Friday, August 22, 2008

Weekly Scoreboard*

Indices
S&P 500 1,292.20 -.46%
DJIA 11,628.06 -.27%
NASDAQ 2,414.71 -1.54%
Russell 2000 7373.60 -2.09%
Wilshire 5000 13,130.16 -.60%
Russell 1000 Growth 555.06 -.07%
Russell 1000 Value 682.49 -.88%
Morgan Stanley Consumer 696.14 -1.62%
Morgan Stanley Cyclical 876.29 -2.19%
Morgan Stanley Technology 575.22 -1.86%
Transports 5,056.90 -1.88%
Utilities 479.99 +2.72%
MSCI Emerging Markets 40.02 -.95%

Sentiment/Internals
NYSE Cumulative A/D Line 42,684 -3.81%
Bloomberg New Highs-Lows Index -272 +25.89%
Bloomberg Crude Oil % Bulls 55.0 -12.7%
CFTC Oil Large Speculative Longs 204,335 +6.38%
Total Put/Call .86 -10.42%
OEX Put/Call .63 -43.24%
ISE Sentiment 151.0 +22.76%
NYSE Arms .92 +41.54%
Volatility(VIX) 18.81 -3.93%
G7 Currency Volatility (VXY) 10.01 -3.47%
Smart Money Flow Index 8,505.27 -.81%
AAII % Bulls 38.10 -11.11%
AAII % Bears 37.30 -4.26%

Futures Spot Prices
Crude Oil 114.59 +.56%
Reformulated Gasoline 286.86 +.51%
Natural Gas 7.84 -2.87%
Heating Oil 313.11 +.27%
Gold 833.50 +5.24%
Base Metals 227.26 +6.91%
Copper 345.95 +3.99%
Agriculture 432.60 +7.23%

Economy
10-year US Treasury Yield 3.87% +4 basis points
10-year TIPS Spread 2.19% -4 basis points
TED Spread 1.12 +14 basis points
N. Amer. Investment Grade Credit Default Swap Index 141.65 +5.23%
Emerging Markets Credit Default Swap Index 264.18 +.11%
Citi US Economic Surprise Index +45.80 -1.51%
Fed Fund Futures 10.0% chance of 25 hike, 90.0% chance of no move on 9/16
Iraqi 2028 Govt Bonds 73.96 -1.1%
4-Wk MA of Jobless Claims 445,800 +1.7%
Average 30-year Mortgage Rate 6.47% -5 basis points
Weekly Mortgage Applications 419,300 -1.55%
Weekly Retail Sales +1.4%
Nationwide Gas $3.69/gallon -.08/gallon
US Cooling Demand Next 7 Days 12.0% above normal
ECRI Weekly Leading Economic Index 125.90 -.4%
US Dollar Index 76.81 -.49%
Baltic Dry Index 7,147 -5.42%
CRB Index 394.80 +3.27%

Best Performing Style
Large-cap Growth -.07%

Worst Performing Style
Small-cap Value -2.30%

Leading Sectors
Energy +5.35%
Oil Service +4.59%
Steel +4.23%
Utilities +2.72%
Construction +2.50%

Lagging Sectors
I-Banks -3.19%
Banks -3.21%
Insurance -3.31%
Airlines -8.26%
Gaming -8.83%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

No comments: