Friday, June 05, 2009

Weekly Scoreboard*

Indices
S&P 500 940.09 +2.28%
DJIA 8,763.13 +3.09%
NASDAQ 1,849.42 +4.23%
Russell 2000 530.l36 +5.74%
Wilshire 5000 9,561.59 +2.55%
Russell 1000 Growth 418.70 +3.09%
Russell 1000 Value 476.83 +1.54%
Morgan Stanley Consumer 572.50 +1.73%
Morgan Stanley Cyclical 587.07 +6.75%
Morgan Stanley Technology 452.63 +3.09%
Transports 3,349.98 +4.61%
Utilities 344.60 +1.06%
MSCI Emerging Markets 33.59 +1.73%


Sentiment/Internals
NYSE Cumulative A/D Line 36,273 +8.17%
Bloomberg New Highs-Lows Index +27 +17.39%
Bloomberg Crude Oil % Bulls 21.0 -34.38%
CFTC Oil Large Speculative Longs 199,497 +7.70%
Total Put/Call .79 +2.60%
OEX Put/Call n/a
ISE Sentiment 126.0 -28.0%
NYSE Arms 1.58 +66.32%
Volatility(VIX) 29.62 +2.42%
G7 Currency Volatility (VXY) 15.49 +1.71%
Smart Money Flow Index 8,408.58 +3.13%
AAII % Bulls 47.56 +17.81%
AAII % Bears 36.59 -24.74%


Futures Spot Prices
Crude Oil 68.44 +2.70%
Reformulated Gasoline 195.46 +3.04%
Natural Gas 3.87 -.57%
Heating Oil 177.01 +5.22%
Gold 962.60 -1.88%
Base Metals 148.59 +7.19%
Copper 228.40 +4.05%
Agriculture 346.87 +.29%


Economy
10-year US Treasury Yield 3.83% +37 basis points

U.S. Sovereign Debt Credit Default Swap 43.0 -6.52%

10-year TIPS Spread 2.0% +16 basis points
TED Spread 45.0 -8 basis points
N. Amer. Investment Grade Credit Default Swap Index 117.34 -15.70%
Emerging Markets Credit Default Swap Index 375.86 -2.51%
Citi US Economic Surprise Index +64.80 +8.18%
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 66.63 +3.07%
4-Wk MA of Jobless Claims 631,300 +.6%
Average 30-year Mortgage Rate 5.29% +38 basis points
Weekly Mortgage Applications 658,700 -16.20%
Weekly Retail Sales -.10%
Nationwide Gas $2.59/gallon +.12/gallon
US Cooling Demand Next 7 Days 10.0% below normal
ECRI Weekly Leading Economic Index 113.50 +1.43%
US Dollar Index 80.67 +1.81%
Baltic Dry Index 3,809 +9.01%
CRB Index 257.92 +1.92%


Best Performing Style
Small-cap Growth +5.92%


Worst Performing Style
Large-cap Value +1.54%


Leading Sectors
Defense +8.81%
Airlines +8.67%
Road & Rail +7.13%
Alt Energy +7.06%
Internet +6.11%


Lagging Sectors
Drugs -.80%
Semis -.81%
Banks -.93%
Homebuilders -3.16%
Gold -6.95%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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