Friday, June 13, 2008

Weekly Scoreboard*

Indices
S&P 500 1,360.02 -.05%
DJIA 12,307.35 +.80%
NASDAQ 2,454.50 -.81%
Russell 2000 733.61 -.92%
Wilshire 5000 13,813.22 -.28%
Russell 1000 Growth 585.01 +.10%
Russell 1000 Value 724.24 -.50%
Morgan Stanley Consumer 691.19 +.50%
Morgan Stanley Cyclical 944.37 +.24%
Morgan Stanley Technology 596.01 -1.15%
Transports 5,148.82 -1.94%
Utilities 524.05 +2.48%
MSCI Emerging Markets 140.70 -4.17%

Sentiment/Internals
NYSE Cumulative A/D Line 53,308 -10.1%
Bloomberg New Highs-Lows Index -507
Bloomberg Crude Oil % Bulls 21.0 -27.6%
CFTC Oil Large Speculative Longs 218,484 +.97%
Total Put/Call .91 -18.75%
OEX Put/Call 1.17 -9.3%
ISE Sentiment 130.0 +7.26%
NYSE Arms .68 -70.88%
Volatility(VIX) 21.22 -10.70%
G7 Currency Volatility (VXY) 10.66 +3.39%
Smart Money Flow Index 8,393.67 -4.33%
AAII % Bulls 31.25 -28.13%
AAII % Bears 53.57 +40.83%

Futures Spot Prices
Crude Oil 134.69 -2.52%
Reformulated Gasoline 346.43 -1.86%
Natural Gas 12.63 -.39%
Heating Oil 383.80 -3.23%
Gold 872.10 -2.78%
Base Metals 236.22 -.61%
Copper 359.10 -1.14%
Agriculture 470.28 +10.97%

Economy
10-year US Treasury Yield 4.26% +35 basis points
10-year TIPS Spread 2.52% +2 basis points
TED Spread .85 -1 basis point
N. Amer. Investment Grade Credit Default Swap Index 109.24 -1.15%
Emerging Markets Credit Default Swap Index 230.44 +1.36%
Citi US Economic Surprise Index +6.70 +226.42%
Fed Fund Futures 20.0% chance of 25 hike, 80.0% chance of no move on 6/25
Iraqi 2028 Govt Bonds 74.25 -.77%
4-Wk MA of Jobless Claims 371,500 +.7%
Average 30-year Mortgage Rate 6.32% +23 basis points
Weekly Mortgage Applications 557,100 +10.91%
Weekly Retail Sales +2.1%
Nationwide Gas $4.07/gallon +.08/gallon.
US Cooling Demand Next 7 Days 2.0% above normal
ECRI Weekly Leading Economic Index 132.50 +.08%
US Dollar Index 74.09 +2.43%
Baltic Dry Index 10,142 -13.23%
CRB Index 445.87 +.99%

Best Performing Style
Large-cap Growth +.10%

Worst Performing Style
Small-cap Value -1.3%

Leading Sectors
Restaurants +2.91%
Utilities +2.48%
Software +2.39%
Retail +2.22%
Medical Equipment +.87%

Lagging Sectors
Banks -4.30%
HMOs -4.88%
Gaming -5.20%
Gold -6.6%
Airlines -8.06%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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