Indices
S&P 500 1,028.93 +.27%
DJIA 9,544.20 +.40%
NASDAQ 2,028.77 +.39%
Russell 2000 579.86 -.28%
Wilshire 5000 10,491.53 +.27%
Russell 1000 Growth 450.19 +.11%
Russell 1000 Value 532.74 +.48%
Morgan Stanley Consumer 624.92 +1.88%
Morgan Stanley Cyclical 718.85 -.31%
Morgan Stanley Technology 509.34 +.77%
Transports 3,723.29 -1.18%
Utilities 377.08 -.99%
MSCI Emerging Markets 36.08 -.10%
Lyxor L/S Equity Long Bias Index 932.02 +1.28%
Lyxor L/S Equity Variable Bias Index 845.27 +.52%
Lyxor L/S Equity Short Bias Index 1,085.58 -2.63%
Sentiment/Internals
NYSE Cumulative A/D Line +52,570 +1.39%
Bloomberg New Highs-Lows Index +135 unch.
Bloomberg Crude Oil % Bulls 15.0 -28.57%
CFTC Oil Net Speculative Position +39,532 +74.17%
CFTC Oil Total Open Interest 1,159,096 -1.20%
Total Put/Call .75 +27.12%
OEX Put/Call 1.55 +93.75%
ISE Sentiment 128.0 +9.40%
NYSE Arms .66 +127.59%
Volatility(VIX) 24.76 -1.0%
G7 Currency Volatility (VXY) 12.73 -1.70%
Smart Money Flow Index 9,101.00 +.45%
Money Mkt Mutual Fund Assets $3.582 Trillion unch.
AAII % Bulls 34.0 -.21%
AAII % Bears 49.0 +22.50%
Futures Spot Prices
CRB Index 257.81 -.55%
Crude Oil 72.74 -1.48%
Reformulated Gasoline 206.18 +2.92%
Natural Gas 3.03 -5.69%
Heating Oil 186.03 -2.63%
Gold 958.80 +.32%
Bloomberg Base Metals 185.28 +3.39%
Copper 295.05 +1.74%
US No. 1 Heavy Melt Scrap Steel 239.33 USD/Ton +4.82%
China Hot Rolled Domestic Steel Sheet 3,864 Yuan/Ton -1.08%
S&P GSCI Agriculture 309.23 +2.41%
Economy
ECRI Weekly Leading Economic Index 124.40 -.40%
Citi US Economic Surprise Index +66.60 +33.73%
Fed Fund Futures imply 72.0% chance of no change, 28.0% chance of 25 basis point cut on 9/23
US Dollar Index 78.37 +.41%
Yield Curve 243.0 -4.0 basis points
10-year US Treasury Yield 3.45% -11 basis points
U.S. Sovereign Debt Credit Default Swap 23.0 unch.
10-year TIPS Spread 1.71% -18 basis points
TED Spread 21.0 -3 basis points
N. Amer. Investment Grade Credit Default Swap Index 114.96 -.37%
Euro Financial Sector Credit Default Swap Index 81.66 -5.85%
Emerging Markets Credit Default Swap Index 312.45 -4.04%
CMBS Super Senior AAA 10-year Treasury Spread 549.0 +4.57%
M1 Money Supply $1.658 Trillion -.32%
Business Loans 716.10 -.98%
4-Wk MA of Jobless Claims 566,300 -.8%
Continuing Claims Unemployment Rate 4.60 -10 basis points
Average 30-year Mortgage Rate 5.14% +2 basis points
Weekly Mortgage Applications 566,400 +7.48%
ABC Consumer Confidence -45 +1 point
Weekly Retail Sales -4.40% unch.
Nationwide Gas $2.61/gallon -.02/gallon
US Cooling Demand Next 7 Days 16.0% below normal
Baltic Dry Index 2,421 -1.90%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 -9.09%
Rail Freight Carloads 193,207 -.15%
Iraqi 2028 Govt Bonds 69.13 -.44%
Best Performing Style
Mid-Cap Value +1.03%
Worst Performing Style
Small-Cap Growth -.39%
Leading Sectors
Disk Drives +6.54%
Computer Hardware +3.23%
Homebuilders +3.12%
Airlines +2.77%
Semis +2.76%
Lagging Sectors
Steel -1.76%
Road & Rail -1.93%
Tobacco -2.05%
Construction -3.06%
Coal -5.07%
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