Saturday, July 05, 2008

Weekly Scoreboard*

Indices
S&P 500 1,262.90 -1.58%
DJIA 11,288.54 -1.44%
NASDAQ 2,245.38 -3.27%
Russell 2000 665.78 -4.67%
Wilshire 5000 12,769.72 -2.24%
Russell 1000 Growth 541.59 -2.46%
Russell 1000 Value 668.90 -1.60%
Morgan Stanley Consumer 647.60 -.95%
Morgan Stanley Cyclical 818.81 -4.93%
Morgan Stanley Technology 547.94 -2.43%
Transports 4,678.75 -4.37%
Utilities 515.32 +.94%
MSCI Emerging Markets 129.52 -4.18%

Sentiment/Internals
NYSE Cumulative A/D Line 43,461 -9.36%
Bloomberg New Highs-Lows Index -1064 -4.11%
Bloomberg Crude Oil % Bulls 54.0 +42.1%
CFTC Oil Large Speculative Longs 211,137 unch.
Total Put/Call 1.15 +1.77%
OEX Put/Call 1.71 +116.46%
ISE Sentiment 150.0 +57.89%
NYSE Arms .77 -14.44%
Volatility(VIX) 24.79 +3.59%
G7 Currency Volatility (VXY) 9.75 -3.56%
Smart Money Flow Index 8,035.11 -.57%
AAII % Bulls 23.93 -23.42%
AAII % Bears 52.14 -.25%

Futures Spot Prices
Crude Oil 144.18 +2.59%
Reformulated Gasoline 354.90 +.68%
Natural Gas 13.57 +2.49%
Heating Oil 406.50 +3.12%
Gold 935.50 +.55%
Base Metals 242.95 -1.61%
Copper 388.15 +.04%
Agriculture 481.45 -.42%

Economy
10-year US Treasury Yield 3.98% +1 basis point
10-year TIPS Spread 2.60% +7 basis points
TED Spread .97 -16 basis points
N. Amer. Investment Grade Credit Default Swap Index 147.16 +3.95%
Emerging Markets Credit Default Swap Index 266.62 +4.38%
Citi US Economic Surprise Index +9.70 +21.25%
Fed Fund Futures 17.8% chance of 25 hike, 82.2% chance of no move on 8/5
Iraqi 2028 Govt Bonds 72.25 -.41%
4-Wk MA of Jobless Claims 390,500 +3.0%
Average 30-year Mortgage Rate 6.35% -10 basis points
Weekly Mortgage Applications 477,700 +3.56%
Weekly Retail Sales +2.5%
Nationwide Gas $4.10/gallon +.03/gallon.
US Cooling Demand Next 7 Days 10.0% above normal
ECRI Weekly Leading Economic Index 131.20 -.30%
US Dollar Index 72.73 +.51%
Baltic Dry Index 8,854 -7.76%
CRB Index 472.36 +1.96%

Best Performing Style
Large-cap Value -1.60%

Worst Performing Style
Small-cap Value -5.42%

Leading Sectors
Drugs +4.37%
Biotech +1.51%
Utilities +.94%
Medical Equipment +.19%
Defense -.66%

Lagging Sectors
Coal -8.62%
Airlines -10.59%
Alternative Energy -12.0%
Steel -13.3%
Gaming -15.6%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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