 +2.29%
  • Western Europe Sovereign Debt Credit Default Swap Index 270.48 -.97%
  • Emerging Markets Sovereign Debt CDS Index 262.50 -4.17%
  • Saudi Sovereign Debt Credit Default Swap 107.38 -8.87%
  • Iraq Sovereign Debt Credit Default Swap 424.99 unch.
  • China Blended Corporate Spread Index 459.0 -13 basis points
  • 10-Year TIPS Spread 2.06% -1 basis point
  • TED Spread 36.5 -1.0 basis point
  • 2-Year Swap Spread 24.50 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -46.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 110.92 -1.73%
  • European Financial Sector Credit Default Swap Index 284.83 +4.28%
  • Emerging Markets Credit Default Swap Index 262.54 1.63%
  • CMBS Super Senior AAA 10-Year Treasury Spread 155.0 -12 basis points
  • M1 Money Supply $2.330 Trillion +2.66%
  • Commercial Paper Outstanding 982.50 +.1%
  • 4-Week Moving Average of Jobless Claims 375,500 -1,000
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.53% -3 basis points
  • Weekly Mortgage Applications 935.40 +16.94%
  • Bloomberg Consumer Comfort -37.9 -.4 point
  • Weekly Retail Sales +2.0% -20 basis points
  • Nationwide Gas $3.45/gallon +.06/gallon
  • U.S. Cooling Demand Next 7 Days 11.0% above normal
  • Baltic Dry Index 1,053 -5.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 245,915 +20.92%
Best Performing Style
  • Large-Cap Growth +.68%
Worst Performing Style
  • Small-Cap Value -1.32%
Leading Sectors
  • Oil Service +6.02%
  • Internet +3.47%
  • Computer Services +2.48%
  • Semis +2.24%
  • Agriculture +2.19%
Lagging Sectors
  • Alt Energy -2.31%
  • Hospitals -2.72%
  • Steel -2.78%
  • I-Banks -5.18%
  • Airlines -7.0%
Weekly High-Volume Stock Gainers (13)
  • ALNY, PRX, PLFE, SCSS, ALJ, GGC, AFFY, MGLN, APH, MAT, SWK, DGIT and HGSI
Weekly High-Volume Stock Losers (11)
  • IBKR, SSNC, POOL, VVUS, DLB, KW, SFG, LXK, IRG, DTSI and ROVI
Weekly Charts
ETFs
Stocks
*5-Day Change

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