Friday, August 20, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,071.69 -.70%
  • DJIA 10,213.62 -.87%
  • NASDAQ 2,179.76 +.29%
  • Russell 2000 610.78 +.21%
  • Wilshire 5000 11,036.34 -.51%
  • Russell 1000 Growth 479.36 -.07%
  • Russell 1000 Value 549.16 -1.03%
  • Morgan Stanley Consumer 660.88 -1.34%
  • Morgan Stanley Cyclical 819.86 -.80%
  • Morgan Stanley Technology 541.42 +2.23%
  • Transports 4,209.28 +.18%
  • Utilities 385.63 -.53%
  • MSCI Emerging Markets 41.0 +.89%
  • Lyxor L/S Equity Long Bias Index 953.89 -.70%
  • Lyxor L/S Equity Variable Bias Index 844.40 -.23%
  • Lyxor L/S Equity Short Bias Index 836.31 +1.84%
Sentiment/Internals
  • NYSE Cumulative A/D Line +93,321 +.97%
  • Bloomberg New Highs-Lows Index -176 +105
  • Bloomberg Crude Oil % Bulls 32.0 +90.88%
  • CFTC Oil Net Speculative Position +62,056 +2.85%
  • CFTC Oil Total Open Interest 1,267,340 -.57%
  • Total Put/Call 1.03 +5.10%
  • OEX Put/Call 1.22 +54.43%
  • ISE Sentiment 81.0 +19.12%
  • NYSE Arms 1.75 +47.06%
  • Volatility(VIX) 25.49 -2.86%
  • G7 Currency Volatility (VXY) 12.07 -2.03%
  • Smart Money Flow Index 9,060.18 +.35%
  • Money Mkt Mutual Fund Assets $2.826 Trillion +.1%
  • AAII % Bulls 30.11 -24.27%
  • AAII % Bears 42.47 +41.0%
Futures Spot Prices
  • CRB Index 261.01 -.65%
  • Crude Oil 73.82 -2.57%
  • Reformulated Gasoline 192.51 -.90%
  • Natural Gas 4.12 -4.26%
  • Heating Oil 197.10 -1.33%
  • Gold 1,228.80 +1.03%
  • Bloomberg Base Metals 204.71 -1.21%
  • Copper 331.15 +1.30%
  • US No. 1 Heavy Melt Scrap Steel 296.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,259 Yuan/Ton +.16%
  • S&P GSCI Agriculture 374.11 -.56%
Economy
  • ECRI Weekly Leading Economic Index 120.80 -.98%
  • Citi US Economic Surprise Index -59.00 -1.6 points
  • Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point cut on 9/21
  • US Dollar Index 83.06 +.05%
  • Yield Curve 212.0 -2 basis points
  • 10-Year US Treasury Yield 2.61% -6 basis points
  • Federal Reserve's Balance Sheet $2.297 Trillion -.59%
  • U.S. Sovereign Debt Credit Default Swap 46.75 -2.89%
  • U.S. Municipal CDS Index 224.0 +.48%
  • Western Europe Sovereign Debt Credit Default Swap Index 144.92 +5.96%
  • 10-Year TIPS Spread 1.59% -6 basis points
  • TED Spread 18.0 -4 basis points
  • N. America Investment Grade Credit Default Swap Index 109.95 +1.82%
  • Euro Financial Sector Credit Default Swap Index 120.35 +4.89%
  • Emerging Markets Credit Default Swap Index 234.25 +2.52%
  • CMBS Super Senior AAA 10-Year Treasury Spread 267.0 -8 basis points
  • M1 Money Supply $1.734 Trillion -.16%
  • Business Loans 605.10 +.05%
  • 4-Week Moving Average of Jobless Claims 482,500 +1.7%
  • Continuing Claims Unemployment Rate 3.5% unch.
  • Average 30-Year Mortgage Rate 4.42% -2 basis points
  • Weekly Mortgage Applications 829.70 +12.99%
  • ABC Consumer Confidence -45 +2 points
  • Weekly Retail Sales +2.80% -20 basis points
  • Nationwide Gas $2.72/gallon -.05
  • U.S. Cooling Demand Next 7 Days 23.0% above normal
  • Baltic Dry Index 2,644 +8.49%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 unch.
  • Rail Freight Carloads 233,767 +1.11%
  • Iraqi 2028 Government Bonds 87.23 +1.55%
Best Performing Style
  • Mid-Cap Growth +.99%
Worst Performing Style
  • Large-Cap Value -1.03%
Leading Sectors
  • Agriculture +4.50%
  • Restaurants +2.12%
  • Disk Drives +1.95%
  • Internet +1.87%
  • Software +1.57%
Lagging Sectors
  • Energy -2.33%
  • Banks -2.46%
  • Oil Service -2.90%
  • HMOs -2.97%
  • Education -7.78%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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