Friday, February 13, 2009

Weekly Scoreboard*

Indices
S&P 500 826.84 -4.81%
DJIA 7,850.41 -5.20%
NASDAQ 1,534.36 -3.60%
Russell 2000 448.36 -4.75%
Wilshire 5000 8,341.67 -4.62%
Russell 1000 Growth 362.13 -3.84%
Russell 1000 Value 421.70 -5.66%
Morgan Stanley Consumer 507.01 -4.66%
Morgan Stanley Cyclical 399.93 -7.24%
Morgan Stanley Technology 351.71 -4.99%
Transports 2,957.28 -7.69%
Utilities 365.37 -5.05%
MSCI Emerging Markets 23.95 -2.43%


Sentiment/Internals
NYSE Cumulative A/D Line 20,920 +1.41%
Bloomberg New Highs-Lows Index -429 -12.89%
Bloomberg Crude Oil % Bulls 30.0 +3.45%
CFTC Oil Large Speculative Longs 239,563 +2.06%
Total Put/Call .89 +23.61%
OEX Put/Call .85 +70.0%
ISE Sentiment 150.0 +13.64%
NYSE Arms 1.51 +287.18%
Volatility(VIX) 42.93 -1.01%
G7 Currency Volatility (VXY) 18.19 +.44%
Smart Money Flow Index 7,587.61 -.88%
AAII % Bulls 32.91 +33.62%
AAII % Bears 39.24 -10.88%


Futures Spot Prices
Crude Oil 37.51 -5.24%
Reformulated Gasoline 120.63 -1.93%
Natural Gas 4.45 -7.89%
Heating Oil 130.0 -3.64%
Gold 942.20 +3.42%
Base Metals 109.44 -2.95%
Copper 155.45 -5.79%
Agriculture 293.49 -2.39%


Economy
10-year US Treasury Yield 2.89% -10 basis points
10-year TIPS Spread 1.25% +4 basis points
TED Spread .95 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 199.84 +3.28%
Emerging Markets Credit Default Swap Index 788.44 +5.86%
Citi US Economic Surprise Index -26.0 +35.0%
Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 3/17
Iraqi 2028 Govt Bonds 44.0 -4.97%
4-Wk MA of Jobless Claims 607,500 +4.1%
Average 30-year Mortgage Rate 5.16% -9 basis points
Weekly Mortgage Applications 600,600 -24.49%
Weekly Retail Sales -1.70%
Nationwide Gas $1.96/gallon +.05/gallon
US Heating Demand Next 7 Days 2.0% below normal
ECRI Weekly Leading Economic Index 106.10 -.47%
US Dollar Index 86.04 +.81%
Baltic Dry Index 1,989 +21.13%
CRB Index 213.14 -5.0%


Best Performing Style
Small-cap Growth -3.07%


Worst Performing Style
Small-cap Value -6.38%


Leading Sectors
HMOs -.96%
Biotech -1.75%
Medical Equipment -1.82%
Construction -1.94%
Computer Services -2.07%


Lagging Sectors
Gaming -7.95%
Homebuilders -8.87%
Road & Rail -10.18%
REITs -13.03%
Banks -14.03%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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