Friday, August 08, 2008

Weekly Scoreboard*

Indices
S&P 500 1,296.32 +2.86%
DJIA 11,734.32 +3.60%
NASDAQ 2,414.10 +4.46%
Russell 2000 734.30 +2.53%
Wilshire 5000 13,144.91 +2.48%
Russell 1000 Growth 552.14 +2.63%
Russell 1000 Value 689.04 +2.46%
Morgan Stanley Consumer 699.23 +4.36%
Morgan Stanley Cyclical 890.79 +4.0%
Morgan Stanley Technology 582.43 +5.07%
Transports 5,216.50 +5.4%
Utilities 471.18 +.35%
MSCI Emerging Markets 41.09 -3.47%

Sentiment/Internals
NYSE Cumulative A/D Line 42,637 -1.77%
Bloomberg New Highs-Lows Index -426%
Bloomberg Crude Oil % Bulls 34.0 +41.7%
CFTC Oil Large Speculative Longs 197,332 -2.13%
Total Put/Call .91 -4.04%
OEX Put/Call .1.12 +6.52%
ISE Sentiment 119.0 +45.12%
NYSE Arms .86 -30.08%
Volatility(VIX) 20.66 -8.46%
G7 Currency Volatility (VXY) 10.22 +8.26%
Smart Money Flow Index 8,185.14 +2.21%
AAII % Bulls 35.61 -10.98%
AAII % Bears 42.42 +3.01%

Futures Spot Prices
Crude Oil 115.20 -8.06%
Reformulated Gasoline 288.74 -6.40%
Natural Gas 8.25 -12.35%
Heating Oil 312.80 -8.89%
Gold 864.80 -5.87%
Base Metals 220.48 -5.11%
Copper 333.30 -6.98%
Agriculture 382.37 -6.84%

Economy
10-year US Treasury Yield 3.93% unch.
10-year TIPS Spread 2.18% -12 basis points
TED Spread 1.11 -3 basis points
N. Amer. Investment Grade Credit Default Swap Index 133.12 +.41%
Emerging Markets Credit Default Swap Index 265.89 +7.44%
Citi US Economic Surprise Index +22.20 -17.16%
Fed Fund Futures 18.0% chance of 25 hike, 82.0% chance of no move on 9/16
Iraqi 2028 Govt Bonds 74.63 -.29%
4-Wk MA of Jobless Claims 419,500 +6.8%
Average 30-year Mortgage Rate 6.52% unch.
Weekly Mortgage Applications 432,600 +2.8%
Weekly Retail Sales +2.9%
Nationwide Gas $3.85/gallon -.05/gallon
US Cooling Demand Next 7 Days 4.0% below normal
ECRI Weekly Leading Economic Index 127.50 -.47%
US Dollar Index 75.85 +3.30%
Baltic Dry Index 7,201 -13.03%
CRB Index 387.42 -6.88%

Best Performing Style
Mid-cap Value +3.1%

Worst Performing Style
Mid-cap Growth +1.63%

Leading Sectors
Airlines +19.36%
Gaming +9.68%
Semis +9.29%
Restaurants +8.98%
Software +8.21%

Lagging Sectors
Oil Service -7.30%
Steel -8.37%
Coal -8.58%
Oil Tankers -8.92%
Gold -12.25%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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