Friday, August 12, 2011

Weekly Scoreboard*


Indices

  • S&P 500 1,178.81 -1.72%
  • DJIA 11,269.0 -1.53%
  • NASDAQ 2,507.98 -.96%
  • Russell 2000 697.50 -2.40%
  • Wilshire 5000 12,259.90 -1.57%
  • Russell 1000 Growth 533.30 -.87%
  • Russell 1000 Value 582.83 -2.12%
  • Morgan Stanley Consumer 690.35 -1.66%
  • Morgan Stanley Cyclical 881.21 -2.29%
  • Morgan Stanley Technology 581.28 -.95%
  • Transports 4,622.58 -1.51%
  • Utilities 411.21 -.85%
  • MSCI Emerging Markets 40.96 -4.74%
  • Lyxor L/S Equity Long Bias Index 980.83 -4.89%
  • Lyxor L/S Equity Variable Bias Index 866.81 -2.78%
  • Lyxor L/S Equity Short Bias Index 649.28 +6.65%
Sentiment/Internals
  • NYSE Cumulative A/D Line 118,241 -.69%
  • Bloomberg New Highs-Lows Index -558 +746
  • Bloomberg Crude Oil % Bulls 41.0 +57.7%
  • CFTC Oil Net Speculative Position 135,718 -7.91%
  • CFTC Oil Total Open Interest 1,564,480 +2.32%
  • Total Put/Call 1.09 -12.10%
  • OEX Put/Call 1.42 +13.60%
  • ISE Sentiment 96.0 +14.29%
  • NYSE Arms 1.15 +101.75%
  • Volatility(VIX) 36.36 +14.84%
  • G7 Currency Volatility (VXY) 13.28 +6.92%
  • Smart Money Flow Index 9,755.63 +.55%
  • Money Mkt Mutual Fund Assets $2.621 Trillion +2.10%
  • AAII % Bulls 33.43 +23.09%
  • AAII % Bears 44.78 -10.17%
Futures Spot Prices
  • CRB Index 326.53 -.08%
  • Crude Oil 85.37 -2.18%
  • Reformulated Gasoline 281.85 +.02%
  • Natural Gas 4.06 +2.86%
  • Heating Oil 291.07 -1.41%
  • Gold 1,748.60 +4.91%
  • Bloomberg Base Metals 239.70 -3.29%
  • Copper 402.0 -3.12%
  • US No. 1 Heavy Melt Scrap Steel 420.0 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 4,824 Yuan/Ton -.43%
  • UBS-Bloomberg Agriculture 1,687.73 +.57%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 1.7% -40 basis points
  • S&P 500 EPS Estimates 1 Year Mean 96.19 +.08%
  • Citi US Economic Surprise Index -79.10 -3.0 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 8/9
  • US Dollar Index 74.60 +.09%
  • Yield Curve 207.0 -20 basis points
  • 10-Year US Treasury Yield 2.26% -30 basis points
  • Federal Reserve's Balance Sheet $2.856 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 52.50 -5.22%
  • Illinois Municipal Debt Credit Default Swap 233.0 +16.01%
  • Western Europe Sovereign Debt Credit Default Swap Index 295.17 -.34%
  • Emerging Markets Sovereign Debt CDS Index 236.08 +10.9%
  • Saudi Sovereign Debt Credit Default Swap 105.42 +5.56%
  • Iraqi 2028 Government Bonds 85.71 -5.42%
  • 10-Year TIPS Spread 2.24% unch.
  • TED Spread 28.0 +1 basis point
  • N. America Investment Grade Credit Default Swap Index 114.55 +8.29%
  • Euro Financial Sector Credit Default Swap Index 208.44 +18.70%
  • Emerging Markets Credit Default Swap Index 275.60 +10.77%
  • CMBS Super Senior AAA 10-Year Treasury Spread 122.0 +23 basis points
  • M1 Money Supply $2.099 Trillion +5.04%
  • Business Loans 656.10 +95%
  • 4-Week Moving Average of Jobless Claims 405,000 -.80%
  • Continuing Claims Unemployment Rate 2.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.32% -7 basis points
  • Weekly Mortgage Applications 688.0 +21.71%
  • Bloomberg Consumer Comfort -49.10 -1.5 points
  • Weekly Retail Sales +4.80% +50 basis points
  • Nationwide Gas $3.61/gallon -.09/gallon
  • U.S. Cooling Demand Next 7 Days 11.0% above normal
  • Baltic Dry Index 1,277 +.71%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 235,568 -2.06%
Best Performing Style
  • Mid-Cap Growth +.14%
Worst Performing Style
  • Small-Cap Value -3.55%
Leading Sectors
  • Gold & Silver +5.35%
  • Steel +2.44%
  • REITs +2.23%
  • HMOs +1.50%
  • Coal +1.49%
Lagging Sectors
  • Homebuilders -4.67%
  • I-Banks -6.0%
  • Oil Tankers -6.70%
  • Banks -8.93%
  • Education -8.96%
Weekly High-Volume Stock Gainers (52)
  • MCHX, RES, CREE, BSFT, CF, MAKO, PANL, PEGA, MRX, QNST, LOPE, KELYA, CHD, CBOE, HUN, JOE, CNK, GET, RL, ATNI, VIA, AAON, CSCO, CNS, LMNX, DW, TDG, TRH, SUSS, HME, MG, ESS, PSA, AVB, EP, HHC, ABVT, APH, CNSL, UVV, EAT, PRGO, ICE, MFB, FRT, VGR, FFG, MRO, FLR, WERN, NDAQ and O
Weekly High-Volume Stock Losers (177)
  • ATPG, SIGI, DNB, NILE, COST, LORL, HD, PLOW, DSW, BLT, LFUS, ECOL, CPB, ANR, NFP, ORA, BF/B, REN, FFIC, KBW, ARO, OC, PL, NTLS, EBS, LUK, LNC, JLL, SIRO, CLNY, ABM, MTSC, MCO, PRK, SLE, CORE, NFG, HI, GVA, SHLD, GPRE, KWR, SUN, WFSL, PLT, LRN, AXE, ULTI, VLY, VRNT, BOKF, ASNA, CGX, AEL, ALC, STT, CHSP, EWBC, WABC, NAVG, PRGS, UPL, JW/A, IBI, TTWO, CAR, VMC, HST, APO, AH, COH, FICO, LHO, ATU, DIS, ACM, PEB, MET, NIHD, RMBS, OZRK, DRQ, NTRS, AIN, RWT, SPLS, KOP, APEI, TG, BID, ALEX, ALR, FII, CATY, PLFE, WBS, CSC, TOL, HAR, FMER, HR, MYRG, KOS, WMS, CYN, NSIT, DRE, EDMC, KALU, LBY, IILG, PHH, FCE/A, TDS, TSRA, TTMI, URS, C, DLB, CSGP, BK, CEC, MOV, KFY, OXPS, SUP, SCHW, BECN, MHP, ITMN, ACTV, MDVN, DISH, SF, TCB, CVC, AMRC, IGTE, PEI, SAPE, ARGN, BGG, ASEI, SLXP, LQDT, CMA, EXP, FOR, CIR, UEIC, DTSI, TLEO, ESC, SIVB, IPAR, KAR, CNW, EXH, JRCC, PKY, WTW, ENS, FOSL, SPR, GTY, DRC, BKD, QUAD, AIMC, DGI, DGIT, TNDM, SYKE, SGNT, AOL, ZOLL and ENOC
Weekly Charts
ETFs
Stocks
*5-Day Change

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