Weekly Scoreboard*

Indices

• S&P 500 2,134.72 -1.52%

• DJIA 18,107.80 -1.31%

• NASDAQ 5,133.62 -1.40%

• Russell 2000 1,225.09 -1.17%

• S&P 500 High Beta 32.29 +.53%

• Goldman 50 Most Shorted 115.63 -.74% 

• Wilshire 5000 22,078.50 -1.42%

• Russell 1000 Growth 1,026.37 -1.83%

• Russell 1000 Value 1,030.25 -1.17%

• S&P 500 Consumer Staples 539.94 -2.75%

• Solactive US Cyclical 136.83 -2.96%

• Morgan Stanley Technology 1,165.88 -1.54%

• Transports 7,842.30 -.55%

• Utilities 658.06 -.62%

• Bloomberg European Bank/Financial Services 79.53 -.05%

• MSCI Emerging Markets 37.38 +1.95%

• HFRX Equity Hedge 1,142.46 +1.18%

• HFRX Equity Market Neutral 1,001.35 +.53%

Sentiment/Internals

• NYSE Cumulative A/D Line 271,585 +1.06%

• Bloomberg New Highs-Lows Index 354 +265

• Bloomberg Crude Oil % Bulls 20.0 +16.7%

• CFTC Oil Net Speculative Position 341,288 n/a

• CFTC Oil Total Open Interest 1,787,891 n/a

• Total Put/Call 1.16 +20.0%

• OEX Put/Call 1.86 +314.55%

• ISE Sentiment 73.0 -12.35%

• NYSE Arms .93 +10.61%

• Volatility(VIX) 16.39 +22.25%

• S&P 500 Implied Correlation 52.47 +11.82%

• G7 Currency Volatility (VXY) 9.91 -1.39%

• Emerging Markets Currency Volatility (EM-VXY) 10.06 +2.97%

• Smart Money Flow Index 19,550.71 +.14%

• ICI Money Mkt Mutual Fund Assets $2.695 Trillion -1.08%

• ICI US Equity Weekly Net New Cash Flow -$3.780 Billion

• AAII % Bulls 29.8 +4.0%

• AAII % Bears 28.5 -9.6%

Futures Spot Prices

• CRB Index 182.53 +2.43%

• Crude Oil 46.0 +5.42%

• Reformulated Gasoline 136.57 +6.65%

• Natural Gas 2.79 -.42%

• Heating Oil 143.16 +2.86%

• Gold 1,329.70 +1.20%

• Bloomberg Base Metals Index 148.54 -.30%

• Copper 208.95 +.41%

• US No. 1 Heavy Melt Scrap Steel 209.33 USD/Ton unch.

• China Iron Ore Spot 57.78 USD/Ton -2.71%

• Lumber 309.40 -.29%

• UBS-Bloomberg Agriculture 1,142.67 +2.99%

Economy

• Atlanta Fed GDPNow Forecast +3.3% -20.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +8.3% +20.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index .0820 -2.86%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.44 -.13%

• Citi US Economic Surprise Index -4.9 -5.5 points

• Citi Eurozone Economic Surprise Index -18.7 -14.6 points

• Citi Emerging Markets Economic Surprise Index -11.60 -6.7 points

• Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point hike on 9/21

• US Dollar Index 95.37 -.54%
• MSCI Emerging Markets Currency Index 1,555.21 +1.35%

• Euro/Yen Carry Return Index 120.43 -.59%

• Yield Curve 89.0 +7.0 basis points

• 10-Year US Treasury Yield 1.67% +7.0 basis points

• Federal Reserve's Balance Sheet $4.419 Trillion +.04%

• U.S. Sovereign Debt Credit Default Swap 25.52 -2.72%

• Illinois Municipal Debt Credit Default Swap 355.0 -.17%

• Western Europe Sovereign Debt Credit Default Swap Index 24.64 +.29%

• Asia Pacific Sovereign Debt Credit Default Swap Index 37.75 -1.96%
  

• Emerging Markets Sovereign Debt CDS Index 104.07 -2.87%
  

• Israel Sovereign Debt Credit Default Swap 68.34 +.51%

• Iraq Sovereign Debt Credit Default Swap 733.73 -.05%

• Russia Sovereign Debt Credit Default Swap 202.0 -4.52%

• iBoxx Offshore RMB China Corporate High Yield Index 131.63 +.18%

• 10-Year TIPS Spread 1.51% +3.0 basis points
  

• TED Spread 49.0 -3.0 basis points

• 2-Year Swap Spread 26.25 +1.75 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -28.5 +10.25 basis points

• N. America Investment Grade Credit Default Swap Index 74.02 +2.67%

• America Energy Sector High-Yield Credit Default Swap Index 662.0 -3.98%

• European Financial Sector Credit Default Swap Index 87.78 +.02%
  

• Emerging Markets Credit Default Swap Index 238.31 -1.63%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 139.0 +1.5 basis points
  

• M1 Money Supply $3.330 Trillion -.73%

• Commercial Paper Outstanding 982.70 +.1%

• 4-Week Moving Average of Jobless Claims 261,250 -1,750

• Continuing Claims Unemployment Rate 1.6% unch.

• Average 30-Year Mortgage Rate 3.44% -2.0 basis points

• Weekly Mortgage Applications 549.90 +.86%

• Bloomberg Consumer Comfort 44.0 +.6 point

• Weekly Retail Sales +.8% +40.0 basis points

• Nationwide Gas $2.18/gallon -.03/gallon

• Baltic Dry Index 792.0 +10.0%

• China (Export) Containerized Freight Index 702.65 +1.16%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.1%

• Rail Freight Carloads 265.709 -1.59%

Best Performing Style

• Small-Cap Value -.9%

Worst Performing Style

• Large -Cap Growth -1.7%

Leading Sectors

• Hospitals +3.5%

• Gaming +2.4%

• Airlines +2.4%

• Energy +1.8%

• HMOs +.5%

Lagging Sectors

• Construction -2.9% 

• Foods -3.2%

• Steel -3.6%

• Homebuilders -4.1%

• Semis -5.1%

Weekly High-Volume Stock Gainers (24)

• CLCD, CPHD, NAV, RTRX, PI, SE, SGMS, APA, CVGW, FRAN, TLRD, SRAQ, APIC, AGX, TIVO, CTMX, AIR, VRNT, TCMD, TRUP, CPE, FNSR, VLS and DO

Weekly High-Volume Stock Losers (21)

• IPHI OLLI, CTLT, SWHC, THRM, PLAY,  RMBS, SCTY, NX, CASY, SYNT, AIRM, JW/A, HDS, ADPT, SFM, PAY, WAT, TSCO, HOME and DVAX

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change