Friday, August 10, 2012

Weekly Scoreboard*


Indices

  • S&P 500 1,405.87 +1.07%
  • DJIA 13,207.96 +.85%
  • NASDAQ 3,020.86 +1.78%
  • Russell 2000 801.55 +1.66%
  • Value Line Geometric(broad market) 349.59 +2.22%
  • Russell 1000 Growth 653.23 +.87%
  • Russell 1000 Value 693.0 +1.46%
  • Morgan Stanley Consumer 814.03 +.76%
  • Morgan Stanley Cyclical 945.06 +3.31%
  • Morgan Stanley Technology 681.32 +3.33%
  • Transports 5,063.55 -.45%
  • Utilities 485.14 -1.21%
  • Bloomberg European Bank/Financial Services 75.98 +2.04%
  • MSCI Emerging Markets 40.59 +2.66%
  • Lyxor L/S Equity Long Bias 1,028.83 +.79%
  • Lyxor L/S Equity Variable Bias 799.22 +.29%
  • Lyxor L/S Equity Short Bias 539.47 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 150,427 +1.49%
  • Bloomberg New Highs-Lows Index 27 +184
  • Bloomberg Crude Oil % Bulls 30.0 unch.
  • CFTC Oil Net Speculative Position 204,499 +17.3%
  • CFTC Oil Total Open Interest 1,449,617 +3.86%
  • Total Put/Call 1.0 +19.05%
  • OEX Put/Call 2.16 +67.44%
  • ISE Sentiment 97.0 -19.17%
  • NYSE Arms .67 +11.66%
  • Volatility(VIX) 14.74 -5.75%
  • S&P 500 Implied Correlation 64.14 -.28%
  • G7 Currency Volatility (VXY) 8.52 -3.07%
  • Smart Money Flow Index 11,240.39 -.31%
  • Money Mkt Mutual Fund Assets $2.562 Trillion +.40%
  • AAII % Bulls 36.5 +19.8%
  • AAII % Bears 27.4 -21.7%
Futures Spot Prices
  • CRB Index 301.81 +.37%
  • Crude Oil 92.87 +1.62%
  • Reformulated Gasoline 300.39 +2.53%
  • Natural Gas 2.77 -4.15%
  • Heating Oil 302.05 +3.13%
  • Gold 1,622.80 +.98%
  • Bloomberg Base Metals Index 192.18 +1.16%
  • Copper 339.25 +.82%
  • US No. 1 Heavy Melt Scrap Steel 307.67 USD/Ton -2.3%
  • China Iron Ore Spot 113.80 USD/Ton -2.49%
  • Lumber 303.20 +5.20%
  • UBS-Bloomberg Agriculture 1,726.19 -1.07%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate -1.30% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0051 +131.81%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 110.36 +.23%
  • Citi US Economic Surprise Index -20.90 +15.3 points
  • Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 9/13
  • US Dollar Index 82.55 +.29%
  • Yield Curve 139.0 +7 basis points
  • 10-Year US Treasury Yield 1.66% +10 basis points
  • Federal Reserve's Balance Sheet $2.839 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 43.26 -4.82%
  • Illinois Municipal Debt Credit Default Swap 212.0 -2.13%
  • Western Europe Sovereign Debt Credit Default Swap Index 247.27 -1.64%
  • Emerging Markets Sovereign Debt CDS Index 242.07 +3.87%
  • Saudi Sovereign Debt Credit Default Swap 103.05 -.26%
  • Iraq Sovereign Debt Credit Default Swap 487.50 +7.21%
  • China Blended Corporate Spread Index 435.0 -19 basis points
  • 10-Year TIPS Spread 2.27% +11 basis points
  • TED Spread 33.5 -2.75 basis points
  • 2-Year Swap Spread 20.5 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -37.5 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 103.65 +.24%
  • European Financial Sector Credit Default Swap Index 247.14 +.70%
  • Emerging Markets Credit Default Swap Index 249.86 +.96%
  • CMBS Super Senior AAA 10-Year Treasury Spread 146.0 -3 basis points
  • M1 Money Supply $2.308 Trillion -.82%
  • Commercial Paper Outstanding 1,013.60 -2.0%
  • 4-Week Moving Average of Jobless Claims 368,300 +2,800
  • Continuing Claims Unemployment Rate 2.6% unch.
  • Average 30-Year Mortgage Rate 3.59% +4 basis points
  • Weekly Mortgage Applications 928.80 -1.79%
  • Bloomberg Consumer Comfort -41.9 -2.2 points
  • Weekly Retail Sales +2.0% +40 basis points
  • Nationwide Gas $3.67/gallon +.10/gallon
  • U.S. Cooling Demand Next 7 Days 7.0% above normal
  • Baltic Dry Index 774.0 -9.15%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 243,261 -2.82%
Best Performing Style
  • Mid-Cap Value +2.06%
Worst Performing Style
  • Large-Cap Growth +.87%
Leading Sectors
  • Networking +5.83%
  • Gold & Silver +5.35%
  • Homebuilders +4.98%
  • Computer Hardware +4.84%
  • Disk Drives +4.60%
Lagging Sectors
  • Restaurants -.30%
  • Drugs -.35%
  • Road & Rail -1.15%
  • Utilities -1.21%
  • REITs -2.27%
Weekly High-Volume Stock Gainers (36)
  • MM, BSFT, VC, RBN, PANL, FOSL, TUMI, VPHM, GPOR, RAX, EXH, FTK, ACM, RDEN, HNT, PDFS, MIDD, MCP, ADNC, IFF, PMC, GHDX, CSGS, OPEN, SCOR, OSIS, VSAT, DK, SKUL, GET, GEO, RMYI, NTLS, KAR, LAMR and ISIS
Weekly High-Volume Stock Losers (20)
  • TESO, BLT, ANEN, NXTM, BLKB, KOP, CHD, CLH, NUS, DUF, PHMD, SEM, THS, IQNT, MUSA, WMS, PCLN, IPHS, JIVE and SGNT
Weekly Charts
ETFs
Stocks
*5-Day Change

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