Friday, January 09, 2009

Weekly Scoreboard*

Indices
S&P 500 890.35 -4.45%
DJIA 8,599.18 -4.82%
NASDAQ 1,571.59 -3.71%
Russell 2000 481.30 -4.85%
Wilshire 5000 8,949.19 -4.10%
Russell 1000 Growth 372.16 -3.16%
Russell 1000 Value 475.19 -5.06%
Morgan Stanley Consumer 540.06 -4.42%
Morgan Stanley Cyclical 497.83 -.22%
Morgan Stanley Technology 353.74 -.78%
Transports 3,460.71 -5.21%
Utilities 370.79 -2.12%
MSCI Emerging Markets 24.89 -2.73%


Sentiment/Internals
NYSE Cumulative A/D Line 25,220 +17.46%
Bloomberg New Highs-Lows Index -63 +80.25%
Bloomberg Crude Oil % Bulls 41.0 -15.81%
CFTC Oil Large Speculative Longs 235,246 +4.67%
Total Put/Call 1.0 +6.38%
OEX Put/Call 1.54 +28.33%
ISE Sentiment 89.0 -25.21%
NYSE Arms 2.47 +257.97%
Volatility(VIX) 42.82 +9.26%
G7 Currency Volatility (VXY) 19.15 -6.72%
Smart Money Flow Index 7,527.86 +2.49%
AAII % Bulls 48.70 +102.92%
AAII % Bears 35.06 -35.87%


Futures Spot Prices
Crude Oil 40.40 -12.96%
Reformulated Gasoline 110.75 -.14%
Natural Gas 5.55 -7.81%
Heating Oil 148.90 +1.20%
Gold 853.60 -2.56%
Base Metals 113.75 +2.54%
Copper 154.95 +4.36%
Agriculture 316.29 +2.45%


Economy
10-year US Treasury Yield 2.39% +2 basis points
10-year TIPS Spread .58% +46 basis points
TED Spread 1.20 -13 basis points
N. Amer. Investment Grade Credit Default Swap Index 200.25 +.12%
Emerging Markets Credit Default Swap Index 711.19 -1.46%
Citi US Economic Surprise Index -100.50 +14.32%
Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 1/28
Iraqi 2028 Govt Bonds 42.12 +2.34%
4-Wk MA of Jobless Claims 525,800 -4.9%
Average 30-year Mortgage Rate 5.01% -9 basis points
Weekly Mortgage Applications 1,143,800 -8.18%
Weekly Retail Sales -1.0%
Nationwide Gas $1.78/gallon -.15/gallon
US Heating Demand Next 7 Days 6.0% above normal
ECRI Weekly Leading Economic Index 109.40 +1.30%
US Dollar Index 82.66 +1.0%
Baltic Dry Index 821.0 +6.21%
CRB Index 229.91 -2.21%


Best Performing Style
Mid-cap Growth -2.87%


Worst Performing Style
Small-cap Value -5.42%


Leading Sectors
Computer Hardware +15.19%
Homebuilders +4.53%
Disk Drives +3.78%
Steel +1.82%
Airlines +1.22%


Lagging Sectors
Restaurants -5.53%
Insurance -5.76%
Gold -6.69%
REITs -6.88%
Banks -11.80%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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