Weekly Scoreboard*

Indices

• S&P 500 1,680.19 +2.96%

• DJIA 15,464.30 +2.17%

• NASDAQ 3,600.08 +3.47%

• Russell 2000 1,036.52 +3.10%

• S&P 500 High Beta 26.17 +2.79%

• Value Line Geometric(broad market) 441.88 +3.23%

• Russell 1000 Growth 766.34 +3.07%

• Russell 1000 Value 856.52 +2.90%

• Morgan Stanley Consumer 1,034.15 +3.73%

• Morgan Stanley Cyclical 1,244.81 +3.52%

• Morgan Stanley Technology 787.02 +3.95%

• Transports 6,436.93 +2.34%

• Utilities 498.03 +4.42%

• Bloomberg European Bank/Financial Services 92.83 +1.99%

• MSCI Emerging Markets 39.0 +3.30%

• HFRX Equity Hedge 1,116.61 +1.14%

• HFRX Equity Market Neutral 936.49 -.23%

Sentiment/Internals

• NYSE Cumulative A/D Line 191,194 +2.37%

• Bloomberg New Highs-Lows Index 893 +889

• Bloomberg Crude Oil % Bulls 50.0 +50.02%

• CFTC Oil Net Speculative Position 305,392 +5.45%

• CFTC Oil Total Open Interest 1,818,204 +2.73%

• Total Put/Call .89 -5.32%

• OEX Put/Call .78 -55.68%

• ISE Sentiment 72.0 -25.77%

• NYSE Arms .80 +23.07%

• Volatility(VIX) 13.84 -7.05%

• S&P 500 Implied Correlation 52.76 +.06%

• G7 Currency Volatility (VXY) 10.80 -1.55%

• Emerging Markets Currency Volatility (EM-VXY) 10.26 -6.13%

• Smart Money Flow Index 11,491.87 +.67%

• Money Mkt Mutual Fund Assets $2.620 Trillion +.92%

• AAII % Bulls 48.9 +16.5%

• AAII % Bears 18.3 -23.2%

Futures Spot Prices

• CRB Index 286.66 +2.12%

• Crude Oil 105.9 +2.24%

• Reformulated Gasoline 311.75 +7.50%

• Natural Gas 3.64 +.66%

• Heating Oil 302.94 +1.16%

• Gold 1,277.60 +4.52%

• Bloomberg Base Metals Index 184.86 +1.59%

• Copper 315.50 +2.65%

• US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton -3.76%

• China Iron Ore Spot 126.80 USD/Ton +3.43%

• Lumber 316.0 +2.43%

• UBS-Bloomberg Agriculture 1,431.75 +1.31%

Economy

• ECRI Weekly Leading Economic Index Growth Rate 4.6% -70 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.1217 -.91%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.35 +.37%

• Citi US Economic Surprise Index -11.70 +2.3 points

• Citi Emerging Markets Economic Surprise Index -37.70 -3.4 points

• Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31

• US Dollar Index 82.99 -1.73%

• Euro/Yen Carry Return Index 135.15 -.15%

• Yield Curve 224.0 -10 basis points

• 10-Year US Treasury Yield 2.58% -16 basis points

• Federal Reserve's Balance Sheet $3.462 Trillion +.34%

• U.S. Sovereign Debt Credit Default Swap 26.34 -7.79%

• Illinois Municipal Debt Credit Default Swap 182.0 +8.98%

• Western Europe Sovereign Debt Credit Default Swap Index 96.0 unch.
  

• Emerging Markets Sovereign Debt CDS Index 237.0 -4.49%
  

• Israel Sovereign Debt Credit Default Swap 115.0 -4.56%

• Egypt Sovereign Debt Credit Default Swap 655.39 -15.3%

• China Blended Corporate Spread Index 385.0 -23 basis points

• 10-Year TIPS Spread 2.05% -2 basis points

• TED Spread 23.75 +.5 basis point

• 2-Year Swap Spread 17.5 -.25 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -11.0 unch.

• N. America Investment Grade Credit Default Swap Index 78.84 -8.44%
  

• European Financial Sector Credit Default Swap Index 158.68 -4.07%
  

• Emerging Markets Credit Default Swap Index 319.48 -7.83%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.

• M1 Money Supply $2.537 Trillion +1.11%

• Commercial Paper Outstanding 990.50 -4.40%

• 4-Week Moving Average of Jobless Claims 351,800 +6,300

• Continuing Claims Unemployment Rate 2.3% unch.

• Average 30-Year Mortgage Rate 4.51% +22 basis points

• Weekly Mortgage Applications 533.30 -4.0%

• Bloomberg Consumer Comfort -27.3 +.2 point

• Weekly Retail Sales +3.0% +20 basis points

• Nationwide Gas $3.55/gallon +.07/gallon

• Baltic Dry Index 1,149 +4.55%

• China (Export) Containerized Freight Index 1,034.91 n/a

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%

• Rail Freight Carloads 205,597 -17.65%

Best Performing Style

• Mid-Cap Growth +3.3%

Worst Performing Style

• Small-Cap Value +2.9%

Leading Sectors

• Homebuilders +7.8%

• Coal +6.3%

• Biotech +6.1%

• Internet +4.8%

• Utilities +4.4%

Lagging Sectors

• Oil Tankers +1.6% 

• Restaurants +1.4%

• Medical Equipment +1.3%

• Banks +.9%

• Computer Services +.6%

Weekly High-Volume Stock Gainers (7)

• BPI, PSIX, NUS, VPO, JNY, FDO and WWW

Weekly High-Volume Stock Losers (3)

• BABY, ISRG and XXIA

Weekly Charts
ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change