Indices
S&P 500 940.55 +4.60%
DJIA 8,852.22 +4.75%
NASDAQ 1,711.29 +3.75%
Russell 2000 526.43 +.76%
Wilshire 5000 9,475.35 +4.26%
Russell 1000 Growth 388.18 +3.58%
Russell 1000 Value 504.79 +5.33%
Morgan Stanley Consumer 565.68 +3.84%
Morgan Stanley Cyclical 558.70 -4.65%
Morgan Stanley Technology 371.33 +2.19%
Transports 3,692.73 -1.39%
Utilities 354.60 +9.25%
MSCI Emerging Markets 24.28 -1.53%
Sentiment/Internals
NYSE Cumulative A/D Line 22,478 -7.57%
Bloomberg New Highs-Lows Index -1,788 +64.63%
Bloomberg Crude Oil % Bulls 36.0 +20.0%
CFTC Oil Large Speculative Longs 164,118 -1.0%
Total Put/Call .97 -27.07%
OEX Put/Call 1.39 +78.21%
ISE Sentiment 127.0 +4.96%
NYSE Arms 1.41 -11.87%
Volatility(VIX) 70.33 +.54%
G7 Currency Volatility (VXY) 16.73 -15.46%
Smart Money Flow Index 6,140.42 -6.25%
AAII % Bulls 40.94 +30.09%
AAII % Bears 39.77 -34.63%
Futures Spot Prices
Crude Oil 72.12 -9.77%
Reformulated Gasoline 167.05 -10.09%
Natural Gas 6.87 +3.55%
Heating Oil 213.75 -5.61%
Gold 786.50 -7.56%
Base Metals 146.12 -6.39%
Copper 214.95 -.85%
Agriculture 295.83 +.04%
Economy
10-year US Treasury Yield 3.92% +5 basis points
10-year TIPS Spread 1.06% +13 basis points
TED Spread 3.63 -101 basis points
N. Amer. Investment Grade Credit Default Swap Index 200.06 -3.41%
Emerging Markets Credit Default Swap Index 654.65 +4.0%
Citi US Economic Surprise Index -38.80 -557.63%
Fed Fund Futures imply 48.0% chance of 25 basis point cut, 52.0% chance of 50 basis point cut on 10/29
Iraqi 2028 Govt Bonds 55.0 -3.93%
4-Wk MA of Jobless Claims 483,300 +.2%
Average 30-year Mortgage Rate 6.46% +52 basis points
Weekly Mortgage Applications 489,300 +5.11%
Weekly Retail Sales +.5%
Nationwide Gas $3.04/gallon -.31/gallon
US Cooling Demand Next 7 Days 19.0% below normal
ECRI Weekly Leading Economic Index 117.0 -2.99%
US Dollar Index 82.53 -.70%
Baltic Dry Index 1,506 -39.83%
CRB Index 282.14 -2.67%
Best Performing Style
Large-cap Value +5.33%
Worst Performing Style
Small-cap Value +.23%
Leading Sectors
Airlines +37.58%
I-Banks +12.63%
HMOs +10.77%
Drugs +9.47%
Utilities +9.25%
Lagging Sectors
Road & Rail -1.66%
Semis -3.77%
Papers -9.63%
REITs -11.69%
Gold -14.43%
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