Friday, August 14, 2009

Weekly Scoreboard*

Indices
S&P 500 1,004.09 -.63%
DJIA 9,321.40 -.52%
NASDAQ 1,985.52 -.74%
Russell 2000 563.90 -1.49%
Wilshire 5000 10,240.52 -.78%
Russell 1000 Growth 441.27 -.51%
Russell 1000 Value 518.05 -.83%
Morgan Stanley Consumer 595.74 -.24%
Morgan Stanley Cyclical 710.18 -1.62%
Morgan Stanley Technology 496.82 -.39%
Transports 3,705.92 -1.16%
Utilities 373.07 +.50%
MSCI Emerging Markets 36.03 -1.11%


Sentiment/Internals
NYSE Cumulative A/D Line +49,840 +4.55%
Bloomberg New Highs-Lows Index +183 +57.76%
Bloomberg Crude Oil % Bulls 25.0 +13.64%
CFTC Oil Net Speculative Position +27,077 -20.70%

CFTC Oil Total Open Interest 1,172,385 -2.51%
Total Put/Call .95 +30.14%
OEX Put/Call 1.42 -11.80%
ISE Sentiment 224.0 +68.42%
NYSE Arms 1.61 +89.41%
Volatility(VIX) 24.27 -1.98%
G7 Currency Volatility (VXY) 13.37 -.3%
Smart Money Flow Index 8,799.68 +1.41%

Money Mkt Mutual Fund Assets $3.594 Trillion -.4%
AAII % Bulls 51.0 +2.0%
AAII % Bears 33.0 -6.14%


Futures Spot Prices
CRB Index 257.75 -2.65%

Crude Oil 67.59 -4.19%
Reformulated Gasoline 194.75 -2.55%
Natural Gas 3.27 -10.82%
Heating Oil 184.61 -3.04%
Gold 949.90 -.73%
Bloomberg Base Metals 187.81 +5.15%
Copper 284.95 +2.39%

US No. 1 Heavy Melt Scrap Steel 228.33 USD/Ton +3.0%

China Hot Rolled Domestic Steel Sheet 4,138 Yuan/Ton -6.38%

S&P GSCI Agriculture 313.33 +2.63%


Economy
ECRI Weekly Leading Economic Index 123.90 +1.81%

Citi US Economic Surprise Index +40.90 -26.31%

Fed Fund Futures imply 76.0% chance of no change, 24.0% chance of 25 basis point cut on 9/23

US Dollar Index 78.73 -.28%

Yield Curve 251.0 -4.0 basis points

10-year US Treasury Yield 3.57% -28 basis points

U.S. Sovereign Debt Credit Default Swap 28.0 unch.

10-year TIPS Spread 1.73% -28 basis points
TED Spread 26.0 -3 basis points
N. Amer. Investment Grade Credit Default Swap Index 117.21 +9.74%

Euro Financial Sector Credit Default Swap Index 87.40 +8.66%
Emerging Markets Credit Default Swap Index 323.42 +8.14%
CMBS Super Senior AAA 10-year Treasury Spread 477.0 unch.

M1 Money Supply $1.678 Trillion +1.81%

Business Loans 725.50 -.67%
4-Wk MA of Jobless Claims 565,000 +1.5%

Continuing Claims Unemployment Rate 4.70 unch.
Average 30-year Mortgage Rate 5.29% +7 basis points
Weekly Mortgage Applications 499,000 -3.54%

ABC Consumer Confidence -47 +4.08%
Weekly Retail Sales -4.20% +140 basis points
Nationwide Gas $2.65/gallon +.02/gallon
US Cooling Demand Next 7 Days 19.0% above normal
Baltic Dry Index 2,685 -7.64%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 27.50 +1.85%

Rail Freight Carloads 195,014 +.69%

Iraqi 2028 Govt Bonds 68.61 -.71%


Best Performing Style
Large-Cap Growth -.51%


Worst Performing Style
Small-Cap Value -1.64%


Leading Sectors
Disk Drives +3.78%
Networking +2.77%

HMOs +2.68%
Hospitals +2.64%
Computer Hardware +1.10%


Lagging Sectors
Construction -1.76%
I-Banks -2.04%
Papers -2.92%
Alt Energy -4.40%
REITs -4.99%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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