Friday, December 25, 2009

Weekly Scoreboard*

Indices
S&P 500 1,126.48 +2.77%
DJIA 10,520.10 +2.06%
NASDAQ 2,285.69 +4.85%
Russell 2000 634.07 +4.94%
Wilshire 5000 11,511.81 +3.02%
Russell 1000 Growth 504.77 +3.17%
Russell 1000 Value 573.55 +2.61%
Morgan Stanley Consumer 677.60 +1.98%

Morgan Stanley Cyclical 847.49 +4.56%
Morgan Stanley Technology 581.16 +4.60%
Transports 4,187.86 +1.53%
Utilities 403.37 +.55%
MSCI Emerging Markets 40.94 +1.11%

Lyxor L/S Equity Long Bias Index 970.62 +.69%

Lyxor L/S Equity Variable Bias Index 846.86 +.13%

Lyxor L/S Equity Short Bias Index 954.37 -1.21%


Sentiment/Internals
NYSE Cumulative A/D Line +70,441 +8.08%
Bloomberg New Highs-Lows Index +631 +498
Bloomberg Crude Oil % Bulls 48.0 +4.35%
CFTC Oil Net Speculative Position n/a

CFTC Oil Total Open Interest n/a
Total Put/Call .71 -22.83%
OEX Put/Call 1.0 -31.03%
ISE Sentiment 120.0 -19.46%
NYSE Arms .63 +26.0%
Volatility(VIX) 19.47 -13.50%
G7 Currency Volatility (VXY) 13.84 +2.75%
Smart Money Flow Index 9,296.20 +.27%

Money Mkt Mutual Fund Assets $3.272 Trillion +.10%
AAII % Bulls 37.68 -10.52%
AAII % Bears 37.68 +32.58%

Futures Spot Prices
CRB Index 280.92 +1.73%

Crude Oil 78.05 +6.39%
Reformulated Gasoline 198.96 +5.0%
Natural Gas 5.64 -2.42%
Heating Oil 203.56 +4.03%
Gold 1,104.80 -.60%
Bloomberg Base Metals 206.75 +2.41%
Copper 329.0 +4.83%

US No. 1 Heavy Melt Scrap Steel 254.33 USD/Ton +16.49%

China Hot Rolled Domestic Steel Sheet 3,850 Yuan/Ton +.10%

S&P GSCI Agriculture 347.19 +.44%

Economy
ECRI Weekly Leading Economic Index 130.40 -.23%

Citi US Economic Surprise Index +6.30 -63.16%

Fed Fund Futures imply 66.0% chance of no change, 34.0% chance of 25 basis point cut on 1/27

US Dollar Index 77.73 -.11%

Yield Curve 283.0 +9 basis points

10-year US Treasury Yield 3.80% +26 basis points

Federal Reserve’s Balance Sheet $2.218 Trillion +2.27%

U.S. Sovereign Debt Credit Default Swap 43.0 unch.

10-year TIPS Spread 2.38% +9 basis points
TED Spread 21.0 unch.
N. Amer. Investment Grade Credit Default Swap Index 82.40 -7.82%

Euro Financial Sector Credit Default Swap Index 66.09 -5.23%
Emerging Markets Credit Default Swap Index 261.92 -3.02%
CMBS Super Senior AAA 10-year Treasury Spread 465.0 unch.

M1 Money Supply $1.685 Trillion unch.

Business Loans 666.50 -.43%
4-Wk MA of Jobless Claims 465,300 -.60%

Continuing Claims Unemployment Rate 3.9% unch.
Average 30-year Mortgage Rate 5.05% +11 basis points
Weekly Mortgage Applications 595.80 -10.71%

ABC Consumer Confidence -42 +3 points
Weekly Retail Sales +1.50% +20 basis points
Nationwide Gas $2.58/gallon -.01/gallon
US Heating Demand Next 7 Days 6.7% above normal
Baltic Dry Index 3,005 -7.77%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 36.0 -4.0%

Rail Freight Carloads 209,759 +2.35%

Iraqi 2028 Govt Bonds 77.08 -.62%


Best Performing Style
Small-Cap Growth +5.15%


Worst Performing Style
Large-Cap Value +2.61%


Leading Sectors
Disk Drives +9.12%

REITs +5.98%

Airlines +5.84%

Software +5.80%
Homebuilders +5.35%


Lagging Sectors
Drugs +1.66%
Agriculture +1.55%
Utilities +.55%

Oil Tankers +.39%
Gaming -.37%

One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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