Indices
S&P 500 1,144.98 +2.68%
DJIA 10,618.19 +1.82%
NASDAQ 2,317.17 +2.12%
Russell 2000 644.56 +3.07%
Wilshire 5000 11,706.78 +2.82%
Russell 1000 Growth 509.31 +1.82%
Russell 1000 Value 587.70 +3.78%
Morgan Stanley Consumer 675.39 +.76%
Morgan Stanley Cyclical 887.60 +6.96%
Morgan Stanley Technology 583.33 +.91%
Transports 4,222.26 +2.99%
Utilities 396.31 -.43%
MSCI Emerging Markets 43.0 +3.44%
Lyxor L/S Equity Long Bias Index 975.70 +.85%
Lyxor L/S Equity Variable Bias Index 847.58 +1.06%
Lyxor L/S Equity Short Bias Index 958.21 -.92%
Sentiment/Internals
NYSE Cumulative A/D Line +73,395 +6.51%
Bloomberg New Highs-Lows Index +798 +620
Bloomberg Crude Oil % Bulls 35.0 -20.45%
CFTC Oil Net Speculative Position +108,835 +15.69%
CFTC Oil Total Open Interest 1,231,436 +3.90%
Total Put/Call .65 -28.57%
OEX Put/Call 1.07 -53.48%
ISE Sentiment 138.0 +50.0%
NYSE Arms 1.45 -32.55%
Volatility(VIX) 18.13 -16.37%
G7 Currency Volatility (VXY) 12.40 -9.22%
Smart Money Flow Index 9,357.50 +.78%
Money Mkt Mutual Fund Assets $3.307 Trillion +.40%
AAII % Bulls 41.0 -16.63%
AAII % Bears 26.0 +13.29%
Futures Spot Prices
CRB Index 290.77 +2.61%
Crude Oil 82.75 +3.93%
Reformulated Gasoline 215.53 +4.51%
Natural Gas 5.75 +3.07%
Heating Oil 220.03 +3.78%
Gold 1,138.90 +3.74%
Bloomberg Base Metals 214.77 +1.44%
Copper 340.05 +1.81%
US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,917 Yuan/Ton +.46%
S&P GSCI Agriculture 359.67 +1.77%
ECRI Weekly Leading Economic Index 131.50 +.61%
Citi US Economic Surprise Index +5.20 -71.74%
Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 1/27
US Dollar Index 77.47 -.50%
Yield Curve 285.0 +16 basis points
10-year US Treasury Yield 3.83% unch.
Federal Reserve’s Balance Sheet $2.216 Trillion -.13%
U.S. Sovereign Debt Credit Default Swap 34.0 -9.0 basis points
10-year TIPS Spread 2.45% +5 basis points
TED Spread 21.0 +2.0 basis points
N. Amer. Investment Grade Credit Default Swap Index 77.81 -9.10%
Euro Financial Sector Credit Default Swap Index 57.44 -7.60%
Emerging Markets Credit Default Swap Index 236.53 -8.47%
CMBS Super Senior AAA 10-year Treasury Spread 399.0 -41.0 basis points
M1 Money Supply $1.688 Trillion +.10%
Business Loans 662.90 -.27%
4-Wk MA of Jobless Claims 450,300 -2.20%
Continuing Claims Unemployment Rate 3.6% -20 basis points
Average 30-year Mortgage Rate 5.09% -5 basis points
Weekly Mortgage Applications 462.20 +.46%
ABC Consumer Confidence -41 +3 points
Weekly Retail Sales +1.80% -10 basis points
Nationwide Gas $2.73/gallon +.09/gallon
US Heating Demand Next 7 Days 3.0% below normal
Baltic Dry Index 3,140 +4.50%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 55.0 +46.70%
Rail Freight Carloads 149,128 +5.24%
Iraqi 2028 Govt Bonds 83.50 +8.21%
Best Performing Style
Mid-Cap Value +3.87%
Worst Performing Style
Large-Cap Growth +1.82%
Leading Sectors
Oil Tankers +11.95%
Oil Service +11.70%
Banks +10.04%
Steel +8.35%
HMOs +6.21%
Internet -.02%
REITs -.23%
Utilities -.43%
Restaurants -.69%
Telecom -2.81%
*5-Day Change
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