Friday, July 24, 2009

Weekly Scoreboard*

Indices
S&P 500 979.26 +4.13%
DJIA 9,093.24 +4.0%
NASDAQ 1,965.96 +4.21%
Russell 2000 548.46 +5.63%
Wilshire 5000 9,974.18 +4.43%
Russell 1000 Growth 437.46 +3.62%
Russell 1000 Value 496.08 +5.06%
Morgan Stanley Consumer 585.85 +3.33%
Morgan Stanley Cyclical 647.64 +10.06%
Morgan Stanley Technology 494.22 +4.45%
Transports 3,536.48 +6.72%
Utilities 378.86 +5.34%
MSCI Emerging Markets 35.11 +5.25%


Sentiment/Internals
NYSE Cumulative A/D Line 43,451 +13.30%
Bloomberg New Highs-Lows Index +123 +547.37%
Bloomberg Crude Oil % Bulls 26.0 -43.38%
CFTC Oil Net Speculative Position +2,218 -86.27%

CFTC Oil Total Open Interest 1,149,799 -4.48%
Total Put/Call .92 +24.32%
OEX Put/Call 1.08 +63.64%
ISE Sentiment 109.0 -4.39%
NYSE Arms .98 -25.76%
Volatility(VIX) 23.09 -5.14%
G7 Currency Volatility (VXY) 13.21 -2.29%
Smart Money Flow Index 8,558.84 +1.58%
AAII % Bulls 37.60 +31.10%
AAII % Bears 42.40 -9.90%


Futures Spot Prices
CRB Index 251.91 +2.80%

Crude Oil 68.05 +5.67%
Reformulated Gasoline 191.59 +8.55%
Natural Gas 3.69 +.14%
Heating Oil 178.13 +8.86%
Gold 955.90 +1.68%
Base Metals 164.54 +7.14%
Copper 252.20 +4.24%

US No. 1 Heavy Melt Scrap Steel 195.00 USD/Ton +3.54%

China Hot Rolled Domestic Steel Sheet 4,061 +1.65%

Agriculture 293.42 -1.16%


Economy
ECRI Weekly Leading Economic Index 118.35 +.25%

Citi US Economic Surprise Index +32.60 -7.91%

Fed Fund Futures imply 79.5% chance of no change, 20.5% chance of 25 basis point cut on 8/12

US Dollar Index 78.75 -.75%

10-year US Treasury Yield 3.66% +2 basis points

U.S. Sovereign Debt Credit Default Swap 34.0 -5.55%

10-year TIPS Spread 1.88% +2 basis points
TED Spread 32.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 121.35 -6.67%
Emerging Markets Credit Default Swap Index 343.34 -12.32%
CMBS Super Senior AAA 10-year Treasury Spread 545.0 -5.22%
4-Wk MA of Jobless Claims 566,000 -3.2%

Continuing Claims Unemployment Rate 4.70 unch.
Average 30-year Mortgage Rate 5.20% +6 basis points
Weekly Mortgage Applications 528,900 +2.82%

ABC Consumer Confidence -50 +1.96%
Weekly Retail Sales -5.70%
Nationwide Gas $2.47/gallon -.01/gallon
US Cooling Demand Next 7 Days 6.0% above normal
Baltic Dry Index 3,345 -5.56%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 +11.11%

Rail Freight Carloads 189,541 +7.15%

Iraqi 2028 Govt Bonds 66.75 +3.84%


Best Performing Style
Mid-cap Value +6.25%


Worst Performing Style
Large-cap Growth +3.62%


Leading Sectors
Homebuilders +11.15%
Alternative Energy +9.58%

Gaming +9.40%
Biotech +8.28%
REITs +8.05%


Lagging Sectors
Computer Hardware +.72%
Banks +.65%
Software +.47%
Restaurants +.47%
Defense -.63%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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