Friday, February 22, 2008

Weekly Scoreboard*

Indices
S&P 500 1,353.11 +.31%
DJIA 12,381.02 +.03%
NASDAQ 2,303.35 -1.25%
Russell 2000 695.43 -1.4%
Wilshire 5000 13,609.49 +.12%
Russell 1000 Growth 558.53 +.11%
Russell 1000 Value 744.18 +.54%
Morgan Stanley Consumer 691.26 +.36%
Morgan Stanley Cyclical 947.21 +.19%
Morgan Stanley Technology 538.76 -.81%
Transports 4,680.59 -.54%
Utilities 497.54 -.25%
MSCI Emerging Markets 140.55 +1.4%

Sentiment/Internals
NYSE Cumulative A/D Line 58,111 -4.2%
Bloomberg New Highs-Lows Index -299
Bloomberg Crude Oil % Bulls 29.0 +49.2%
CFTC Oil Large Speculative Longs 232,424 +6.86%
Total Put/Call 1.14 +12.87%
NYSE Arms .54 -60.0%
Volatility(VIX) 24.06 -5.79%
G7 Currency Volatility (VXY) 9.83 -.1%
ISE Sentiment 82.0 -6.82%
AAII % Bulls 33.2 -.45%
AAII % Bears 44.7 +6.78%

Futures Spot Prices
Crude Oil 99.07 +3.95%
Reformulated Gasoline 254.23 +2.98%
Natural Gas 9.21 +5.19%
Heating Oil 276.30 +3.86%
Gold 947.80 +3.97%
Base Metals 255.54 +4.76%
Copper 380.30 +8.97%

Economy
10-year US Treasury Yield 3.79% +2 basis points
10-year TIPS Spread 2.36% +6 basis points
TED Spread .89 +1 basis point
Fed Fund Futures 94.0% chance of 50 cut, 6.0% chance of 25 cut on 3/18
Investment Grade Credit Default Swap Index 153.26 +4.95%
Iraqi 2028 Govt Bonds 73.20 +.54%
4-Wk MA of Jobless Claims 360,500 +3.1%
Average 30-year Mortgage Rate 6.04% +32 basis points
Weekly Mortgage Applications 822,800 -22.6%
Weekly Retail Sales +.7%
Nationwide Gas $3.11/gallon +.13/gallon.
US Heating Demand Next 7 Days right at normal
ECRI Weekly Leading Economic Index 132.30 -.60%
US Dollar Index 75.52 -.83%
CRB Index 398.67 +3.72%

Best Performing Style
Mid-cap Value +.56%

Worst Performing Style
Small-cap Growth -1.98%

Leading Sectors
Steel +8.7%
Construction +4.96%
Insurance +3.3%
Oil Service +3.19%
Wireless +2.26%

Lagging Sectors
Gaming -2.77%
Airlines -3.29%
Biotech -3.80%
Alternative Energy -5.56%
Telecom -6.42%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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