Friday, July 03, 2009

Weekly Scoreboard*

Indices
S&P 500 896.42 -2.59%
DJIA 8,280.74 -2.26%
NASDAQ 1,796.52 -1.80%
Russell 2000 497.21 -2.35%
Wilshire 5000 9,118.50 -2.29%
Russell 1000 Growth 401.97 -2.13%
Russell 1000 Value 451.38 -2.75%
Morgan Stanley Consumer 547.74 -2.02%
Morgan Stanley Cyclical 543.49 -2.02%
Morgan Stanley Technology 443.44 -1.58%
Transports 3,158.74 -3.14%
Utilities 350.69 -2.07%
MSCI Emerging Markets 32.11 +.89%


Sentiment/Internals
NYSE Cumulative A/D Line 34,222 +1.11%
Bloomberg New Highs-Lows Index -82 -18.84%
Bloomberg Crude Oil % Bulls 27.0 +28.0%
CFTC Oil Large Speculative Longs 201,463 unch.
Total Put/Call 1.05 +17.98%
OEX Put/Call 1.52 +12.59%
ISE Sentiment 148.0 +54.17%
NYSE Arms 3.54 +331.71%
Volatility(VIX) 27.95 +6.03%
G7 Currency Volatility (VXY) 13.28 -7.65%
Smart Money Flow Index 8,030.34 -1.22%
AAII % Bulls 37.84 4+35.14%
AAII % Bears 44.59 -8.63%


Futures Spot Prices
Crude Oil 65.63 –5.49%
Reformulated Gasoline 175.37 -6.68%
Natural Gas 3.60 -12.60%
Heating Oil 166.89 -6.76%
Gold 932.50 -.71%
Base Metals 150.40 -1.96%
Copper 226.45 -1.26%
Agriculture 302.97 -4.37%


Economy
10-year US Treasury Yield 3.50% -4 basis points

U.S. Sovereign Debt Credit Default Swap 36.0 -14.29%

10-year TIPS Spread 1.66% -3 basis points
TED Spread 41.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 137.63 -2.53%
Emerging Markets Credit Default Swap Index 388.61 -5.14%
Citi US Economic Surprise Index +35.80 -29.80%
Fed Fund Futures imply 76.0% chance of no change, 24.0% chance of 25 basis point cut on 8/12
Iraqi 2028 Govt Bonds 64.19 -.53%
4-Wk MA of Jobless Claims 615,300 -.40%
Average 30-year Mortgage Rate 5.32% -10 basis points
Weekly Mortgage Applications 444,800 -18.86%
Weekly Retail Sales -4.40%
Nationwide Gas $2.63/gallon -.03/gallon
US Cooling Demand Next 7 Days 7.0% below normal
ECRI Weekly Leading Economic Index 117.60 unch.
US Dollar Index 80.44 +.66%
Baltic Dry Index 3,672 -.84%
CRB Index 245.86 -2.17%


Best Performing Style
Mid-cap Value -2.12%


Worst Performing Style
Large-cap Value -2.75%


Leading Sectors
Semis +1.61%
Computer Hardware +.98%
Disk Drives +.54%
Restaurants -.46%
Education -.57%


Lagging Sectors
Construction -4.67%
Road & Rail -4.73%
Insurance -4.74%
Oil Service -6.60%
Coal -6.91%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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