Friday, March 14, 2008

Weekly Scoreboard*

Indices
S&P 500 1,288.14 -.4%
DJIA 11,951.09 +.5%
NASDAQ 2,212.49 unch.
Russell 2000 662.90 +.4%
Wilshire 5000 12,941.94 -.4%
Russell 1000 Growth 535.54 -.6%
Russell 1000 Value 701.58 -.3%
Morgan Stanley Consumer 664.91 +.1%
Morgan Stanley Cyclical 911.02 +1.2%
Morgan Stanley Technology 514.10 -.9%
Transports 4,506.57 +.4%
Utilities 477.75 -.2%
MSCI Emerging Markets 132.44 -2.0%

Sentiment/Internals
NYSE Cumulative A/D Line 52,844 -2.8%
Bloomberg New Highs-Lows Index -669
Bloomberg Crude Oil % Bulls 35.0 -5.4%
CFTC Oil Large Speculative Longs 258,752 -.1%
Total Put/Call 1.4 +12.9%
OEX Put/Call 1.48 +59.1%
ISE Sentiment 75.0 +12.3%
NYSE Arms 2.21 +94.7%
Volatility(VIX) 31.2 +13.3%
G7 Currency Volatility (VXY) 12.9 +12.2%
AAII % Bulls 20.4 -7.1%
AAII % Bears 59.2 +14.5%

Futures Spot Prices
Crude Oil 110.06 +4.5%
Reformulated Gasoline 268.70 -.3%
Natural Gas 9.84 +.2%
Heating Oil 314.10 +6.1%
Gold 1,000.50 +2.6%
Base Metals 270.97 -1.0%
Copper 383.40 -2.2%
Agriculture 480.63 +3.2%

Economy
10-year US Treasury Yield 3.44% -9 basis points
10-year TIPS Spread 2.44% -12 basis points
TED Spread 1.60 +10 basis points
Investment Grade Credit Default Swap Index 188.98 +6.1%
Fed Fund Futures 60.0% chance of 100 cut, 40.0% chance of 75 cut on 3/18
Iraqi 2028 Govt Bonds 73.44 -1.45%
4-Wk MA of Jobless Claims 358,500 -.4%
Average 30-year Mortgage Rate 6.13% +10 basis points
Weekly Mortgage Applications 671,700 -1.9%
Weekly Retail Sales +1.0%
Nationwide Gas $3.28/gallon +.09/gallon.
US Heating Demand Next 7 Days 2.0% below normal
ECRI Weekly Leading Economic Index 132.20 -.2%
US Dollar Index 71.66 - 1.9%
Baltic Dry Index 8,092 -3.7%
CRB Index 416.40 +1.2%

Best Performing Style
Small-cap Value +1.1%

Worst Performing Style
Large-cap Growth -.6%

Leading Sectors
Steel +4.1%
Restaurants +3.5%
Road & Rail +2.7%
Disk Drives +2.7%
REITs +2.1%

Lagging Sectors
Insurance -2.6%
Coal -4.6%
I-Banks -7.2%
HMOs -14.5%
Airlines -15.8%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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