Indices
S&P 500 899.22 -18.20%
DJIA 8,451.19 -18.15%
NASDAQ 1,649.51 -15.30%
Russell 2000 522.48 -15.65%
Wilshire 5000 9,088.30 -18.02%
Russell 1000 Growth 374.77 -16.60%
Russell 1000 Value 479.23 -19.83%
Morgan Stanley Consumer 544.77 -14.50%
Morgan Stanley Cyclical 585.98 -15.43%
Morgan Stanley Technology 363.35 -15.93%
Transports 3,744.74 -9.43%
Utilities 324.57 -21.17%
MSCI Emerging Markets 24.66 -21.2%
Sentiment/Internals
NYSE Cumulative A/D Line 20,609 -34.11%
Bloomberg New Highs-Lows Index -6,667 -256.71%
Bloomberg Crude Oil % Bulls 30.0 -10.0%
CFTC Oil Large Speculative Longs 165,772 -14.0%
Total Put/Call 1.23 +10.81%
OEX Put/Call 1.18 +78.79%
ISE Sentiment 108.0 -9.24%
NYSE Arms .91 -24.2%
Volatility(VIX) 69.95 +54.96%
G7 Currency Volatility (VXY) 19.79 +35.73%
Smart Money Flow Index 5,795.85 -25.14%
AAII % Bulls 31.47 -5.58%
AAII % Bears 60.84 +10.62%
Futures Spot Prices
Crude Oil 77.70 -16.65%
Reformulated Gasoline 180.70 -18.44%
Natural Gas 6.54 -11.33%
Heating Oil 221.0 -16.27%
Gold 859.0 +2.11%
Base Metals 156.09 -12.67%
Copper 214.45 -17.96%
Agriculture 295.69 -10.21%
Economy
10-year US Treasury Yield 3.87% +26 basis points
10-year TIPS Spread .93% -54 basis points
TED Spread 4.64 +76 basis points
N. Amer. Investment Grade Credit Default Swap Index 207.13 +24.44%
Emerging Markets Credit Default Swap Index 629.49 +57.50%
Citi US Economic Surprise Index -6.90 -675%
Fed Fund Futures imply 72.0% chance of 25 basis point cut, 28.0% chance of 50 basis point cut on 10/29
Iraqi 2028 Govt Bonds 60.75 -7.60%
4-Wk MA of Jobless Claims 482,500 +1.7%
Average 30-year Mortgage Rate 5.94% -16 basis points
Weekly Mortgage Applications 465,500 +2.22%
Weekly Retail Sales +1.3%
Nationwide Gas $3.35/gallon -.25/gallon
US Cooling Demand Next 7 Days 19.0% above normal
ECRI Weekly Leading Economic Index 120.60 -1.31%
US Dollar Index 83.0 +3.34%
Baltic Dry Index 2,221 -16.29%
CRB Index 289.89 -11.22%
Best Performing Style
Small-cap Growth -15.58%
Worst Performing Style
Large-cap Value -19.83%
Leading Sectors
Road & Rail -6.55%
REITs -9.42%
Restaurants -12.46%
Semis -14.22%
Wireless -14.39%
Lagging Sectors
I-Banks -25.60%
Gaming -26.25%
Energy -26.40%
Insurance -26.96%
Oil Service -30.27%
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