Friday, December 26, 2008

Weekly Scoreboard*

Indices
S&P 500 872.80 -1.41%
DJIA 8,515.55 -1.04%
NASDAQ 1,530.24 -1.43%
Russell 2000 476.77 -.50%
Wilshire 5000 8,737.47 -1.32%
Russell 1000 Growth 359.43 -1.13%
Russell 1000 Value 468.91 -1.50%
Morgan Stanley Consumer 535.81 -.87%
Morgan Stanley Cyclical 455.69 -3.29%
Morgan Stanley Technology 330.55 -2.63%
Transports 3,370.19 -.34%
Utilities 359.43 -1.65%
MSCI Emerging Markets 22.93 -6.51%


Sentiment/Internals
NYSE Cumulative A/D Line 18,260 +5.42%
Bloomberg New Highs-Lows Index -306 +14.04%
Bloomberg Crude Oil % Bulls 36.0 -1.9%
CFTC Oil Large Speculative Longs n/a
Total Put/Call .78 -13.3%
OEX Put/Call .67 -39.64%
ISE Sentiment 139.0 +3.73%
NYSE Arms 1.09 -52.81%
Volatility(VIX) 43.38 -8.36%
G7 Currency Volatility (VXY) 19.33 -12.69%
Smart Money Flow Index 7,095.14 -7.0%
AAII % Bulls 29.0 -27.01%
AAII % Bears 44.0 +22.2%


Futures Spot Prices
Crude Oil 37.71 -10.53%
Reformulated Gasoline 84.40 -14.53%
Natural Gas 5.83 +4.88%
Heating Oil 124.50 -11.29%
Gold 871.20 +2.15%
Base Metals 101.04 -2.25%
Copper 130.35 +.66%
Agriculture 302.17 +3.81%


Economy
10-year US Treasury Yield 2.13% +1 basis point
10-year TIPS Spread .10% -1 basis point
TED Spread 1.48 -3 basis points
N. Amer. Investment Grade Credit Default Swap Index 204.47 -6.34%
Emerging Markets Credit Default Swap Index 734.09 +.11%
Citi US Economic Surprise Index -118.40 +13.01%
Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point cut on 1/28
Iraqi 2028 Govt Bonds 42.05 -1.44%
4-Wk MA of Jobless Claims 558,000 +2.5%
Average 30-year Mortgage Rate 5.14% -5 basis points
Weekly Mortgage Applications 1,245,400 +48.02%
Weekly Retail Sales -1.10%
Nationwide Gas $1.64/gallon -.03/gallon
US Heating Demand Next 7 Days 25.0% below normal
ECRI Weekly Leading Economic Index 106.60 +.38%
US Dollar Index 80.89 +1.79%
Baltic Dry Index 774.0 +6.63%
CRB Index 215.28 -2.18%


Best Performing Style
Small-cap Value +.01%


Worst Performing Style
Large-cap Value -1.50%


Leading Sectors
REITs +3.94%
HMOs +3.35%
Hospitals +.97%
Telecom +.66%
Software +.50%


Lagging Sectors
Steel -3.72%
Banks -4.05%
Construction -4.06%
Coal -4.37%
I-Banks -4.86%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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