Friday, December 05, 2008

Weekly Scoreboard*

Indices
S&P 500 876.07 -2.25%
DJIA 8,635.42 -2.19%
NASDAQ 1,509.31 -1.71%
Russell 2000 461.09 -2.55%
Wilshire 5000 8,708.95 -2.43%
Russell 1000 Growth 353.43 -3.26%
Russell 1000 Value 474.73 -1.52%
Morgan Stanley Consumer 536.69 -1.66%
Morgan Stanley Cyclical 456.18 -3.03%
Morgan Stanley Technology 326.47 -1.52%
Transports 3,433.33 -2.25%
Utilities 361.44 -5.44%
MSCI Emerging Markets 21.94 -3.94%


Sentiment/Internals
NYSE Cumulative A/D Line 15,952 unch.
Bloomberg New Highs-Lows Index -802 -230.04%
Bloomberg Crude Oil % Bulls 23.0 -27.2%
CFTC Oil Large Speculative Longs 180,960 +.91%
Total Put/Call .92 -36.55%
OEX Put/Call 1.59 -24.64%
ISE Sentiment 112.0 -18.25%
NYSE Arms .40 -60.0%
Volatility(VIX) 59.93 +8.41%
G7 Currency Volatility (VXY) 20.0 +1.57%
Smart Money Flow Index 6,890.59 +2.29%
AAII % Bulls 26.67 -14.66%
AAII % Bears 47.78 +6.44%


Futures Spot Prices
Crude Oil 40.81 -25.84%
Reformulated Gasoline 90.12 -26.28%
Natural Gas 5.74 -11.11%
Heating Oil 142.65 -18.39%
Gold 752.20 -8.16%
Base Metals 104.03 -13.13%
Copper 137.35 -17.51%
Agriculture 246.85 -13.58%


Economy
10-year US Treasury Yield 2.71% -21 basis points
10-year TIPS Spread .44% +8 basis points
TED Spread 2.18 unch.
N. Amer. Investment Grade Credit Default Swap Index 285.99 +19.76%
Emerging Markets Credit Default Swap Index 814.21 +11.91%
Citi US Economic Surprise Index -140.60 -19.56%
Fed Fund Futures imply 78.0% chance of 75 basis point cut, 22.0% chance of 50 basis point cut on 12/16
Iraqi 2028 Govt Bonds 41.0 -8.89%
4-Wk MA of Jobless Claims 524,500 +1.2%
Average 30-year Mortgage Rate 5.53% -44 basis points
Weekly Mortgage Applications 857,700 +112.09%
Weekly Retail Sales -.9%
Nationwide Gas $1.77/gallon -.07/gallon
US Heating Demand Next 7 Days 7.0% above normal
ECRI Weekly Leading Economic Index 109.90 +2.81%
US Dollar Index 87.12 +70%
Baltic Dry Index 663 -7.27%
CRB Index 208.60 -13.87%


Best Performing Style
Mid-cap Value -1.49%


Worst Performing Style
Mid-cap Growth -3.70%


Leading Sectors
Homebuilders +9.59%
Airlines +9.40%
Restaurants +6.64%
Retail +4.66%
Insurance +4.07%


Lagging Sectors
Steel -7.78%
Gold -11.10%
Energy -12.94%
Coal -20.62%
Oil Service -22.54%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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