Friday, June 19, 2009

Weekly Scoreboard*

Indices
S&P 500 921.23 -2.64%
DJIA 8,539.73 -2.95%
NASDAQ 1,827.47 -1.69%
Russell 2000 512.72 -2.68%
Wilshire 5000 9,348.41 -2.77%
Russell 1000 Growth 410.47 -2.27%
Russell 1000 Value 465.51 -3.31%
Morgan Stanley Consumer 558.93 -1.42%
Morgan Stanley Cyclical 553.18 -6.20%
Morgan Stanley Technology 450.89 -2.41%
Transports 3,219.77 -4.21%
Utilities 351.63 -1.86%
MSCI Emerging Markets 31.89 -5.77%


Sentiment/Internals
NYSE Cumulative A/D Line 32,435 -10.45%
Bloomberg New Highs-Lows Index -45 -287.50%
Bloomberg Crude Oil % Bulls 16.0 -67.35%
CFTC Oil Large Speculative Longs 201,362 -1.53%
Total Put/Call .89 +2.30%
OEX Put/Call .99 -18.85%
ISE Sentiment 117.0 -26.42%
NYSE Arms .93 -5.10%
Volatility(VIX) 27.99 -.57%
G7 Currency Volatility (VXY) 14.41 -76%
Smart Money Flow Index 8,219.79 -1.47%
AAII % Bulls 33.33 -15.08%
AAII % Bears 46.43 +18.29%


Futures Spot Prices
Crude Oil 69.60 -3.65%
Reformulated Gasoline 193.27 -5.44%
Natural Gas 4.06 +4.14%
Heating Oil 179.50 -2.70%
Gold 935.40 -.45%
Base Metals 151.25 -3.27%
Copper 225.30 -5.64%
Agriculture 319.72 -5.51%


Economy
10-year US Treasury Yield 3.78% -1 basis point

U.S. Sovereign Debt Credit Default Swap 44.0 +2.32%

10-year TIPS Spread 1.93% unch.
TED Spread 44.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 138.87 +11.55%
Emerging Markets Credit Default Swap Index 410.88 +8.91%
Citi US Economic Surprise Index +54.50 -11.95ffip%
Fed Fund Futures imply 88.0% chance of no change, 12.0% chance of 25 basis point cut on 6/24
Iraqi 2028 Govt Bonds 66.25 -1.67%
4-Wk MA of Jobless Claims 615,800 -1.1%
Average 30-year Mortgage Rate 5.38% -21 basis points
Weekly Mortgage Applications 514,400 -15.81%
Weekly Retail Sales -4.60%
Nationwide Gas $2.69/gallon +.05/gallon
US Cooling Demand Next 7 Days 24.0% above normal
ECRI Weekly Leading Economic Index 117.10 +.77%
US Dollar Index 80.36 +.2%
Baltic Dry Index 4,073 +16.94%
CRB Index 252.79 -3.61%


Best Performing Style
Large-cap Growth -2.27%


Worst Performing Style
Mid-cap Value -3.80%


Leading Sectors
HMOs +10.14%
Education +3.61%
Medical Equipment +1.50%
Biotech +1.08%
Drugs +1.03%


Lagging Sectors
Steel -6.99%
Oil Tankers -7.24%
Energy -7.42%
Oil Service -9.20%
Coal -12.02%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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