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8/8/2019 Weekly Index Summary
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January 02, 2010
IndicesS&P 500 1,115.10 -.49%DJIA 10,428.05 -.37%NASDAQ 2,269.15 -.02%Russell 2000 625.39 -.89%
Wilshire 5000 11,385.11 -.58%Russell 1000 Growth 500.22 -.39%Russell 1000 Value 566.27 -.73%Morgan Stanley Consumer 670.32 -.75%Morgan Stanley Cyclical 829.86 -1.24%Morgan Stanley Technology 578.10 +.19%Transports 4,099.63 -2.0%Utilities 398.01 -.69%MSCI Emerging Markets 41.58 +2.34%Lyxor L/S Equity Long Bias Index 973.91 +.43%Lyxor L/S Equity Variable BiasIndex 850.10 +.52%Lyxor L/S Equity Short BiasIndex942.82 -1.64%
Sentiment/Internals
NYSE Cumulative A/D Line +68,909 -.16%Bloomberg New Highs-Lows Index +178 -453Bloomberg Crude Oil % Bulls 44.0 -8.33%CFTC Oil Net Speculative Position +75,262 +41.49%CFTC Oil Total Open Interest 1,159,436 -4.74%Total Put/Call .91 +10.98%OEX Put/Call 2.30 -20.42%ISE Sentiment 92.0 -42.86%NYSE Arms 2.15 +241.27%Volatility(VIX) 21.68 +10.0%G7 Currency Volatility (VXY) 13.66 -1.30%Smart Money Flow Index 9,176.11 -1.01%Money Mkt Mutual Fund Assets $3.294 Trillion +.70%
AAII % Bulls 49.18 +30.52%AAII % Bears 22.95 -39.09%
Futures Spot PricesCRB Index 283.38 +1.44%Crude Oil 79.36 +2.07%Reformulated Gasoline 205.29 +2.52%Natural Gas 5.57 -2.50%Heating Oil 211.56 +2.97%Gold 1,096.20 -.71%Bloomberg Base Metals 211.72 +2.40%Copper 334.65 +1.72%US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton +2.23%
China Hot Rolled Domestic Steel Sheet 3,899 Yuan/Ton +1.70%S&P GSCI Agriculture 353.43 +1.80%
EconomyECRI Weekly Leading Economic Index 131.20 +.69%Citi US Economic Surprise Index +18.40 +308.89%Fed Fund Futures imply 64.0% chance of no change, 36.0% chance of 25 basis point cut on 1/27US Dollar Index 77.86 +.16%Yield Curve 269.0 -14 basis points10-year US Treasury Yield 3.83% +3 basis points
http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link4http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link48/8/2019 Weekly Index Summary
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Federal Reserves Balance Sheet $2.219 Trillion -.07%U.S. Sovereign Debt Credit Default Swap 43.0 unch.10-year TIPS Spread 2.40% +2 basis pointsTED Spread 19.0 -2.0 basis pointsN. Amer. Investment Grade Credit Default Swap Index 85.60 +3.88%Euro Financial Sector Credit Default Swap Index 62.17 -5.92%Emerging Markets Credit Default Swap Index 258.44 -1.33%CMBS Super Senior AAA 10-year Treasury Spread 440.0 -25.0 basis pointsM1 Money Supply $1.685 Trillion unch.Business Loans 664.70 -.27%4-Wk MA of Jobless Claims 460,300 -1.2%Continuing Claims Unemployment Rate 3.8% -10 basis pointsAverage 30-year Mortgage Rate 5.14% +9 basis pointsWeekly Mortgage Applications 595.80 -10.71%ABC Consumer Confidence -44 -2 pointsWeekly Retail Sales +1.90% +40 basis pointsNationwide Gas $2.64/gallon +.06/gallonUS Heating Demand Next 7 Days 13.0% above normalBaltic Dry Index 3,005 unch.Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 37.50 +4.17%
Rail Freight Carloads 141,699 -32.45%Iraqi 2028 Govt Bonds 77.17 -.37%
Best Performing StyleLarge-Cap Growth -.39%
Worst Performing StyleMid-Cap Value -1.17%
Leading SectorsDisk Drives +1.52%Education +1.33%Steel +1.28%
Semis +.28%Homebuilders +.12%
Lagging SectorsHospitals -2.26%Airlines -2.54%HMOs -3.11%Oil Tankers -3.33%Coal -5.46%
January 08, 2010
IndicesS&P 500 1,144.98 +2.68%DJIA 10,618.19 +1.82%NASDAQ 2,317.17 +2.12%Russell 2000 644.56 +3.07%Wilshire 5000 11,706.78 +2.82%Russell 1000 Growth 509.31 +1.82%
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Russell 1000 Value 587.70 +3.78%Morgan Stanley Consumer 675.39 +.76%Morgan Stanley Cyclical 887.60 +6.96%Morgan Stanley Technology 583.33 +.91%Transports 4,222.26 +2.99%Utilities 396.31 -.43%MSCI Emerging Markets 43.0 +3.44%Lyxor L/S Equity Long Bias Index 975.70 +.85%Lyxor L/S Equity Variable BiasIndex 847.58 +1.06%Lyxor L/S Equity Short BiasIndex958.21 -.92%
Sentiment/InternalsNYSE Cumulative A/D Line +73,395 +6.51%Bloomberg New Highs-Lows Index +798 +620Bloomberg Crude Oil % Bulls 35.0 -20.45%CFTC Oil Net Speculative Position +108,835 +15.69%CFTC Oil Total Open Interest 1,231,436 +3.90%Total Put/Call .65 -28.57%OEX Put/Call 1.07 -53.48%ISE Sentiment 138.0 +50.0%
NYSE Arms 1.45 -32.55%Volatility(VIX) 18.13 -16.37%G7 Currency Volatility (VXY) 12.40 -9.22%Smart Money Flow Index 9,357.50 +.78%Money Mkt Mutual Fund Assets $3.307 Trillion +.40%AAII % Bulls 41.0 -16.63%AAII % Bears 26.0 +13.29%
Futures Spot PricesCRB Index 290.77 +2.61%Crude Oil 82.75 +3.93%Reformulated Gasoline 215.53 +4.51%Natural Gas 5.75 +3.07%
Heating Oil 220.03 +3.78%Gold 1,138.90 +3.74%Bloomberg Base Metals 214.77 +1.44%Copper 340.05 +1.81%US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.China Hot Rolled Domestic Steel Sheet 3,917 Yuan/Ton +.46%S&P GSCI Agriculture 359.67 +1.77%
EconomyECRI Weekly Leading Economic Index 131.50 +.61%Citi US Economic Surprise Index +5.20 -71.74%Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 1/27US Dollar Index 77.47 -.50%
Yield Curve 285.0 +16 basis points10-year US Treasury Yield 3.83% unch.Federal Reserves Balance Sheet $2.216 Trillion -.13%U.S. Sovereign Debt Credit Default Swap 34.0 -9.0 basis points10-year TIPS Spread 2.45% +5 basis pointsTED Spread 21.0 +2.0 basis pointsN. Amer. Investment Grade Credit Default Swap Index 77.81 -9.10%Euro Financial Sector Credit Default Swap Index 57.44 -7.60%Emerging Markets Credit Default Swap Index 236.53 -8.47%CMBS Super Senior AAA 10-year Treasury Spread 399.0 -41.0 basis points
http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link4http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link48/8/2019 Weekly Index Summary
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M1 Money Supply $1.688 Trillion +.10%Business Loans 662.90 -.27%4-Wk MA of Jobless Claims 450,300 -2.20%Continuing Claims Unemployment Rate 3.6% -20 basis pointsAverage 30-year Mortgage Rate 5.09% -5 basis pointsWeekly Mortgage Applications 462.20 +.46%ABC Consumer Confidence -41 +3 pointsWeekly Retail Sales +1.80% -10 basis pointsNationwide Gas $2.73/gallon +.09/gallonUS Heating Demand Next 7 Days 3.0% below normalBaltic Dry Index 3,140 +4.50%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 55.0 +46.70%Rail Freight Carloads 149,128 +5.24%Iraqi 2028 Govt Bonds 83.50 +8.21%
Best Performing StyleMid-Cap Value +3.87%
Worst Performing StyleLarge-Cap Growth +1.82%
Leading SectorsOil Tankers +11.95%Oil Service +11.70%Banks +10.04%Steel +8.35%HMOs +6.21%
Lagging SectorsInternet -.02%REITs -.23%Utilities -.43%Restaurants -.69%
Telecom -2.81%
January 15, 2010
IndicesS&P 500 1,136.03 -.78%DJIA 10,609.65 -.08%NASDAQ 2,287.99 -1.26%Russell 2000 637.96 -1.02%Wilshire 5000 11,604.82 -.87%Russell 1000 Growth 506.04 -.64%Russell 1000 Value 581.45 -1.06%Morgan Stanley Consumer 677.56 +.32%
Morgan Stanley Cyclical 871.96 -1.76%Morgan Stanley Technology 576.38 -1.19%Transports 4,180.79 -.98%Utilities 398.07 +.44%MSCI Emerging Markets 42.19 -1.90%Lyxor L/S Equity Long Bias Index 985.57 +.04%Lyxor L/S Equity Variable BiasIndex 867.61 +.55%Lyxor L/S Equity Short BiasIndex931.43 -.44%
http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link4http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link48/8/2019 Weekly Index Summary
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Sentiment/InternalsNYSE Cumulative A/D Line +74,287 +2.15%Bloomberg New Highs-Lows Index +640 -158Bloomberg Crude Oil % Bulls 32.0 -8.57%CFTC Oil Net Speculative Position +135,669 +24.66%CFTC Oil Total Open Interest 1,300,867 +5.64%Total Put/Call .83 +27.69%OEX Put/Call 1.33 +24.30%ISE Sentiment 139.0 +.72%NYSE Arms 2.11 +45.51%Volatility(VIX) 17.91 -1.21%G7 Currency Volatility (VXY) 11.86 -5.89%Smart Money Flow Index 9,479.63 +1.31%Money Mkt Mutual Fund Assets $3.286 Trillion -.70%AAII % Bulls 47.44 +15.71%AAII % Bears 26.92 +3.54%
Futures Spot PricesCRB Index 281.41 -3.22%Crude Oil 78.0 -6.02%
Reformulated Gasoline 204.54 -5.43%Natural Gas 5.69 -.96%Heating Oil 204.60 -7.12%Gold 1,130.50 -.70%Bloomberg Base Metals 214.06 -.33%Copper 336.60 -1.82%US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.China Hot Rolled Domestic Steel Sheet 3,913 Yuan/Ton -.10%S&P GSCI Agriculture 336.99 -6.30%
EconomyECRI Weekly Leading Economic Index 132.10 +.38%Citi US Economic Surprise Index -11.80 -326.92%
Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 1/27US Dollar Index 77.32 -.39%Yield Curve 281.0 -4 basis points10-year US Treasury Yield 3.67% -16 basis pointsFederal Reserves Balance Sheet $2.274 Trillion +2.58%U.S. Sovereign Debt Credit Default Swap 34.0 -9.0 unch.Western Europe Sovereign Credit Default Swap Index 79.0 +18.37%10-year TIPS Spread 2.35% -10 basis pointsTED Spread 20.0 -1.0 basis pointsN. Amer. Investment Grade Credit Default Swap Index 83.05 +6.73%Euro Financial Sector Credit Default Swap Index 63.82 +11.10%Emerging Markets Credit Default Swap Index 245.67 +3.86%CMBS Super Senior AAA 10-year Treasury Spread 395.0 -4.0 basis points
M1 Money Supply $1.724 Trillion +2.14%Business Loans 660.60 -.35%4-Wk MA of Jobless Claims 440,800 -2.0%Continuing Claims Unemployment Rate 3.5% -10 basis pointsAverage 30-year Mortgage Rate 5.06% -3 basis pointsWeekly Mortgage Applications 528.10 +14.26%ABC Consumer Confidence -47 -6 pointsWeekly Retail Sales +1.40% -40 basis pointsNationwide Gas $2.76/gallon +.03/gallon
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US Heating Demand Next 7 Days 20.0% below normalBaltic Dry Index 3,235 +2.73%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 75.0 +36.36%Rail Freight Carloads 196,788 +31.96%Iraqi 2028 Govt Bonds 82.65 -1.02%
Best Performing StyleLarge-Cap Growth -.64%
Worst Performing StyleMid-Cap Growth -1.34%
Leading SectorsGaming +2.73%Oil Tankers +2.07%Drugs +1.67%Restaurants +1.54%Biotech +.71%
Lagging Sectors
Steel -4.25%Gold -5.10%Coal -5.42%Semis -6.94%Alt Energy -7.39%
January 22, 2010IndicesS&P 500 1,091.76 -4.94%DJIA 10,172.98 -5.02%NASDAQ 2,205.29 -4.81%Russell 2000 617.12 -4.53%Wilshire 5000 11,182.39 -4.71%Russell 1000 Growth 488.01 -4.51%Russell 1000 Value 558.14 -5.17%Morgan Stanley Consumer 663.87 -2.89%Morgan Stanley Cyclical 815.73 -7.47%Morgan Stanley Technology 551.75 -5.50%Transports 4,005.08 -5.34%Utilities 383.99 -3.89%MSCI Emerging Markets 40.24 -5.33%Lyxor L/S Equity Long Bias Index 985.51 +.11%Lyxor L/S Equity Variable BiasIndex 866.34 -.33%Lyxor L/S Equity Short BiasIndex920.04 -1.45%
Sentiment/InternalsNYSE Cumulative A/D Line +69,553 -6.37%Bloomberg New Highs-Lows Index +37 -603Bloomberg Crude Oil % Bulls 38.0 +18.75%CFTC Oil Net Speculative Position +134,381 -.95%CFTC Oil Total Open Interest 1,324,903 +1.85%Total Put/Call 1.07 +42.67%OEX Put/Call 1.48 +2.78%ISE Sentiment 98.0 -27.41%
http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link4http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link3http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link2http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_cis/2,3,5,0,0,0,0,0,0,6,12,0,0,0,0,0.html#link48/8/2019 Weekly Index Summary
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NYSE Arms 1.78 +67.92%Volatility(VIX) 27.31 +54.91%G7 Currency Volatility (VXY) 12.19 +2.78%Smart Money Flow Index 9,327.86 -1.39%Money Mkt Mutual Fund Assets $3.240 Trillion -1.40%AAII % Bulls 40.0 -15.68%AAII % Bears 34.74 +29.05%
Futures Spot PricesCRB Index 275.56 -3.11%Crude Oil 74.54 -6.36%Reformulated Gasoline 196.57 -5.05%Natural Gas 5.82 +4.0%Heating Oil 194.16 -6.47%Gold 1,089.70 -4.58%Bloomberg Base Metals 206.94 -3.33%Copper 334.70 -1.67%US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.China Hot Rolled Domestic Steel Sheet 3,827 Yuan/Ton -2.20%S&P GSCI Agriculture 334.99 -2.45%
EconomyECRI Weekly Leading Economic Index 132.20 +.08%Citi US Economic Surprise Index -2.0 +83.87%Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 1/27US Dollar Index 78.28 +2.01%Yield Curve 282.0 +1 basis point10-year US Treasury Yield 3.61% -6 basis pointsFederal Reserves Balance Sheet $2.233 Trillion -1.79%U.S. Sovereign Debt Credit Default Swap 38.0 +11.76%Western Europe Sovereign Credit Default Swap Index 84.83 +7.38%10-year TIPS Spread 2.29% -6 basis pointsTED Spread 21.0 +1.0 basis point
N. Amer. Investment Grade Credit Default Swap Index 92.26 +11.09%Euro Financial Sector Credit Default Swap Index 78.21 +22.55%Emerging Markets Credit Default Swap Index 268.35 +9.23%CMBS Super Senior AAA 10-year Treasury Spread 385.0 -10.0 basis pointsM1 Money Supply $1.655 Trillion -2.89%Business Loans 662.50 +.29%4-Wk MA of Jobless Claims 448,300 +1.6%Continuing Claims Unemployment Rate 3.5% unch.Average 30-year Mortgage Rate 4.99% -7 basis pointsWeekly Mortgage Applications 575.90 +9.05%ABC Consumer Confidence -49 -2 pointsWeekly Retail Sales +1.10% -30 basis pointsNationwide Gas $2.73/gallon -.03/gallon
US Heating Demand Next 7 Days 8.0% below normalBaltic Dry Index 3,204 -2.88%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 72.50 -3.33%Rail Freight Carloads 201,728 +2.51%Iraqi 2028 Govt Bonds 79.3.36%
Best Performing StyleSmall-Cap Value -4.32%
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Worst Performing StyleLarge-Cap Value -5.17%
Leading SectorsEducation +1.33%Restaurants -.27%Biotech -2.15%Retail -2.39%Drugs -2.71%
Lagging SectorsHospitals -8.97%Gold -9.59%Alt Energy -9.96%Oil Tankers -10.25%Steel -11.28%
January 29, 2010
IndicesS&P 500 1,073.87 -1.64%DJIA 10,067.33 -1.04%NASDAQ 2,147.35 -2.63%Russell 2000 602.04 -2.44%Wilshire 5000 10,991.12 -1.71%Russell 1000 Growth 478.11 -2.03%Russell 1000 Value 549.59 -1.53%Morgan Stanley Consumer 654.34 -1.44%Morgan Stanley Cyclical 783.60 -3.94%Morgan Stanley Technology 533.78 -3.26%Transports 3,895.48 -2.74%Utilities 378.25 -1.49%MSCI Emerging Markets 38.77 -3.64%Lyxor L/S Equity Long Bias Index 974.49 -1.21%Lyxor L/S Equity Variable BiasIndex 856.14 -1.23%Lyxor L/S Equity Short BiasIndex944.26 +1.59%
Sentiment/InternalsNYSE Cumulative A/D Line +67,611 -5.47%Bloomberg New Highs-Lows Index +15 -22Bloomberg Crude Oil % Bulls 26.0 -31.58%CFTC Oil Net Speculative Position +99,620 -25.87%CFTC Oil Total Open Interest 1,320,661 -.32%Total Put/Call .97 -9.35%OEX Put/Call .86 -41.89%ISE Sentiment 121.0 +23.47%
NYSE Arms 1.0 -43.82%Volatility(VIX) 24.62 -9.85%G7 Currency Volatility (VXY) 12.33 -.24%Smart Money Flow Index 9,075.28 -2.71%Money Mkt Mutual Fund Assets $3.218 Trillion -.70%AAII % Bulls 35.0 -12.50%AAII % Bears 36.67 +5.56%
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Futures Spot PricesCRB Index 265.59 -3.62%Crude Oil 72.70 -1.90%Reformulated Gasoline 191.36 -2.71%Natural Gas 5.14 -10.42%Heating Oil 191.14 -1.82%Gold 1,081.70 -1.07%Bloomberg Base Metals 196.58 -5.01%Copper 304.60 -8.91%US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.China Hot Rolled Domestic Steel Sheet 3,810 Yuan/Ton -.44%S&P GSCI Agriculture 327.82 -2.14%
EconomyECRI Weekly Leading Economic Index 131.40 -.61%Citi US Economic Surprise Index +14.80 +840.0%Fed Fund Futures imply 59.80% chance of no change, 40.20% chance of 25 basis point cut on 1/27US Dollar Index 79.49 +1.53%Yield Curve 277.0 -5 basis points10-year US Treasury Yield 3.58% -3 basis points
Federal Reserves Balance Sheet $2.229 Trillion -.17%U.S. Sovereign Debt Credit Default Swap 41.0 +7.89%Western Europe Sovereign Credit Default Swap Index 88.37 +4.18%10-year TIPS Spread 2.32% +3 basis pointsTED Spread 18.0 -3.0 basis pointsN. Amer. Investment Grade Credit Default Swap Index 94.78 +2.73%Euro Financial Sector Credit Default Swap Index 81.55 +4.26%Emerging Markets Credit Default Swap Index 272.57 +1.57%CMBS Super Senior AAA 10-year Treasury Spread 412.0 +27.0 basis pointsM1 Money Supply $1.665 Trillion +.68%Business Loans 652.40 -1.0%4-Wk MA of Jobless Claims 456,300 +2.1%Continuing Claims Unemployment Rate 3.5% unch.
Average 30-year Mortgage Rate 4.98% -1 basis pointWeekly Mortgage Applications 513.0 -10.92%ABC Consumer Confidence -48 +1 pointWeekly Retail Sales +1.10% unch.Nationwide Gas $2.69/gallon -.04/gallonUS Heating Demand Next 7 Days 3.0% below normalBaltic Dry Index 2,963 -6.53%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 70.0 -3.45%Rail Freight Carloads 200,807 -.46%Iraqi 2028 Govt Bonds 78.75 -1.41%
Best Performing StyleLarge-Cap Value -1.53%
Worst Performing StyleSmall-Cap Growth -2.74%
Leading SectorsOil Tankers +1.14%Retail +.61%Banks +.47%Insurance +.17%Biotech +.02%
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Lagging SectorsCoal -6.0%Airlines -6.23%Gaming -6.38%Gold -6.94%Disk Drives -9.48%
February 05, 2010IndicesS&P 500 1,066.19 -.71%DJIA 10,012.23 -.55%NASDAQ 2,141.12 -.29%Russell 2000 592.98 -1.51%Wilshire 5000 10,900.29 -.83%Russell 1000 Growth 476.33 -.37%Russell 1000 Value 543.64 -1.08%
Morgan Stanley Consumer 644.62 -1.49%Morgan Stanley Cyclical 775.70 -1.0%Morgan Stanley Technology 539.95 +1.15%Transports 3,822.20 -1.88%Utilities 369.45 -2.33%MSCI Emerging Markets 37.45 -3.40%Lyxor L/S Equity Long Bias Index 967.50 -.72%Lyxor L/S Equity Variable BiasIndex 851.63 -.53%Lyxor L/S Equity Short BiasIndex966.40 +2.34%
Sentiment/InternalsNYSE Cumulative A/D Line +66,592 -1.51%Bloomberg New Highs-Lows Index -50 -65
Bloomberg Crude Oil % Bulls 33.0 +26.92%CFTC Oil Net Speculative Position +86,027 -13.64%CFTC Oil Total Open Interest 1,360,697 +3.03%Total Put/Call 1.21 +24.74%OEX Put/Call 1.08 +25.58%ISE Sentiment 90.0 -25.62%NYSE Arms .65 -35.0%Volatility(VIX) 26.11 +6.17%G7 Currency Volatility (VXY) 13.24 +6.17%Smart Money Flow Index 8,958.53 -1.29%Money Mkt Mutual Fund Assets $3.205 Trillion -.40%AAII % Bulls 29.23 -16.49%AAII % Bears 43.08 +17.48%
Futures Spot PricesCRB Index 258.55 -2.65%Crude Oil 71.88 -1.16%Reformulated Gasoline 190.50 -.47%Natural Gas 5.52 +7.97%Heating Oil 189.50 -.97%Gold 1,065.80 -1.47%Bloomberg Base Metals 181.82 -7.51%Copper 289.40 -5.17%
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US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.China Hot Rolled Domestic Steel Sheet 3,811 Yuan/Ton +.03%S&P GSCI Agriculture 316.20 -3.54%
EconomyECRI Weekly Leading Economic Index 130.90 -.38%Citi US Economic Surprise Index +45.30 +206.08%Fed Fund Futures imply 65.60% chance of no change, 34.40% chance of 25 basis point cut on 3/16US Dollar Index 80.25 +1.06%Yield Curve 280.0 +3 basis points10-year US Treasury Yield 3.56% -2 basis pointsFederal Reserves Balance Sheet $2.231 Trillion +.09%U.S. Sovereign Debt Credit Default Swap 53.0 +29.27%Western Europe Sovereign Credit Default Swap Index 106.15 +20.32%10-year TIPS Spread 2.26% -6 basis pointsTED Spread 16.0 -2.0 basis pointsN. Amer. Investment Grade Credit Default Swap Index 100.77 +6.32%Euro Financial Sector Credit Default Swap Index 91.77 +16.48%Emerging Markets Credit Default Swap Index 288.64 +5.66%CMBS Super Senior AAA 10-year Treasury Spread 406.0 -6.0 basis points
M1 Money Supply $1.677 Trillion +.73%Business Loans 651.40 -.15%4-Wk MA of Jobless Claims 468,800 +2.6%Continuing Claims Unemployment Rate 3.5% unch.Average 30-year Mortgage Rate 5.01% +3 basis pointsWeekly Mortgage Applications 620.70 +20.99%ABC Consumer Confidence -49 -1 pointWeekly Retail Sales +1.0% -10 basis pointsNationwide Gas $2.66/gallon -.03/gallonUS Heating Demand Next 7 Days 15.0% above normalBaltic Dry Index 2,685 -9.38%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 57.50 -17.86%Rail Freight Carloads 203,952 +1.57%
Iraqi 2028 Govt Bonds 79.25 +1.11%
Best Performing StyleLarge-Cap Growth -.37%
Worst Performing StyleSmall-Cap Value -1.70%
Leading SectorsComputer Hardware +5.37%Gold +4.16%Construction +1.95%Disk Drives +1.78%
Semis +1.71%
Lagging SectorsUtilities -2.32%HMOs -2.89%Paper -3.21%Banks -3.74%Oil Tankers -10.14%
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February 12, 2010IndicesS&P 500 1,075.51 +.87%DJIA 10,099.14 +.87%NASDAQ 2,183.53 +1.98%
Russell 2000 610.72 +2.99%Wilshire 5000 11,041.57 +1.30%Russell 1000 Growth 482.77 +1.35%Russell 1000 Value 548.31 +.86%Morgan Stanley Consumer 655.06 +1.62%Morgan Stanley Cyclical 795.05 +2.50%Morgan Stanley Technology 549.41 +1.75%Transports 3,917.56 +2.50%Utilities 364.55 -1.33%MSCI Emerging Markets 38.57 +2.98%Lyxor L/S Equity Long Bias Index 964.93 -.50%Lyxor L/S Equity Variable BiasIndex 840.96 -1.64%Lyxor L/S Equity Short BiasIndex971.37 +1.66%
Sentiment/InternalsNYSE Cumulative A/D Line +70,188 +6.09%Bloomberg New Highs-Lows Index +29 +79Bloomberg Crude Oil % Bulls 50.0 +51.52%CFTC Oil Net Speculative Position +42,060 -51.11%CFTC Oil Total Open Interest 1,307,602 -3.90%Total Put/Call .92 -23.97%OEX Put/Call 1.43 +32.41%ISE Sentiment 91.0 +1.11%NYSE Arms 1.36 +109.23%Volatility(VIX) 22.73 -12.95%G7 Currency Volatility (VXY) 12.40 -8.10%Smart Money Flow Index 9,100.83 +1.59%
Money Mkt Mutual Fund Assets $3.198 Trillion -.20%AAII % Bulls 36.75 +25.73%AAII % Bears 41.88 -2.79%
Futures Spot PricesCRB Index 267.92 +3.62%Crude Oil 74.13 +3.11%Reformulated Gasoline 192.95 +1.18%Natural Gas 5.47 -1.01%Heating Oil 191.89 +1.23%Gold 1,090.0 +2.17%Bloomberg Base Metals 193.54 +6.45%Copper 310.20 +6.65%
US No. 1 Heavy Melt Scrap Steel 301.67 USD/Ton +16.03%China Hot Rolled Domestic Steel Sheet 3,815 Yuan/Ton -.16%S&P GSCI Agriculture 330.96 +4.66%
EconomyECRI Weekly Leading Economic Index 130.0 -.69%Citi US Economic Surprise Index +42.10 -7.06%Fed Fund Futures imply 63.60% chance of no change, 36.4% chance of 25 basis point cut on 3/16US Dollar Index 80.22 -.28%
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Yield Curve 286.0 +6 basis points10-year US Treasury Yield 3.69% +13 basis pointsFederal Reserves Balance Sheet $2.239 Trillion +.35%U.S. Sovereign Debt Credit Default Swap 50.0 -5.66%Western Europe Sovereign Credit Default Swap Index 94.25 -11.21%10-year TIPS Spread 2.25% -1 basis pointTED Spread 16.0 unch.N. Amer. Investment Grade Credit Default Swap Index 100.26 -.50%Euro Financial Sector Credit Default Swap Index 91.54 -.26%Emerging Markets Credit Default Swap Index 282.89 -1.99%CMBS Super Senior AAA 10-year Treasury Spread 401.0 -5.0 basis pointsM1 Money Supply $1.692 Trillion +.89%Business Loans 650.90 -.29%4-Wk MA of Jobless Claims 468,500 -.20%Continuing Claims Unemployment Rate 3.5% unch.Average 30-year Mortgage Rate 4.97% -4 basis pointsWeekly Mortgage Applications 613.10 -1.22%ABC Consumer Confidence -48 +1 pointWeekly Retail Sales +2.0% +100 basis pointsNationwide Gas $2.63/gallon -.03/gallon
US Heating Demand Next 7 Days 12.0% above normalBaltic Dry Index 2,571 -5.30%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 50.0 -9.09%Rail Freight Carloads 201,188 -1.36%Iraqi 2028 Govt Bonds 77.38 -1.89%
Best Performing StyleSmall-Cap Growth +3.41%
Worst Performing StyleLarge-Cap Value +.86%
Leading Sectors
Airlines +9.80%Homebuilders +8.16%Coal +7.20%Steel +5.55%Semis +4.60%
Lagging SectorsTelecom unch.Banks -.25%REITs -.65%HMOs -.89%Utilities -1.33%
February 19, 2010IndicesS&P 500 1,109.17 +2.85%DJIA 10,402.35 +2.55%NASDAQ 2,243.87 +3.05%Russell 2000 631.62 +4.32%Wilshire 5000 11,391.35 +3.08%Russell 1000 Growth 496.57 +2.78%
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Russell 1000 Value 567.22 +3.18%Morgan Stanley Consumer 674.13 +2.64%Morgan Stanley Cyclical 829.86 +4.24%Morgan Stanley Technology 565.44 +2.80%Transports 4,060.52 +3.50%Utilities 377.10 +2.65%MSCI Emerging Markets 39.29 +1.40%Lyxor L/S Equity Long Bias Index 960.71 +.25%Lyxor L/S Equity Variable BiasIndex 847.99 +.55%Lyxor L/S Equity Short BiasIndex929.18 -3.52%
Sentiment/InternalsNYSE Cumulative A/D Line +74,350 +11.42%Bloomberg New Highs-Lows Index +187 +158Bloomberg Crude Oil % Bulls 31.0 -38.0%CFTC Oil Net Speculative Position +68,436 +62.71%CFTC Oil Total Open Interest 1,301,624 -.46%Total Put/Call .82 -2.38%OEX Put/Call .82 -42.66%ISE Sentiment 92.0 -10.68%
NYSE Arms 1.03 +22.62%Volatility(VIX) 20.02 -16.61%G7 Currency Volatility (VXY) 12.16 -3.06%Smart Money Flow Index 9,347.25 +2.72%Money Mkt Mutual Fund Assets $3.161 Trillion -1.2%AAII % Bulls 35.85 -2.45%AAII % Bears 35.22 -15.90%
Futures Spot PricesCRB Index 277.80 +3.0%Crude Oil 79.81 +6.10%Reformulated Gasoline 208.57 +8.10%Natural Gas 5.04 -6.65%
Heating Oil 206.99 +5.60%Gold 1,122.10 +2.35%Bloomberg Base Metals 205.32 +6.09%Copper 337.90 +7.02%US No. 1 Heavy Melt Scrap Steel 301.67 USD/Ton unch.China Hot Rolled Domestic Steel Sheet 3,815 Yuan/Ton unch.S&P GSCI Agriculture 332.07 -.39%
EconomyECRI Weekly Leading Economic Index 128.40 -1.23%Citi US Economic Surprise Index +37.60 -10.26%Fed Fund Futures imply 64.60% chance of no change, 35.4% chance of 25 basis point cut on 3/16US Dollar Index 80.55 +.68%
Yield Curve 285.0 -1.0 basis point10-year US Treasury Yield 3.77% +8 basis pointsFederal Reserves Balance Sheet $2.259 Trillion +.90%U.S. Sovereign Debt Credit Default Swap 42.0 -16.0%Western Europe Sovereign Credit Default Swap Index 88.66 -5.68%10-year TIPS Spread 2.28% +3 basis pointsTED Spread 16.0 unch.N. Amer. Investment Grade Credit Default Swap Index 92.34 -7.90%
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Euro Financial Sector Credit Default Swap Index 86.36 -5.36%Emerging Markets Credit Default Swap Index 273.92 -3.36%CMBS Super Senior AAA 10-year Treasury Spread 360.0 -41.0 basis pointsM1 Money Supply $1.697 Trillion +.30%Business Loans 649.80 -.17%4-Wk MA of Jobless Claims 467,500 -.30%Continuing Claims Unemployment Rate 3.5% unch.Average 30-year Mortgage Rate 4.93% -4 basis pointsWeekly Mortgage Applications 600.50 -2.06%ABC Consumer Confidence -49 -1 pointWeekly Retail Sales +1.90% -10 basis pointsNationwide Gas $2.62/gallon -.01/gallonUS Heating Demand Next 7 Days 7.0% above normalBaltic Dry Index 2,704 +5.01%Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 50.0 unch.Rail Freight Carloads 192,354 -4.39%Iraqi 2028 Govt Bonds 77.88 +.41%
Best Performing StyleSmall-Cap Value +4.88%
Worst Performing StyleLarge-Cap Growth +2.78%
Leading SectorsSteel +7.89%REITs +6.92%Hospitals +5.54%Coal +5.40%Networking +4.30%
Lagging SectorsHomebuilders +1.67%
Drugs +1.31%Gold +.74%Telecom +.17%HMOs -1.98%
February 26, 2010Indices
S&P 500 1,104.49 -.42%
DJIA 10,325.26 -.74%
NASDAQ 2,238.26 -.25%
Russell 2000 628.56 -.48%
Wilshire 5000 11,343.17 -.42%
Russell 1000 Growth 493.60 -.60%
Russell 1000 Value 565.42 -.32%
Morgan Stanley Consumer 671.24 -.43%
Morgan Stanley Cyclical 826.44 -.41%
Morgan Stanley Technology 559.68 -1.02%
Transports 4,134.57 +1.82%
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Utilities 367.39 -2.57%
MSCI Emerging Markets 38.95 -.86%
Lyxor L/S Equity Long Bias Index 969.53 +.39%
Lyxor L/S Equity Variable Bias Index 849.59 +.03%
Lyxor L/S Equity Short Bias Index 925.82 -.53%
Sentiment/Internals
NYSE Cumulative A/D Line +75,513 +.81%
Bloomberg New Highs-Lows Index +229 +42
Bloomberg Crude Oil % Bulls 18.0 -41.94%
CFTC Oil Net Speculative Position +85,352 +24.72%
CFTC Oil Total Open Interest 1,280,235 -1.64%
Total Put/Call .87 +6.1%
OEX Put/Call 1.62 +97.56%
ISE Sentiment 91.0 -1.09
NYSE Arms 1.01 -1.94%
Volatility(VIX) 19.50 -2.60% G7 Currency Volatility (VXY) 12.06 -2.22%
Smart Money Flow Index 9,390.64 +.46%
Money Mkt Mutual Fund Assets $3.166 Trillion -.10%
AAII % Bulls 34.90 -2.65%
AAII % Bears 29.53 -16.16%
Futures Spot Prices
CRB Index 274.77 -1.09%
Crude Oil 79.66 -.82%
Reformulated Gasoline 218.79 -.88%
Natural Gas 4.81 -4.93%
Heating Oil 203.53 -2.48%
Gold 1,118.90 unch.
Bloomberg Base Metals 201.64 -1.79%
Copper 328.40 -2.41%
US No. 1 Heavy Melt Scrap Steel 298.0 USD/Ton -1.22%
China Hot Rolled Domestic Steel Sheet 3,896 Yuan/Ton +2.12%
S&P GSCI Agriculture332.38 +.09%
Economy
ECRI Weekly Leading Economic Index 128.40 unch.
Citi US Economic Surprise Index +23.70 -36.97%
Fed Fund Futures imply 64.0% chance of no change, 36.0% chance of 25 basis point cut on 3/16
US Dollar Index 80.36 -.35%
Yield Curve 280.0 -5.0 basis points
10-Year US Treasury Yield 3.61% -16 basis points
Federal Reserve's Balance Sheet $2.269 Trillion +.43%
U.S. Sovereign Debt Credit Default Swap 42.0 unch.
Western Europe Sovereign Debt Credit Default Swap Index 90.67 +2.26%
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10-Year TIPS Spread 2.16% -12 basis points
TED Spread 14.0 -2.0 basis points
N. America Investment Grade Credit Default Swap Index 92.21 -.14%
Euro Financial Sector Credit Default Swap Index 90.32 +4.58%
Emerging Markets Credit Default Swap Index 268.47 -1.99%
CMBS Super Senior AAA 10-Year Treasury Spread 334.0 -26.0 basis points
M1 Money Supply $1.716 Trillion +1.05%
Business Loans 649.0 -.22%
4-Week Moving Average of Jobless Claims 473,800 +1.3%
Continuing Claims Unemployment Rate 3.5% unch.
Average 30-Year Mortgage Rate 5.05% +12 basis points
Weekly Mortgage Applications 549.50 -8.49%
ABC Consumer Confidence -50 -1 point
Weekly Retail Sales +1.90% unch.
Nationwide Gas $2.70/gallon +.08/gallon
U.S. Heating Demand Next 7 Days 10.0% above normal Baltic Dry Index 2,738 +.88%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 +10.0%
Rail Freight Carloads 200,204 +4.08%
Iraqi 2028 Government Bonds 78.35 +.13%
Best Performing Style
Mid-Cap Growth -.12%
Worst Performing Style
Large-Cap Growth -.60%
Leading Sectors
Education +4.79%
HMOs +2.19%
Airlines +2.13%
Retail +1.92%
Road & Rail +1.72%
Lagging Sectors
Hospitals -3.17%
Construction -3.23%
Alternative Energy -3.23%
Disk Drives -5.41%
Computer Hardware -6.02%
March 05, 2010Indices
S&P 500 1,1138.70 +3.10%
DJIA 10,566.20 +2.33%
NASDAQ 2,326.35 +3.94%
Russell 2000 666.02 +5.96%
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Wilshire 5000 11,726.82 +3.38%
Russell 1000 Growth 508.92 +3.10%
Russell 1000 Value 583.87 +3.26%
Morgan Stanley Consumer 689.08 +2.66%
Morgan Stanley Cyclical 866.39 +4.83%
Morgan Stanley Technology 580.10 +3.65%
Transports 4,195.84 +1.48%
Utilities 378.20 +2.94%
MSCI Emerging Markets 40.58 +4.18%
Lyxor L/S Equity Long Bias Index 976.71 +.76%
Lyxor L/S Equity Variable Bias Index 849.43 +.39%
Lyxor L/S Equity Short Bias Index 912.50 -2.65%
Sentiment/Internals
NYSE Cumulative A/D Line +81,371 +7.76%
Bloomberg New Highs-Lows Index +808 +579
Bloomberg Crude Oil % Bulls 38.0 +111.11% CFTC Oil Net Speculative Position +91,417 +7.11%
CFTC Oil Total Open Interest 1,297,435 +1.34%
Total Put/Call .84 -3.45%
OEX Put/Call .71 -56.17%
ISE Sentiment 127.0 +39.56%
NYSE Arms .41 -59.41%
Volatility(VIX) 17.42 -10.67%
G7 Currency Volatility (VXY) 11.87 -2.99%
Smart Money Flow Index 9,373.18 -.19%
Money Mkt Mutual Fund Assets $3.126 Trillion -1.2%
AAII % Bulls 35.86 +2.75%
AAII % Bears 26.21 -11.24%
Futures Spot Prices
CRB Index 276.93 +.79%
Crude Oil 81.50 +2.37%
Reformulated Gasoline 227.10 +3.80%
Natural Gas 4.59 -3.87%
Heating Oil 209.74 +2.89%
Gold 1,135.20 +1.50%
Bloomberg Base Metals 213.88 +6.07%
Copper 341.75 +3.87%
US No. 1 Heavy Melt Scrap Steel 300.0 USD/Ton +.67%
China Hot Rolled Domestic Steel Sheet 3,965 Yuan/Ton +1.77%
S&P GSCI Agriculture332.38 +.09%
Economy
ECRI Weekly Leading Economic Index 129.80 +1.09%
Citi US Economic Surprise Index +23.40 -1.27%
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Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 3/16
US Dollar Index 80.43 +.09%
Yield Curve 279.0 -1.0 basis point
10-Year US Treasury Yield 3.68% +7 basis points
Federal Reserve's Balance Sheet $2.262 Trillion -.30%
U.S. Sovereign Debt Credit Default Swap 37.0 -11.90%
Western Europe Sovereign Debt Credit Default Swap Index 73.73 -18.68%
10-Year TIPS Spread 2.22% +6 basis points
TED Spread 11.0 -3.0 basis points
N. America Investment Grade Credit Default Swap Index 86.25 -6.46%
Euro Financial Sector Credit Default Swap Index 78.60 -12.97%
Emerging Markets Credit Default Swap Index 241.72 -9.96%
CMBS Super Senior AAA 10-Year Treasury Spread 324.0 -10.0 basis points
M1 Money Supply $1.719 Trillion +.17%
Business Loans 642.70 -.88%
4-Week Moving Average of Jobless Claims 470,800 -.7% Continuing Claims Unemployment Rate 3.5% unch.
Average 30-Year Mortgage Rate 4.97% -8 basis points
Weekly Mortgage Applications 629.90 +14.63%
ABC Consumer Confidence -49 +1 point
Weekly Retail Sales +1.80% -10 basis points
Nationwide Gas $2.72/gallon +.02/gallon
U.S. Heating Demand Next 7 Days 13.0% below normal
Baltic Dry Index 3,242 +18.41%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 unch.
Rail Freight Carloads 205,817 +2.80%
Iraqi 2028 Government Bonds 80.50 +2.74%
Best Performing Style
Small-Cap Growth +5.98%
Worst Performing Style
Large-Cap Growth +3.10%
Leading Sectors
Coal +8.85%
Hospitals +7.84%
Steel +7.48%
Disk Drives +7.13%
Networking +6.33%Lagging Sectors
Drugs +1.26%
Telecom +1.09%
Computer Service +1.06%
Airlines +.77%
Oil Tankers +.15%
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March 12, 2010Indices
S&P 500 1,149.99 +.99%
DJIA 10,624.69 +.55%
NASDAQ 2,367.66 +1.78%
Russell 2000 676.59 +1.59%
Wilshire 5000 11,856.53 +1.11%
Russell 1000 Growth 513.59 +.92%
Russell 1000 Value 591.14 +1.25%
Morgan Stanley Consumer 694.27 +.75%
Morgan Stanley Cyclical 877.41 +1.27%
Morgan Stanley Technology 592.64 +2.16%
Transports 4,325.35 +3.09%
Utilities 376.80 -.37%
MSCI Emerging Markets 41.38 +1.96%
Lyxor L/S Equity Long Bias Index 984.42 +.88%
Lyxor L/S Equity Variable Bias Index 852.88 +.55%
Lyxor L/S Equity Short Bias Index 894.22 -2.26%
Sentiment/Internals
NYSE Cumulative A/D Line +83,527 +5.37%
Bloomberg New Highs-Lows Index +541 -267
Bloomberg Crude Oil % Bulls 28.0 -26.3%
CFTC Oil Net Speculative Position +109,314 +19.6%
CFTC Oil Total Open Interest 1,348,241 +3.92%
Total Put/Call .86 +2.38% OEX Put/Call .97 +36.62%
ISE Sentiment 124.0 -2.36%
NYSE Arms 1.59 +287.80%
Volatility(VIX) 17.58 +.92%
G7 Currency Volatility (VXY) 11.0 -7.33%
Smart Money Flow Index 9,518.73 +1.55%
Money Mkt Mutual Fund Assets $3.090 Trillion -1.2%
AAII % Bulls 45.29 +26.30%
AAII % Bears 25.29 -3.51%
Futures Spot Prices CRB Index 273.31 -1.31%
Crude Oil 81.08 -.59%
Reformulated Gasoline 225.50 -1.0%
Natural Gas 4.38 -4.69%
Heating Oil 209.50 -.35%
Gold 1,101.50 -2.93%
Bloomberg Base Metals 214.65 +.36%
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Copper 338.0 -.83%
US No. 1 Heavy Melt Scrap Steel 303.0 USD/Ton +1.0%
China Hot Rolled Domestic Steel Sheet 4,099 Yuan/Ton +3.38%
S&P GSCI Agriculture 309.54 -3.48%
Economy
ECRI Weekly Leading Economic Index 130.60 +.62% Citi US Economic Surprise Index +36.10 +12.7 points
Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 3/16
US Dollar Index 79.83 -.77%
Yield Curve 275.0 -4.0 basis points
10-Year US Treasury Yield 3.70% +2 basis points
Federal Reserve's Balance Sheet $2.265 Trillion +.12%
U.S. Sovereign Debt Credit Default Swap 30.0 -18.92%
Western Europe Sovereign Debt Credit Default Swap Index 65.63 -11.04%
10-Year TIPS Spread 2.27% +5 basis points
TED Spread 12.0 +1 basis point N. America Investment Grade Credit Default Swap Index 82.79 -4.01%
Euro Financial Sector Credit Default Swap Index 69.73 -9.36%
Emerging Markets Credit Default Swap Index 217.0 -10.40%
CMBS Super Senior AAA 10-Year Treasury Spread 303.0 -21.0 basis points
M1 Money Supply $1.713 Trillion -.32%
Business Loans 642.70 unch.
4-Week Moving Average of Jobless Claims 475,500 +1.1%
Continuing Claims Unemployment Rate 3.5% unch.
Average 30-Year Mortgage Rate 4.95% -2 basis points
Weekly Mortgage Applications 633.10 +.51%
ABC Consumer Confidence -49 unch.
Weekly Retail Sales +3.10% +130 basis points
Nationwide Gas $2.78/gallon +.06/gallon
U.S. Heating Demand Next 7 Days 21.0% below normal
Baltic Dry Index 3,316 +6.25%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 57.50 +4.55%
Rail Freight Carloads 212,296 +3.15%
Iraqi 2028 Government Bonds 82.50 +1.75%
Best Performing Style
Small-Cap Growth +1.61%
Worst Performing Style
Large-Cap Growth +.92%
Leading Sectors
Oil Tankers +4.82%
Steel +4.63%
Airlines +4.34%
Road & Rail +4.15%
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Restaurants +4.0%
Lagging Sectors
Coal -.50%
HMOs -.62%
Medical Equipment -1.19%
Tobacco -1.62% Gold -3.64%
March 19, 2010Indices
S&P 500 1,159.90 +.86%
DJIA 10,741.98 +1.10%
NASDAQ 2,374.41 +.29%
Russell 2000 673.89 -.40%
Wilshire 5000 11,933.68 +.65%
Russell 1000 Growth 517.53 +.77%
Russell 1000 Value 595.64 +.76%
Morgan Stanley Consumer 700.21 +.86%
Morgan Stanley Cyclical 882.41 +.57%
Morgan Stanley Technology 596.49 +.65%
Transports 4,373.73 +1.12%
Utilities 381.80 +1.33%
MSCI Emerging Markets 41.38 unch.
Lyxor L/S Equity Long Bias Index 988.05 +.45%
Lyxor L/S Equity Variable Bias Index 853.34 +.27% Lyxor L/S Equity Short Bias Index 8863.74 -1.43%
Sentiment/Internals
NYSE Cumulative A/D Line +84,189 +.45%
Bloomberg New Highs-Lows Index +451 -90
Bloomberg Crude Oil % Bulls 32.0 +14.3%
CFTC Oil Net Speculative Position +124,143 +13.57%
CFTC Oil Total Open Interest 1,357,426 +.68%
Total Put/Call .97 +12.79%
OEX Put/Call .71 -26.80%
ISE Sentiment 107.0 -13.71% NYSE Arms 1.28 -19.50%
Volatility(VIX) 16.97 -3.47%
G7 Currency Volatility (VXY) 10.74 -3.94%
Smart Money Flow Index 9,613.21 +.99%
Money Mkt Mutual Fund Assets $3.017 Trillion -2.4%
AAII % Bulls 35.37 -21.90%
AAII % Bears 29.88 +18.15%
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Futures Spot Prices
CRB Index 272.63 -.25%
Crude Oil 80.68 -.49%
Reformulated Gasoline 225.56 +.03%
Natural Gas 4.17 -4.90%
Heating Oil 207.67 -.87% Gold 1,107.60 +.55%
Bloomberg Base Metals 215.35 +.33%
Copper 337.25 -.55%
US No. 1 Heavy Melt Scrap Steel 303.33 USD/Ton +.11%
China Hot Rolled Domestic Steel Sheet 4,248 Yuan/Ton +3.64%
S&P GSCI Agriculture 311.13 +.51%
Economy
ECRI Weekly Leading Economic Index 130.90 +.38%
Citi US Economic Surprise Index +38.40 +2.3 points
Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 4/28 US Dollar Index 80.76 +1.16%
Yield Curve 270.0 -5.0 basis points
10-Year US Treasury Yield 3.69% -1 basis point
Federal Reserve's Balance Sheet $2.290 Trillion +1.13%
U.S. Sovereign Debt Credit Default Swap 29.0 -3.33%
Western Europe Sovereign Debt Credit Default Swap Index 78.64 +19.81%
10-Year TIPS Spread 2.21% -6 basis points
TED Spread 13.0 +1 basis point
N. America Investment Grade Credit Default Swap Index 86.03 +3.91%
Euro Financial Sector Credit Default Swap Index 71.40 +2.39%
Emerging Markets Credit Default Swap Index 217.72 +.33%
CMBS Super Senior AAA 10-Year Treasury Spread 284.0 -19.0 basis points
M1 Money Supply $1.700 Trillion -.74%
Business Loans 636.80 -.28%
4-Week Moving Average of Jobless Claims 471,300 -.9%
Continuing Claims Unemployment Rate 3.5% unch.
Average 30-Year Mortgage Rate 4.96% +1 basis point
Weekly Mortgage Applications 620.90 -1.93%
ABC Consumer Confidence -43 +6 points
Weekly Retail Sales +3.20% +10 basis points
Nationwide Gas $2.81/gallon +.03/gallon
U.S. Heating Demand Next 7 Days 24.0% below normal
Baltic Dry Index 3,396 +2.41%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 65.0 +13.04%
Rail Freight Carloads 203,626 -4.08%
Iraqi 2028 Government Bonds 82.13 -.89%
Best Performing Style
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Large-Cap Growth +.77%
Worst Performing Style
Small-Cap Growth -.66%
Leading Sectors
HMOs +7.83%
Hospitals +5.16% Telecom +2.16%
REITs +2.15%
Education +1.95%
Lagging Sectors
Steel -3.20%
Alt Energy -3.84%
Oil Service -4.40%
Airlines -5.07%
Coal -7.97%
March 26, 2010Indices
S&P 500 1,166.59 +.58%
DJIA 10,850.36 +1.0%
NASDAQ 2,395.13 +.87%
Russell 2000 678.97 +.75%
Wilshire 5000 12,003.93 +.59%
Russell 1000 Growth 519.95 +.47%
Russell 1000 Value 599.71 +.68%
Morgan Stanley Consumer 704.43 +.60%
Morgan Stanley Cyclical 902.12 +2.23%
Morgan Stanley Technology 601.65 +.86%
Transports 4,339.91 -.77%
Utilities 376.36 -1.43%
MSCI Emerging Markets 41.23 -.35%
Lyxor L/S Equity Long Bias Index 993.41 +.20%
Lyxor L/S Equity Variable Bias Index 853.02 +.14%
Lyxor L/S Equity Short Bias Index 868.23 -1.76%
Sentiment/Internals
NYSE Cumulative A/D Line +85,030 +1.0%
Bloomberg New Highs-Lows Index +229 -222
Bloomberg Crude Oil % Bulls 27.0 -15.6%
CFTC Oil Net Speculative Position +111,919 -9.85%
CFTC Oil Total Open Interest 1,298,539 -4.34%
Total Put/Call .92 -5.15%
OEX Put/Call 2.10 +195.77%
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ISE Sentiment 114.0 +6.54%
NYSE Arms .69 -46.09%
Volatility(VIX) 17.77 +4.71%
G7 Currency Volatility (VXY) 11.62 +5.51%
Smart Money Flow Index 9,602.93 -.11%
Money Mkt Mutual Fund Assets $3.013 Trillion -.10%
AAII % Bulls 32.39 -8.43%
AAII % Bears 34.66 +16.0%
Futures Spot Prices
CRB Index 267.32 -1.95%
Crude Oil 80.0 -1.17%
Reformulated Gasoline 220.74 -2.20%
Natural Gas 3.87 -6.79%
Heating Oil 206.97 -.59%
Gold 1,105.40 -.24%
Bloomberg Base Metals 214.80 -.26% Copper 340.30 +.59%
US No. 1 Heavy Melt Scrap Steel 312.0 USD/Ton +2.86%
China Hot Rolled Domestic Steel Sheet 4,384 Yuan/Ton +3.20%
S&P GSCI Agriculture 299.27 -3.81%
Economy
ECRI Weekly Leading Economic Index 131.50 +.46%
Citi US Economic Surprise Index +36.30 -2.1 points
Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point cut on 4/28
US Dollar Index 81.61 +1.10%
Yield Curve 280.0 +10.0 basis points
10-Year US Treasury Yield 3.85% +16 basis points
Federal Reserve's Balance Sheet $2.296 Trillion +.23%
U.S. Sovereign Debt Credit Default Swap 35.0 +20.69%
Western Europe Sovereign Debt Credit Default Swap Index 75.10 -4.50%
10-Year TIPS Spread 2.24% +3 basis points
TED Spread 15.0 +2 basis points
N. America Investment Grade Credit Default Swap Index 86.53 +.58%
Euro Financial Sector Credit Default Swap Index 72.92 +2.14%
Emerging Markets Credit Default Swap Index 233.66 +7.32%
CMBS Super Senior AAA 10-Year Treasury Spread 266.0 -18.0 basis points
M1 Money Supply $1.708 Trillion +.46%
Business Loans 633.60 -.50%
4-Week Moving Average of Jobless Claims 453,800 -2.4%
Continuing Claims Unemployment Rate 3.6% +10 basis points
Average 30-Year Mortgage Rate 4.99% +3 basis points
Weekly Mortgage Applications 595.0 -4.17%
ABC Consumer Confidence -44 -1 point
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Weekly Retail Sales +3.40% +20 basis points
Nationwide Gas $2.81/gallon unch.
U.S. Heating Demand Next 7 Days 16.0% below normal
Baltic Dry Index 3,098 -8.3%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 -19.23%
Rail Freight Carloads 201,300 -1.14%
Iraqi 2028 Government Bonds 81.13 -1.51%
Best Performing Style
Small-Cap Growth +.78%
Worst Performing Style
Mid-Cap Value +.43%
Leading Sectors
Gaming +4.61%
Airlines +3.24%
Steel +3.24%
Semis +2.63%
Homebuilders +2.57%
Lagging Sectors
HMOs -2.02%
Coal -2.48%
Oil Service -3.02%
Gold -3.12%
Oil Tankers -3.23%
April 02, 2010
Indices S&P 500 1,178.10 +1.06%
DJIA 10,927.07 +.79%
NASDAQ 2,402.58 +.22%
Russell 2000 683.98 +.72%
Wilshire 5000 12,124.40 +1.06%
Russell 1000 Growth 524.13 +.85%
Russell 1000 Value 607.34 +1.37%
Morgan Stanley Consumer 712.82 +1.27%
Morgan Stanley Cyclical 909.54 +1.18%
Morgan Stanley Technology 600.07 -.29%
Transports 4,392.48 +1.34%
Utilities 383.02 +2.08%
MSCI Emerging Markets 42.85 +4.15%
Lyxor L/S Equity Long Bias Index 996.03 +.26%
Lyxor L/S Equity Variable Bias Index 861.52 +1.0%
Lyxor L/S Equity Short Bias Index 852.19 -1.85%
Sentiment/Internals
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NYSE Cumulative A/D Line +87,003 +2.35%
Bloomberg New Highs-Lows Index +678 +449
Bloomberg Crude Oil % Bulls 39.0 +44.4%
CFTC Oil Net Speculative Position n/a
CFTC Oil Total Open Interest n/a
Total Put/Call .88 +3.53%
OEX Put/Call 1.31 +11.97%
ISE Sentiment 132.0 +17.86%
NYSE Arms .49 -48.42%
Volatility(VIX) 17.47 -5.05%
G7 Currency Volatility (VXY) 11.12 -4.30%
Smart Money Flow Index 9,556.45 -.48%
Money Mkt Mutual Fund Assets $2.982 Trillion -1.0%
AAII % Bulls 41.30 +27.51%
AAII % Bears 31.16 -10.10%
Futures Spot Prices CRB Index 276.43 +3.20%
Crude Oil 84.87 +5.88%
Reformulated Gasoline 232.37 +5.05%
Natural Gas 4.09 +1.39%
Heating Oil 221.67 +6.80%
Gold 1,126.10 +3.19%
Bloomberg Base Metals 227.06 +7.79%
Copper 358.40 +6.94%
US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton +12.71%
China Hot Rolled Domestic Steel Sheet 4,449 Yuan/Ton +1.48%
S&P GSCI Agriculture 295.30 -1.27%
Economy
ECRI Weekly Leading Economic Index n/a
Citi US Economic Surprise Index +40.10 +3.8 points
Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 4/28
US Dollar Index 81.26 -.56%
Yield Curve 285.0 +5.0 basis points
10-Year US Treasury Yield 3.94% +9 basis points
Federal Reserve's Balance Sheet $2.290 Trillion -.26%
U.S. Sovereign Debt Credit Default Swap 38.50 +10.0%
Western Europe Sovereign Debt Credit Default Swap Index 78.67 -4.75%
10-Year TIPS Spread 2.27% +3 basis points
TED Spread 13.0 -2 basis points
N. America Investment Grade Credit Default Swap Index 86.74 +.24%
Euro Financial Sector Credit Default Swap Index 72.83 -.12%
Emerging Markets Credit Default Swap Index 221.94 -5.01%
CMBS Super Senior AAA 10-Year Treasury Spread 258.0 -8.0 basis points
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M1 Money Supply $1.716 Trillion +.46%
Business Loans 630.60 -.47%
4-Week Moving Average of Jobless Claims 447,300 -1.5%
Continuing Claims Unemployment Rate 3.6% unch.
Average 30-Year Mortgage Rate 5.08% +9 basis points
Weekly Mortgage Applications 602.80 +1.31%
ABC Consumer Confidence -45 -1 point
Weekly Retail Sales +3.60% +20 basis points
Nationwide Gas $2.81/gallon unch.
U.S. Cooling Demand Next 7 Days 13.0% below normal
Baltic Dry Index 2,991 -5.86%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 unch.
Rail Freight Carloads 210,914 +4.78%
Iraqi 2028 Government Bonds 80.97 -.22%
Best Performing Style
Mid-Cap Value +1.73%Worst Performing Style
Small-Cap Growth +.50%
Leading Sectors
Steel +7.77%
Gold +7.66%
Oil Service +6.98%
Energy +4.53%
Gaming +3.12%
Lagging Sectors
REITs -1.45%
Homebuilders -1.71%
Education -1.78%
Software -1.80%
Disk Drives -2.25%
Friday, April 09, 2010Indices
S&P 500 1,194.37 +1.38%
DJIA 10,997.35 +.64%
NASDAQ 2,454.05 +2.14%
Russell 2000 702.95 +2.77%
Wilshire 5000 12,316.03 +1.58%
Russell 1000 Growth 530.03 +1.13%
Russell 1000 Value 618.59 +1.85%
Morgan Stanley Consumer 719.0 +.87%
Morgan Stanley Cyclical 929.72 +2.22%
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Morgan Stanley Technology 609.95 +1.65%
Transports 4,507.65 +2.62%
Utilities 384.92 +.50%
MSCI Emerging Markets 43.60 +1.75%
Lyxor L/S Equity Long Bias Index 1,005.29 +1.16%
Lyxor L/S Equity Variable Bias Index 866.28 +.63%
Lyxor L/S Equity Short Bias Index 849.14 -.84%
Sentiment/Internals
NYSE Cumulative A/D Line +89,430 +2.79%
Bloomberg New Highs-Lows Index +787 +109
Bloomberg Crude Oil % Bulls 30.0 -23.08%
CFTC Oil Net Speculative Position +128,138 +9.38%
CFTC Oil Total Open Interest 1,343,407 +4.64%
Total Put/Call .69 -21.59%
OEX Put/Call 1.19 -9.16%
ISE Sentiment 131.0 -.76% NYSE Arms .82 +67.35%
Volatility(VIX) 17.47 -5.05%
G7 Currency Volatility (VXY) 11.03 -1.52%
Smart Money Flow Index 9,623.49 +.55%
Money Mkt Mutual Fund Assets $2.964 Trillion -.60%
AAII % Bulls 42.86 +3.78%
AAII % Bears 30.36 -2.57%
Futures Spot Prices
CRB Index 276.13 -.11%
Crude Oil 84.92 -.46%
Reformulated Gasoline 228.93 -1.94%
Natural Gas 4.07 -1.07%
Heating Oil 222.60 -.03%
Gold 1,161.90 +3.09%
Bloomberg Base Metals 228.07 +.44%
Copper 359.0 +.28%
US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 4,578 Yuan/Ton +3.43%
S&P GSCI Agriculture 297.71 +.82%
Economy
ECRI Weekly Leading Economic Index 131.90 -.08%
Citi US Economic Surprise Index +42.20 +2.1 points
Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 4/28
US Dollar Index 80.88 +.13%
Yield Curve 282.0 -3.0 basis points
10-Year US Treasury Yield 3.88% -6 basis points
Federal Reserve's Balance Sheet $2.290 Trillion unch.
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U.S. Sovereign Debt Credit Default Swap 41.0 +6.49%
Western Europe Sovereign Debt Credit Default Swap Index 83.68 +6.25%
10-Year TIPS Spread 2.34% +7 basis points
TED Spread 15.0 +2 basis points
N. America Investment Grade Credit Default Swap Index 85.73 +.53%
Euro Financial Sector Credit Default Swap Index 79.52 +8.07%
Emerging Markets Credit Default Swap Index 217.21 -1.96%
CMBS Super Senior AAA 10-Year Treasury Spread 247.0 -11 basis points
M1 Money Supply $1.720 Trillion +.05%
Business Loans 595.60 -1.57%
4-Week Moving Average of Jobless Claims 450,300 +.5%
Continuing Claims Unemployment Rate 3.5% -10 basis points
Average 30-Year Mortgage Rate 5.21% +13 basis points
Weekly Mortgage Applications 536.30 -11.03%
ABC Consumer Confidence -43 +2 points
Weekly Retail Sales +3.90% +30 basis points Nationwide Gas $2.86/gallon +.05/gallon
U.S. Cooling Demand Next 7 Days 40.0% below normal
Baltic Dry Index 2,913 -2.83%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 65.0 +23.81%
Rail Freight Carloads 196,257 -6.95%
Iraqi 2028 Government Bonds 81.05 -.06%
Best Performing Style
Small-Cap Value +3.45%
Worst Performing Style
Large-Cap Growth +1.13%
Leading Sectors
Oil Tankers +9.68%
Gaming +7.87%
Banks +5.47%
Computer Hardware +4.71%
REITs +4.10%
Lagging Sectors
Homebuilders -.25%
Drugs -.39%
Medical Equipment -.51%
Agriculture -1.25% HMOs -2.85%
Friday, April 16, 2010Indices
S&P 500 1,192.13 -.19%
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DJIA 11,018.66 +.19%
NASDAQ 2,481.26 +1.11%
Russell 2000 714.62 +1.66%
Wilshire 5000 12,318.83 +.02%
Russell 1000 Growth 530.95 +.17%
Russell 1000 Value 615.98 -.42%
Morgan Stanley Consumer 716.77 -.31%
Morgan Stanley Cyclical 935.10 +.58%
Morgan Stanley Technology 617.88 +1.30%
Transports 4,645.75 +3.06%
Utilities 379.46 -1.42%
MSCI Emerging Markets 42.83 -1.75%
Lyxor L/S Equity Long Bias Index 1,009.40 +.41%
Lyxor L/S Equity Variable Bias Index 870.15 +.45%
Lyxor L/S Equity Short Bias Index 843.21 -.70%
Sentiment/Internals NYSE Cumulative A/D Line +91,474 +3.55%
Bloomberg New Highs-Lows Index +1,208 +421
Bloomberg Crude Oil % Bulls 44.0 +46.67%
CFTC Oil Net Speculative Position +113,364 -11.53%
CFTC Oil Total Open Interest 1,392,323 +3.64%
Total Put/Call .85 +23.19%
OEX Put/Call 1.31 +10.08%
ISE Sentiment 107.0 -18.32%
NYSE Arms 3.01 +267.07%
Volatility(VIX) 18.36 +13.75%
G7 Currency Volatility (VXY) 10.94 -1.08%
Smart Money Flow Index 9,790.37 +1.73%
Money Mkt Mutual Fund Assets $2.913 Trillion -1.7%
AAII % Bulls 48.48 +13.11%
AAII % Bears 29.70 -2.17%
Futures Spot Prices
CRB Index 276.29 +.06%
Crude Oil 83.06 -2.19%
Reformulated Gasoline 227.60 -.64%
Natural Gas 4.05 -1.0%
Heating Oil 221.51 -.49%
Gold 1,137.40 -2.14%
Bloomberg Base Metals 234.71 +2.91%
Copper 354.50 -1.76%
US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 4,698 Yuan/Ton +2.62%
S&P GSCI Agriculture 309.99 +4.13%
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Economy
ECRI Weekly Leading Economic Index 131.20 -.46%
Citi US Economic Surprise Index +28.0 -14.2 points
Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point cut on 4/28
US Dollar Index 80.82 +.39%
Yield Curve 281.0 -1.0 basis point 10-Year US Treasury Yield 3.76% -12 basis points
Federal Reserve's Balance Sheet $2.322 Trillion +1.39%
U.S. Sovereign Debt Credit Default Swap 36.0 -12.19%
Western Europe Sovereign Debt Credit Default Swap Index 91.33 +9.27%
10-Year TIPS Spread 2.34% unch.
TED Spread 15.0 unch.
N. America Investment Grade Credit Default Swap Index 84.46 -1.48%
Euro Financial Sector Credit Default Swap Index 78.43 -.78%
Emerging Markets Credit Default Swap Index 211.33 -2.65%
CMBS Super Senior AAA 10-Year Treasury Spread 226.0 -21 basis points M1 Money Supply $1.707 Trillion -.75%
Business Loans 614.10 +3.77%
4-Week Moving Average of Jobless Claims 457,800 +1.7%
Continuing Claims Unemployment Rate 3.6% +10 basis points
Average 30-Year Mortgage Rate 5.07% -14 basis points
Weekly Mortgage Applications 484.60 -9.64%
ABC Consumer Confidence -47 -4 points
Weekly Retail Sales +3.30% -60 basis points
Nationwide Gas $2.86/gallon unch.
U.S. Cooling Demand Next 7 Days 36.0% below normal
Baltic Dry Index 3,001 +2.70%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 67.50 +3.85%
Rail Freight Carloads 203,549 +3.72%
Iraqi 2028 Government Bonds 82.38 +.89%
Best Performing Style
Small-Cap Growth +2.04%
Worst Performing Style
Large-Cap Value -.42%
Leading Sectors
Semis +5.09%
Education +4.48% Defense +3.83%
Disk Drives +3.79%
Networking +3.01%
Lagging Sectors
Agriculture -2.77%
REITs -3.46%
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Coal -3.68%
Steel -4.15%
Gold -5.13%
Friday, April 23, 2010Indices
S&P 500 1,1217.28 +2.11%
DJIA 11,204.28 +1.68%
NASDAQ 2,530.15 +1.97%
Russell 2000 714.92 +3.82%
Wilshire 5000 12,607.66 +2.34%
Russell 1000 Growth 540.02 +1.71%
Russell 1000 Value 632.77 +2.73%
Morgan Stanley Consumer 730.59 +1.93%
Morgan Stanley Cyclical 967.01 +3.41%
Morgan Stanley Technology 623.53 +.91%
Transports 4,751.33 +2.27%
Utilities 388.52 +2.39%
MSCI Emerging Markets 42.81 -.06%
Lyxor L/S Equity Long Bias Index 1,007.99 -.14%
Lyxor L/S Equity Variable Bias Index 866.38 -.43%
Lyxor L/S Equity Short Bias Index 852.03 +1.05%
Sentiment/Internals
NYSE Cumulative A/D Line +93,851 +4.79%
Bloomberg New Highs-Lows Index +1,216 +8
Bloomberg Crude Oil % Bulls 35.0 -20.45% CFTC Oil Net Speculative Position +121,475 +7.15%
CFTC Oil Total Open Interest 1,356,869 -2.55%
Total Put/Call .70 -17.65%
OEX Put/Call .45 -65.65%
ISE Sentiment 144.0 +34.55%
NYSE Arms 1.25 -58.47%
Volatility(VIX) 16.62 -9.48%
G7 Currency Volatility (VXY) 11.22 +2.09%
Smart Money Flow Index 9,831.17 +.42%
Money Mkt Mutual Fund Assets $2.878 Trillion -1.2% AAII % Bulls 38.12 -21.37%
AAII % Bears 34.25 +15.32%
Futures Spot Prices
CRB Index 279.05 +.99%
Crude Oil 85.12 +.83%
Reformulated Gasoline 235.31 +3.54%
Natural Gas 4.12 +4.20%
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Heating Oil 225.05 +1.72%
Gold 1,153.70 +1.40%
Bloomberg Base Metals 224.50 -4.35%
Copper 353.05 -.37%
US No. 1 Heavy Melt Scrap Steel 373.33 USD/Ton +6.16
China Hot Rolled Domestic Steel Sheet 4,680 Yuan/Ton +.06%
S&P GSCI Agriculture 309.95 -.01%
Economy
ECRI Weekly Leading Economic Index 133.0 +1.29%
Citi US Economic Surprise Index +23.50 -4.5 points
Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point cut on 4/28
US Dollar Index 81.35 +.65%
Yield Curve 274.0 -7 basis points
10-Year US Treasury Yield 3.81% +5 basis points
Federal Reserve's Balance Sheet $2.320 Trillion -.07%
U.S. Sovereign Debt Credit Default Swap 38.0 +5.55% Western Europe Sovereign Debt Credit Default Swap Index 100.17 +9.67%
10-Year TIPS Spread 2.37% +3 basis points
TED Spread 17.0 +2 basis points
N. America Investment Grade Credit Default Swap Index 88.78 +5.11%
Euro Financial Sector Credit Default Swap Index 96.53 +23.08%
Emerging Markets Credit Default Swap Index 211.44 +.04%
CMBS Super Senior AAA 10-Year Treasury Spread 226.0 unch.
M1 Money Supply $1.686 Trillion -1.21%
Business Loans 618.50 +.72%
4-Week Moving Average of Jobless Claims 460,300 +.6%
Continuing Claims Unemployment Rate 3.6% unch.
Average 30-Year Mortgage Rate 5.07% unch.
Weekly Mortgage Applications 550.60 +13.60%
ABC Consumer Confidence -50 -3 points
Weekly Retail Sales +3.0% -30 basis points
Nationwide Gas $2.85/gallon -.01/gallon
U.S. Cooling Demand Next 7 Days 15.0% below normal
Baltic Dry Index 3,013 +.13%
Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 67.50 unch.
Rail Freight Carloads 209,903 +3.12%
Iraqi 2028 Government Bonds 83.0 +.12%
Best Performing Style
Small-Cap Value +4.86%
Worst Performing Style
Large-Cap Growth +1.71%
Leading Sectors
Disk Drives +8.96%
8/8/2019 Weekly Index Summary
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