Friday, June 06, 2008

Weekly Scoreboard*

Indices
S&P 500 1,360.68 -2.84%
DJIA 12,209.81 -3.39%
NASDAQ 2,474.56 -1.91%
Russell 2000 740.37 -1.06%
Wilshire 5000 13,851.35 -2.41%
Russell 1000 Growth 584.44 -2.04%
Russell 1000 Value 727.90 -3.22%
Morgan Stanley Consumer 687.76 -2.39%
Morgan Stanley Cyclical 942.03 -4.08%
Morgan Stanley Technology 602.95 -2.40%
Transports 5,250.l6 -3.44%
Utilities 511.36 -1.97%
MSCI Emerging Markets 146.99 -3.02%

Sentiment/Internals
NYSE Cumulative A/D Line 59,301 +.17%
Bloomberg New Highs-Lows Index -207
Bloomberg Crude Oil % Bulls 29.0 -3.3%
CFTC Oil Large Speculative Longs 216,388 +.18%
Total Put/Call 1.12 +33.3%
OEX Put/Call 1.29 +5.74%
ISE Sentiment 124.0 +13.76%
NYSE Arms 2.61 +143.92%
Volatility(VIX) 23.56 +32.1%
G7 Currency Volatility (VXY) 10.31 +3.51%
Smart Money Flow Index 8,773.33 -.28%
AAII % Bulls 43.38 +38.65%
AAII % Bears 38.04 -16.87%

Futures Spot Prices
Crude Oil 138.05 +8.3%
Reformulated Gasoline 353.0 +5.36%
Natural Gas 12.65 +7.63%
Heating Oil 396.0 +7.9%
Gold 904.50 +1.0%
Base Metals 237.67 +.61%
Copper 363.10 +.51%
Agriculture 423.76 +6.54%

Economy
10-year US Treasury Yield 3.91% -14 basis points
10-year TIPS Spread 2.50% -2 basis points
TED Spread .86 +6 basis points
N. Amer. Investment Grade Credit Default Swap Index 108.93 +8.15%
Emerging Markets Credit Default Swap Index 227.01 +9.30%
Citi US Economic Surprise Index -5.3 +45.36%
Fed Fund Futures 0.0% chance of 25 cut, 100.0% chance of no cut on 6/25
Iraqi 2028 Govt Bonds 74.38 -.19%
4-Wk MA of Jobless Claims 368,500 -.8%
Average 30-year Mortgage Rate 6.09% +1 basis point
Weekly Mortgage Applications 502,300 -15.34%
Weekly Retail Sales +1.8%
Nationwide Gas $3.99/gallon +.03/gallon.
US Cooling Demand Next 7 Days 55.0% above normal
ECRI Weekly Leading Economic Index 132.40 -.30%
US Dollar Index 72.36 -.67%
Baltic Dry Index 11,689 +3.01%
CRB Index 441.51 +4.58%

Best Performing Style
Small-cap Growth -1.01%

Worst Performing Style
Large-cap Value -3.22%

Leading Sectors
Computer Hardware +1.24%
Disk Drives +1.12%
Steel +.87%
Airlines +.58%
Oil Service +.12%

Lagging Sectors
Road & Rail -4.12%
Defense -5.78%
Homebuilders -6.12%
Gaming -6.33%
Banks -8.23%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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