Friday, August 03, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,390.99 +.36%
  • DJIA 13,096.10 +.16%
  • NASDAQ 2,967.90 +.33%
  • Russell 2000 788.48 -.95%
  • Value Line Geometric(broad market) 341.98 -.53%
  • Russell 1000 Growth 647.62 +.28%
  • Russell 1000 Value 683.03 +.29%
  • Morgan Stanley Consumer 807.92 -.81%
  • Morgan Stanley Cyclical 914.79 +.09%
  • Morgan Stanley Technology 659.38 +.82%
  • Transports 5,086.31 -.79%
  • Utilities 491.08 -.67%
  • Bloomberg European Bank/Financial Services 74.46 +3.56%
  • MSCI Emerging Markets 39.54 +1.50%
  • Lyxor L/S Equity Long Bias 1,025.87 +1.12%
  • Lyxor L/S Equity Variable Bias 799.79 -.02%
  • Lyxor L/S Equity Short Bias 539.44 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 148,217 -.08%
  • Bloomberg New Highs-Lows Index -157 -147
  • Bloomberg Crude Oil % Bulls 30.0 unch.
  • CFTC Oil Net Speculative Position 174,397 -8.55%
  • CFTC Oil Total Open Interest 1,395,758 +.48%
  • Total Put/Call .84 -4.55%
  • OEX Put/Call 1.29 +55.42%
  • ISE Sentiment 120.0 -9.09%
  • NYSE Arms .60 +122.22%
  • Volatility(VIX) 15.64 -6.34%
  • S&P 500 Implied Correlation 64.32 -3.78%
  • G7 Currency Volatility (VXY) 8.77 -3.73%
  • Smart Money Flow Index 11,275.39 -.46%
  • Money Mkt Mutual Fund Assets $2.551 Trillion -.20%
  • AAII % Bulls 30.45 +8.29%
  • AAII % Bears 34.93 -19.01%
Futures Spot Prices
  • CRB Index 300.69 +.36%
  • Crude Oil 91.40 +1.26%
  • Reformulated Gasoline 293.10 +4.90%
  • Natural Gas 2.88 -5.33%
  • Heating Oil 292.61 +1.18%
  • Gold 1,690.30 -1.10%
  • Bloomberg Base Metals Index 189.97 -2.80%
  • Copper 336.75 -1.98%
  • US No. 1 Heavy Melt Scrap Steel 315.0 USD/Ton -9.4%
  • China Iron Ore Spot 116.70 USD/Ton +.43%
  • Lumber 286.40 -.17%
  • UBS-Bloomberg Agriculture 1,744.80 +.81%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.30% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0152 -.66%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.11 +.03%
  • Citi US Economic Surprise Index -36.20 +14.8 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 9/13
  • US Dollar Index 82.37 -.28%
  • Yield Curve 132.0 +2 basis points
  • 10-Year US Treasury Yield 1.56% +1 basis point
  • Federal Reserve's Balance Sheet $2.834 Trillion +.03%
  • U.S. Sovereign Debt Credit Default Swap 45.50 +.87%
  • Illinois Municipal Debt Credit Default Swap 229.0 -3.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 251.40 -3.92%
  • Emerging Markets Sovereign Debt CDS Index 233.05 -8.64%
  • Saudi Sovereign Debt Credit Default Swap 103.31 -2.99%
  • Iraq Sovereign Debt Credit Default Swap 454.74 +8.15%
  • China Blended Corporate Spread Index 454.0 -13 basis points
  • 10-Year TIPS Spread 2.16% +8 basis points
  • TED Spread 36.25 +1.75 basis points
  • 2-Year Swap Spread 20.25 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -39.5 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 103.40 -4.52%
  • European Financial Sector Credit Default Swap Index 245.42 -8.40%
  • Emerging Markets Credit Default Swap Index 247.46 +.94%
  • CMBS Super Senior AAA 10-Year Treasury Spread 149.0 -6 basis points
  • M1 Money Supply $2.327 Trillion unch.
  • Commercial Paper Outstanding 1,034.40 +3.20%
  • 4-Week Moving Average of Jobless Claims 365,500 -1,800
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.55% +6 basis points
  • Weekly Mortgage Applications 945.70 +.22%
  • Bloomberg Consumer Comfort -39.7 -1.2 points
  • Weekly Retail Sales +1.6% -10 basis points
  • Nationwide Gas $3.57/gallon +.08/gallon
  • U.S. Cooling Demand Next 7 Days 16.0% above normal
  • Baltic Dry Index 852.0 -8.68%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
  • Rail Freight Carloads 250,319 +1.56%
Best Performing Style
  • Large-Cap Value +.29%
Worst Performing Style
  • Small-Cap Growth -1.25%
Leading Sectors
  • Networking +3.01%
  • Construction +2.28%
  • Semi +1.53%
  • Steel +1.45%
  • Hospital +1.23%
Lagging Sectors
  • Disk Drive -3.48%
  • Biotech -3.85%
  • HMO -5.97%
  • I-Banking -6.22%
  • Education -8.09%
Weekly High-Volume Stock Gainers (29)
  • SHAW, CRUS, AH, ELLI, MDAS, FSLR, SNCR, IDCC, MDSO, IPGP, CODE, TRS, MIC, DIN, MTZ, KBALB, KLIC, FNGN, DOLE, NFP, ECOL, BNNY, SLCA, ACAS, ONE, FET, HBI, MED and ROP
Weekly High-Volume Stock Losers (45)
  • LF, CENT, NYX, BCOR, TECH, AEGR, TNS, SBUX, HOS, CSTR, CRAY, LQDT, AUXL, MGRC, DWA, AWI, BBRG, PPO, FB, HUM, RPXC, LPSN, KRA, MG, SEE, CNW, INT, LOGM, LPLA, COH, SLXP, ENR, TWGP, CHEF, DRIV, TRLG, ANF, ADVS, LUFK, ADNC, RXN, FARO, ACTG, INCY and ARO
Weekly Charts
ETFs
Stocks
*5-Day Change

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