Indices
- S&P 500 2,033.11 +.90%
- DJIA 17,215.97 +.77%
- NASDAQ 4,886.68 +1.16%
- Russell 2000 1,162.31 -.26%
- S&P 500 High Beta 30.98 -.83%
- Goldman 50 Most Shorted 114.79 -3.0%
- Wilshire 5000 21,104.17 +.78%
- Russell 1000 Growth 985.16 +.79%
- Russell 1000 Value 976.89 +.74%
- S&P 500 Consumer Staples 510.15 +.40%
- Solactive US Cyclical 123.87 -.78%
- Morgan Stanley Technology 1,061.14 +.36%
- Transports 8,078.61 -2.11%
- Utilities 596.98 +2.34%
- Bloomberg European Bank/Financial Services 105.37 -.55%
- MSCI Emerging Markets 35.83 +.12%
- HFRX Equity Hedge 1,151.98 -.42%
- HFRX Equity Market Neutral 1,022.51 -.51%
Sentiment/Internals
- NYSE Cumulative A/D Line 232,595 +.21%
- Bloomberg New Highs-Lows Index -105 -66
- Bloomberg Crude Oil % Bulls 20.5 -47.4%
- CFTC Oil Net Speculative Position 264,992 +2.61%
- CFTC Oil Total Open Interest 1,645,951 -1.77%
- Total Put/Call .81 -5.81%
- OEX Put/Call .41 -90.85%
- ISE Sentiment 88.0 -7.53%
- NYSE Arms 1.17 +60.0%
- Volatility(VIX) 15.52 -10.9%
- S&P 500 Implied Correlation 62.35 +5.41%
- G7 Currency Volatility (VXY) 9.21 +.11%
- Emerging Markets Currency Volatility (EM-VXY) 11.0 -3.17%
- Smart Money Flow Index 17,551.63 -.02%
- ICI Money Mkt Mutual Fund Assets $2.698 Trillion +.35%
- ICI US Equity Weekly Net New Cash Flow -$1.312 Billion
- AAII % Bulls 34.1 -9.2%
- AAII % Bears 27.1 -3.7%
Futures Spot Prices
- CRB Index 199.45 -.92%
- Crude Oil 47.30 -4.44%
- Reformulated Gasoline 133.22 -5.79%
- Natural Gas 2.43 -3.65%
- Heating Oil 149.69 -5.63%
- Gold 1,180.10 +2.12%
- Bloomberg Base Metals Index 150.11 -1.79%
- Copper 240.35 -.68%
- US No. 1 Heavy Melt Scrap Steel 189.67 USD/Ton -4.69%
- China Iron Ore Spot 53.74 USD/Ton -4.05%
- Lumber 258.1 +6.48%
- UBS-Bloomberg Agriculture 1,067.55 -.34%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -2.2% -110.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.0890 n/a
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.55 -.14%
- Citi US Economic Surprise Index -14.80 +11.5 points
- Citi Eurozone Economic Surprise Index 6.1 -2.9 points
- Citi Emerging Markets Economic Surprise Index -16.7 +2.2 points
- Fed Fund Futures imply 94.0% chance of no change, 6.0% chance of 25 basis point hike on 10/28
- # of Months to 1st Fed Rate Hike(Morgan Stanley) 6.89 +22.8%
- US Dollar Index 94.63 -.35%
- Euro/Yen Carry Return Index 141.75 -.57%
- Yield Curve 142.0 -3.0 basis points
- 10-Year US Treasury Yield 2.03% -6.0 basis points
- Federal Reserve's Balance Sheet $4.466 Trillion +.41%
- U.S. Sovereign Debt Credit Default Swap 17.50 -7.89%
- Illinois Municipal Debt Credit Default Swap 258.0 -.78%
- Western Europe Sovereign Debt Credit Default Swap Index 21.25 +1.55%
- Asia Pacific Sovereign Debt Credit Default Swap Index 74.59 -6.01%
- Emerging Markets Sovereign Debt CDS Index 164.80 -4.23%
- Israel Sovereign Debt Credit Default Swap 65.73 -1.15%
- Iraq Sovereign Debt Credit Default Swap 783.62 -2.37%
- Russia Sovereign Debt Credit Default Swap 289.25 -8.55%
- iBoxx Offshore RMB China Corporates High Yield Index 121.51 +.78%
- 10-Year TIPS Spread 1.49% -4.0 basis points
- TED Spread 32.25 +.5 basis point
- 2-Year Swap Spread 12.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -23.75 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 81.88 +1.04%
- America Energy Sector High-Yield Credit Default Swap Index 1,050.0 +3.95%
- European Financial Sector Credit Default Swap Index 78.57 -2.92%
- Emerging Markets Credit Default Swap Index 327.82 -.64%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 125.0 -1.5 basis points
- M1 Money Supply $3.080 Trillion +.83%
- Commercial Paper Outstanding 1,048.40 +.40%
- 4-Week Moving Average of Jobless Claims 265,000 -2,500
- Continuing Claims Unemployment Rate 1.6% unch.
- Average 30-Year Mortgage Rate 3.82% +6.0 basis points
- Weekly Mortgage Applications 387.0 -27.56%
- Bloomberg Consumer Comfort 45.20 +.4 point
- Weekly Retail Sales +1.10% unch.
- Nationwide Gas $2.28/gallon -.04/gallon
- Baltic Dry Index 766.0 -5.31%
- China (Export) Containerized Freight Index 764.84 -2.29%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 47.50 -9.52%
- Rail Freight Carloads 275,160 -2.43%
Best Performing Style
- Large-Cap Growth +.5%
Worst Performing Style
- Small-Cap Value -.5%
Leading Sectors
- Semis +3.3%
- Gaming +2.9%
- Utilities +2.2%
- I-Banks +2.1%
- Drugs +2.0%
Lagging Sectors
- Hospitals -3.5%
- Disk Drives -3.6%
- Oil Service -4.4%
- Road & Rail -4.6%
- Coal -5.2%
Weekly High-Volume Stock Gainers (8)
- FPRX, WPP, LTRPA, TRIP, NBBC, SWI, FCS and MXIM
Weekly High-Volume Stock Losers (15)
- AMSG, HAWK, BCOR, WMT, VMW, VAC, BOFI, HTWR, TWOU, SMCI, ETSY, CPHD, LDRH, IMPR and ZFGN
Weekly Charts
ETFs
Stocks
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