Indices
S&P 500 1,016.40 -1.22%
DJIA 9,441.27 -1.08%
NASDAQ 2,018.78 -.49%
Russell 2000 570.50 -1.61%
Wilshire 5000 10,361.50 -1.24%
Russell 1000 Growth 448.08 -.47%
Russell 1000 Value 522.44 -1.93%
Morgan Stanley Consumer 616.08 -1.42%
Morgan Stanley Cyclical 709.52 -1.30%
Morgan Stanley Technology 509.31 unch.
Transports 3,762.88 +1.06%
Utilities 369.62 -1.98%
MSCI Emerging Markets 36.25 +.49%
Lyxor L/S Equity Long Bias Index 928.96 -1.11%
Lyxor L/S Equity Variable Bias Index 852.26 -.28%
Lyxor L/S Equity Short Bias Index 1,082.20 +2.05%
Sentiment/Internals
NYSE Cumulative A/D Line +51,910 -1.26%
Bloomberg New Highs-Lows Index +173 +28.15%
Bloomberg Crude Oil % Bulls 24.0 -60.0%
CFTC Oil Net Speculative Position +28,594 -27.67%
CFTC Oil Total Open Interest 1,164,511 +.47%
Total Put/Call .88 +17.33%
OEX Put/Call 1.08 -30.32%
ISE Sentiment 93.0 -27.34%
NYSE Arms .62 -6.06%
Volatility(VIX) 25.26 +2.02%
G7 Currency Volatility (VXY) 12.85 +.94%
Smart Money Flow Index 8,913.20 -1.08%
Money Mkt Mutual Fund Assets $3.559 Trillion -.60%.
AAII % Bulls 38.0 +11.76%
AAII % Bears 38.0 -22.45%
Futures Spot Prices
CRB Index 247.58 -3.97%
Crude Oil 68.02 -6.64%
Reformulated Gasoline 177.63 -6.70%
Natural Gas 2,73 -9.61%
Heating Oil 172.05 -9.02%
Gold 996.70 +4.15%
Bloomberg Base Metals 180.74 -2.45%
Copper 286.65 -3.47%
US No. 1 Heavy Melt Scrap Steel 239.33 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,752 Yuan/Ton -2.90%
S&P GSCI Agriculture 291.95 -5.59%
Economy
ECRI Weekly Leading Economic Index 124.70 +.32%
Citi US Economic Surprise Index +58.10 -12.76%
Fed Fund Futures imply 70.0% chance of no change, 30.0% chance of 25 basis point cut on 9/23
US Dollar Index 78.14 -.29%
Yield Curve 250.0 +7.0 basis points
10-year US Treasury Yield 3.44% -1 basis point
Federal Reserve’s Balance Sheet $2.07 Trillion +.84%
U.S. Sovereign Debt Credit Default Swap 24.0 +4.34%
10-year TIPS Spread 1.77% +6 basis points
TED Spread 19.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 122.01 +6.13%
Euro Financial Sector Credit Default Swap Index 88.0 +7.77%
Emerging Markets Credit Default Swap Index 314.32 +.60%
CMBS Super Senior AAA 10-year Treasury Spread 546.0 -.55%
M1 Money Supply $1.639 Trillion -1.04%
Business Loans 712.60 -.59%
4-Wk MA of Jobless Claims 571,300 +.7%
Continuing Claims Unemployment Rate 4.70% +10 basis points
Average 30-year Mortgage Rate 5.08% -6 basis points
Weekly Mortgage Applications 554,100 -2.17%
ABC Consumer Confidence -45 unch.
Weekly Retail Sales -4.30% +10 basis points
Nationwide Gas $2.59/gallon -.02/gallon
US Cooling Demand Next 7 Days 4.0% above normal
Baltic Dry Index 2,415 -.25%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 unch.
Rail Freight Carloads 202,553 +4.84%
Iraqi 2028 Govt Bonds 68.50 -.90%
Best Performing Style
Large-Cap Growth -.47%
Worst Performing Style
Small-Cap Value -2.58%
Leading Sectors
Road & Rail +1.94%
HMOs +1.47%
Semis +1.13%
Wireless +.70%
Biotech +.57%
Lagging Sectors
Education -2.95%
Insurance -3.47%
Homebuilders -4.15%
Banks -4.79%
REITs -5.72%
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