Friday, March 20, 2009

Weekly Scoreboard*

Indices
S&P 500 768.54 +1.59%
DJIA 7,278.38 +.75%
NASDAQ 1,457.27 +1.80%
Russell 2000 400.11 +1.79%
Wilshire 5000 7,739.20 +1.61%
Russell 1000 Growth 341.66 +1.68%
Russell 1000 Value 385.69 +1.44%
Morgan Stanley Consumer 482.42 +2.96%
Morgan Stanley Cyclical 355.14 +6.73%
Morgan Stanley Technology 355.15 +3.78%
Transports 2,516.96 +4.01%
Utilities 327.37 +7.72%
MSCI Emerging Markets 23.93 +3.23%


Sentiment/Internals
NYSE Cumulative A/D Line 13,224 +23.69%
Bloomberg New Highs-Lows Index -187 +29.17%
Bloomberg Crude Oil % Bulls 36.0 -16.28%
CFTC Oil Large Speculative Longs 195,950 -.56%
Total Put/Call .88 +22.22%
OEX Put/Call 1.16 +30.34%
ISE Sentiment 120.0 -28.57%
NYSE Arms 1.25 +16.82%
Volatility(VIX) 45.89 +8.33%
G7 Currency Volatility (VXY) 17.59 +3.23%
Smart Money Flow Index 7,244.81 +3.57%
AAII % Bulls 45.06 +63.02%
AAII % Bears 38.27 -29.74%


Futures Spot Prices
Crude Oil 52.07 +11.47%
Reformulated Gasoline 145.70 +8.33%
Natural Gas 4.23 +8.25%
Heating Oil 138.34 +15.44%
Gold 954.20 +3.30%
Base Metals 118.77 +5.33%
Copper 179.90 +3.66%
Agriculture 298.09 +5.16%


Economy
10-year US Treasury Yield 2.63% -26 basis points
10-year TIPS Spread 1.24% +19 basis points
TED Spread 1.02 -11 basis points
N. Amer. Investment Grade Credit Default Swap Index 198.50 -18.19%
Emerging Markets Credit Default Swap Index 751.78 -4.11%
Citi US Economic Surprise Index -23.20 -12.56%
Fed Fund Futures imply 90.0% chance of no change, 10.0% chance of 25 basis point cut on 4/29
Iraqi 2028 Govt Bonds 49.63 -1.62%
4-Wk MA of Jobless Claims 654,800 +.6%
Average 30-year Mortgage Rate 4.98% -5 basis points
Weekly Mortgage Applications 876.90 +21.22%
Weekly Retail Sales -1.20%
Nationwide Gas $1.94/gallon +.02/gallon
US Heating Demand Next 7 Days 17.0% below normal
ECRI Weekly Leading Economic Index 105.80 +.57%
US Dollar Index 83.84 -4.10%
Baltic Dry Index 1,782 -16.02%
CRB Index 226.08 +7.11%


Best Performing Style
Small-cap Value +2.43%


Worst Performing Style
Small-cap Growth +1.15%


Leading Sectors
Utilities +7.72%
Computer Hardware +7.17%
Oil Service +7.14%
Insurance +6.63%
Papers +6.61%


Lagging Sectors
Biotech -1.66%
Medical Equipment -1.91%
Construction -3.64%
Airlines -7.22%
REITs -10.51%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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