Friday, February 19, 2010

Weekly Scoreboard*

Indices
S&P 500 1,109.17 +2.85%
DJIA 10,402.35 +2.55%
NASDAQ 2,243.87 +3.05%
Russell 2000 631.62 +4.32%
Wilshire 5000 11,391.35 +3.08%
Russell 1000 Growth 496.57 +2.78%
Russell 1000 Value 567.22 +3.18%
Morgan Stanley Consumer 674.13 +2.64%

Morgan Stanley Cyclical 829.86 +4.24%
Morgan Stanley Technology 565.44 +2.80%
Transports 4,060.52 +3.50%
Utilities 377.10 +2.65%
MSCI Emerging Markets 39.29 +1.40%

Lyxor L/S Equity Long Bias Index 960.71 +.25%

Lyxor L/S Equity Variable Bias Index 847.99 +.55%

Lyxor L/S Equity Short Bias Index 929.18 -3.52%


Sentiment/Internals
NYSE Cumulative A/D Line +74,350 +11.42%
Bloomberg New Highs-Lows Index +187 +158
Bloomberg Crude Oil % Bulls 31.0 -38.0%
CFTC Oil Net Speculative Position +68,436 +62.71%

CFTC Oil Total Open Interest 1,301,624 -.46%
Total Put/Call .82 -2.38%
OEX Put/Call .82 -42.66%
ISE Sentiment 92.0 -10.68%
NYSE Arms 1.03 +22.62%
Volatility(VIX) 20.02 -16.61%
G7 Currency Volatility (VXY) 12.16 -3.06%
Smart Money Flow Index 9,347.25 +2.72%

Money Mkt Mutual Fund Assets $3.161 Trillion -1.2%
AAII % Bulls 35.85 -2.45%
AAII % Bears 35.22 -15.90%


Futures Spot Prices
CRB Index 277.80 +3.0%

Crude Oil 79.81 +6.10%
Reformulated Gasoline 208.57 +8.10%
Natural Gas 5.04 -6.65%
Heating Oil 206.99 +5.60%
Gold 1,122.10 +2.35%
Bloomberg Base Metals 205.32 +6.09%
Copper 337.90 +7.02%

US No. 1 Heavy Melt Scrap Steel 301.67 USD/Ton unch.

China Hot Rolled Domestic Steel Sheet 3,815 Yuan/Ton unch.

S&P GSCI Agriculture 332.07 -.39%


Economy
ECRI Weekly Leading Economic Index 128.40 -1.23%

Citi US Economic Surprise Index +37.60 -10.26%

Fed Fund Futures imply 64.60% chance of no change, 35.4% chance of 25 basis point cut on 3/16

US Dollar Index 80.55 +.68%

Yield Curve 285.0 -1.0 basis point

10-year US Treasury Yield 3.77% +8 basis points

Federal Reserve’s Balance Sheet $2.259 Trillion +.90%

U.S. Sovereign Debt Credit Default Swap 42.0 -16.0%

Western Europe Sovereign Credit Default Swap Index 88.66 -5.68%

10-year TIPS Spread 2.28% +3 basis points
TED Spread 16.0 unch.
N. Amer. Investment Grade Credit Default Swap Index 92.34 -7.90%

Euro Financial Sector Credit Default Swap Index 86.36 -5.36%
Emerging Markets Credit Default Swap Index 273.92 -3.36%
CMBS Super Senior AAA 10-year Treasury Spread 360.0 -41.0 basis points

M1 Money Supply $1.697 Trillion +.30%

Business Loans 649.80 -.17%
4-Wk MA of Jobless Claims 467,500 -.30%

Continuing Claims Unemployment Rate 3.5% unch.
Average 30-year Mortgage Rate 4.93% -4 basis points
Weekly Mortgage Applications 600.50 -2.06%

ABC Consumer Confidence -49 -1 point
Weekly Retail Sales +1.90% -10 basis points
Nationwide Gas $2.62/gallon -.01/gallon
US Heating Demand Next 7 Days 7.0% above normal
Baltic Dry Index 2,704 +5.01%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 50.0 unch.

Rail Freight Carloads 192,354 -4.39%

Iraqi 2028 Govt Bonds 77.88 +.41%


Best Performing Style
Small-Cap Value +4.88%


Worst Performing Style
Large-Cap Growth +2.78%


Leading Sectors
Steel +7.89%

REITs +6.92%

Hospitals +5.54%

Coal +5.40%
Networking +4.30%


Lagging Sectors
Homebuilders +1.67%

Drugs +1.31%

Gold +.74%

Telecom +.17%
HMOs -1.98%

One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change