Friday, July 27, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,385.97 +1.71%
  • DJIA 13,075.60 +1.97%
  • NASDAQ 2,958.09 +1.12%
  • Russell 2000 796.0 +.56%
  • Value Line Geometric(broad market) 343.80 +.87%
  • Russell 1000 Growth 645.83 +1.49%
  • Russell 1000 Value 681.09 +1.77%
  • Morgan Stanley Consumer 814.49 +1.71%
  • Morgan Stanley Cyclical 914.01 +1.40%
  • Morgan Stanley Technology 654.04 +2.92%
  • Transports 5,126.55 +1.07%
  • Utilities 494.40 +1.03%
  • Bloomberg European Bank/Financial Services 71.90 +3.10%
  • MSCI Emerging Markets 38.95 +.52%
  • Lyxor L/S Equity Long Bias 1,015.22 -1.01%
  • Lyxor L/S Equity Variable Bias 798.47 -.81%
  • Lyxor L/S Equity Short Bias 539.42 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 148,336 +.38%
  • Bloomberg New Highs-Lows Index -10 -139
  • Bloomberg Crude Oil % Bulls 30.0 -21.0%
  • CFTC Oil Net Speculative Position 190,693 +10.37%
  • CFTC Oil Total Open Interest 1,389,039 -1.03%
  • Total Put/Call .88 -12.0%
  • OEX Put/Call .83 -37.59%
  • ISE Sentiment 132.0 +15.79%
  • NYSE Arms .27 -93.01%
  • Volatility(VIX) 16.70 +2.64%
  • S&P 500 Implied Correlation 66.85 -.82%
  • G7 Currency Volatility (VXY) 9.20 +7.48%
  • Smart Money Flow Index 11,327.93 +.04%
  • Money Mkt Mutual Fund Assets $2.555 Trillion +.60%
  • AAII % Bulls 28.12 +26.72%
  • AAII % Bears 43.13 +3.21%
Futures Spot Prices
  • CRB Index 299.60 -1.63%
  • Crude Oil 90.13 -1.71%
  • Reformulated Gasoline 288.78 -1.84%
  • Natural Gas 3.01 -2.33%
  • Heating Oil 288.95 -1.17%
  • Gold 1,622.70 +2.19%
  • Bloomberg Base Metals Index 195.44 -1.10%
  • Copper 342.60 -.55%
  • US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • China Iron Ore Spot 116.20 USD/Ton -7.04%
  • Lumber 286.30 -2.55%
  • UBS-Bloomberg Agriculture 1,730.71 -3.10%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.60% +70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0235 +360.78%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.08 -.35%
  • Citi US Economic Surprise Index -51.0 +13.5 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 82.71 -.95%
  • Yield Curve 130.0 +5 basis points
  • 10-Year US Treasury Yield 1.55% +9 basis points
  • Federal Reserve's Balance Sheet $2.833 Trillion -.31%
  • U.S. Sovereign Debt Credit Default Swap 45.11 -4.51%
  • Illinois Municipal Debt Credit Default Swap 237.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 261.65 -3.26%
  • Emerging Markets Sovereign Debt CDS Index 255.08 -2.83%
  • Saudi Sovereign Debt Credit Default Swap 106.50 -.82%
  • Iraq Sovereign Debt Credit Default Swap 420.48 -1.06%
  • China Blended Corporate Spread Index 467.0 +8 basis points
  • 10-Year TIPS Spread 2.08% +2 basis points
  • TED Spread 34.5 -2.0 basis points
  • 2-Year Swap Spread 21.25 -3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -41.5 +5.25 basis points
  • N. America Investment Grade Credit Default Swap Index 108.30 -2.37%
  • European Financial Sector Credit Default Swap Index 267.91 -5.94%
  • Emerging Markets Credit Default Swap Index 245.16 -6.62%
  • CMBS Super Senior AAA 10-Year Treasury Spread 155.0 unch.
  • M1 Money Supply $2.327 Trillion -.15%
  • Commercial Paper Outstanding 1,002.7 +2.1%
  • 4-Week Moving Average of Jobless Claims 367,300 -8,200
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.49% -4 basis points
  • Weekly Mortgage Applications 943.60 +.88%
  • Bloomberg Consumer Comfort -38.5 -.6 point
  • Weekly Retail Sales +1.7% -30 basis points
  • Nationwide Gas $3.49/gallon +.04/gallon
  • U.S. Cooling Demand Next 7 Days 11.0% above normal
  • Baltic Dry Index 933.0 -10.03%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 246,475 +.23%
Best Performing Style
  • Large-Cap Value +1.77%
Worst Performing Style
  • Small-Cap Value +.51%
Leading Sectors
  • Telecom +5.67%
  • Semis +5.27%
  • Oil Service +4.44%
  • Biotech +3.76%
  • Computer Hardware +3.15%
Lagging Sectors
  • Restaurants -2.42%
  • Hospitals -2.77%
  • Coal -4.47%
  • Gaming -6.25%
  • Education -15.79%
Weekly High-Volume Stock Gainers (22)
  • GEOY, INVN, PEET, DGI, LL, IRBT, ACOM, AKAM, HSTM, STC, GWR, PNRA, CYNO, CLGX, RA, WFM, NRG, DOLE, TPCG, SIX, KALU and EEFT
Weekly High-Volume Stock Losers (33)
  • ACTG, GWRE, CMG, ATMI, MNRO, CPHD, BEAV, NUVA, LVS, BWLD, WBSN, LVLT, FORR, UTI, LXK, APEI, WSO, CLF, TREX, BRKR, WBMD, STMP, CSH, CRR, TRIP, ESI, STRA, IGT, GNTX, LOGM, DV, QSII and VHC
Weekly Charts
ETFs
Stocks
*5-Day Change

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