Friday, June 12, 2009

Weekly Scoreboard*

Indices
S&P 500 946.21 +.65%
DJIA 8,799.26 +.41%
NASDAQ 1,858.80 +.51%
Russell 2000 526.83 -.67%
Wilshire 5000 9,615.05 +.56%
Russell 1000 Growth 420.01 +.31%
Russell 1000 Value 481.44 +.97%
Morgan Stanley Consumer 567.01 -.96%
Morgan Stanley Cyclical 589.73 +.45%
Morgan Stanley Technology 462.04 +2.08%
Transports 3,361.42 +.34%
Utilities 358.31 +3.98%
MSCI Emerging Markets 33.85 +.75%


Sentiment/Internals
NYSE Cumulative A/D Line 35,944 -.91%
Bloomberg New Highs-Lows Index -13 -148.15%
Bloomberg Crude Oil % Bulls 49.0 +133.3%
CFTC Oil Large Speculative Longs 204,490 +2.50%
Total Put/Call .87 +10.13%
OEX Put/Call 1.22 -94.69%
ISE Sentiment 159.0 +26.19%
NYSE Arms .98 -37.97%
Volatility(VIX) 28.15 -4.96%
G7 Currency Volatility (VXY) 14.52 -6.26%
Smart Money Flow Index 8,342.52 -.79%
AAII % Bulls 39.25 -17.47%
AAII % Bears 39.25 +7.27%


Futures Spot Prices
Crude Oil 72.04 +5.35%
Reformulated Gasoline 204.31 +4.59%
Natural Gas 3.86 -.75%
Heating Oil 183.75 +3.29%
Gold 940.70 -1.76%
Base Metals 156.36 +5.23%
Copper 238.30 +4.52%
Agriculture 338.37 -2.45%


Economy
10-year US Treasury Yield 3.79% -4 basis points

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

10-year TIPS Spread 1.93% -7 basis points
TED Spread 46.0 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 124.49 +6.09%
Emerging Markets Credit Default Swap Index 376.89 +.27%
Citi US Economic Surprise Index +61.90 -4.48%
Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point cut on 6/24
Iraqi 2028 Govt Bonds 67.37 +1.74%
4-Wk MA of Jobless Claims 621,800 -1.7%
Average 30-year Mortgage Rate 5.59% +30 basis points
Weekly Mortgage Applications 611,000 -7.24%
Weekly Retail Sales -4.40%
Nationwide Gas $2.64/gallon +.05/gallon
US Cooling Demand Next 7 Days 5.0% below normal
ECRI Weekly Leading Economic Index 115.40 +1.67%
US Dollar Index 80.14 -.66%
Baltic Dry Index 3,583 -5.93%
CRB Index 262.25 +1.68%


Best Performing Style
Large-cap Value +.97%


Worst Performing Style
Small-cap Value -1.50%


Leading Sectors
Banks +4.18%
Utilities +3.97%
Oil Service +3.77%
Computer Hardware +3.25%
Software +3.06%


Lagging Sectors
Restaurants -3.16%
Airlines -3.29%
Gold -3.82%
Hospitals -5.46%
HMOs -7.04%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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