weekly index summary

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
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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


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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%


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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%


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%


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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%


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%


13/35

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%


14/35

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%


15/35

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%


16/35

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%


17/35

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%


18/35

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 Short Bias Index 912.50 -2.65%

Sentiment/Internals

NYSE Cumulative A/D Line +81,371 +7.76%


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%


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%


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%


19/35


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%



M1 Money Supply $1.719 Trillion +.17%


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


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.


Iraqi 2028 Government Bonds 80.50 +2.74%


Small-Cap Growth +5.98%


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%


20/35


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%



Transports 4,325.35 +3.09%

Utilities 376.80 -.37%





Sentiment/Internals


Bloomberg New Highs-Lows Index +541 -267




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%


Smart Money Flow Index 9,518.73 +1.55%


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%


Heating Oil 209.50 -.35%

Gold 1,101.50 -2.93%

Bloomberg Base Metals 214.65 +.36%


21/35

Copper 338.0 -.83%

US No. 1 Heavy Melt Scrap Steel 303.0 USD/Ton +1.0%


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









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%



M1 Money Supply $1.713 Trillion -.32%

Business Loans 642.70 unch.




Weekly Mortgage Applications 633.10 +.51%

ABC Consumer Confidence -49 unch.

Weekly Retail Sales +3.10% +130 basis points






Iraqi 2028 Government Bonds 82.50 +1.75%




Large-Cap Growth +.92%

Leading Sectors

Oil Tankers +4.82%

Steel +4.63%

Airlines +4.34%

Road & Rail +4.15%


22/35

Restaurants +4.0%

Lagging Sectors

Coal -.50%

HMOs -.62%

Medical Equipment -1.19%

Tobacco -1.62% Gold -3.64%


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 Value 595.64 +.76%


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 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 Crude Oil % Bulls 32.0 +14.3%


CFTC Oil Total Open Interest 1,357,426 +.68%



ISE Sentiment 107.0 -13.71% NYSE Arms 1.28 -19.50%





AAII % Bulls 35.37 -21.90%

AAII % Bears 29.88 +18.15%


23/35

Futures Spot Prices

CRB Index 272.63 -.25%

Crude Oil 80.68 -.49%

Reformulated Gasoline 225.56 +.03%


Heating Oil 207.67 -.87% Gold 1,107.60 +.55%


Copper 337.25 -.55%

US No. 1 Heavy Melt Scrap Steel 303.33 USD/Ton +.11%


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%


10-Year US Treasury Yield 3.69% -1 basis point

Federal Reserve's Balance Sheet $2.290 Trillion +1.13%



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%


Emerging Markets Credit Default Swap Index 217.72 +.33%


M1 Money Supply $1.700 Trillion -.74%


4-Week Moving Average of Jobless Claims 471,300 -.9%


Average 30-Year Mortgage Rate 4.96% +1 basis point


ABC Consumer Confidence -43 +6 points






Rail Freight Carloads 203,626 -4.08%

Iraqi 2028 Government Bonds 82.13 -.89%



24/35

Large-Cap Growth +.77%


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%


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 Value 599.71 +.68%




Transports 4,339.91 -.77%

Utilities 376.36 -1.43%





Sentiment/Internals




CFTC Oil Net Speculative Position +111,919 -9.85%



OEX Put/Call 2.10 +195.77%


25/35


NYSE Arms .69 -46.09%

Volatility(VIX) 17.77 +4.71%

G7 Currency Volatility (VXY) 11.62 +5.51%



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%




Gold 1,105.40 -.24%

Bloomberg Base Metals 214.80 -.26% Copper 340.30 +.59%




Economy

ECRI Weekly Leading Economic Index 131.50 +.46%

Citi US Economic Surprise Index +36.30 -2.1 points


US Dollar Index 81.61 +1.10%

Yield Curve 280.0 +10.0 basis points



U.S. Sovereign Debt Credit Default Swap 35.0 +20.69%



TED Spread 15.0 +2 basis points

N. America Investment Grade Credit Default Swap Index 86.53 +.58%


Emerging Markets Credit Default Swap Index 233.66 +7.32%




4-Week Moving Average of Jobless Claims 453,800 -2.4%

Continuing Claims Unemployment Rate 3.6% +10 basis points





26/35


Nationwide Gas $2.81/gallon unch.


Baltic Dry Index 3,098 -8.3%

Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 -19.23%


Iraqi 2028 Government Bonds 81.13 -1.51%


Small-Cap Growth +.78%


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 Value 607.34 +1.37%



Morgan Stanley Technology 600.07 -.29%

Transports 4,392.48 +1.34%

Utilities 383.02 +2.08%



Lyxor L/S Equity Variable Bias Index 861.52 +1.0%


Sentiment/Internals


27/35




CFTC Oil Net Speculative Position n/a

CFTC Oil Total Open Interest n/a




NYSE Arms .49 -48.42%





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%


Natural Gas 4.09 +1.39%


Gold 1,126.10 +3.19%


Copper 358.40 +6.94%




Economy

ECRI Weekly Leading Economic Index n/a




Yield Curve 285.0 +5.0 basis points






TED Spread 13.0 -2 basis points


Euro Financial Sector Credit Default Swap Index 72.83 -.12%




28/35



4-Week Moving Average of Jobless Claims 447,300 -1.5%







U.S. Cooling Demand Next 7 Days 13.0% below normal






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%




29/35


Transports 4,507.65 +2.62%

Utilities 384.92 +.50%


Lyxor L/S Equity Long Bias Index 1,005.29 +1.16%



Sentiment/Internals







OEX Put/Call 1.19 -9.16%

ISE Sentiment 131.0 -.76% NYSE Arms .82 +67.35%





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%




Gold 1,161.90 +3.09%


Copper 359.0 +.28%

US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton unch.


S&P GSCI Agriculture 297.71 +.82%

Economy

ECRI Weekly Leading Economic Index 131.90 -.08%





10-Year US Treasury Yield 3.88% -6 basis points

Federal Reserve's Balance Sheet $2.290 Trillion unch.


30/35








CMBS Super Senior AAA 10-Year Treasury Spread 247.0 -11 basis points


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



ABC Consumer Confidence -43 +2 points

Weekly Retail Sales +3.90% +30 basis points Nationwide Gas $2.86/gallon +.05/gallon







Small-Cap Value +3.45%



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%


S&P 500 1,192.13 -.19%


31/35

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 Value 615.98 -.42%

Morgan Stanley Consumer 716.77 -.31%

Morgan Stanley Cyclical 935.10 +.58%


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%



Sentiment/Internals NYSE Cumulative A/D Line +91,474 +3.55%

Bloomberg New Highs-Lows Index +1,208 +421


CFTC Oil Net Speculative Position +113,364 -11.53%




ISE Sentiment 107.0 -18.32%

NYSE Arms 3.01 +267.07%

Volatility(VIX) 18.36 +13.75%


Smart Money Flow Index 9,790.37 +1.73%


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%



Gold 1,137.40 -2.14%


Copper 354.50 -1.76%

US No. 1 Heavy Melt Scrap Steel 351.67 USD/Ton unch.


S&P GSCI Agriculture 309.99 +4.13%


32/35

Economy

ECRI Weekly Leading Economic Index 131.20 -.46%




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%



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%


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%


Continuing Claims Unemployment Rate 3.6% +10 basis points



ABC Consumer Confidence -47 -4 points











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%


33/35

Coal -3.68%

Steel -4.15%

Gold -5.13%


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%




Transports 4,751.33 +2.27%

Utilities 388.52 +2.39%


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


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%





NYSE Arms 1.25 -58.47%


G7 Currency Volatility (VXY) 11.22 +2.09%


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%


Natural Gas 4.12 +4.20%


34/35


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%




Yield Curve 274.0 -7 basis points



U.S. Sovereign Debt Credit Default Swap 38.0 +5.55% Western Europe Sovereign Debt Credit Default Swap Index 100.17 +9.67%



N. America Investment Grade Credit Default Swap Index 88.78 +5.11%


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%


Average 30-Year Mortgage Rate 5.07% unch.


ABC Consumer Confidence -50 -3 points


Nationwide Gas $2.85/gallon -.01/gallon


Baltic Dry Index 3,013 +.13%





Small-Cap Value +4.86%



Leading Sectors

Disk Drives +8.96%


35/35

weekly index summary

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