Indices
S&P 500 1,044.38 -2.24%
DJIA 9,665.19 -1.58%
NASDAQ 2,090.92 -1.97%
Russell 2000 598.94 -3.06%
Wilshire 5000 10,677.69 -2.38%
Russell 1000 Growth 459.09 -1.88%
Russell 1000 Value 540.20 -2.77%
Morgan Stanley Consumer 631.87 -1.09%
Morgan Stanley Cyclical 719.67 -4.37%
Morgan Stanley Technology 524.21 -2.81%
Transports 3,808.71 -4.29%
Utilities 377.0 -1.55%
MSCI Emerging Markets 38.19 -1.74%
Lyxor L/S Equity Long Bias Index 947.90 +.71%
Lyxor L/S Equity Variable Bias Index 856.04 +.29%
Lyxor L/S Equity Short Bias Index 1,032.16 -1.54%
Sentiment/Internals
NYSE Cumulative A/D Line +58,168 -4.15%
Bloomberg New Highs-Lows Index +148 -66.29%
Bloomberg Crude Oil % Bulls 16.0 -51.52%
CFTC Oil Net Speculative Position +62,216 +36.57%
CFTC Oil Total Open Interest 1,124,865 -6.08%
Total Put/Call .97 +14.12%
OEX Put/Call 1.27 +4.10%
ISE Sentiment 101.0 +17.44%
NYSE Arms 1.73 +21.83%
Volatility(VIX) 25.61 +7.06%
G7 Currency Volatility (VXY) 12.55 -1.80%
Smart Money Flow Index 9,365.06 -.87%
Money Mkt Mutual Fund Assets $3.482 Trillion unch.
AAII % Bulls 39.09 -6.93%
AAII % Bears 44.55 +11.37%
Futures Spot Prices
CRB Index 250.50 -3.65%
Crude Oil 66.02 -8.62%
Reformulated Gasoline 162.05 -11.24%
Natural Gas 3.99 +6.58%
Heating Oil 167.71 -8.03%
Gold 991.60 -1.68%
Bloomberg Base Metals 174.35 -4.07%
Copper 274.05 -1.58%
US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton +5.4%
China Hot Rolled Domestic Steel Sheet 3,443 Yuan/Ton -3.50%
S&P GSCI Agriculture 299.70 -.34%
Economy
ECRI Weekly Leading Economic Index 127.80 +1.35%
Citi US Economic Surprise Index +50.40 -4.36%
Fed Fund Futures imply 70.40% chance of no change, 29.6% chance of 25 basis point cut on 11/04
US Dollar Index 76.81 +.51%
Yield Curve 232.0 -15 basis points
10-year US Treasury Yield 3.32% -14 basis points
Federal Reserve’s Balance Sheet $2.141 Trillion +.75%
U.S. Sovereign Debt Credit Default Swap 21.0 +1 basis point
10-year TIPS Spread 1.76% -6 basis points
TED Spread 19.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 98.0 -5.92%
Euro Financial Sector Credit Default Swap Index 66.65 -6.74%
Emerging Markets Credit Default Swap Index 275.58 +2.99%
CMBS Super Senior AAA 10-year Treasury Spread 494.0 -.20%
M1 Money Supply $1.668 Trillion +.10%
Business Loans 698.50 -.56%
4-Wk MA of Jobless Claims 553,500 -1.9%
Continuing Claims Unemployment Rate 4.60% -10 basis points
Average 30-year Mortgage Rate 5.04% unch.
Weekly Mortgage Applications 668,500 +12.77%
ABC Consumer Confidence -46 +3 points
Weekly Retail Sales -2.30% -20 basis points
Nationwide Gas $2.53/gallon -.02/gallon
US Cooling Demand Next 7 Days 4.0% below normal
Baltic Dry Index 2,183 -7.34%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 27.50 +22.22%
Rail Freight Carloads 205,137 +16.68%
Iraqi 2028 Govt Bonds 75.23 -.41%
Best Performing Style
Large-Cap Growth -1.88%
Worst Performing Style
Mid-Cap Value -3.58%
Leading Sectors
Education +1.57%
Computer Hardware +.57%
Airlines -.03%
Telecom -.17%
Software -.44%
Lagging Sectors
Construction -5.55%
REITs -5.73%
Gold -6.54%
HMOs -6.63%
Homebuilders -7.02%
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