Friday, September 05, 2008

Weekly Scoreboard*

Indices
S&P 500 1,242.31 -4.48%
DJIA 11,220.96 -4.22%
NASDAQ 2,255.88 -6.46%
Russell 2000 718.85 -3.87%
Wilshire 5000 12,636.10 -4.49%
Russell 1000 Growth 521.36 -6.20%
Russell 1000 Value 671.13 -2.91%
Morgan Stanley Consumer 685.46 -1.66%
Morgan Stanley Cyclical 842.37 -4.56%
Morgan Stanley Technology 527.14 -8.15%
Transports 4,888.81 -4.89%
Utilities 448.53 -7.73%
MSCI Emerging Markets 36.86 -8.22%

Sentiment/Internals
NYSE Cumulative A/D Line 42,609 -1.55%
Bloomberg New Highs-Lows Index -834 -203.27%
Bloomberg Crude Oil % Bulls 43.0 +13.2%
CFTC Oil Large Speculative Longs 193,540 -5.8%
Total Put/Call .99 +19.28%
OEX Put/Call .88 -25.42%
ISE Sentiment 101.0 -37.65%
NYSE Arms .69 -17.86%
Volatility(VIX) 23.06 +18.68%
G7 Currency Volatility (VXY) 11.59 +12.2%
Smart Money Flow Index 8,070.48 -5.34%
AAII % Bulls 37.04 +20.73%
AAII % Bears 43.21 -4.93 %

Futures Spot Prices
Crude Oil 106.23 -7.87%
Reformulated Gasoline 268.61 -6.11%
Natural Gas 7.45 -7.14%
Heating Oil 298.28 -7.15%
Gold 802.80 -3.95%
Base Metals 208.21 -5.02%
Copper 309.85 -7.94%
Agriculture 383.46 -7.24%

Economy
10-year US Treasury Yield 3.70% -11 basis points
10-year TIPS Spread 1.99% -15 basis points
TED Spread 1.04 -6 basis points
N. Amer. Investment Grade Credit Default Swap Index 145.99 +4.07%
Emerging Markets Credit Default Swap Index 282.26 +7.77%
Citi US Economic Surprise Index +66.20 +5.92%
Fed Fund Futures 2.0% chance of 25 hike, 98.0% chance of no move on 9/16
Iraqi 2028 Govt Bonds 73.0 -1.22%
4-Wk MA of Jobless Claims 438,000 -.7%
Average 30-year Mortgage Rate 6.35% -5 basis points
Weekly Mortgage Applications 453,100 +7.47%
Weekly Retail Sales +1.7%
Nationwide Gas $3.67/gallon unch.
US Cooling Demand Next 7 Days 6.0% above normal
ECRI Weekly Leading Economic Index 126.30 +.72%
US Dollar Index 78.87 +2.31%
Baltic Dry Index 5,874 -15.22%
CRB Index 367.70 -6.52%

Best Performing Style
Small-cap Value -2.28%

Worst Performing Style
Mid-cap Growth -6.2%

Leading Sectors
Airlines +4.29%
Banks +4.22%
Retail +2.55%
Tobacco +1.78%
Insurance +.55%

Lagging Sectors
Oil Services -10.8%
Gold -13.64%
Construction -13.74%
Steel -14.11%
Coal -17.8%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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