Friday, July 22, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,345.02 +2.19%
  • DJIA 12,681.10 +1.61%
  • NASDAQ 2,858.83 +2.47%
  • Russell 2000 841.82 +1.57%
  • Wilshire 5000 14,096.42 +2.1%
  • Russell 1000 Growth 627.99 +2.2%
  • Russell 1000 Value 673.69 +2.07%
  • Morgan Stanley Consumer 768.37 -.02%
  • Morgan Stanley Cyclical 1,071.84 +.15%
  • Morgan Stanley Technology 662.65 +2.03%
  • Transports 5,428.24 +1.60%
  • Utilities 439.23 +1.67%
  • MSCI Emerging Markets 47.59 +1.66%
  • Lyxor L/S Equity Long Bias Index 1,027.58 +.07%
  • Lyxor L/S Equity Variable Bias Index 895.04 +.25%
  • Lyxor L/S Equity Short Bias Index 593.14 -1.91%
Sentiment/Internals
  • NYSE Cumulative A/D Line 130,124 +1.29%
  • Bloomberg New Highs-Lows Index 86 +219
  • Bloomberg Crude Oil % Bulls 41.0 -4.6%
  • CFTC Oil Net Speculative Position 154,947 +2.69%
  • CFTC Oil Total Open Interest 1,493,882 -2.88%
  • Total Put/Call .83 -23.15%
  • OEX Put/Call 1.82 +85.71%
  • ISE Sentiment 127.0 +108.20%
  • NYSE Arms .95 -22.76%
  • Volatility(VIX) 17.52 -10.29%
  • G7 Currency Volatility (VXY) 10.83 -5.91%
  • Smart Money Flow Index 10,506.51 +1.74%
  • Money Mkt Mutual Fund Assets $2.672 Trillion-.90%
  • AAII % Bulls 39.86 +1.40%
  • AAII % Bears 30.61 +4.65%
Futures Spot Prices
  • CRB Index 347.93 +.47%
  • Crude Oil 99.87 +2.08%
  • Reformulated Gasoline 313.01 -.39%
  • Natural Gas 4.40 -3.28%
  • Heating Oil 312.80 -.03%
  • Gold 1,601.50 +.44%
  • Bloomberg Base Metals 263.43 +2.09%
  • Copper 441.0 -.18%
  • US No. 1 Heavy Melt Scrap Steel 416.67 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,823 Yuan/Ton +.69%
  • UBS-Bloomberg Agriculture 1,743.02 +1.63%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.7% unch.
  • S&P 500 EPS Estimates 1 Year Mean 95.90 +.03%
  • Citi US Economic Surprise Index -92.80 +7.1 points
  • Fed Fund Futures imply 13.7% chance of no change, 86.3% chance of 25 basis point cut on 8/9
  • US Dollar Index 74.24 -1.17%
  • Yield Curve 257.0 +2 basis points
  • 10-Year US Treasury Yield 2.96% +5 basis points
  • Federal Reserve's Balance Sheet $2.855 Trillion -.23%
  • U.S. Sovereign Debt Credit Default Swap 52.94 -5.12%
  • Illinois Municipal Debt Credit Default Swap 191.0 +3.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 285.17 -2.06%
  • Emerging Markets Sovereign Debt CDS Index 179.58 -5.27%
  • Saudi Sovereign Debt Credit Default Swap 91.96 -4.58%
  • Iraqi 2028 Government Bonds 91.01 +.20%
  • 10-Year TIPS Spread 2.37% +8 basis points
  • TED Spread 22.0 -2 basis points
  • N. America Investment Grade Credit Default Swap Index 93.08 -4.12%
  • Euro Financial Sector Credit Default Swap Index 135.52 -14.11%
  • Emerging Markets Credit Default Swap Index 212.15 -4.52%
  • CMBS Super Senior AAA 10-Year Treasury Spread 195.0 unch.
  • M1 Money Supply $1.976 Trillion -1.05%
  • Business Loans 647.50 -.34%
  • 4-Week Moving Average of Jobless Claims 421,300 -.60%
  • Continuing Claims Unemployment Rate 2.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.52% +1 basis point
  • Weekly Mortgage Applications 556.0 +15.52%
  • Bloomberg Consumer Comfort -43.30 +.6 point
  • Weekly Retail Sales +4.6% -80 basis points
  • Nationwide Gas $3.69/gallon +.02/gallon
  • U.S. Cooling Demand Next 7 Days 28.0% above normal
  • Baltic Dry Index 1,323 -2.22%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 230,324 +19.57%
Best Performing Style
  • Large-Cap Growth +2.21%
Worst Performing Style
  • Small-Cap Value +1.47%
Leading Sectors
  • I-Banking +6.55%
  • Coal +6.10%
  • Oil Services +5.18%
  • Computer Services +4.16%
  • Semis +3.73%
Lagging Sectors
  • Telecom -.08%
  • Hospitals -.15%
  • HMOs -.31%
  • Oil Tankers -1.76%
  • Airlines -4.82%
Weekly High-Volume Stock Gainers (16)
  • IDCC, HK, SXC, SFN, NLC, CNS, ETFC, PDC, MHS, RRC, PPDI, MANH, CLX, ANGO, AOS and ESRX
Weekly High-Volume Stock Losers (12)
  • GHL, LNCR, INFA, FLIR, END, BRO, AVY, VIVO, AMAG, SKYW, FTNT and WBMD
Weekly Charts
ETFs
Stocks
*5-Day Change

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