Weekly Scoreboard*

Indices

• S&P 500 1,970.89 -5.77%

• DJIA 16,459.75 -5.82%

• NASDAQ 4,706.04 -6.78%

• Russell 2000 1,156.79 -4.61%

• S&P 500 High Beta 29.59 -7.59%

• Goldman 50 Most Shorted 120.14 -8.27% 

• Wilshire 5000 20,585.55 -5.63%

• Russell 1000 Growth 957.23 -5.72%

• Russell 1000 Value 952.28 -5.73%

• S&P 500 Consumer Staples 489.37 -4.81%

• Solactive US Cyclical 120.72 -5.81%

• Morgan Stanley Technology 997.15 -7.12%

• Transports 7,872.06 -5.37%

• Utilities 597.65 -1.10%

• Bloomberg European Bank/Financial Services 107.70 -6.65%

• MSCI Emerging Markets 33.51 -4.82%

• HFRX Equity Hedge 1,180.02 -1.43%

• HFRX Equity Market Neutral 1,007.65 -.32%

Sentiment/Internals

• NYSE Cumulative A/D Line 226,584 -2.64%

• Bloomberg New Highs-Lows Index -1040 -647

• Bloomberg Crude Oil % Bulls 24.39 -28.58%

• CFTC Oil Net Speculative Position 225,843 -8.6%

• CFTC Oil Total Open Interest 1,676,233 -3.47%

• Total Put/Call 1.68 +66.34%

• OEX Put/Call 2.84 +234.12%

• ISE Sentiment 60.0 -31.0%

• NYSE Arms 2.89 +151.30%

• Volatility(VIX) 28.03 +118.47%

• S&P 500 Implied Correlation 57.94 +4.49%

• G7 Currency Volatility (VXY) 9.59 +5.38%

• Emerging Markets Currency Volatility (EM-VXY) 11.40 +6.05%

• Smart Money Flow Index 17,021.57 +.24%

• ICI Money Mkt Mutual Fund Assets $2.686 Trillion +.41%

• ICI US Equity Weekly Net New Cash Flow -$2.294 Billion

• AAII % Bulls 26.8 -11.9%

• AAII % Bears 33.3 -7.8%

Futures Spot Prices

• CRB Index 191.34 -3.35%

• Crude Oil 40.45 -4.1%

• Reformulated Gasoline 154.81 -6.42%

• Natural Gas 2.67 -4.80%

• Heating Oil 146.24 -5.74%

• Gold 1,159.20 +4.15%

• Bloomberg Base Metals Index 145.17 -2.20%

• Copper 230.35 -1.69%

• US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton -9.0%

• China Iron Ore Spot 56.10 USD/Ton -1.13%

• Lumber 245.40 -3.39%

• UBS-Bloomberg Agriculture 1,019.45 -2.15%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -.4% -60.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index .1524 -6.39%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.25 +.05%

• Citi US Economic Surprise Index -18.2 -13.8 points

• Citi Eurozone Economic Surprise Index 16.9 +8.1 points

• Citi Emerging Markets Economic Surprise Index -8.6 -2.3 points

• Fed Fund Futures imply 66.0% chance of no change, 34.0% chance of 25 basis point hike on 9/17
• # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.02 +9.24%

• US Dollar Index 94.99 -1.67%

• Euro/Yen Carry Return Index 144.93 +.48%

• Yield Curve 142.0 -5.0 basis points

• 10-Year US Treasury Yield 2.04% -16.0 basis points

• Federal Reserve's Balance Sheet $4.449 Trillion -.04%

• U.S. Sovereign Debt Credit Default Swap 16.0 -3.03%

• Illinois Municipal Debt Credit Default Swap 248.0 +8.95%

• Western Europe Sovereign Debt Credit Default Swap Index 23.66 +5.74%

• Asia Pacific Sovereign Debt Credit Default Swap Index 81.52 +16.17%
  

• Emerging Markets Sovereign Debt CDS Index 329.56 +7.12%
  

• Israel Sovereign Debt Credit Default Swap 72.50 +8.39%

• Iraq Sovereign Debt Credit Default Swap 746.44 +8.98%

• Russia Sovereign Debt Credit Default Swap 419.24 +11.4%

• iBoxx Offshore RMB China Corporates High Yield Index 118.51 -.73%

• 10-Year TIPS Spread 1.54% -9.0 basis points

• TED Spread 31.25 +8.25 basis points

• 2-Year Swap Spread 22.75 -1.5 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -18.0 +2.75 basis points

• N. America Investment Grade Credit Default Swap Index 82.12 +6.92%

• America Energy Sector High-Yield Credit Default Swap Index 1,871.0 -1.56%

• European Financial Sector Credit Default Swap Index 83.82 +9.74%
  

• Emerging Markets Credit Default Swap Index 354.99 +3.44%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 101.0 -2.0 basis points

• M1 Money Supply $3.048 Trillion -2.17%

• Commercial Paper Outstanding 1,057.0 -.20%

• 4-Week Moving Average of Jobless Claims 271,500 +5,250

• Continuing Claims Unemployment Rate 1.7% unch.

• Average 30-Year Mortgage Rate 3.93% -1 basis point

• Weekly Mortgage Applications 411.70 +3.57%

• Bloomberg Consumer Comfort 41.1 +.4 point

• Weekly Retail Sales +1.70% -20.0 basis points

• Nationwide Gas $2.63/gallon -.02/gallon

• Baltic Dry Index 1,014.0 -3.89%

• China (Export) Containerized Freight Index 844.42 +3.03%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.

• Rail Freight Carloads 276,443 +.74%

Best Performing Style

• Small-Cap Value -4.1%

Worst Performing Style

• Large-Cap Growth -5.7%

Leading Sectors

• Gold & Silver +5.1%

• Coal +4.8%

• Homebuilders +.5%

• Utilities -.7%

• Telecom -1.5%

Lagging Sectors

• Semis -7.7% 

• Social Media -8.1%

• Energy -8.1%

• Gaming -8.6%

• Alternative Energy -10.0%

Weekly High-Volume Stock Gainers (11)

• OMER, ZU, CTRN, KMPH, NPBC, LZB, TECD, IQNT, SLH, DAR and CENTA

Weekly High-Volume Stock Losers (12)

• DV, URBN, PRTY, HAIN, BPMC, AEO, AZPN, EL, TFM, AAVL, SSI and LOCO

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change