Friday, May 29, 2009

Weekly Scoreboard*

Indices
S&P 500 919.14 +3.47%
DJIA 8,500.33 +2.51%
NASDAQ 1,774.33 +4.67%
Russell 2000 501.58 +4.23%
Wilshire 5000 9,323.47 +3.54%
Russell 1000 Growth 406.15 +3.94%
Russell 1000 Value 469.61 +3.03%
Morgan Stanley Consumer 562.75 +2.76%
Morgan Stanley Cyclical 549.45 +4.37%
Morgan Stanley Technology 439.06 +5.38%
Transports 3,202.45 +6.12%
Utilities 340.99 +4.22%
MSCI Emerging Markets 33.02 +4.44%


Sentiment/Internals
NYSE Cumulative A/D Line 33,532 +10.50%
Bloomberg New Highs-Lows Index +23 +142.59%
Bloomberg Crude Oil % Bulls 32.0 -17.95%
CFTC Oil Large Speculative Longs 185,237 +5.82%
Total Put/Call .77 -20.62%
OEX Put/Call 1.07 -43.39%
ISE Sentiment 175.0 +23.38%
NYSE Arms .95 -25.78%
Volatility(VIX) 28.92 -7.75%
G7 Currency Volatility (VXY) 15.23 +.4%
Smart Money Flow Index 8,153.17 +.80%
AAII % Bulls 40.37 +19.72%
AAII % Bears 48.62 +7.21%


Futures Spot Prices
Crude Oil 66.31 +8.56%
Reformulated Gasoline 189.53 +2.96%
Natural Gas 3.83 +2.82%
Heating Oil 167.76 +8.06%
Gold 980.30 +2.50%
Base Metals 138.62 +3.29%
Copper 219.75 +6.67%
Agriculture 345.88 +3.28%


Economy
10-year US Treasury Yield 3.46% +1 basis point

U.S. Sovereign Debt Credit Default Swap 46.0 +4.54%

10-year TIPS Spread 1.84% +6 basis points
TED Spread 53.0 +4 basis points
N. Amer. Investment Grade Credit Default Swap Index 139.19 -5.31%
Emerging Markets Credit Default Swap Index 385.56 -2.83%
Citi US Economic Surprise Index +59.90 +34.91%
Fed Fund Futures imply 78.0% chance of no change, 22.0% chance of 25 basis point cut on 6/24
Iraqi 2028 Govt Bonds 63.67 +4.09%
4-Wk MA of Jobless Claims 626,800 -.5%
Average 30-year Mortgage Rate 4.91% +9 basis points
Weekly Mortgage Applications 786,000 -14.18%
Weekly Retail Sales -.20%
Nationwide Gas $2.47/gallon +.08/gallon
US Cooling Demand Next 7 Days 13.0% below normal
ECRI Weekly Leading Economic Index 111.90 +.81%
US Dollar Index 80.43 -.16%
Baltic Dry Index 3,494 +25.41%
CRB Index 249.83 +3.08%


Best Performing Style
Small-cap Growth +5.13%


Worst Performing Style
Large-cap Value +3.03%


Leading Sectors
Steel +13.11%
Oil Service +10.72%
Alt Energy +8.97%
Road & Rail +8.49%
Construction +7.18%


Lagging Sectors
Drugs +1.89%
Retail +1.04%
HMOs +.04%
Airlines -3.56%
Education -5.19%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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