Friday, July 08, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,343.80 +1.75%
  • DJIA 12,657.20 +1.96%
  • NASDAQ 2,859.81 +3.11%
  • Russell 2000 852.57 +3.04%
  • Wilshire 5000 14,115.20 +1.96%
  • Russell 1000 Growth 625.86 +2.68%
  • Russell 1000 Value 676.64 +1.07%
  • Morgan Stanley Consumer 779.59 +1.16%
  • Morgan Stanley Cyclical 1,101.58 +1.50%
  • Morgan Stanley Technology 673.74 +2.44%
  • Transports 5,548.66 +2.30%
  • Utilities 436.75 +.75%
  • MSCI Emerging Markets 47.98 +1.65%
  • Lyxor L/S Equity Long Bias Index 1,047.52 +2.77%
  • Lyxor L/S Equity Variable Bias Index 891.46 +1.51%
  • Lyxor L/S Equity Short Bias Index 595.07 -4.48%
Sentiment/Internals
  • NYSE Cumulative A/D Line 131,235 +2.21%
  • Bloomberg New Highs-Lows Index +37 -249
  • Bloomberg Crude Oil % Bulls 33.0 +32.0%
  • CFTC Oil Net Speculative Position 138,390 +2.85%
  • CFTC Oil Total Open Interest 1,522,391 -.13%
  • Total Put/Call 1.02 +10.87%
  • OEX Put/Call 1.41 unch.
  • ISE Sentiment 87.0 -20.18%
  • NYSE Arms 2.01 +148.14%
  • Volatility(VIX) 15.95 -3.45%
  • G7 Currency Volatility (VXY) 10.50 -1.59%
  • Smart Money Flow Index 10,556.70 +2.67%
  • Money Mkt Mutual Fund Assets $2.687 Trillion +.10%
  • AAII % Bulls 41.77 +9.03%
  • AAII % Bears 24.68 -18.25%
Futures Spot Prices
  • CRB Index 343.55 +1.63%
  • Crude Oil 96.20 +1.14%
  • Reformulated Gasoline 309.26 +4.33%
  • Natural Gas 4.20 -3.95%
  • Heating Oil 309.64 +5.43%
  • Gold 1,541.60 +2.72%
  • Bloomberg Base Metals 262.55 +3.12%
  • Copper 441.20 +3.34%
  • US No. 1 Heavy Melt Scrap Steel 416.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,762 Yuan/Ton +.49%
  • UBS-Bloomberg Agriculture 1,684.93 +4.45%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.8% -10 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.99 unch.
  • Citi US Economic Surprise Index -91.40 -6.2 points
  • Fed Fund Futures imply 21.8% chance of no change, 78.2% chance of 25 basis point cut on 8/9
  • US Dollar Index 75.18 +1.19%
  • Yield Curve 263.0 -8 basis points
  • 10-Year US Treasury Yield 3.03% -15 basis points
  • Federal Reserve's Balance Sheet $2.854 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 49.98 -.51%
  • Illinois Municipal Debt Credit Default Swap 179.0 -10.7%
  • Western Europe Sovereign Debt Credit Default Swap Index 252.0 +12.25%
  • Emerging Markets Sovereign Debt CDS Index 165.12 +12.41 -5.71%
  • Saudi Sovereign Debt Credit Default Swap 95.07 +.60%
  • Iraqi 2028 Government Bonds 91.32 +.49%
  • 10-Year TIPS Spread 2.31% -9 basis points
  • TED Spread 23.0 unch.
  • N. America Investment Grade Credit Default Swap Index 93.01 +3.29%
  • Euro Financial Sector Credit Default Swap Index 131.95 +20.40%
  • Emerging Markets Credit Default Swap Index 208.69 +2.11%
  • CMBS Super Senior AAA 10-Year Treasury Spread 179.0 -18 basis points
  • M1 Money Supply $1.955 Trillion +.47%
  • Business Loans 642.80 -.29%
  • 4-Week Moving Average of Jobless Claims 424,800 -.70%
  • Continuing Claims Unemployment Rate 2.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.60% +9 basis points
  • Weekly Mortgage Applications 507.0 -5.22%
  • Bloomberg Consumer Comfort -45.5 -1.6 points
  • Weekly Retail Sales +3.80% +30 basis points
  • Nationwide Gas $3.59/gallon +.03/gallon
  • U.S. Cooling Demand Next 7 Days 15.0% above normal
  • Baltic Dry Index 1,449 +1.90%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 236,988 +.94%
Best Performing Style
  • Small-Cap Growth +3.46%
Worst Performing Style
  • Large-Cap Value +1.07%
Leading Sectors
  • Education +9.39%
  • Disk Drives +6.38%
  • Gaming +4.56%
  • REITs +4.22%
  • Internet +3.96%
Lagging Sectors
  • Banks +.04%
  • Telecom -.13%
  • I-Banks -.29%
  • Alternative Energy -.74%
  • Oil Tankers -2.33%
Weekly High-Volume Stock Gainers (11)
  • BLUD, AMN, MLI, ABFS, KCI, AIR, ARJ, EBIX, ASCMA, TROX and USNA
Weekly High-Volume Stock Losers (4)
  • FRC, BABY, NTCT and LL
Weekly Charts
ETFs
Stocks
*5-Day Change

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