Friday, June 26, 2009

Weekly Scoreboard*

Indices
S&P 500 918.90 -.25%
DJIA 8,438.39 -1.19%
NASDAQ 1,838.22 +.59%
Russell 2000 513.22 +.10%
Wilshire 5000 9,335.23 -.14%
Russell 1000 Growth 410.30 -.04%
Russell 1000 Value 464.0 -.32%
Morgan Stanley Consumer 558.35 -.10%
Morgan Stanley Cyclical 552.53 -.10%
Morgan Stanley Technology 451.81 +.20%
Transports 3,263.07 +1.35%
Utilities 355.79 +1.18%
MSCI Emerging Markets 32.29 +1.25%


Sentiment/Internals
NYSE Cumulative A/D Line 34,397 +3.70%
Bloomberg New Highs-Lows Index +71 +273.17%
Bloomberg Crude Oil % Bulls 21.0 +31.2%
CFTC Oil Large Speculative Longs 201,463 +.05%
Total Put/Call .81 -8.99%
OEX Put/Call .77 -22.22%
ISE Sentiment 98.0 -16.24%
NYSE Arms 1.37 +47.31%
Volatility(VIX) 25.93 -7.36%
G7 Currency Volatility (VXY) 14.31 -.21%
Smart Money Flow Index 8,129.74 -1.10%
AAII % Bulls 28.0 -15.99%
AAII % Bears 48.80 +5.10%


Futures Spot Prices
Crude Oil 69.16 -1.23%
Reformulated Gasoline 187.41 -2.64%
Natural Gas 4.10 -2.75%
Heating Oil 173.03 -3.47%
Gold 941.0 +.70%
Base Metals 153.41 +1.43%
Copper 230.90 +2.78%
Agriculture 315.36 -1.36%


Economy
10-year US Treasury Yield 3.54% -24 basis points

U.S. Sovereign Debt Credit Default Swap 42.0 -4.54%

10-year TIPS Spread 1.69% -24 basis points
TED Spread 43.0 -1 basis point
N. Amer. Investment Grade Credit Default Swap Index 141.20 +1.68%
Emerging Markets Credit Default Swap Index 409.68 -.29%
Citi US Economic Surprise Index +51.90 -4.77%
Fed Fund Futures imply 88.2% chance of no change, 11.8% chance of 25 basis point cut on 8/12
Iraqi 2028 Govt Bonds 64.53 -2.22%
4-Wk MA of Jobless Claims 617,300 +.10%
Average 30-year Mortgage Rate 5.42% +4 basis points
Weekly Mortgage Applications 548,200 +6.57%
Weekly Retail Sales -4.50%
Nationwide Gas $2.66/gallon -.03/gallon
US Cooling Demand Next 7 Days 10.0% above normal
ECRI Weekly Leading Economic Index 117.60 +.51%
US Dollar Index 79.88 -.48%
Baltic Dry Index 3,703 -9.02%
CRB Index 251.31 -.59%


Best Performing Style
Small-cap Growth +.22%


Worst Performing Style
Large-cap Value -.32%


Leading Sectors
Telecom +3.12%
Computer Hardware +2.94%
Education +2.66%
Biotech +2.36%
Medical Equipment +2.30%


Lagging Sectors
Oil Service -2.40%
Banks -2.44%
Defense -3.78%
Coal -4.26%
Oil Tankers -4.72%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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