Friday, August 02, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,709.67 +1.07%
  • DJIA 15,658.36 +.64%
  • NASDAQ 3,689.58 +2.11%
  • Russell 2000 1,059.86 +1.08%
  • S&P 500 High Beta 26.85 +2.83%
  • Value Line Geometric(broad market) 451.50 +1.41%
  • Russell 1000 Growth 780.88 +1.60%
  • Russell 1000 Value 874.51 +.87%
  • Morgan Stanley Consumer 1,051.24 +1.15%
  • Morgan Stanley Cyclical 1,293.71 +2.98%
  • Morgan Stanley Technology 797.52 +1.81%
  • Transports 6,651.69 +2.76%
  • Utilities 508.47 +.81%
  • Bloomberg European Bank/Financial Services 99.69 +1.78%
  • MSCI Emerging Markets 39.51 -.52%
  • HFRX Equity Hedge 1,130.08 +.57%
  • HFRX Equity Market Neutral 946.13 +.12%
Sentiment/Internals
  • NYSE Cumulative A/D Line 192,451 -.13%
  • Bloomberg New Highs-Lows Index 895 +617
  • Bloomberg Crude Oil % Bulls 23.68 unch.
  • CFTC Oil Net Speculative Position 362,941 +.52%
  • CFTC Oil Total Open Interest 1,837,823 -1.49%
  • Total Put/Call .88 -12.0%
  • OEX Put/Call 2.46 +151.02%
  • ISE Sentiment 134.0 +38.14%
  • NYSE Arms .99 +2.06%
  • Volatility(VIX) 11.98 -5.82%
  • S&P 500 Implied Correlation 46.79 -6.32%
  • G7 Currency Volatility (VXY) 9.63 +1.69%
  • Emerging Markets Currency Volatility (EM-VXY) 9.58 +5.16%
  • Smart Money Flow Index 11,536.25 -.47%
  • Money Mkt Mutual Fund Assets $2.612 Trillion -.37%
  • AAII % Bulls 35.6 -21.1%
  • AAII % Bears 25.0 +10.8%
Futures Spot Prices
  • CRB Index 283.77 -.24%
  • Crude Oil 106.94 +2.23%
  • Reformulated Gasoline 299.47 -.66%
  • Natural Gas 3.35 -5.98%
  • Heating Oil 307.14 +1.99%
  • Gold 1,310.30 -1.75%
  • Bloomberg Base Metals Index 186.84 +1.54%
  • Copper 317.25 +2.21%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton unch.
  • China Iron Ore Spot 130.10 USD/Ton -1.88%
  • Lumber 307.40 -4.62%
  • UBS-Bloomberg Agriculture 1,384.22 -1.16%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 4.9% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0556 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.16 -1.26%
  • Citi US Economic Surprise Index 10.90 +14.3 points
  • Citi Emerging Markets Economic Surprise Index -30.80 -.8 point
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.91 +.31%
  • Euro/Yen Carry Return Index 137.01 +.72%
  • Yield Curve 230.0 +5 basis points
  • 10-Year US Treasury Yield 2.60% +4 basis points
  • Federal Reserve's Balance Sheet $3.529 Trillion -.09%
  • U.S. Sovereign Debt Credit Default Swap 21.83 -5.1%
  • Illinois Municipal Debt Credit Default Swap 168.0 -2.18%
  • Western Europe Sovereign Debt Credit Default Swap Index 83.59 -6.08%
  • Emerging Markets Sovereign Debt CDS Index 228.71 +2.03%
  • Israel Sovereign Debt Credit Default Swap 112.0 +3.7%
  • Egypt Sovereign Debt Credit Default Swap 795.0 unch.
  • China Blended Corporate Spread Index 385.0 +4 basis points
  • 10-Year TIPS Spread 2.20% +6 basis points
  • TED Spread 23.50 -1.5 basis points
  • 2-Year Swap Spread 17.0 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 unch.
  • N. America Investment Grade Credit Default Swap Index 73.49 -4.97%
  • European Financial Sector Credit Default Swap Index 135.0 -8.27%
  • Emerging Markets Credit Default Swap Index 295.92 -1.93%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 115.0 unch.
  • M1 Money Supply $2.570 Trillion +1.31%
  • Commercial Paper Outstanding 984.90 -1.10%
  • 4-Week Moving Average of Jobless Claims 341,300 -4,000
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.39% +8 basis points
  • Weekly Mortgage Applications 494.40 -3.68%
  • Bloomberg Consumer Comfort -27.0 +.3 point
  • Weekly Retail Sales +3.0% -10 basis points
  • Nationwide Gas $3.63/gallon -.02/gallon
  • Baltic Dry Index 1,065 -1.57%
  • China (Export) Containerized Freight Index 1,005.28 -7.57%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 256,379 +1.17%
Best Performing Style
  • Mid-Cap Growth +2.4%
Worst Performing Style
  • Small-Cap Value +.1%
Leading Sectors
  • Gaming +4.8%
  • Homebuilders +3.6%
  • Networking +3.2%
  • Education +3.2%
  • Road & Rail +2.8%
Lagging Sectors
  • Steel -2.1% 
  • Coal -2.3%
  • REITs -3.6%
  • Agriculture -4.6%
  • Gold & Silver -6.6%
Weekly High-Volume Stock Gainers (32)
  • VNDA, BKR, YELP, VHI, QCOR, EHTH, MAKO, ISIL, RRD, TRLA, ALR, OSK, RATE, STAA, GDOT, EGN, MWIV, DTLK, FB, CVLT, INVN, CGNX, LOCK, BWLD, DIN, BYD, MA, TPX, CF, EXAM, SKS and CPWR
Weekly High-Volume Stock Losers (30)
  • HAE, CUZ, VSH, DLR, NATI, HTZ, ISSI, RBC, MNTA, SBH, HGR, ADC, COH, HMA, OPTR, XYL, RVBD, INT, GPX, NUVA, IRG, BJRI, JCP, CMRX, WTW, CMP, BGFV, MOS, JIVE and IPI
Weekly Charts
ETFs
Stocks
*5-Day Change

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