Indices
S&P 500 1,087.68 +1.51%
DJIA 9,995.91 +1.33%
NASDAQ 2,156.80 +.82%
Russell 2000 616.18 +.21%
Wilshire 5000 11,111.98 +1.97%
Russell 1000 Growth 478.32 +1.38%
Russell 1000 Value 562.78 +1.53%
Morgan Stanley Consumer 661.0 +1.66%
Morgan Stanley Cyclical 773.84 +2.62%
Morgan Stanley Technology 540.69 -.21%
Transports 4,023.15 +3.80%
Utilities 382.03 +1.29%
MSCI Emerging Markets 40.69 +2.16%
Lyxor L/S Equity Long Bias Index 956.70 +1.54%
Lyxor L/S Equity Variable Bias Index 858.26 +1.62%
Lyxor L/S Equity Short Bias Index 1,013.55 -4.02%
Sentiment/Internals
NYSE Cumulative A/D Line +62,455 +1.57%
Bloomberg New Highs-Lows Index +480 -48.05%
Bloomberg Crude Oil % Bulls 39.0 +14.71%
CFTC Oil Net Speculative Position +68,836 +37.66%
CFTC Oil Total Open Interest 1,263,193 +1.18%
Total Put/Call .75 +7.14%
OEX Put/Call .94 -7.84%
ISE Sentiment 129.0 -7.86%
NYSE Arms 1.64 +86.36%
Volatility(VIX) 21.43 -11.37%
G7 Currency Volatility (VXY) 13.07 +3.12%
Smart Money Flow Index 9,534.80 +1.76%
Money Mkt Mutual Fund Assets $3.404 Trillion -1.20%
AAII % Bulls 47.30 +35.14%
AAII % Bears 33.80 -17.56%
Futures Spot Prices
CRB Index 276.10 +4.62%
Crude Oil 78.53 +8.63%
Reformulated Gasoline 197.93 +11.03%
Natural Gas 4.78 +.15%
Heating Oil 202.97 +8.77%
Gold 1,051.50 +.13%
Bloomberg Base Metals 181.55 -1.39%
Copper 284.55 -.31%
US No. 1 Heavy Melt Scrap Steel 258.33 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,344 Yuan/Ton -1.70%
S&P GSCI Agriculture 325.02 +5.68%
Economy
ECRI Weekly Leading Economic Index 128.10 -.77%
Citi US Economic Surprise Index +43.70 +63.06%
Fed Fund Futures imply 63.1% chance of no change, 36.9% chance of 25 basis point cut on 11/04
US Dollar Index 75.60 -.49%
Yield Curve 246.0 +6 basis points
10-year US Treasury Yield 3.41% +3 basis points
Federal Reserve’s Balance Sheet $2.174 Trillion +2.55%
U.S. Sovereign Debt Credit Default Swap 20.0 unch.
10-year TIPS Spread 1.99% +14 basis points
TED Spread 23.0 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 99.03 -3.26%
Euro Financial Sector Credit Default Swap Index 66.57 -5.77%
Emerging Markets Credit Default Swap Index 254.94 +1.52%
CMBS Super Senior AAA 10-year Treasury Spread 503.0 unch.
M1 Money Supply $1.672 Trillion +1.02%
Business Loans 687.70 -1.02%
4-Wk MA of Jobless Claims 531,500 -1.70%
Continuing Claims Unemployment Rate 4.50% unch.
Average 30-year Mortgage Rate 4.92% +5 basis points
Weekly Mortgage Applications 742,900 -1.77%
ABC Consumer Confidence -48 -3 points
Weekly Retail Sales +.60% +280 basis points
Nationwide Gas $2.50/gallon +.03/gallon
US Cooling Demand Next 7 Days 16.0% below normal
Baltic Dry Index 2,728 +1.22%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 25.0 unch.
Rail Freight Carloads 208,941 +1.28%
Iraqi 2028 Govt Bonds 77.0 +.26%
Best Performing Style
Large-Cap Value +1.53%
Worst Performing Style
Small-Cap Value -.06%
Leading Sectors
Steel +5.37%
Road & Rail +5.28%
Oil Service +5.27%
Energy +5.07%
Homebuilders +3.96%
Lagging Sectors
Medical Equipment -.77%
REITs -1.39%
Computer Hardware -2.0%
Computer Service -2.33%
HMOs -2.85%
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