Indices
S&P 500 1,036.19 -4.02%
DJIA 9,712.73 -2.60%
NASDAQ 2,045.11 -5.08%
Russell 2000 562.77 -6.34%
Wilshire 5000 10,521.58 -4.42%
Russell 1000 Growth 458.73 -3.77%
Russell 1000 Value 529.16 -4.77%
Morgan Stanley Consumer 634.05 -3.15%
Morgan Stanley Cyclical 708.59 -9.23%
Morgan Stanley Technology 516.50 -4.94%
Transports 3,613.34 -5.04%
Utilities 363.04 -3.81%
MSCI Emerging Markets 38.19 -6.40%
Lyxor L/S Equity Long Bias Index 951.0 -1.63%
Lyxor L/S Equity Variable Bias Index 842.32 -1.60%
Lyxor L/S Equity Short Bias Index 1,015.64 +1.83%
Sentiment/Internals
NYSE Cumulative A/D Line +55,985 -8.72%
Bloomberg New Highs-Lows Index -66 -115.35%
Bloomberg Crude Oil % Bulls 29.0 -12.12%
CFTC Oil Net Speculative Position +109,619 +47.37%
CFTC Oil Total Open Interest 1,220,540 +.34%
Total Put/Call 1.19 +40.0%
OEX Put/Call 1.57 -10.80%
ISE Sentiment 84.0 -37.78%
NYSE Arms 2.98 +30.13%
Volatility(VIX) 30.69 +37.81%
G7 Currency Volatility (VXY) 13.32 +4.88%
Smart Money Flow Index 9,350.25 -2.91%
Money Mkt Mutual Fund Assets $3.370 Trillion -.10%
AAII % Bulls 33.65 -16.91%
AAII % Bears 42.31 +18.52%
Futures Spot Prices
CRB Index 270.38 -3.55%
Crude Oil 77.0 -3.31%
Reformulated Gasoline 195.95 -3.91%
Natural Gas 5.04 -7.96%
Heating Oil 200.52 -3.98%
Gold 1,040.40 -1.44%
Bloomberg Base Metals 189.93 -2.29%
Copper 295.55 -2.28%
US No. 1 Heavy Melt Scrap Steel 244.0 USD/Ton -3.05%
China Hot Rolled Domestic Steel Sheet 3,511 Yuan/Ton +1.18%
S&P GSCI Agriculture 318.72 -5.38%
Economy
ECRI Weekly Leading Economic Index 128.40 +.39%
Citi US Economic Surprise Index +29.20 -21.08%
Fed Fund Futures imply 56.9% chance of no change, 43.1% chance of 25 basis point cut on 11/04
US Dollar Index 76.30 +1.10%
Yield Curve 249.0 +1 basis point
10-year US Treasury Yield 3.38% -11 basis points
Federal Reserve’s Balance Sheet $2.144 Trillion -1.81%
U.S. Sovereign Debt Credit Default Swap 20.0 unch.
10-year TIPS Spread 2.02% +2 basis points
TED Spread 24.0 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 106.95 +7.21%
Euro Financial Sector Credit Default Swap Index 68.91 +11.56%
Emerging Markets Credit Default Swap Index 278.53 +5.45%
CMBS Super Senior AAA 10-year Treasury Spread 443.0 -5.14%
M1 Money Supply $1.679 Trillion +.72%
Business Loans 659.40 -.69%
4-Wk MA of Jobless Claims 526,300 -1.10%
Continuing Claims Unemployment Rate 4.40% -10 basis points
Average 30-year Mortgage Rate 5.03% +3 basis points
Weekly Mortgage Applications 562,300 -12.28%
ABC Consumer Confidence -51 -1 point
Weekly Retail Sales +.60% +10 basis points
Nationwide Gas $2.70/gallon +.06/gallon
US Cooling Demand Next 7 Days 19.0% below normal
Baltic Dry Index 3,103 +1.97%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 30.0 unch.
Rail Freight Carloads 207,041 +.61%
Iraqi 2028 Govt Bonds 75.88 -2.0%
Best Performing Style
Large-Cap Growth -3.77%
Worst Performing Style
Small-Cap Growth -6.51%
Leading Sectors
HMOs +.03%
Telecom -.09%
Computer Services -.65%
Drugs -1.67%
Restaurants -2.60%
Lagging Sectors
Homebuilders -10.53%
Steel -10.66%
Hospitals -10.76%
Gaming -10.85%
Education -13.87%
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