Friday, September 19, 2008

Weekly Scoreboard*

Indices
S&P 500 1,255.08 +.27%
DJIA 11,388.44 -.29%
NASDAQ 2,273.90 +.56%
Russell 2000 753.74 +4.65%
Wilshire 5000 12,816.58 +.85%
Russell 1000 Growth 521.06 -.96%
Russell 1000 Value 685.20 +1.82%
Morgan Stanley Consumer 682.93 -2.47%
Morgan Stanley Cyclical 871.35 +.16%
Morgan Stanley Technology 520.60 -.85%
Transports 5,100.31 +.52%
Utilities 451.66 -1.62%
MSCI Emerging Markets 36.29 +.52%


Sentiment/Internals
NYSE Cumulative A/D Line 39,183 -4.95%
Bloomberg New Highs-Lows Index -153 +77.03%
Bloomberg Crude Oil % Bulls 47.0 +14.63%
CFTC Oil Large Speculative Longs 202,219 +1.96%
Total Put/Call .80 -20.79%
OEX Put/Call 1.17 +82.81%
ISE Sentiment 66.0 -36.54%
NYSE Arms 1.25 +47.06%
Volatility(VIX) 32.07 +24.98%
G7 Currency Volatility (VXY) 13.11 +13.31%
Smart Money Flow Index 8,074.21 +2.57%
AAII % Bulls 27.21 -7.04%
AAII % Bears 54.42 -.84%


Futures Spot Prices
Crude Oil 104.55 +3.46%
Reformulated Gasoline 259.97 -6.32%
Natural Gas 7.53 +1.26%
Heating Oil 289.78 -1.61%
Gold 864.70 +12.59%
Base Metals 199.43 -4.93%
Copper 317.65 -.52%
Agriculture 375.04 -2.54%


Economy
10-year US Treasury Yield 3.81% +9 basis points
10-year TIPS Spread 1.92% -3 basis points
TED Spread 2.33 +98 basis points
N. Amer. Investment Grade Credit Default Swap Index 157.12 +4.95%
Emerging Markets Credit Default Swap Index 311.89 +8.0%
Citi US Economic Surprise Index +33.60 -26.96%
Fed Fund Futures 32.0% chance of 25 basis point cut, 68.0% chance of no move on 10/29
Iraqi 2028 Govt Bonds 66.13 -9.10%
4-Wk MA of Jobless Claims 445,000 +1.1%
Average 30-year Mortgage Rate 5.78% -15 basis points
Weekly Mortgage Applications 661,700 +33.35%
Weekly Retail Sales +1.6%
Nationwide Gas $3.81/gallon +.13/gallon
US Cooling Demand Next 7 Days 16.0% below normal
ECRI Weekly Leading Economic Index 125.10 -.64%
US Dollar Index 77.68 -1.63%
Baltic Dry Index 4,975 +1.33%
CRB Index 359.58 -.12%


Best Performing Style
Small-cap Value +5.57%


Worst Performing Style
Large-cap Growth -.96%


Leading Sectors
Banks +16.25%
I-Banks +7.62%
Alternative Energy +5.21%
Gaming +4.88%
Airlines +4.32%


Lagging Sectors
Defense -2.55%
Steel -3.15%
Hospitals -3.20%
HMOs -3.50%
Software -3.94%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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