Indices
S&P 500 1,025.21 -1.84%
DJIA 9,487.67 -1.84%
NASDAQ 2,048.11 -2.05%
Russell 2000 580.20 -3.13%
Wilshire 5000 10,469.55 -1.95%
Russell 1000 Growth 452.91 -1.35%
Russell 1000 Value 527.16 -2.41%
Morgan Stanley Consumer 633.47 +.25%
Morgan Stanley Cyclical 701.55 -2.52%
Morgan Stanley Technology 515.78 -1.61%
Transports 3,692.73 -3.04%
Utilities 367.25 -2.59%
MSCI Emerging Markets 38.00 -.47%
Lyxor L/S Equity Long Bias Index 951.37 +.14%
Lyxor L/S Equity Variable Bias Index 850.69 -.60%
Lyxor L/S Equity Short Bias Index 1,047.08 +.63%
Sentiment/Internals
NYSE Cumulative A/D Line +57,181 -2.18%
Bloomberg New Highs-Lows Index +183 +7.02%
Bloomberg Crude Oil % Bulls 19.0 +18.75%
CFTC Oil Net Speculative Position +42,142 -32.27%
CFTC Oil Total Open Interest 1,178,475 +4.77%
Total Put/Call 1.10 +13.40%
OEX Put/Call 1.04 -18.11%
ISE Sentiment 126.0 +24.75%
NYSE Arms 1.05 -39.30%
Volatility(VIX) 28.68 +11.99%
G7 Currency Volatility (VXY) 12.62 -.16%
Smart Money Flow Index 9,226.90 -1.48%
Money Mkt Mutual Fund Assets $3.429 Trillion -1.5%
AAII % Bulls 44.0 +12.56%
AAII % Bears 35.0 -21.44%
Futures Spot Prices
CRB Index 252.87 +.95%
Crude Oil 69.65 +5.54%
Reformulated Gasoline 173.59 +6.19%
Natural Gas 4.72 -4.55%
Heating Oil 178.85 +4.62%
Gold 1,003.70 +1.17%
Bloomberg Base Metals 172.41 -1.11%
Copper 268.30 -2.03%
US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton -.64%
China Hot Rolled Domestic Steel Sheet 3,424 Yuan/Ton -3.63%
S&P GSCI Agriculture 296.97 -.91%
Economy
ECRI Weekly Leading Economic Index 127.10 -.63%
Citi US Economic Surprise Index +30.0 -40.48%
Fed Fund Futures imply 64.9% chance of no change, 35.1% chance of 25 basis point cut on 11/04
US Dollar Index 77.04 +.29%
Yield Curve 235.0 +3 basis points
10-year US Treasury Yield 3.22% -10 basis points
Federal Reserve’s Balance Sheet $2.123 Trillion -.83%
U.S. Sovereign Debt Credit Default Swap 21.0 unch.
10-year TIPS Spread 1.71% -5 basis points
TED Spread 20.0 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 109.79 +12.03%
Euro Financial Sector Credit Default Swap Index 76.82 +15.25%
Emerging Markets Credit Default Swap Index 274.89 -.25%
CMBS Super Senior AAA 10-year Treasury Spread 494.0 unch.
M1 Money Supply $1.640 Trillion -1.86%
Business Loans 688.20 -1.42%
4-Wk MA of Jobless Claims 548,000 -1.1%
Continuing Claims Unemployment Rate 4.60% unch.
Average 30-year Mortgage Rate 4.94% -10 basis points
Weekly Mortgage Applications 649,600 -2.83%
ABC Consumer Confidence -46 unch.
Weekly Retail Sales -2.30% unch.
Nationwide Gas $2.47/gallon -.06/gallon
US Cooling Demand Next 7 Days 12.0% below normal
Baltic Dry Index 2,284 +5.59%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 -9.09%
Rail Freight Carloads 205,627 +.24%
Iraqi 2028 Govt Bonds 75.27 -.04%
Best Performing Style
Large-Cap Growth -1.35%
Worst Performing Style
Small-Cap Value -3.41%
Leading Sectors
I-Banks +1.07%
Education +.75%
Insurance -.18%
Retail -.29%
Papers -.28%
Lagging Sectors
Homebuilders -4.48%
Semis -4.64%
Alt Energy -4.73%
Gaming -4.82%
Airlines -7.80%
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