Friday, February 05, 2010

Weekly Scoreboard*

Indices
S&P 500 1,066.19 -.71%
DJIA 10,012.23 -.55%
NASDAQ 2,141.12 -.29%
Russell 2000 592.98 -1.51%
Wilshire 5000 10,900.29 -.83%
Russell 1000 Growth 476.33 -.37%
Russell 1000 Value 543.64 -1.08%
Morgan Stanley Consumer 644.62 -1.49%

Morgan Stanley Cyclical 775.70 -1.0%
Morgan Stanley Technology 539.95 +1.15%
Transports 3,822.20 -1.88%
Utilities 369.45 -2.33%
MSCI Emerging Markets 37.45 -3.40%

Lyxor L/S Equity Long Bias Index 967.50 -.72%

Lyxor L/S Equity Variable Bias Index 851.63 -.53%

Lyxor L/S Equity Short Bias Index 966.40 +2.34%


Sentiment/Internals
NYSE Cumulative A/D Line +66,592 -1.51%
Bloomberg New Highs-Lows Index -50 -65
Bloomberg Crude Oil % Bulls 33.0 +26.92%
CFTC Oil Net Speculative Position +86,027 -13.64%

CFTC Oil Total Open Interest 1,360,697 +3.03%
Total Put/Call 1.21 +24.74%
OEX Put/Call 1.08 +25.58%
ISE Sentiment 90.0 -25.62%
NYSE Arms .65 -35.0%
Volatility(VIX) 26.11 +6.17%
G7 Currency Volatility (VXY) 13.24 +6.17%
Smart Money Flow Index 8,958.53 -1.29%

Money Mkt Mutual Fund Assets $3.205 Trillion -.40%
AAII % Bulls 29.23 -16.49%
AAII % Bears 43.08 +17.48%


Futures Spot Prices
CRB Index 258.55 -2.65%

Crude Oil 71.88 -1.16%
Reformulated Gasoline 190.50 -.47%
Natural Gas 5.52 +7.97%
Heating Oil 189.50 -.97%
Gold 1,065.80 -1.47%
Bloomberg Base Metals 181.82 -7.51%
Copper 289.40 -5.17%

US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.

China Hot Rolled Domestic Steel Sheet 3,811 Yuan/Ton +.03%

S&P GSCI Agriculture 316.20 -3.54%


Economy
ECRI Weekly Leading Economic Index 130.90 -.38%

Citi US Economic Surprise Index +45.30 +206.08%

Fed Fund Futures imply 65.60% chance of no change, 34.40% chance of 25 basis point cut on 3/16

US Dollar Index 80.25 +1.06%

Yield Curve 280.0 +3 basis points

10-year US Treasury Yield 3.56% -2 basis points

Federal Reserve’s Balance Sheet $2.231 Trillion +.09%

U.S. Sovereign Debt Credit Default Swap 53.0 +29.27%

Western Europe Sovereign Credit Default Swap Index 106.15 +20.32%

10-year TIPS Spread 2.26% -6 basis points
TED Spread 16.0 -2.0 basis points
N. Amer. Investment Grade Credit Default Swap Index 100.77 +6.32%

Euro Financial Sector Credit Default Swap Index 91.77 +16.48%
Emerging Markets Credit Default Swap Index 288.64 +5.66%
CMBS Super Senior AAA 10-year Treasury Spread 406.0 -6.0 basis points

M1 Money Supply $1.677 Trillion +.73%

Business Loans 651.40 -.15%
4-Wk MA of Jobless Claims 468,800 +2.6%

Continuing Claims Unemployment Rate 3.5% unch.
Average 30-year Mortgage Rate 5.01% +3 basis points
Weekly Mortgage Applications 620.70 +20.99%

ABC Consumer Confidence -49 -1 point
Weekly Retail Sales +1.0% -10 basis points
Nationwide Gas $2.66/gallon -.03/gallon
US Heating Demand Next 7 Days 15.0% above normal
Baltic Dry Index 2,685 -9.38%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 57.50 -17.86%

Rail Freight Carloads 203,952 +1.57%

Iraqi 2028 Govt Bonds 79.25 +1.11%


Best Performing Style
Large-Cap Growth -.37%


Worst Performing Style
Small-Cap Value -1.70%


Leading Sectors
Computer Hardware +5.37%

Gold +4.16%

Construction +1.95%

Disk Drives +1.78%
Semis +1.71%


Lagging Sectors
Utilities -2.32%
HMOs -2.89%
Paper -3.21%

Banks -3.74%
Oil Tankers -10.14%

One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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