Friday, January 16, 2009

Weekly Scoreboard*

Indices
S&P 500 850.12 -4.52%
DJIA 8,281.22 -3.70%
NASDAQ 1,529.33 -2.69%
Russell 2000 466.45 -3.08%
Wilshire 5000 8,567.23 -4.27%
Russell 1000 Growth 361.22 -2.94%
Russell 1000 Value 447.18 -5.89%
Morgan Stanley Consumer 529.96 -1.87%
Morgan Stanley Cyclical 451.40 -9.32%
Morgan Stanley Technology 342.24 -3.25%
Transports 3,147.60 -9.05%
Utilities 369.79 -.27%
MSCI Emerging Markets 23.28 -6.47%


Sentiment/Internals
NYSE Cumulative A/D Line 20,200 -19.90%
Bloomberg New Highs-Lows Index -378 -500.0%
Bloomberg Crude Oil % Bulls 34.0 -17.1%
CFTC Oil Large Speculative Longs 228,912 -2.69%
Total Put/Call .96 -4.0%
OEX Put/Call 1.66 +7.79%
ISE Sentiment 89.0 unch.
NYSE Arms 1.08 -56.27%
Volatility(VIX) 46.11 +7.68%
G7 Currency Volatility (VXY) 19.13 -1.09%
Smart Money Flow Index 7,389.03 -1.84%
AAII % Bulls 27.63 -43.26%
AAII % Bears 47.37 +35.11%


Futures Spot Prices
Crude Oil 35.95 -11.03%
Reformulated Gasoline 116.60 +4.86%
Natural Gas 4.78 –13.78%
Heating Oil 147.35 -.97%
Gold 841.50 -1.46%
Base Metals 112.15 -1.41%
Copper 152.50 -.97%
Agriculture 302.99 -4.20%


Economy
10-year US Treasury Yield 2.32% -7 basis points
10-year TIPS Spread .53% -5 basis points
TED Spread 1.03 -17 basis points
N. Amer. Investment Grade Credit Default Swap Index 210.92 +5.32%
Emerging Markets Credit Default Swap Index 740.65 +4.70%
Citi US Economic Surprise Index -85.70 +14.73%
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 42.33 -98%
4-Wk MA of Jobless Claims 518,500 -1.5%
Average 30-year Mortgage Rate 4.96% -5 basis points
Weekly Mortgage Applications 1,324,800 +15.82%
Weekly Retail Sales -1.9%
Nationwide Gas $1.82/gallon +.04/gallon
US Heating Demand Next 7 Days 1.0% below normal
ECRI Weekly Leading Economic Index 108.60 -.64%
US Dollar Index 84.21 +1.87%
Baltic Dry Index 908.0 +4.13%
CRB Index 221.09 -3.84%


Best Performing Style
Small-cap Growth -2.60%


Worst Performing Style
Large-cap Value -5.89%


Leading Sectors
Education +6.42%
Biotech +2.23%
Medical Equipment +1.74%
Computer Hardware +1.62%
Tobacco +1.47%


Lagging Sectors
Alternative Energy -8.62%
Homebuilders -9.17%
Coal -12.04%
Road & Rail -14.96%
Banks -20.8%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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