Friday, February 06, 2009

Weekly Scoreboard*

Indices
S&P 500 868.60 +5.17%
DJIA 8,280.59 +3.50%
NASDAQ 1,591.71 +7.81%
Russell 2000 470.70 +6.13%
Wilshire 5000 8,746.09 +5.31%
Russell 1000 Growth 376.59 +6.65%
Russell 1000 Value 447.02 +3.94%
Morgan Stanley Consumer 531.77 +3.26%
Morgan Stanley Cyclical 431.13 +4.67%
Morgan Stanley Technology 370.19 +10.61%
Transports 3,203.74 +8.03%
Utilities 384.82 +4.09%
MSCI Emerging Markets 24.55 +7.88%


Sentiment/Internals
NYSE Cumulative A/D Line 20,630 -2.99%
Bloomberg New Highs-Lows Index -380 +65.01%
Bloomberg Crude Oil % Bulls 29.0 -23.7%
CFTC Oil Large Speculative Longs 234,724 +3.81%
Total Put/Call .72 -29.41%
OEX Put/Call .50 -5.66%
ISE Sentiment 132.0 +32.0%
NYSE Arms .39 -82.35%
Volatility(VIX) 43.37 -3.28%
G7 Currency Volatility (VXY) 17.88 -10.15%
Smart Money Flow Index 7,654.67 +1.95%
AAII % Bulls 24.63 -2.53%
AAII % Bears 44.03 -6.81%


Futures Spot Prices
Crude Oil 40.05 -4.05%
Reformulated Gasoline 124.40 -1.50%
Natural Gas 4.82 +9.44%
Heating Oil 136.0 -5.27%
Gold 912.40 -1.93%
Base Metals 112.77 +8.0%
Copper 162.75 +11.90%
Agriculture 300.67 +.51%


Economy
10-year US Treasury Yield 2.99% +15 basis points
10-year TIPS Spread 1.21% +11 basis points
TED Spread .97 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 193.49 -1.84%
Emerging Markets Credit Default Swap Index 744.79 +.31%
Citi US Economic Surprise Index -40.0 -2.04%
Fed Fund Futures imply 90.0% chance of no change, 10.0% chance of 25 basis point hike on 3/17
Iraqi 2028 Govt Bonds 46.0 +.12%
4-Wk MA of Jobless Claims 582,300 +7.2%
Average 30-year Mortgage Rate 5.25% +15 basis points
Weekly Mortgage Applications 795,400 +8.65%
Weekly Retail Sales -2.3%
Nationwide Gas $1.91/gallon +.06/gallon
US Heating Demand Next 7 Days 21.0% below normal
ECRI Weekly Leading Economic Index 106.10 -1.12%
US Dollar Index 85.35 -.76%
Baltic Dry Index 1,498 +40.0%
CRB Index 224.36 +1.81%


Best Performing Style
Mid-cap Growth +7.12%


Worst Performing Style
Large-cap Value +3.94%


Leading Sectors
Homebuilders +17.50%
Steel +15.59%
HMOs +12.50%
Computer Hardware +11.31%
I-Banks +11.17%


Lagging Sectors
Oil Tankers +2.62%
Gaming +1.10%
Foods -.14%
Defense -.47%
Papers -.88%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change

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