Friday, May 08, 2009

Weekly Scoreboard*

Indices
S&P 500 929.23 +5.89%
DJIA 8,574.65 +4.41%
NASDAQ 1,739.0 +1.15%
Russell 2000 511.82 +5.10%
Wilshire 5000 9,424.44 +5.70%
Russell 1000 Growth 402.34 +3.21%
Russell 1000 Value 484.69 +8.72%
Morgan Stanley Consumer 560.76 +4.32%
Morgan Stanley Cyclical 576.50 +8.25%
Morgan Stanley Technology 419.49 -.77%
Transports 3,351.17 +6.31%
Utilities 350.46 +2.17%
MSCI Emerging Markets 31.30 +7.94%


Sentiment/Internals
NYSE Cumulative A/D Line 30,408 +10.56%
Bloomberg New Highs-Lows Index -66 -22.22%
Bloomberg Crude Oil % Bulls 38.0 +8.57%
CFTC Oil Large Speculative Longs 175,443 +.65%
Total Put/Call .87 +12.99%
OEX Put/Call 1.73 +86.02%
ISE Sentiment 136.0 +4.62%
NYSE Arms .77 -38.88%
Volatility(VIX) 32.05 -9.21%
G7 Currency Volatility (VXY) 13.26 -5.29%
Smart Money Flow Index 8,130.68 +.48%
AAII % Bulls 44.09 +22.17%
AAII % Bears 33.33 -23.57%


Futures Spot Prices
Crude Oil 58.60 +11.46%
Reformulated Gasoline 169.90 +12.42%
Natural Gas 4.34 +23.44%
Heating Oil 151.50 +10.19%
Gold 915.90 +3.14%
Base Metals 140.79 +6.21%
Copper 214.50 +1.54%
Agriculture 329.49 +2.76%


Economy
10-year US Treasury Yield 3.29% +13 basis points
10-year TIPS Spread 1.57% +17 basis points
TED Spread 77.0 -9 basis points
N. Amer. Investment Grade Credit Default Swap Index 143.88 -12.61%
Emerging Markets Credit Default Swap Index 389.57 -20.54%
Citi US Economic Surprise Index +37.0 +102.19%
Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point cut on 6/24
Iraqi 2028 Govt Bonds 57.38 +3.99%
4-Wk MA of Jobless Claims 623,500 -2.3%
Average 30-year Mortgage Rate 4.84% +6 basis points
Weekly Mortgage Applications 979,700 +1.99%
Weekly Retail Sales +.50%
Nationwide Gas $2.17/gallon +.12/gallon
US Cooling Demand Next 7 Days 19.0% above normal
ECRI Weekly Leading Economic Index 109.30 +1.49%
US Dollar Index 82.53 -2.39%
Baltic Dry Index 2,194 +22.84%
CRB Index 243.23 +6.19%


Best Performing Style
Large-Cap Value +8.72%


Worst Performing Style
Large-cap Growth +3.20%


Leading Sectors
Banks +36.13%
HMOs +19.19%
Insurance +16.70%
Gaming +14.20%
Construction +12.92%


Lagging Sectors
Telecom -1.18%
Education -1.75%
Computer Hardware -2.31%
Software -2.52%
Semis -3.16%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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