Friday, November 14, 2008

Weekly Scoreboard*

Indices
S&P 500 873.29 -6.20%
DJIA 8,497.31 -4.99%
NASDAQ 1,516.85 -7.93%
Russell 2000 456.52 -9.74%
Wilshire 5000 8,698.92 -6.75%
Russell 1000 Growth 356.56 -6.59%
Russell 1000 Value 468.84 -6.30%
Morgan Stanley Consumer 533.48 -3.61%
Morgan Stanley Cyclical 457.37 -9.62%
Morgan Stanley Technology 325.31 -8.40%
Transports 3,494.42 -4.68%
Utilities 366.35 -2.51%
MSCI Emerging Markets 22.64 -7.13%


Sentiment/Internals
NYSE Cumulative A/D Line 18,182 -21.91%
Bloomberg New Highs-Lows Index -2090 -580.78%
Bloomberg Crude Oil % Bulls 35.0 -23.91%
CFTC Oil Large Speculative Longs 192,267 +.44%
Total Put/Call .96 -25.0%
OEX Put/Call 1.32 +22.22%
ISE Sentiment 137.0 +57.47%
NYSE Arms 2.11 -48.90%
Volatility(VIX) 66.31 +18.20%
G7 Currency Volatility (VXY) 21.48 +6.81%
Smart Money Flow Index 6,714.14 +.27%
AAII % Bulls 38.33 -14.50%
AAII % Bears 42.50 +27.51%


Futures Spot Prices
Crude Oil 56.4 -8.14%
Reformulated Gasoline 122.71 -9.26%
Natural Gas 6.34 -6.57%
Heating Oil 182.19 -8.22%
Gold 741.60 +.52%
Base Metals 130.36 -1.88%
Copper 170.30 -.41%
Agriculture 291.68 +3.42%


Economy
10-year US Treasury Yield 3.73% -7 basis points
10-year TIPS Spread .81% -15 basis points
TED Spread 2.10 +10 basis points
N. Amer. Investment Grade Credit Default Swap Index 199.39 +4.81%
Emerging Markets Credit Default Swap Index 767.91 +17.62%
Citi US Economic Surprise Index -120.0 -37.61%
Fed Fund Futures imply 86.0% chance of 50 basis point cut, 14.0% chance of 25 basis point cut on 12/16
Iraqi 2028 Govt Bonds 48.50 -7.81%
4-Wk MA of Jobless Claims 491,000 +2.8%
Average 30-year Mortgage Rate 6.14% -6 basis points
Weekly Mortgage Applications 425,000 +11.87%
Weekly Retail Sales -1.0%
Nationwide Gas $2.15/gallon -.16/gallon
US Heating Demand Next 7 Days 5.0% above normal
ECRI Weekly Leading Economic Index 111.30 +.45%
US Dollar Index 86.37 +.53%
Baltic Dry Index 838 +-.12%
CRB Index 247.58 -3.61%


Best Performing Style
Large-cap Value -6.30%


Worst Performing Style
Small-cap Value -9.76%


Leading Sectors
Telecom +.12%
Drugs -1.77%
Utilities –2.51%
Restaurants -3.92%
Energy -4.39%


Lagging Sectors
I-Banks -14.13%
HMOs -14.25%
Airlines -15.73%
Alternative Energy -16.82%
REITs -17.97%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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