Friday, April 03, 2009

Weekly Scoreboard*

Indices
S&P 500 842.50 +3.26%
DJIA 8,017.59 +3.10%
NASDAQ 1,621.87 +4.96%
Russell 2000 456.13 +6.32%
Wilshire 5000 8,521.36 +3.66%
Russell 1000 Growth 373.34 +3.58%
Russell 1000 Value 426.64 +3.34%
Morgan Stanley Consumer 515.43 +2.46%
Morgan Stanley Cyclical 434.24 +8.28%
Morgan Stanley Technology 396.70 +7.38%
Transports 2,978.32 +7.21%
Utilities 337.31 +1.82%
MSCI Emerging Markets 27.07 +5.49%


Sentiment/Internals
NYSE Cumulative A/D Line 20,162 +26.38%
Bloomberg New Highs-Lows Index -137 -2.24%
Bloomberg Crude Oil % Bulls 15.0 -50.0%
CFTC Oil Large Speculative Longs 184,850 -4.16%
Total Put/Call .77 -14.44%
OEX Put/Call 1.30 +51.16%
ISE Sentiment 93.0 -29.0%
NYSE Arms .57 -70.31%
Volatility(VIX) 39.70 -3.27%
G7 Currency Volatility (VXY) 16.27 -6.17%
Smart Money Flow Index 7,690.30 +3.01%
AAII % Bulls 42.66 +9.02%
AAII % Bears 37.06 -12.57 %


Futures Spot Prices
Crude Oil 52.51 +.21%
Reformulated Gasoline 149.24 -.37%
Natural Gas 3.80 +1.04%
Heating Oil 144.60 +.44%
Gold 896.60 -2.97%
Base Metals 122.31 +4.05%
Copper 199.15 +9.14%
Agriculture 303.69 +6.91%


Economy
10-year US Treasury Yield 2.89% +13 basis points
10-year TIPS Spread 1.40% -3 basis points
TED Spread 96 -13 basis points
N. Amer. Investment Grade Credit Default Swap Index 193.80 +6.78%
Emerging Markets Credit Default Swap Index 555.60 -8.17%
Citi US Economic Surprise Index -14.60 -108.57%
Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point cut on 4/29
Iraqi 2028 Govt Bonds 50.36 -.40%
4-Wk MA of Jobless Claims 656,800 +1.0%
Average 30-year Mortgage Rate 4.78% -7 basis points
Weekly Mortgage Applications 1,194,400 +3.02%
Weekly Retail Sales -1.1%
Nationwide Gas $2.04/gallon +.01/gallon
US Heating Demand Next 7 Days 30.0% above normal
ECRI Weekly Leading Economic Index 106.70 +.47%
US Dollar Index 84.16 -1.11%
Baltic Dry Index 1,538 -8.34%
CRB Index 229.93 +3.0%


Best Performing Style
Small-cap Value +7.44%


Worst Performing Style
Large-cap Value +3.33%


Leading Sectors
REITs +17.06%
Gaming +12.07%
Steel +10.47%
Wireless +10.01%
Internet +9.0%


Lagging Sectors
Drugs -1.30%
Oil Tankers -1.67%
Biotech -2.68%
Education -5.77%
Gold -6.77%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

No comments: