Indices
S&P 500 1,102.47 -.36%
DJIA 10,328.89 -1.36%
NASDAQ 2,211.69 +.98%
Russell 2000 610.57 +1.70%
Wilshire 5000 11,245.29 +.06%
Russell 1000 Growth 492.57 -.01%
Russell 1000 Value 561.79 -.25%
Morgan Stanley Consumer 663.17 -1.82%
Morgan Stanley Cyclical 817.73 +1.41%
Morgan Stanley Technology 564.17 +1.95%
Transports 4,128.53 +.85%
Utilities 402.48 -.64%
MSCI Emerging Markets 40.40 -2.04%
Lyxor L/S Equity Long Bias Index 963.44 +.49%
Lyxor L/S Equity Variable Bias Index 849.11 +.11%
Lyxor L/S Equity Short Bias Index 966.24 -1.41%
Sentiment/Internals
NYSE Cumulative A/D Line +65,708 +1.26%
Bloomberg New Highs-Lows Index +133 -40
Bloomberg Crude Oil % Bulls 46.0 +53.3%
CFTC Oil Net Speculative Position +53,192 -21.57%
CFTC Oil Total Open Interest 1,217,100 -.07%
Total Put/Call .97 +11.49%
OEX Put/Call 1.93 +15.57%
ISE Sentiment 121.0 -21.43%
NYSE Arms .50 -37.50%
Volatility(VIX) 21.68 +.42%
G7 Currency Volatility (VXY) 13.32 +2.10%
Smart Money Flow Index 9,271.12 -.96%
Money Mkt Mutual Fund Assets $3.269 Trillion -1.5%
AAII % Bulls 42.11 -1.34%
AAII % Bears 28.42 -19.65%
Futures Spot Prices
CRB Index 276.14 +1.95%
Crude Oil 73.36 +5.46%
Reformulated Gasoline 189.48 +3.0%
Natural Gas 5.78 +12.40%
Heating Oil 195.67 +2.62%
Gold 1,111.50 -.37%
Bloomberg Base Metals 201.39 +.79%
Copper 313.85 -.05%
US No. 1 Heavy Melt Scrap Steel 248.33 USD/Ton +17.88%
China Hot Rolled Domestic Steel Sheet 3,846 Yuan/Ton +3.61%
S&P GSCI Agriculture 345.68 +.62%
Economy
ECRI Weekly Leading Economic Index 130.70 +.38%
Citi US Economic Surprise Index +17.20 -42.67%
Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point cut on 1/27
US Dollar Index 77.77 +1.56%
Yield Curve 274.0 -1 basis point
10-year US Treasury Yield 3.54% -1 basis point
Federal Reserve’s Balance Sheet $2.118 Trillion +2.27%
U.S. Sovereign Debt Credit Default Swap 43.0 +7 basis points
10-year TIPS Spread 2.29% +10 basis points
TED Spread 21.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 89.39 -5.35%
Euro Financial Sector Credit Default Swap Index 69.73 -2.66%
Emerging Markets Credit Default Swap Index 270.10 -4.56%
CMBS Super Senior AAA 10-year Treasury Spread 465.0 -23 basis points
M1 Money Supply $1.685 Trillion -.37%
Business Loans 667.50 -.82%
4-Wk MA of Jobless Claims 467,500 -1.1%
Continuing Claims Unemployment Rate 3.9% unch.
Average 30-year Mortgage Rate 4.94% +13 basis points
Weekly Mortgage Applications 667.30 +.26%
ABC Consumer Confidence -45 +2 points
Weekly Retail Sales +1.30% +10 basis points
Nationwide Gas $2.59/gallon -.03/gallon
US Heating Demand Next 7 Days 1.0% below normal
Baltic Dry Index 3,258 -8.97%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 37.50 +7.14%
Rail Freight Carloads 204,950 -1.11%
Iraqi 2028 Govt Bonds 77.31 +2.44%
Best Performing Style
Small-Cap Value +1.81%
Worst Performing Style
Large-Cap Value -.25%
Leading Sectors
Disk Drives +6.66%
Coal +6.03%
Hospitals +4.76%
Construction +4.0%
HMOs +3.27%
Lagging Sectors
Telecom -2.37%
Retail -2.39%
Steel -2.56%
Agriculture -3.56%
Gold -4.15%
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