Weekly Scoreboard*

Indices

• S&P 500 1,592.43 -2.11%

• DJIA 14,799.40 -1.80%

• NASDAQ 3,357.24 -1.94%

• Russell 2000 963.68 -1.80%

• S&P 500 High Beta 24.56 -2.0%

• Value Line Geometric(broad market) 413.20 -2.27%

• Russell 1000 Growth 723.04 -2.40%

• Russell 1000 Value 811.68 -2.07%

• Morgan Stanley Consumer 979.21 -2.57%

• Morgan Stanley Cyclical 1,172.66 -3.37%

• Morgan Stanley Technology 744.35 -1.41%

• Transports 6,110.43 -3.16%

• Utilities 471.77 -2.79%

• Bloomberg European Bank/Financial Services 88.17 -5.38%

• MSCI Emerging Markets 37.56 -5.37%

• HFRX Equity Hedge 1,091.96 -.48%

• HFRX Equity Market Neutral 939.19 -.71%

Sentiment/Internals

• NYSE Cumulative A/D Line 183,123 -.97%

• Bloomberg New Highs-Lows Index -986 -680

• Bloomberg Crude Oil % Bulls 17.65 -16.78%

• CFTC Oil Net Speculative Position 298,735 +10.71%

• CFTC Oil Total Open Interest 1,868,964 +2.92%

• Total Put/Call 1.16 -1.69%

• OEX Put/Call 1.16 +61.11%

• ISE Sentiment 78.0 -30.97%

• NYSE Arms .92 -47.43%

• Volatility(VIX) 18.90 +10.20%

• S&P 500 Implied Correlation 57.62 +1.80%

• G7 Currency Volatility (VXY) 11.35 +6.57%

• Emerging Markets Currency Volatility (EM-VXY) 11.71 +17.93%

• Smart Money Flow Index 11,396.76 -3.86%

• Money Mkt Mutual Fund Assets $2.587 Trillion -.96%

• AAII % Bulls 37.5 +13.6%

• AAII % Bears 30.0 -13.4%

Futures Spot Prices

• CRB Index 278.08 -2.83%

• Crude Oil 93.69 -4.28%

• Reformulated Gasoline 276.17 -4.5%

• Natural Gas 3.77 +.43%

• Heating Oil 284.41 -3.96%

• Gold 1,292.0 -7.08%

• Bloomberg Base Metals Index 181.59 -3.48%

• Copper 309.55 -3.14%

• US No. 1 Heavy Melt Scrap Steel 327.0 USD/Ton unch.

• China Iron Ore Spot 118.60 USD/Ton +4.40%

• Lumber 288.90 +2.05%

• UBS-Bloomberg Agriculture 1,482.47 -.36%

Economy

• ECRI Weekly Leading Economic Index Growth Rate 6.2% -40 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.2493 +2.43%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.80 +.23%

• Citi US Economic Surprise Index -12.0 +17.7 points

• Citi Emerging Markets Economic Surprise Index -43.70 +4.7 points

• Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 7/31

• US Dollar Index 82.32 +2.1%

• Euro/Yen Carry Return Index 133.91 +2.3%

• Yield Curve 216.0 +30 basis points

• 10-Year US Treasury Yield 2.53% +40 basis points

• Federal Reserve's Balance Sheet $3.427 Trillion +1.8%

• U.S. Sovereign Debt Credit Default Swap 29.55 +8.8%

• Illinois Municipal Debt Credit Default Swap 179.0 +13.0%

• Western Europe Sovereign Debt Credit Default Swap Index 95.0 +6.8%
  

• Emerging Markets Sovereign Debt CDS Index 246.07 +18.3%
  

• Israel Sovereign Debt Credit Default Swap 127.74 +11.1%

• China Blended Corporate Spread Index 411.0 +10 basis points

• 10-Year TIPS Spread 1.94% -12 basis points

• TED Spread 23.25 unch.

• 2-Year Swap Spread 20.0 +4.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -13.25 -1.25 basis points

• N. America Investment Grade Credit Default Swap Index 92.26 +11.8%
  

• European Financial Sector Credit Default Swap Index 180.46 +13.0%
  

• Emerging Markets Credit Default Swap Index 377.07 +26.6%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 -17.0 basis points

• M1 Money Supply $2.508 Trillion -4.17%

• Commercial Paper Outstanding 1,037.80 +.30%

• 4-Week Moving Average of Jobless Claims 348,300 +3,000

• Continuing Claims Unemployment Rate 2.3% unch.

• Average 30-Year Mortgage Rate 3.93% -5 basis points

• Weekly Mortgage Applications 648.90 -3.25%

• Bloomberg Consumer Comfort -29.4 +1.9 points

• Weekly Retail Sales +2.90% +10 basis points

• Nationwide Gas $3.59/gallon -.03/gallon

• Baltic Dry Index 1,027 +14.11%

• China (Export) Containerized Freight Index 1,017.08 -1.73%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.

• Rail Freight Carloads 254,266 +.64%

Best Performing Style

• Small-Cap Growth -1.7%

Worst Performing Style

• Mid-Cap Value -2.7%

Leading Sectors

• HMOs +1.3%

• I-Banking +.2%

• Internet +.1%

• Banks unch.

• Oil Service -.8%

Lagging Sectors

• REITs -5.2% 

• Hospitals -5.5%

• Coal -6.0%

• Homebuilders -8.6%

• Gold & Silver -10.9%

Weekly High-Volume Stock Gainers (9)

• STML, ICPT, VSTM, STAA, FNSR, MGI, UFPI, NTRI and TRBAA

Weekly High-Volume Stock Losers (6)

• WSTC, JW/A, MYGN, ECPG, TTEK and ACRE

Weekly Charts
ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change