Indices
S&P 500 1,079.60 -.74%
DJIA 9,972.18 -.24%
NASDAQ 2,154.47 -.11%
Russell 2000 600.86 -2.49%
Wilshire 5000 11,008.60 -.93%
Russell 1000 Growth 476.71 -.34%
Russell 1000 Value 555.66 -1.27%
Morgan Stanley Consumer 654.69 -.96%
Morgan Stanley Cyclical 780.68 +.88%
Morgan Stanley Technology 543.32 +.49%
Transports 3,804.95 -5.42%
Utilities 377.43 -1.20%
MSCI Emerging Markets 40.80 +.26%
Lyxor L/S Equity Long Bias Index 963.90 +.82%
Lyxor L/S Equity Variable Bias Index 8560.69 +.13%
Lyxor L/S Equity Short Bias Index 1,015.80 -1.93%
Sentiment/Internals
NYSE Cumulative A/D Line +61,334 -1.79%
Bloomberg New Highs-Lows Index +430 -10.42%
Bloomberg Crude Oil % Bulls 33.0 -15.4%
CFTC Oil Net Speculative Position +74,383 +8.06%
CFTC Oil Total Open Interest 1,216,356 -3.71%
Total Put/Call .85 +13.3%
OEX Put/Call 1.76 +87.23%
ISE Sentiment 135.0 +4.65%
NYSE Arms 2.29 +39.63%
Volatility(VIX) 22.27 +3.92%
G7 Currency Volatility (VXY) 12.70 -2.83%
Smart Money Flow Index 9,630.33 +1.0%
Money Mkt Mutual Fund Assets $3.372 Trillion -.90%
AAII % Bulls 40.50 -14.38%
AAII % Bears 35.70 +5.62%
Futures Spot Prices
CRB Index 280.34 +1.54%
Crude Oil 80.50 +1.68%
Reformulated Gasoline 204.38 +3.19%
Natural Gas 4.79 -.06%
Heating Oil 207.56 +2.01%
Gold 1,056.40 +.17%
Bloomberg Base Metals 194.38 +7.07%
Copper 303.45 +6.89%
US No. 1 Heavy Melt Scrap Steel 251.67 USD/Ton -2.58%
China Hot Rolled Domestic Steel Sheet 3,470 Yuan/Ton +3.77%
S&P GSCI Agriculture 336.83 +3.64%
Economy
ECRI Weekly Leading Economic Index 127.90 -.16%
Citi US Economic Surprise Index +37.0 -15.33%
Fed Fund Futures imply 61.2% chance of no change, 38.8% chance of 25 basis point cut on 11/04
US Dollar Index 75.47 -.17%
Yield Curve 248.0 +2 basis points
10-year US Treasury Yield 3.49% +8 basis points
Federal Reserve’s Balance Sheet $2.183 Trillion +.42%
U.S. Sovereign Debt Credit Default Swap 20.0 unch.
10-year TIPS Spread 2.0% +1 basis point
TED Spread 23.0 unch.
N. Amer. Investment Grade Credit Default Swap Index 99.75 +.73%
Euro Financial Sector Credit Default Swap Index 61.77 -7.22%
Emerging Markets Credit Default Swap Index 264.13 +3.60%
CMBS Super Senior AAA 10-year Treasury Spread 467.0 -7.16%
M1 Money Supply $1.668 Trillion +.05%
Business Loans 683.0 -.70%
4-Wk MA of Jobless Claims 532,300 -.10%
Continuing Claims Unemployment Rate 4.50% unch.
Average 30-year Mortgage Rate 5.0% +8 basis points
Weekly Mortgage Applications 641,000 -13.72%
ABC Consumer Confidence -50 -2 points
Weekly Retail Sales +.50% -10 basis points
Nationwide Gas $2.64/gallon +.14/gallon
US Cooling Demand Next 7 Days 6.0% above normal
Baltic Dry Index 3,043 +11.55%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 30.0 +20.0%
Rail Freight Carloads 206,139 -1.34%
Iraqi 2028 Govt Bonds 77.43 +.23%
Best Performing Style
Large-Cap Growth -.34%
Worst Performing Style
Small-Cap Value -2.50
Leading Sectors
Computer Software +2.38%
Computer Hardware +2.36%
Internet +1.94%
HMOs +.52%
REITs +.17%
Lagging Sectors
I-Banks -4.0%
Biotech -4.73%
Oil Tankers -5.81%
Airlines -7.03%
Road & Rail -7.15%
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