Weekly Scoreboard*

Indices

• S&P 500 1,960.96 -.10%

• DJIA 16,851.84 -.56%

• NASDAQ 4,397.93 +.68%

• Russell 2000 1,189.50 +.09%

• S&P 500 High Beta 33.22 +.42%

• Wilshire 5000 20,558.10 -.08%

• Russell 1000 Growth 910.50 +.28%

• Russell 1000 Value 992.94 -.45%

• S&P 500 Consumer Staples 459.49 -1.36%

• Morgan Stanley Cyclical 1,593.82 -.09%

• Morgan Stanley Technology 957.57 +.29%

• Transports 8,175.52 -.36%

• Utilities 571.71 +.93%

• Bloomberg European Bank/Financial Services 106.52 -3.6%

• MSCI Emerging Markets 43.18 -.50%

• HFRX Equity Hedge 1,174.77 -.02%
• HFRX Equity Market Neutral 961.52 -.15%

Sentiment/Internals

• NYSE Cumulative A/D Line 228,353 +.39%

• Bloomberg New Highs-Lows Index 159 -569

• Bloomberg Crude Oil % Bulls 39.39 -21.22%

• CFTC Oil Net Speculative Position 458,969 +.40%

• CFTC Oil Total Open Interest 1,720,856 -.05%

• Total Put/Call .83 +7.79%

• OEX Put/Call 3.50 +253.54%

• ISE Sentiment 141.0 +63.95%

• NYSE Arms 1.48 +40.95%

• Volatility(VIX) 11.26 +3.78%

• S&P 500 Implied Correlation 49.83 +2.98%

• G7 Currency Volatility (VXY) 5.38 -1.10%

• Emerging Markets Currency Volatility (EM-VXY) 5.86 -1.84%

• Smart Money Flow Index 11,436.68 unch.

• ICI Money Mkt Mutual Fund Assets $2.556 Trillion +.20%
• ICI US Equity Weekly Net New Cash Flow -$2.193 Billion

• AAII % Bulls 37.2 +5.8%
• AAII % Bears 21.1 -12.6%

Futures Spot Prices

• CRB Index 310.82 -.67%

• Crude Oil 105.74 -1.45%

• Reformulated Gasoline 309.88 -.98%

• Natural Gas 4.41 -3.18%

• Heating Oil 299.76 -1.80%

• Gold 1,320.0 +.39%

• Bloomberg Base Metals Index 197.01 +1.71%

• Copper 314.90 +1.04%

• US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.

• China Iron Ore Spot 94.90 USD/Ton +3.04%

• Lumber 337.50 +2.58%

• UBS-Bloomberg Agriculture 1,472.18 -1.0%

Economy

• ECRI Weekly Leading Economic Index Growth Rate 4.4% -10.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index .1242 -4.4%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.94 +.10%

• Citi US Economic Surprise Index -23.70 -13.5 points

• Citi Emerging Markets Economic Surprise Index -6.10 +2.2 points

• Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 7/30

• US Dollar Index 80.04 -.36%

• Euro/Yen Carry Return Index 144.54 -.26%

• Yield Curve 207.0 -8.0 basis points

• 10-Year US Treasury Yield 2.53% -8.0 basis points

• Federal Reserve's Balance Sheet $4.326 Trillion unch.

• U.S. Sovereign Debt Credit Default Swap 16.97 -2.83%

• Illinois Municipal Debt Credit Default Swap 160.0 +3.23%

• Western Europe Sovereign Debt Credit Default Swap Index 28.67 -1.78%

• Asia Pacific Sovereign Debt Credit Default Swap Index 73.35 -1.60%
  

• Emerging Markets Sovereign Debt CDS Index 188.44 -3.32%
  

• Israel Sovereign Debt Credit Default Swap 77.23 +2.97%
• Iraq Sovereign Debt Credit Default Swap 329.65 +.90%

• Russia Sovereign Debt Credit Default Swap 173.99 -8.11%

• China Blended Corporate Spread Index 312.94 +.54%

• 10-Year TIPS Spread 2.26% -1.0 basis points

• TED Spread 21.50 +1.25 basis points

• 2-Year Swap Spread 12.75 -2.0 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -1.0 basis point

• N. America Investment Grade Credit Default Swap Index 57.68 +2.73%
  

• European Financial Sector Credit Default Swap Index 65.52 +10.41%
  

• Emerging Markets Credit Default Swap Index 235.79 +.03%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 -1.0 basis point

• M1 Money Supply $2.831 Trillion -.11%

• Commercial Paper Outstanding 1,054.80 +1.20%

• 4-Week Moving Average of Jobless Claims 314,250 +2,500

• Continuing Claims Unemployment Rate 2.0% +10 basis points

• Average 30-Year Mortgage Rate 4.14% -3 basis points

• Weekly Mortgage Applications 348.10 -1.0%

• Bloomberg Consumer Comfort 37.1 unch.

• Weekly Retail Sales +3.40% unch.

• Nationwide Gas $3.68/gallon +.03/gallon

• Baltic Dry Index 824.0 -8.85%

• China (Export) Containerized Freight Index 1,092.11 -.99%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +20.0%

• Rail Freight Carloads 272,553 +.85%

Best Performing Style

• Large-Cap Growth +.3%

Worst Performing Style

• Large-Cap Value -.5%

Leading Sectors

• Oil Tankers +2.5%

• Homebuliders +2.2%

• Gaming +1.8%

• Education +1.3%

• Utilities +.9%

Lagging Sectors

• Construction -1.4% 

• Road & Rail -1.6%

• Hospitals -2.3%

• Coal -2.3%

• Tobacco -3.2%

Weekly High-Volume Stock Gainers (25)

• VRTX, AERI, SQBG, XONE, IRM, VCYT, TEG, TNC, KMX, SBGI, MEI, HBI, BKS, TWOU, PSG, APOG, GTN, CARA, IXYS, TAM, VHC, AMBA, SGNT, CONE and TREE

Weekly High-Volume Stock Losers (19)

• GIS, GMC, KND, TSCO, DRI, OC, SEAS, REGN, XXIA, EXL, BBBY, TPH, TRGP, VLO, HFC, SCS, DGI, SWHC and WWWW

Weekly Charts
ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change