Indices
S&P 500 1,278.38 -3.0%
DJIA 11,346.51 -4.19%
NASDAQ 2,315.63 -3.76%
Russell 2000 698.14 -3.80%
Wilshire 5000 13,019.88 -3.13%
Russell 1000 Growth 553.92 -3.01%
Russell 1000 Value 676.23 -3.21%
Morgan Stanley Consumer 648.60 -2.93%
Morgan Stanley Cyclical 859.97 -5.42%
Morgan Stanley Technology 559.64 -3.97%
Transports 4,909.12 -5.49%
Utilities 506.99 -2.29%
MSCI Emerging Markets 135.20 -2.69 %
Sentiment/Internals
NYSE Cumulative A/D Line 47,110 -8.26%
Bloomberg New Highs-Lows Index -1099 -67.8%
Bloomberg Crude Oil % Bulls 38.0 +31.03%
CFTC Oil Large Speculative Longs 211,137 +3.6%
Total Put/Call 1.11 -13.95%
OEX Put/Call 1.0 -30.07%
ISE Sentiment 112.0 +47.37%
NYSE Arms .90 -33.82%
Volatility(VIX) 23.44 +2.49%
G7 Currency Volatility (VXY) 10.11 +2.02%
Smart Money Flow Index 8,081.35 -3.55%
AAII % Bulls 31.25 -5.25%
AAII % Bears 52.27 +14.28%
Futures Spot Prices
Crude Oil 140.21 +4.08%
Reformulated Gasoline 350.12 +2.19%
Natural Gas 13.20 +.63%
Heating Oil 390.66 +3.69%
Gold 931.30 +3.16%
Base Metals 246.92 -.38%
Copper 387.80 +1.28%
Agriculture 483.47 +3.0%
Economy
10-year US Treasury Yield 3.97% -20 basis points
10-year TIPS Spread 2.53% +3 basis points
TED Spread 1.13 +18 basis points
N. Amer. Investment Grade Credit Default Swap Index 141.57 +17.97%
Emerging Markets Credit Default Swap Index 255.43 +7.05%
Citi US Economic Surprise Index +7.50 -39.0%
Fed Fund Futures 24.7% chance of 25 hike, 75.3% chance of no move on 8/5
Iraqi 2028 Govt Bonds 72.54 -1.18%
4-Wk MA of Jobless Claims 378,300 +.6%
Average 30-year Mortgage Rate 6.45% +3 basis points
Weekly Mortgage Applications 461,300 -9.26%
Weekly Retail Sales +2.4%
Nationwide Gas $4.07/gallon -.01/gallon.
US Cooling Demand Next 7 Days 5.0% above normal
ECRI Weekly Leading Economic Index 131.70 -.68%
US Dollar Index 72.36 -.92%
Baltic Dry Index 9,599 +1.81%
CRB Index 464.40 +1.98%
Best Performing Style
Large-cap Growth -3.02%
Worst Performing Style
Small-cap Value -4.47%
Leading Sectors
Oil Service +3.21%
Energy 1.31%
Drugs +.83%
Hospitals -.65%
Medical Equipment -.80%
Lagging Sectors
I-Banks -5.60%
Wireless -6.48%
Alternative Energy -7.58%
Airlines -10.52%
Gaming -11.40%
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