Friday, March 13, 2009

Weekly Scoreboard*

Indices
S&P 500 756.55 +10.71%
DJIA 7,223.98 +9.0%
NASDAQ 1,431.50 +10.64%
Russell 2000 393.09 +11.98%
Wilshire 5000 7,616.92 +10.82%
Russell 1000 Growth 326.03 +8.92%
Russell 1000 Value 380.22 +12.94%
Morgan Stanley Consumer 468.56 +8.41%
Morgan Stanley Cyclical 332.74 +16.35%
Morgan Stanley Technology 342.20 +11.27%
Transports 2,419.89 +10.25%
Utilities 303.91 +2.36%
MSCI Emerging Markets 23.18 +9.88%


Sentiment/Internals
NYSE Cumulative A/D Line 9,843 +53.87%
Bloomberg New Highs-Lows Index -436 +77.89%
Bloomberg Crude Oil % Bulls 43.0 -14.0%
CFTC Oil Large Speculative Longs 197,055 -8.05%
Total Put/Call .72 -18.18%
OEX Put/Call .89 -21.93%
ISE Sentiment 168.0 +55.56%
NYSE Arms 1.07 +59.70%
Volatility(VIX) 42.36 -14.13%
G7 Currency Volatility (VXY) 16.83 -1.12%
Smart Money Flow Index 6,995.34 +3.93%
AAII % Bulls 27.64 +46.09%
AAII % Bears 54.47 -22.48%


Futures Spot Prices
Crude Oil 46.25 +.57%
Reformulated Gasoline 135.29 +1.26%
Natural Gas 3.93 +.36%
Heating Oil 119.72 -2.17%
Gold 930.10 -1.0%
Base Metals 112.76 +.55%
Copper 166.0 -1.39%
Agriculture 283.46 +2.17%


Economy
10-year US Treasury Yield 2.89% +2 basis points
10-year TIPS Spread 1.05% +20 basis points
TED Spread 1.13 +3 basis points
N. Amer. Investment Grade Credit Default Swap Index 242.63 -2.14%
Emerging Markets Credit Default Swap Index 784.05 -8.73%
Citi US Economic Surprise Index -20.70 +56.78%
Fed Fund Futures imply 92.0% chance of no change, 8.0% chance of 25 basis point cut on 3/18
Iraqi 2028 Govt Bonds 48.50 +5.76%
4-Wk MA of Jobless Claims 650,000 +1.0%
Average 30-year Mortgage Rate 5.03% -12 basis points
Weekly Mortgage Applications 723,400 +11.34%
Weekly Retail Sales -1.40%
Nationwide Gas $1.92/gallon -.02/gallon
US Heating Demand Next 7 Days 25.0% below normal
ECRI Weekly Leading Economic Index 104.90 -.29%
US Dollar Index 87.43 -1.22%
Baltic Dry Index 2,201 -1.08%
CRB Index 211.08 +.71%


Best Performing Style
Small-cap Value +12.99%


Worst Performing Style
Large-cap Growth +8.92%


Leading Sectors
Banks +37.43%
I-Banks +25.54%
Disk Drives +23.03%
Homebuilders +22.47%
REITs +21.27%


Lagging Sectors
Restaurants +6.47%
Defense +4.07%
Foods +3.31%
Utilities +2.36%
Gold +2.03%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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