Friday, March 07, 2008

Weekly Scoreboard*

Indices
S&P 500 1,293.37 -2.8%
DJIA 11,893.69 -3.0%
NASDAQ 2,212.49 -2.6%
Russell 2000 660.11 -3.8%
Wilshire 5000 12,999.60 -2.97%
Russell 1000 Growth 538.72 -2.4%
Russell 1000 Value 703.42 -3.4%
Morgan Stanley Consumer 664.59 -2.42%
Morgan Stanley Cyclical 900.56 -3.1%
Morgan Stanley Technology 518.77 -2.1%
Transports 4,490.24 -1.33%
Utilities 478.86 +.28%
MSCI Emerging Markets 135.14 -4.6%

Sentiment/Internals
NYSE Cumulative A/D Line 54,356 -9.1%
Bloomberg New Highs-Lows Index -684
Bloomberg Crude Oil % Bulls 37.0 +110.2%
CFTC Oil Large Speculative Longs 258,929 +.4%
Total Put/Call 1.24 +.8%
OEX Put/Call .93 -49.5%
ISE Sentiment 65.0 -13.3%
NYSE Arms 1.14 -58.5%
Volatility(VIX) 27.49 +3.6%
G7 Currency Volatility (VXY) 11.50 +5.0%
AAII % Bulls 21.9 -35.9%
AAII % Bears 51.6 +14.1%

Futures Spot Prices
Crude Oil 105.51 +3.6%
Reformulated Gasoline 269.75 +1.1%
Natural Gas 9.80 +4.2%
Heating Oil 295.88 +5.5%
Gold 975.20 unch.
Base Metals 273.82 +1.3%
Copper 389.75 +2.0%
Agriculture 465.9 -2.4%

Economy
10-year US Treasury Yield 3.53% +2 basis points
10-year TIPS Spread 2.56% +12 basis points
TED Spread 1.50 +28 basis points
Investment Grade Credit Default Swap Index 178.2 +11.3%
Fed Fund Futures 98.0% chance of 75 cut, 2.0% chance of 50 cut on 3/18
Iraqi 2028 Govt Bonds 74.25 +1.2%
4-Wk MA of Jobless Claims 359,500 -.4%
Average 30-year Mortgage Rate 6.03% -21 basis points
Weekly Mortgage Applications 684,900 +3.0%
Weekly Retail Sales +.5%
Nationwide Gas $3.19/gallon +.03/gallon.
US Heating Demand Next 7 Days 2.0% above normal
ECRI Weekly Leading Economic Index 132.60 +.9%
US Dollar Index 72.99 -.9%
Baltic Dry Index 8,403 +14.6%
CRB Index 411.65 -.3%

Best Performing Style
Large-cap Growth -2.4%

Worst Performing Style
Small-cap Growth -4.2%

Leading Sectors
Steel +1.1%
Software +.4%
Utilities +.3%
Semis -.05%
Foods -.5%

Lagging Sectors
Alt Energy -4.9%
Gaming -5.4%
Banks -6.1%
Airlines -6.7%
I-Banks -7.1%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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