Friday, July 09, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,077.93 +4.92%
  • DJIA 10,197.72 +4.78%
  • NASDAQ 2,196.45 +4.52%
  • Russell 2000 629.41 +4.05%
  • Wilshire 5000 11,115.42 +4.82%
  • Russell 1000 Growth 478.87 +4.69%
  • Russell 1000 Value 555.58 +5.12%
  • Morgan Stanley Consumer 661.94 +4.03%
  • Morgan Stanley Cyclical 819.19 +5.93%
  • Morgan Stanley Technology 542.01 +5.03%
  • Transports 4,160.90 +3.45%
  • Utilities 377.97 +6.03%
  • MSCI Emerging Markets 39.67 +5.42%
  • Lyxor L/S Equity Long Bias Index 937.59 -1.88%
  • Lyxor L/S Equity Variable Bias Index 842.75 -.69%
  • Lyxor L/S Equity Short Bias Index 915.55 +3.98%
Sentiment/Internals
  • NYSE Cumulative A/D Line +84,890 +5.26%
  • Bloomberg New Highs-Lows Index -115 +240
  • Bloomberg Crude Oil % Bulls 53.0 +152.4%
  • CFTC Oil Net Speculative Position +26,215 -29.38%
  • CFTC Oil Total Open Interest 1,271,853 +.97%
  • Total Put/Call .88 -29.60%
  • OEX Put/Call .65 -45.83%
  • ISE Sentiment 115.0 +19.79%
  • NYSE Arms .82 -9.19%
  • Volatility(VIX) 24.98 -24.16%
  • G7 Currency Volatility (VXY) 12.15 -10.99%
  • Smart Money Flow Index 8,585.03 +1.83%
  • Money Mkt Mutual Fund Assets $2.830 Trillion +.6%
  • AAII % Bulls 20.94 -15.15%
  • AAII % Bears 57.07 +35.91%
Futures Spot Prices
  • CRB Index 260.62 +1.72%
  • Crude Oil 76.41 +5.13%
  • Reformulated Gasoline 207.29 +4.11%
  • Natural Gas 4.42 -8.08%
  • Heating Oil 203.50 +5.33%
  • Gold 1,211.50 +.93%
  • Bloomberg Base Metals 189.16 +2.93%
  • Copper 306.80 +5.78%
  • US No. 1 Heavy Melt Scrap Steel 323.33 USD/Ton -3.96%
  • China Hot Rolled Domestic Steel Sheet 3,909 Yuan/Ton -2.08%
  • S&P GSCI Agriculture 318.31 +3.52%
Economy
  • ECRI Weekly Leading Economic Index 121.50 -.65%
  • Citi US Economic Surprise Index -19.60 +.3 point
  • Fed Fund Futures imply 69.0% chance of no change, 31.0% chance of 25 basis point cut on 8/10
  • US Dollar Index 83.94 -.92%
  • Yield Curve 242.0 +7 basis points
  • 10-Year US Treasury Yield 3.05% +7 basis points
  • Federal Reserve's Balance Sheet $2.314 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 36.60 +1.30%
  • U.S. Municipal CDS Index 247.0 -3.74%
  • Western Europe Sovereign Debt Credit Default Swap Index 123.17 -19.23%
  • 10-Year TIPS Spread 1.84% +7 basis points
  • TED Spread 38.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 112.68 -7.30%
  • Euro Financial Sector Credit Default Swap Index 117.39 -19.21%
  • Emerging Markets Credit Default Swap Index 246.39 -10.79%
  • CMBS Super Senior AAA 10-Year Treasury Spread 283.0 +11 basis points
  • M1 Money Supply $1.746 Trillion +1.16%
  • Business Loans 599.80 +.13%
  • 4-Week Moving Average of Jobless Claims 466,000 -.3%
  • Continuing Claims Unemployment Rate 3.4% -20 basis points
  • Average 30-Year Mortgage Rate 4.57% -1 basis point
  • Weekly Mortgage Applications 721.50 +6.75%
  • ABC Consumer Confidence -42 -1 point
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $2.71/gallon -.04/gallon
  • U.S. Cooling Demand Next 7 Days 21.0% above normal
  • Baltic Dry Index 1,940 -17.48%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 -15.0%
  • Rail Freight Carloads 231,286 +1.79%
  • Iraqi 2028 Government Bonds 82.31 +.95%
Best Performing Style
  • Mid-Cap Value +5.33%
Worst Performing Style
  • Small-Cap Growth +4.03%
Leading Sectors
  • Coal +10.39%
  • Banks +8.10%
  • Agriculture +7.57%
  • Construction +7.29%
  • Networking +6.33%
Lagging Sectors
  • Gold +2.84%
  • Papers +2.12%
  • Telecom +1.93%
  • Retail +1.72%
  • Hospitals -.43%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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