Indices
S&P 500 1,071.49 +4.51%
DJIA 9,864.94 +3.98%
NASDAQ 2,139.28 +4.45%
Russell 2000 614.92 +5.98%
Wilshire 5000 10,963.48 +4.72%
Russell 1000 Growth 471.81 +4.17%
Russell 1000 Value 554.32 +5.15%
Morgan Stanley Consumer 650.23 +2.65%
Morgan Stanley Cyclical 754.07 +7.49%
Morgan Stanley Technology 541.83 +5.05%
Transports 3,875.72 +4.95%
Utilities 377.17 +2.70%
MSCI Emerging Markets 39.83 +4.79%
Lyxor L/S Equity Long Bias Index 939.56 -.22%
Lyxor L/S Equity Variable Bias Index 845.88 +.06%
Lyxor L/S Equity Short Bias Index 1,063.92 +.76%
Sentiment/Internals
NYSE Cumulative A/D Line +61,488 +7.53%
Bloomberg New Highs-Lows Index +924 +404.92%
Bloomberg Crude Oil % Bulls 34.0 +78.95%
CFTC Oil Net Speculative Position +50,006 +18.66%
CFTC Oil Total Open Interest 1,248,517 +5.94%
Total Put/Call .78 -29.09%
OEX Put/Call 1.27 +22.12%
ISE Sentiment 160.0 +26.98%
NYSE Arms .98 -6.67%
Volatility(VIX) 23.12 -19.39%
G7 Currency Volatility (VXY) 12.33 -3.60%
Smart Money Flow Index 9,385.31 +1.72%
Money Mkt Mutual Fund Assets $3.446 Trillion +.50%
AAII % Bulls 35.0 -20.45%
AAII % Bears 41.0 +17.14%
Futures Spot Prices
CRB Index 262.55 +3.83%
Crude Oil 71.77 +2.99%
Reformulated Gasoline 176.80 +1.97%
Natural Gas 4.77 +1.27%
Heating Oil 185.28 +3.42%
Gold 1,048.60 +4.50%
Bloomberg Base Metals 184.10 +6.78%
Copper 283.80 +5.68%
US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,402 Yuan/Ton -1.56%
S&P GSCI Agriculture 307.55 +3.56%
Economy
ECRI Weekly Leading Economic Index 128.30 +.94%
Citi US Economic Surprise Index +33.20 +10.67%
Fed Fund Futures imply 63.0% chance of no change, 37.0% chance of 25 basis point cut on 11/04
US Dollar Index 76.35 -.85%
Yield Curve 240.0 +5 basis points
10-year US Treasury Yield 3.38% +16 basis points
Federal Reserve’s Balance Sheet $2.120 Trillion -.14%
U.S. Sovereign Debt Credit Default Swap 20.0 -1 basis point
10-year TIPS Spread 1.85% +14 basis points
TED Spread 22.0 +2 basis points
N. Amer. Investment Grade Credit Default Swap Index 102.37 -6.76%
Euro Financial Sector Credit Default Swap Index 70.65 -8.02%
Emerging Markets Credit Default Swap Index 251.13 -8.64%
CMBS Super Senior AAA 10-year Treasury Spread 503.0 -2.33%
M1 Money Supply $1.654 Trillion +.84%
Business Loans 683.30 -.71%
4-Wk MA of Jobless Claims 539,800 -1.6%
Continuing Claims Unemployment Rate 4.50% -10 basis points
Average 30-year Mortgage Rate 4.87% -7 basis points
Weekly Mortgage Applications 756,300 +16.43%
ABC Consumer Confidence -45 +1 point
Weekly Retail Sales -2.20% +10 basis points
Nationwide Gas $2.47/gallon unch.
US Cooling Demand Next 7 Days 3.0% above normal
Baltic Dry Index 2,647 +15.89%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 unch.
Rail Freight Carloads 206,293 +.32%
Iraqi 2028 Govt Bonds 76.50 +1.52%
Best Performing Style
Small-Cap Value +6.27%
Worst Performing Style
Large-Cap Growth +4.17%
Leading Sectors
Hospitals +14.54%
Gold +12.78%
Oil Service +9.51%
Homebuilders +8.62%
Gaming +8.51%
Lagging Sectors
Medical Equipment +2.07%
Restaurants +1.67%
Biotech +1.50%
Wireless +1.33%
Telecom -2.31%
No comments:
Post a Comment