Friday, January 02, 2009

Weekly Scoreboard*

Indices
S&P 500 931.80 +7.33%
DJIA 9,034.69 +6.69%
NASDAQ 1,632.21 +7.04%
Russell 2000 505.82 +7.51%
Wilshire 5000 9,331.77 +7.51%
Russell 1000 Growth 384.31 +7.54%
Russell 1000 Value 500.54 +7.45%
Morgan Stanley Consumer 565.06 +5.76%
Morgan Stanley Cyclical 498.94 +10.93%
Morgan Stanley Technology 356.52 +7.78%
Transports 3,651.02 +9.34%
Utilities 378.82 +5.80%
MSCI Emerging Markets 25.59 +6.93%


Sentiment/Internals
NYSE Cumulative A/D Line 21,471 +32.24%
Bloomberg New Highs-Lows Index -319 +39.47%
Bloomberg Crude Oil % Bulls 36.0 unch.
CFTC Oil Large Speculative Longs 215,665 +4.77%
Total Put/Call .94 +17.50%
OEX Put/Call 1.20 -60.66%
ISE Sentiment 118.0 -15.11%
NYSE Arms .69 -23.59%
Volatility(VIX) 39.19 -12.52%
G7 Currency Volatility (VXY) 20.33 +5.17%
Smart Money Flow Index 7,344.83 +3.52%
AAII % Bulls 24.0 -17.1%
AAII % Bears 54.67 +24.65%


Futures Spot Prices
Crude Oil 46.25 +29.90%
Reformulated Gasoline 111.0 +32.0%
Natural Gas 6.03 +2.95%
Heating Oil 147.70 +18.49%
Gold 876.80 +3.42%
Base Metals 110.93 +9.79%
Copper 146.05 +14.81%
Agriculture 308.73 +4.81%


Economy
10-year US Treasury Yield 2.39% +26 basis points
10-year TIPS Spread .12% +2 basis points
TED Spread 1.33 -15 basis points
N. Amer. Investment Grade Credit Default Swap Index 200.0 -2.19%
Emerging Markets Credit Default Swap Index 721.70 -1.69%
Citi US Economic Surprise Index -117.3 +.93%
Fed Fund Futures imply 74.0% chance of no change, 26.0% chance of 25 basis point cut on 1/28
Iraqi 2028 Govt Bonds 42.12 -1.25%
4-Wk MA of Jobless Claims 552,300 -1.0%
Average 30-year Mortgage Rate 5.10% -4 basis points
Weekly Mortgage Applications 1,245,700 +.02%
Weekly Retail Sales -.90%
Nationwide Gas $1.63/gallon -.01/gallon
US Heating Demand Next 7 Days 8.0% below normal
ECRI Weekly Leading Economic Index 108.0 +1.12%
US Dollar Index 81.84 +.77%
Baltic Dry Index 774.0 unch.
CRB Index 233.92 +11.05%


Best Performing Style
Mid-cap Growth +9.56%


Worst Performing Style
Small-cap Value +7.10%


Leading Sectors
Oil Service +18.24%
Steel +14.11%
I-Banks +11.97%
Gaming +10.92%
Semis +9.43%


Lagging Sectors
Restaurants +4.87%
Foods +4.74%
Drugs +4.40%
Tobacco +2.61%
REITs +1.09%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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