Friday, July 29, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,292.28 -3.92%
  • DJIA 12,143.20 -4.24%
  • NASDAQ 2,756.38 -3.58%
  • Russell 2000 797.03 -5.32%
  • Wilshire 5000 13,518.10 -4.10%
  • Russell 1000 Growth 603.08 -3.97%
  • Russell 1000 Value 646.24 -4.07%
  • Morgan Stanley Consumer 740.19 -3.67%
  • Morgan Stanley Cyclical 1,011.45 -5.63%
  • Morgan Stanley Technology 634.97 -4.18%
  • Transports 5,194.45 -4.50%
  • Utilities 431.17 -1.84%
  • MSCI Emerging Markets 46.95 -1.33%
  • Lyxor L/S Equity Long Bias Index 1,038.89 +.60%
  • Lyxor L/S Equity Variable Bias Index 896.37 +.18%
  • Lyxor L/S Equity Short Bias Index 593.30 +.17%
Sentiment/Internals
  • NYSE Cumulative A/D Line 122,987 -5.48%
  • Bloomberg New Highs-Lows Index -410 -496
  • Bloomberg Crude Oil % Bulls 34.0 -17.07%
  • CFTC Oil Net Speculative Position 158,767 +2.47%
  • CFTC Oil Total Open Interest 1,506,662 +.86%
  • Total Put/Call 1.21 +45.78%
  • OEX Put/Call 1.50 -17.58%
  • ISE Sentiment 117.0 -7.87%
  • NYSE Arms 1.19 +25.26%
  • Volatility(VIX) 25.25 +44.12%
  • G7 Currency Volatility (VXY) 11.72 +8.22%
  • Smart Money Flow Index 10,316.58 -1.81%
  • Money Mkt Mutual Fund Assets $2.634 Trillion-1.40%
  • AAII % Bulls 37.84 -5.07%
  • AAII % Bears 31.42 +2.65%
Futures Spot Prices
  • CRB Index 342.08 -1.68%
  • Crude Oil 95.70 -4.12%
  • Reformulated Gasoline 305.79 -1.24%
  • Natural Gas 4.14 -5.04%
  • Heating Oil 309.94 -1.25%
  • Gold 1,631.20 +1.82%
  • Bloomberg Base Metals 264.67 +.47%
  • Copper 447.95 +1.76%
  • US No. 1 Heavy Melt Scrap Steel 417.50 USD/Ton +.20%
  • China Hot Rolled Domestic Steel Sheet 4,832 Yuan/Ton +.19%
  • UBS-Bloomberg Agriculture 1,697.02 -2.64%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 2.0% +30 basis points
  • S&P 500 EPS Estimates 1 Year Mean 95.87 -.03%
  • Citi US Economic Surprise Index -91.40 +1.4 points
  • Fed Fund Futures imply 24.5% chance of no change, 75.5% chance of 25 basis point cut on 8/9
  • US Dollar Index 73.74 -.67%
  • Yield Curve 244.0 -13 basis points
  • 10-Year US Treasury Yield 2.80% -16 basis points
  • Federal Reserve's Balance Sheet $2.848 Trillion -.28%
  • U.S. Sovereign Debt Credit Default Swap 62.06 +17.22%
  • Illinois Municipal Debt Credit Default Swap 194.0 +1.54%
  • Western Europe Sovereign Debt Credit Default Swap Index 284.50 -.23%
  • Emerging Markets Sovereign Debt CDS Index 168.87 -5.96%
  • Saudi Sovereign Debt Credit Default Swap 96.0 +4.39%
  • Iraqi 2028 Government Bonds 91.03 +.01%
  • 10-Year TIPS Spread 2.44% +7 basis points
  • TED Spread 16.0 -6 basis points
  • N. America Investment Grade Credit Default Swap Index 95.48 +2.58%
  • Euro Financial Sector Credit Default Swap Index 150.81 +11.29%
  • Emerging Markets Credit Default Swap Index 212.41 +.12%
  • CMBS Super Senior AAA 10-Year Treasury Spread 199.0 +4 basis points
  • M1 Money Supply $1.976 Trillion +.03%
  • Business Loans 648.80 +.17%
  • 4-Week Moving Average of Jobless Claims 413,800 -2.0%
  • Continuing Claims Unemployment Rate 2.9% unch.
  • Average 30-Year Mortgage Rate 4.55% +3 basis points
  • Weekly Mortgage Applications 528.0 -5.04%
  • Bloomberg Consumer Comfort -46.80 -3.5 points
  • Weekly Retail Sales +4.2% -40 basis points
  • Nationwide Gas $3.71/gallon +.02/gallon
  • U.S. Cooling Demand Next 7 Days 33.0% above normal
  • Baltic Dry Index 1,264 -4.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 232,181 +.81%
Best Performing Style
  • Large-Cap Growth -3.97%
Worst Performing Style
  • Small-Cap Growth -5.90%
Leading Sectors
  • Utilities -1.84%
  • Gaming -2.11%
  • Road & Rail -2.13%
  • Tobacco -2.18%
  • Drugs -2.41%
Lagging Sectors
  • Steel -6.20%
  • Airlines -7.52%
  • HMOs -10.51%
  • Networking -11.49%
  • Disk Drives -12.29%
Weekly High-Volume Stock Gainers (19)
  • ATHN, RGR, SANM, CPHD, EM, QCOR, SKX, CROX, VLTR, LXK, GEOY, ECYT, GPI, RNOW, KEYN, GLF, ININ, HLX and GRA
Weekly High-Volume Stock Losers (48)
  • CR, KEM, WSO, SBRA, SSNC, USTR, GPN, ACW, OLN, LIFE, CHE, TUP, RBC, BGS, GTI, BAS, CSL, WAT, NUVA, SLAB, EW, SCOR, MOH, BCR, OMI, LII, NEOG, BMC, ACO, RCII, HGR, WIRE, PSSI, PVTB, BRKR, PFCB, MMSI, ILMN, UIS, AKAM, ALR, HCA, JNPR, HRC, AKS, IPHI, AVID and SSYS
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: