Friday, July 16, 2010

Weekly Scoreboard*


Indices

  • S&P 500 1,064.88 -1.21%
  • DJIA 10,097.90 -.98%
  • NASDAQ 2,179.05 -.79%
  • Russell 2000 610.39 -3.02%
  • Wilshire 5000 10,959.58 -1.40%
  • Russell 1000 Growth 474.19 -.98%
  • Russell 1000 Value 546.91 -1.56%
  • Morgan Stanley Consumer 658.98 -.45%
  • Morgan Stanley Cyclical 808.50 -1.31%
  • Morgan Stanley Technology 544.93 +.54%
  • Transports 4,119.0 -1.0%
  • Utilities 377.65 -.08%
  • MSCI Emerging Markets 39.12 -1.39%
  • Lyxor L/S Equity Long Bias Index 951.82 +2.45%
  • Lyxor L/S Equity Variable Bias Index 847.27 +.75%
  • Lyxor L/S Equity Short Bias Index 854.11 -3.84%
Sentiment/Internals
  • NYSE Cumulative A/D Line +85,875 -.90%
  • Bloomberg New Highs-Lows Index -129 -14
  • Bloomberg Crude Oil % Bulls 24.0 -54.7%
  • CFTC Oil Net Speculative Position +34,645 +32.16%
  • CFTC Oil Total Open Interest 1,276,328 +.35%
  • Total Put/Call 1.10 +25.0%
  • OEX Put/Call 1.18 +81.54%
  • ISE Sentiment 66.0 -42.61%
  • NYSE Arms 5.65 +589.02%
  • Volatility(VIX) 26.25 +5.08%
  • G7 Currency Volatility (VXY) 12.54 +.41%
  • Smart Money Flow Index 8,721.14 +1.59%
  • Money Mkt Mutual Fund Assets $2.816 Trillion -.5%
  • AAII % Bulls 39.37 +88.01%
  • AAII % Bears 37.80 -33.77%
Futures Spot Prices
  • CRB Index 262.22 +.61%
  • Crude Oil 76.01 -.58%
  • Reformulated Gasoline 204.85 -1.33%
  • Natural Gas 4.52 +2.08%
  • Heating Oil 201.13 -1.22%
  • Gold 1,188.20 -2.0%
  • Bloomberg Base Metals 189.40 +.13%
  • Copper 292.95 -4.54%
  • US No. 1 Heavy Melt Scrap Steel 323.33 USD/Ton unch.
  • China Hot Rolled Domestic Steel Sheet 3,889 Yuan/Ton -.51%
  • S&P GSCI Agriculture 332.19 +4.36%
Economy
  • ECRI Weekly Leading Economic Index 120.60 unch.
  • Citi US Economic Surprise Index -33.50 -13.9 points
  • Fed Fund Futures imply 63.40% chance of no change, 36.60% chance of 25 basis point cut on 8/10
  • US Dollar Index 82.48 -1.74%
  • Yield Curve 233.0 -9 basis points
  • 10-Year US Treasury Yield 2.92% -13 basis points
  • Federal Reserve's Balance Sheet $2.324 Trillion +.42%
  • U.S. Sovereign Debt Credit Default Swap 38.11 +4.14%
  • U.S. Municipal CDS Index 224.5 -9.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 133.53 -.12%
  • 10-Year TIPS Spread 1.72% -12 basis points
  • TED Spread 38.0 unch.
  • N. America Investment Grade Credit Default Swap Index 110.61 -1.84%
  • Euro Financial Sector Credit Default Swap Index 125.91 +7.26%
  • Emerging Markets Credit Default Swap Index 245.73 -.27%
  • CMBS Super Senior AAA 10-Year Treasury Spread 269.0 -14 basis points
  • M1 Money Supply $1.727 Trillion -1.09%
  • Business Loans 593.30 -1.08%
  • 4-Week Moving Average of Jobless Claims 455,300 -2.5%
  • Continuing Claims Unemployment Rate 3.7% +30 basis points
  • Average 30-Year Mortgage Rate 4.57% unch.
  • Weekly Mortgage Applications 700.30 -2.94%
  • ABC Consumer Confidence -44 -2 points
  • Weekly Retail Sales +3.1% +10 basis points
  • Nationwide Gas $2.72/gallon +.01/gallon
  • U.S. Cooling Demand Next 7 Days 32.0% above normal
  • Baltic Dry Index 1,700 -12.37%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 45.0 +5.88%
  • Rail Freight Carloads 192,954 -16.57%
  • Iraqi 2028 Government Bonds 83.56 +1.13%
Best Performing Style
  • Large-Cap Growth -.98%
Worst Performing Style
  • Small-Cap Value -3.14%
Leading Sectors
  • Networking +3.73%
  • Agriculture +2.49%
  • Wireless +2.10%
  • Education +1.58%
  • Software +1.14%
Lagging Sectors
  • Gold -3.75%
  • Construction -3.91%
  • Banks -4.72%
  • Coal -5.52%
  • Steel -6.11%
One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: