Indices
S&P 500 1,106.41 +.04%
DJIA 10,471.50 +.80%
NASDAQ 2,190.31 -.18%
Russell 2000 600.37 -.40%
Wilshire 5000 11,239.04 +.07%
Russell 1000 Growth 492.62 +.11%
Russell 1000 Value 563.18 +.09%
Morgan Stanley Consumer 675.50 -.26%
Morgan Stanley Cyclical 806.40 +.55%
Morgan Stanley Technology 553.36 -.62%
Transports 4,093.82 -.19%
Utilities 405.09 +3.93%
MSCI Emerging Markets 41.24 -1.27%
Lyxor L/S Equity Long Bias Index 961.86 +.06%
Lyxor L/S Equity Variable Bias Index 848.11 -.44%
Lyxor L/S Equity Short Bias Index 971.53 +.48%
Sentiment/Internals
NYSE Cumulative A/D Line +64,129 +1.95%
Bloomberg New Highs-Lows Index +173 -286
Bloomberg Crude Oil % Bulls 30.0 +150.0%
CFTC Oil Net Speculative Position +67,817 -11.23%
CFTC Oil Total Open Interest 1,217,908 +.67%
Total Put/Call .87 +6.1%
OEX Put/Call 1.67 +9.87%
ISE Sentiment 154.0 +45.28%
NYSE Arms .80 -9.09%
Volatility(VIX) 21.59 +1.60%
G7 Currency Volatility (VXY) 12.84 -2.58%
Smart Money Flow Index 9,361.07 -1.07%
Money Mkt Mutual Fund Assets $3.321 Trillion unch.
AAII % Bulls 42.68 +2.65%
AAII % Bears 35.37 +5.08%
Futures Spot Prices
CRB Index 270.86 -1.10%
Crude Oil 69.87 -8.03%
Reformulated Gasoline 184.16 -7.17%
Natural Gas 5.16 +12.13%
Heating Oil 190.85 -6.65%
Gold 1,11.90 -3.97%
Bloomberg Base Metals 199.81 +.14%
Copper 313.30 -1.98%
US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,712 Yuan/Ton +.92%
S&P GSCI Agriculture 343.56 +1.13%
Economy
ECRI Weekly Leading Economic Index 130.10 +.46%
Citi US Economic Surprise Index +30.0 +710.81%
Fed Fund Futures imply 5.1% chance of no change, 94.9% chance of 25 basis point cut on 12/16
US Dollar Index 76.57 +.83%
Yield Curve 275.0 +11 basis points
10-year US Treasury Yield 3.55% +8 basis points
Federal Reserve’s Balance Sheet $2.169 Trillion -.81%
U.S. Sovereign Debt Credit Default Swap 36.0 +6 basis points
10-year TIPS Spread 2.19% +1 basis point
TED Spread 23.0 +1 basis point
N. Amer. Investment Grade Credit Default Swap Index 94.45 -3.11%
Euro Financial Sector Credit Default Swap Index 71.64 +3.23%
Emerging Markets Credit Default Swap Index 283.0 -.38%
CMBS Super Senior AAA 10-year Treasury Spread 488.0 -7 basis points
M1 Money Supply $1.691 Trillion +.40%
Business Loans 673.0 +.12%
4-Wk MA of Jobless Claims 473,800 -1.60%
Continuing Claims Unemployment Rate 3.9% -20 basis points
Average 30-year Mortgage Rate 4.81% +10 basis points
Weekly Mortgage Applications 665.60 +8.46%
ABC Consumer Confidence -47 -2 points
Weekly Retail Sales +1.20% -140 basis points
Nationwide Gas $2.62/gallon -.02/gallon
US Heating Demand Next 7 Days 1.0% above normal
Baltic Dry Index 3,671 -9.63%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 35.0 unch.
Rail Freight Carloads 207,242 +24.95%
Iraqi 2028 Govt Bonds 75.22 -.33%
Best Performing Style
Mid-Cap Growth +.54%
Worst Performing Style
Small-Cap Growth -.49%
Leading Sectors
Airlines +6.57%
HMOs +6.15%
Education +4.39%
Utilities +3.93%
Telecom +2.15%
Lagging Sectors
REITs -1.67%
I-Banks -2.48%
Homebuilders -2.86%
Oil Tankers -3.34%
Gold -6.21%
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