Friday, July 30, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,101.60 -.09%
  • DJIA 10,465.94 +.40%
  • NASDAQ 2,254.70 -.65%
  • Russell 2000 650.89 +.04%
  • Wilshire 5000 11,372.08 -.13%
  • Russell 1000 Growth 490.63 -.59%
  • Russell 1000 Value 566.35 +.28%
  • Morgan Stanley Consumer 676.04 -.35%
  • Morgan Stanley Cyclical 858.29 -.83%
  • Morgan Stanley Technology 555.55 -1.40%
  • Transports 4,422.94 +1.22%
  • Utilities 385.53 -.32%
  • MSCI Emerging Markets 41.22 +.85%
  • Lyxor L/S Equity Long Bias Index 959.70 +1.07%
  • Lyxor L/S Equity Variable Bias Index 848.79 +.54%
  • Lyxor L/S Equity Short Bias Index 861.65 -2.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line +92,376 +2.69%
  • Bloomberg New Highs-Lows Index +34 +45
  • Bloomberg Crude Oil % Bulls 33.0 +13.79%
  • CFTC Oil Net Speculative Position +44,313 +22.60%
  • CFTC Oil Total Open Interest 1,240,029 +2.13%
  • Total Put/Call .80 -3.61%
  • OEX Put/Call 1.37 -52.26%
  • ISE Sentiment 102.0 -10.53%
  • NYSE Arms 1.21 +18.63%
  • Volatility(VIX) 23.50 +.13%
  • G7 Currency Volatility (VXY) 11.24 -8.69%
  • Smart Money Flow Index 8,810.75 +1.09%
  • Money Mkt Mutual Fund Assets $2.801 Trillion +.10%
  • AAII % Bulls 40.0 +24.38%
  • AAII % Bears 33.33 -25.98%
Futures Spot Prices
  • CRB Index 274.35 +2.90%
  • Crude Oil 78.95 +.07%
  • Reformulated Gasoline 212.24 +.35%
  • Natural Gas 4.92 +8.38%
  • Heating Oil 208.81 +.49%
  • Gold 1,183.90 -.79%
  • Bloomberg Base Metals 204.72 +3.84%
  • Copper 331.15 +3.57%
  • US No. 1 Heavy Melt Scrap Steel 322.96 USD/Ton -.11%
  • China Hot Rolled Domestic Steel Sheet 4,217 Yuan/Ton +1.91%
  • S&P GSCI Agriculture 354.14 +6.78%
Economy
  • ECRI Weekly Leading Economic Index 121.10 +.41%
  • Citi US Economic Surprise Index -37.4 -.4 point
  • Fed Fund Futures imply 66.20% chance of no change, 33.80% chance of 25 basis point cut on 8/10
  • US Dollar Index 81.54 -1.12%
  • Yield Curve 236.0 -4 basis points
  • 10-Year US Treasury Yield 2.91% -8 basis points
  • Federal Reserve's Balance Sheet $2.308 Trillion -.31%
  • U.S. Sovereign Debt Credit Default Swap 36.84 +1.45%
  • U.S. Municipal CDS Index 207.88 -4.87%
  • Western Europe Sovereign Debt Credit Default Swap Index 114.92 -10.05%
  • 10-Year TIPS Spread 1.77% unch.
  • TED Spread 31.0 -4 basis points
  • N. America Investment Grade Credit Default Swap Index 104.88 -2.36%
  • Euro Financial Sector Credit Default Swap Index 99.62 -17.86%
  • Emerging Markets Credit Default Swap Index 213.55 -7.63%
  • CMBS Super Senior AAA 10-Year Treasury Spread 253.0 -14 basis points
  • M1 Money Supply $1.706 Trillion +.06%
  • Business Loans 591.20 -.72%
  • 4-Week Moving Average of Jobless Claims 452,500 -1.0%
  • Continuing Claims Unemployment Rate 3.6% +10 basis points
  • Average 30-Year Mortgage Rate 4.54% -2 basis points
  • Weekly Mortgage Applications 720.60 -4.37%
  • ABC Consumer Confidence -48 -3 points
  • Weekly Retail Sales +2.80% -10 basis points
  • Nationwide Gas $2.74/gallon +.02
  • U.S. Cooling Demand Next 7 Days 17.0% above normal
  • Baltic Dry Index 1,942 +7.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
  • Rail Freight Carloads 230,443 +1.22%
  • Iraqi 2028 Government Bonds 84.06 +.44%
Best Performing Style
  • Small-Cap Value +.43%
Worst Performing Style
  • Mid-Cap Growth -.77%
Leading Sectors
  • Hospitals +2.77%
  • HMOs +2.77%
  • Airlines +2.32%
  • REITs +1.98%
  • I-Banks +1.88%
Lagging Sectors
  • Steel -2.39%
  • Networking -3.07%
  • Disk Drives -3.07%
  • Oil Tankers -4.49%
  • Education -4.80%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: