Friday, November 06, 2009

Weekly Scoreboard*

Indices
S&P 500 1,069.30 +3.20%
DJIA 10,023.42 +3.20%
NASDAQ 2,112.44 +3.29%
Russell 2000 580.35 +3.12%
Wilshire 5000 10,863.26 +3.25%
Russell 1000 Growth 474.96 +3.54%
Russell 1000 Value 545.02 +3.0%
Morgan Stanley Consumer 649.90 +2.50%
Morgan Stanley Cyclical 749.61 +5.79%
Morgan Stanley Technology 534.01 +3.39%
Transports 3,852.47 +6.62%
Utilities 369.93 +1.90%
MSCI Emerging Markets 39.48 +3.39%

Lyxor L/S Equity Long Bias Index 937.07 -1.03%

Lyxor L/S Equity Variable Bias Index 841.09 -.58%

Lyxor L/S Equity Short Bias Index 1,042.42 +1.46%


Sentiment/Internals
NYSE Cumulative A/D Line +59,054 +5.48%
Bloomberg New Highs-Lows Index +121 +283.33%
Bloomberg Crude Oil % Bulls 40.0 +37.93%
CFTC Oil Net Speculative Position +103,817 -5.29%

CFTC Oil Total Open Interest 1,191,055 -2.42%
Total Put/Call 1.01 -15.13%
OEX Put/Call 3.11 +98.09%
ISE Sentiment 149.0 +77.38%
NYSE Arms 1.04 -65.10%
Volatility(VIX) 24.19 -21.18%
G7 Currency Volatility (VXY) 13.0 -3.77%
Smart Money Flow Index 9,226.84 -1.32%

Money Mkt Mutual Fund Assets $3.339 Trillion -.9%
AAII % Bulls 22.22 -33.97%
AAII % Bears 55.56 +31.32%


Futures Spot Prices
CRB Index 269.44 -.35%

Crude Oil 77.43 +.57%
Reformulated Gasoline 192.43 -1.92%
Natural Gas 4.59 -8.32%
Heating Oil 200.35 -.42%
Gold 1,095.70 +4.85%
Bloomberg Base Metals 188.21 -.91%
Copper 295.25 -.22%

US No. 1 Heavy Melt Scrap Steel 239.0 USD/Ton -2.05%

China Hot Rolled Domestic Steel Sheet 3,535 Yuan/Ton +.68%

S&P GSCI Agriculture 318.58 -.04%


Economy
ECRI Weekly Leading Economic Index 128.80 +.39%

Citi US Economic Surprise Index +.70 -97.60%

Fed Fund Futures imply 57.9% chance of no change, 42.1% chance of 25 basis point cut on 12/16

US Dollar Index 75.82 -.63%

Yield Curve 265.0 +16 basis points

10-year US Treasury Yield 3.50% +12 basis points

Federal Reserve’s Balance Sheet $2.147 Trillion +.14%

U.S. Sovereign Debt Credit Default Swap 20.0 unch.

10-year TIPS Spread 2.17% +15 basis points
TED Spread 23.0 -1 basis point
N. Amer. Investment Grade Credit Default Swap Index 102.96 -3.73%

Euro Financial Sector Credit Default Swap Index 66.93 -2.87%
Emerging Markets Credit Default Swap Index 279.09 +.20%
CMBS Super Senior AAA 10-year Treasury Spread 502.0 +13.57%

M1 Money Supply $1.668 Trillion -.64%

Business Loans 657.40 -.30%
4-Wk MA of Jobless Claims 523,800 -.60%

Continuing Claims Unemployment Rate 4.40% unch.
Average 30-year Mortgage Rate 4.98% -5 basis points
Weekly Mortgage Applications 608,300 +8.18%

ABC Consumer Confidence -49 +2 points
Weekly Retail Sales +.70% +10 basis points
Nationwide Gas $2.68/gallon -.02/gallon
US Cooling Demand Next 7 Days 9.0% above normal
Baltic Dry Index 3,393 +9.35%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 27.50 -8.33%

Rail Freight Carloads 203,860 -1.71%

Iraqi 2028 Govt Bonds 74.88 -1.15%


Best Performing Style
Small-Cap Growth +3.96%


Worst Performing Style
Small-Cap Value +2.33%


Leading Sectors
Road & Rail +14.62%

HMOs +11.45%

Gold +11.20%

Gaming +7.14%
Airlines +7.14%


Lagging Sectors
Insurance +1.17%
Telecom +.95%
Education +.31%
REITs -.11%
Oil Tankers -.86%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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