Friday, September 12, 2008

Weekly Scoreboard*

Indices
S&P 500 1,251 .70 +.76%
DJIA 11,421.99 +1.79%
NASDAQ 2,261.27 +.24%
Russell 2000 720.26 +.20%
Wilshire 5000 12,708.52 +.57%
Russell 1000 Growth 526.13 +.92%
Russell 1000 Value 672.97 +.27%
Morgan Stanley Consumer 700.22 +2.15%
Morgan Stanley Cyclical 869.99 +3.28%
Morgan Stanley Technology 525.09 -.39%
Transports 5,074.07 +3.79%
Utilities 459.11 +2.36%
MSCI Emerging Markets 36.10 -2.09%

Sentiment/Internals
NYSE Cumulative A/D Line 41,225 -3.36%
Bloomberg New Highs-Lows Index -666 +37.64%
Bloomberg Crude Oil % Bulls 41.0 -4.65%
CFTC Oil Large Speculative Longs 198,328 +2.47%
Total Put/Call 1.01 +2.02%
OEX Put/Call .64 -27.27%
ISE Sentiment 104.0 +2.97%
NYSE Arms .85 +23.19%
Volatility(VIX) 25.66 +11.27%
G7 Currency Volatility (VXY) 11.57 +.17%
Smart Money Flow Index 8,183.31 +1.40%
AAII % Bulls 29.27 -20.98%
AAII % Bears 54.88 +27.01%

Futures Spot Prices
Crude Oil 101.18 -5.17%
Reformulated Gasoline 276.96 +2.58%
Natural Gas 7.37 -1.19%
Heating Oil 293.91 -1.72%
Gold 764.50 -5.39%
Base Metals 209.78 +.75%
Copper 319.40 +2.34%
Agriculture 384.83 +.36%

Economy
10-year US Treasury Yield 3.72% +2 basis points
10-year TIPS Spread 1.95% -4 basis points
TED Spread 1.35 +31 basis points
N. Amer. Investment Grade Credit Default Swap Index 149.71 +2.54%
Emerging Markets Credit Default Swap Index 288.81 +2.32%
Citi US Economic Surprise Index +46.0 -30.51%
Fed Fund Futures 12.0% chance of 25 cut, 88.0% chance of no move on 9/16
Iraqi 2028 Govt Bonds 72.75 -.26%
4-Wk MA of Jobless Claims 440,000 unch.
Average 30-year Mortgage Rate 5.93% -42 basis points
Weekly Mortgage Applications 496,200 +9.51%
Weekly Retail Sales +1.8%
Nationwide Gas $3.68/gallon +.01/gallon
US Cooling Demand Next 7 Days 17.0% above normal
ECRI Weekly Leading Economic Index 125.97 -.19%
US Dollar Index 78.97 +.04%
Baltic Dry Index 4,800 -15.24%
CRB Index 360.01 -2.09%

Best Performing Style
Small-cap Value +1.22%

Worst Performing Style
Small-cap Growth -.88%

Leading Sectors
HMOs +4.48%
Restaurants +3.24%
Software +3.23%
Banks +3.17%
Road&Rail +3.17%

Lagging Sectors
Disk Drives -3.33%
Coal -5.55%
Insurance -5.64%
Alternative Energy -6.52%
I-Banks -11.60%

One-Week High-Volume Gainers

One-Week High-Volume Losers

*5-Day Change

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