Friday, October 16, 2009

Weekly Scoreboard*

Indices
S&P 500 1,087.68 +1.51%
DJIA 9,995.91 +1.33%
NASDAQ 2,156.80 +.82%
Russell 2000 616.18 +.21%
Wilshire 5000 11,111.98 +1.97%
Russell 1000 Growth 478.32 +1.38%
Russell 1000 Value 562.78 +1.53%
Morgan Stanley Consumer 661.0 +1.66%
Morgan Stanley Cyclical 773.84 +2.62%
Morgan Stanley Technology 540.69 -.21%
Transports 4,023.15 +3.80%
Utilities 382.03 +1.29%
MSCI Emerging Markets 40.69 +2.16%

Lyxor L/S Equity Long Bias Index 956.70 +1.54%

Lyxor L/S Equity Variable Bias Index 858.26 +1.62%

Lyxor L/S Equity Short Bias Index 1,013.55 -4.02%


Sentiment/Internals
NYSE Cumulative A/D Line +62,455 +1.57%
Bloomberg New Highs-Lows Index +480 -48.05%
Bloomberg Crude Oil % Bulls 39.0 +14.71%
CFTC Oil Net Speculative Position +68,836 +37.66%

CFTC Oil Total Open Interest 1,263,193 +1.18%
Total Put/Call .75 +7.14%
OEX Put/Call .94 -7.84%
ISE Sentiment 129.0 -7.86%
NYSE Arms 1.64 +86.36%
Volatility(VIX) 21.43 -11.37%
G7 Currency Volatility (VXY) 13.07 +3.12%
Smart Money Flow Index 9,534.80 +1.76%

Money Mkt Mutual Fund Assets $3.404 Trillion -1.20%
AAII % Bulls 47.30 +35.14%
AAII % Bears 33.80 -17.56%


Futures Spot Prices
CRB Index 276.10 +4.62%

Crude Oil 78.53 +8.63%
Reformulated Gasoline 197.93 +11.03%
Natural Gas 4.78 +.15%
Heating Oil 202.97 +8.77%
Gold 1,051.50 +.13%
Bloomberg Base Metals 181.55 -1.39%
Copper 284.55 -.31%

US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton unch.

China Hot Rolled Domestic Steel Sheet 3,344 Yuan/Ton -1.70%

S&P GSCI Agriculture 325.02 +5.68%


Economy
ECRI Weekly Leading Economic Index 128.10 -.77%

Citi US Economic Surprise Index +43.70 +63.06%

Fed Fund Futures imply 63.1% chance of no change, 36.9% chance of 25 basis point cut on 11/04

US Dollar Index 75.60 -.49%

Yield Curve 246.0 +6 basis points

10-year US Treasury Yield 3.41% +3 basis points

Federal Reserve’s Balance Sheet $2.174 Trillion +2.55%

U.S. Sovereign Debt Credit Default Swap 20.0 unch.

10-year TIPS Spread 1.99% +14 basis points
TED Spread 23.0 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 99.03 -3.26%

Euro Financial Sector Credit Default Swap Index 66.57 -5.77%
Emerging Markets Credit Default Swap Index 254.94 +1.52%
CMBS Super Senior AAA 10-year Treasury Spread 503.0 unch.

M1 Money Supply $1.672 Trillion +1.02%

Business Loans 687.70 -1.02%
4-Wk MA of Jobless Claims 531,500 -1.70%

Continuing Claims Unemployment Rate 4.50% unch.
Average 30-year Mortgage Rate 4.92% +5 basis points
Weekly Mortgage Applications 742,900 -1.77%

ABC Consumer Confidence -48 -3 points
Weekly Retail Sales +.60% +280 basis points
Nationwide Gas $2.50/gallon +.03/gallon
US Cooling Demand Next 7 Days 16.0% below normal
Baltic Dry Index 2,728 +1.22%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 unch.

Rail Freight Carloads 208,941 +1.28%

Iraqi 2028 Govt Bonds 77.0 +.26%


Best Performing Style
Large-Cap Value +1.53%


Worst Performing Style
Small-Cap Value -.06%


Leading Sectors
Steel +5.37%

Road & Rail +5.28%

Oil Service +5.27%

Energy +5.07%
Homebuilders +3.96%


Lagging Sectors
Medical Equipment -.77%
REITs -1.39%
Computer Hardware -2.0%
Computer Service -2.33%
HMOs -2.85%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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