Friday, September 26, 2008

Weekly Scoreboard*

Indices
S&P 500 1,213.27 -3.33%
DJIA 11,143.13 -2.15%
NASDAQ 2,183.34 -3.98%
Russell 2000 704.79 -6.49%
Wilshire 5000 12,298.47 -4.04%
Russell 1000 Growth 503.34 -3.40%
Russell 1000 Value 656.96 -4.12%
Morgan Stanley Consumer 671.96 -1.61%
Morgan Stanley Cyclical 807.32 -7.35%
Morgan Stanley Technology 497.21 -4.49%
Transports 4,750.86 -6.85%
Utilities 445.11 -1.45%
MSCI Emerging Markets 35.49 -2.21%


Sentiment/Internals
NYSE Cumulative A/D Line 35,404 -9.64%
Bloomberg New Highs-Lows Index -853 -457.52%
Bloomberg Crude Oil % Bulls 28.0 -38.8%
CFTC Oil Large Speculative Longs 204,940 +1.35%
Total Put/Call 1.02 +27.50%
OEX Put/Call .77 -34.19%
ISE Sentiment 112.0 +69.70%
NYSE Arms .72 -42.40%
Volatility(VIX) 34.74 +8.33%
G7 Currency Volatility (VXY) 13.26 +2.85%
Smart Money Flow Index 7,816.12 -5.99%
AAII % Bulls 34.04 +25.1%
AAII % Bears 45.74 -15.95%


Futures Spot Prices
Crude Oil 106.89 +4.04%
Reformulated Gasoline 266.51 +3.20%
Natural Gas 7.63 -2.48%
Heating Oil 299.49 +3.63%
Gold 888.50 +1.37%
Base Metals 202.45 +1.51%
Copper 307.45 -3.73%
Agriculture 377.32 +.61%


Economy
10-year US Treasury Yield 3.85% +4 basis points
10-year TIPS Spread 1.77% -15 basis points
TED Spread 2.92 +59 basis points
N. Amer. Investment Grade Credit Default Swap Index 161.97 +3.09%
Emerging Markets Credit Default Swap Index 315.34 +1.10%
Citi US Economic Surprise Index +16.10 -52.08%
Fed Fund Futures imply 68.0% chance of 25 basis point cut, 32.0% chance of 50 basis point cut on 10/29
Iraqi 2028 Govt Bonds 67.0 +.15%
4-Wk MA of Jobless Claims 462,500 +3.6%
Average 30-year Mortgage Rate 6.09% +31 basis points
Weekly Mortgage Applications 591,400 -10.62%
Weekly Retail Sales +1.5%
Nationwide Gas $3.68/gallon -.13/gallon
US Cooling Demand Next 7 Days 1.0% below normal
ECRI Weekly Leading Economic Index 122.20 -2.24%
US Dollar Index 76.95 -.94%
Baltic Dry Index 3,746 -16.03%
CRB Index 364.57 +1.39%


Best Performing Style
Large-cap Growth -3.4%


Worst Performing Style
Small-cap Value -6.93%


Leading Sectors
Software +2.80%
Drugs +.28%
Computer Services -.67%
Medical Equipment -1.27%
Biotech -1.29%


Lagging Sectors
Banks -10.53%
Construction -12.03%
Steel -12.95%
Airlines -14.71%
Coal -14.98%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

No comments: