Weekly Scoreboard*

Indices

• S&P 500 2,019.42 -1.24%

• DJIA 17,511.57 -1.27%

• NASDAQ 4,634.38 -1.48%

• Russell 2000 1,176.65 -.76%

• S&P 500 High Beta 32.39 -2.80%

• Wilshire 5000 21,015.06 -1.17%

• Russell 1000 Growth 946.08 -1.11%

• Russell 1000 Value 1,006.32 -1.29%

• S&P 500 Consumer Staples 507.61 +.31%

• Solactive US Cyclical 135.80 -2.22%

• Morgan Stanley Technology 979.12 -2.29%

• Transports 8,764.12 -1.06%

• Utilities 640.74 +2.75%

• Bloomberg European Bank/Financial Services 100.07 +2.13%

• MSCI Emerging Markets 39.38 -.19%

• HFRX Equity Hedge 1,174.59 +.18%
• HFRX Equity Market Neutral 989.44 +.14%

Sentiment/Internals

• NYSE Cumulative A/D Line 230,357 -.27%

• Bloomberg New Highs-Lows Index -384 -324

• Bloomberg Crude Oil % Bulls 27.50 +7.51%

• CFTC Oil Net Speculative Position 275,480 +2.49%

• CFTC Oil Total Open Interest 1,627,535 +8.13%

• Total Put/Call .91 -5.21%

• OEX Put/Call .64 -21.95%

• ISE Sentiment 130.0 +71.05%

• NYSE Arms .56 -61.64%

• Volatility(VIX) 20.95 +19.37%

• S&P 500 Implied Correlation 67.24 +2.48%

• G7 Currency Volatility (VXY) 11.49 +22.23%

• Emerging Markets Currency Volatility (EM-VXY) 11.06 +6.96%

• Smart Money Flow Index 16,463.45 -2.07%

• ICI Money Mkt Mutual Fund Assets $2.705 Trillion -.33%
• ICI US Equity Weekly Net New Cash Flow -$5.395 Billion

• AAII % Bulls 46.1 +12.4%

• AAII % Bears 21.5 -22.4%

Futures Spot Prices

• CRB Index 224.24 -.59%

• Crude Oil 48.69 +1.0%

• Reformulated Gasoline 135.88 +2.55%

• Natural Gas 3.13 +5.50%

• Heating Oil 166.56 -2.29%

• Gold 1,276.90 +4.37%

• Bloomberg Base Metals Index 169.02 -4.97%

• Copper 261.70 -5.16%

• US No. 1 Heavy Melt Scrap Steel 310.80 USD/Ton +.80%

• China Iron Ore Spot 68.61 USD/Ton -3.61%

• Lumber 311.90 -2.44%

• UBS-Bloomberg Agriculture 1,204.36 -2.81%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -5.0% -60 basis points

• Philly Fed ADS Real-Time Business Conditions Index .3062 -5.20%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.38 -.77%

• Citi US Economic Surprise Index 7.20 -23.5 points
• Citi Eurozone Economic Surprise Index 3.80 -4.6 points

• Citi Emerging Markets Economic Surprise Index -15.70 +1.2 points

• Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 1/28

• US Dollar Index 92.52 +.66%

• Euro/Yen Carry Return Index 142.11 -3.02%

• Yield Curve 135.0 -3.0 basis points

• 10-Year US Treasury Yield 1.84% -10.0 basis points

• Federal Reserve's Balance Sheet $4.476 Trillion +.37%

• U.S. Sovereign Debt Credit Default Swap 16.85 -3.78%

• Illinois Municipal Debt Credit Default Swap 180.0 -1.80%

• Western Europe Sovereign Debt Credit Default Swap Index 26.13 -10.1%

• Asia Pacific Sovereign Debt Credit Default Swap Index 75.10 +1.70%
  

• Emerging Markets Sovereign Debt CDS Index 333.29 +.64%
  

• Israel Sovereign Debt Credit Default Swap 74.50 unch.

• Iraq Sovereign Debt Credit Default Swap 380.52 -1.13%

• Russia Sovereign Debt Credit Default Swap 536.71 -6.96%

• China Blended Corporate Spread Index 384.77 +5.27%

• 10-Year TIPS Spread 1.60% -1.0 basis point

• TED Spread 22.75 -.5 basis point

• 2-Year Swap Spread 24.25 +.75 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -18.25 -4.0 basis points

• N. America Investment Grade Credit Default Swap Index 72.99 +4.61% 
• America Energy Sector High-Yield Credit Default Swap Index 749.0 +5.51%

• European Financial Sector Credit Default Swap Index 66.10 -6.63%
  

• Emerging Markets Credit Default Swap Index 387.55 +2.37%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 +1.0 basis point

• M1 Money Supply $2.878 Trillion -1.09%

• Commercial Paper Outstanding 1,029.60 -5.2%

• 4-Week Moving Average of Jobless Claims 298,000 +7,500

• Continuing Claims Unemployment Rate 1.8% unch.

• Average 30-Year Mortgage Rate 3.66% -7 basis points

• Weekly Mortgage Applications 492.0 +49.14%

• Bloomberg Consumer Comfort 45.4 +1.8 points

• Weekly Retail Sales +3.80% -80 basis points

• Nationwide Gas $2.08/gallon -.09/gallon

• Baltic Dry Index 749.0 +5.64%

• China (Export) Containerized Freight Index 1,059.30 -.13%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%

• Rail Freight Carloads 240,947 unch.

Best Performing Style

• Small-Cap Value -.4%

Worst Performing Style

• Mid-Cap Growth -1.4%

Leading Sectors

• Gold & Silver +4.4%

• Utilities +2.7%

• REITs +2.2%

• HMOs +2.1%

• Tobacco +1.6%

Lagging Sectors

• Steel -5.0% 

• Homebuilders -6.4%

• Disk Drives -6.4%

• Oil Tankers -7.5%

• Hospitals -7.5%

Weekly High-Volume Stock Gainers (11)

• FMI, TLYS, XON, FCE/A, MFLX, CLVS, PSG, MWIV, ALR, NPSP and BBW

Weekly High-Volume Stock Losers (25)

• SWN, NEWM, SF, DLTR, RYL, LEN, SCCO, MDC, DHI, PAYC, LGIH, IBKC, BBY, SEMI, THC, CUDA, ACM, TIF, DFRG, SNDK, MDLY, PODD, FIVE, FXCM and KBH

Weekly Charts
ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change