Weekly Scoreboard*

Indices

• S&P 500 2,075.15 +2.1%

• DJIA 17,646.70 +2.5%

• NASDAQ 5,031.86 +3.0%

• Russell 2000 1,166.06 +.3%

• S&P 500 High Beta 31.39 +1.3%

• Goldman 50 Most Shorted 112.16 -2.29% 

• Wilshire 5000 21,462.39 +1.7%

• Russell 1000 Growth 1,007.79 +2.3%

• Russell 1000 Value 989.9 +1.3%

• S&P 500 Consumer Staples 520.80 +2.1%

• Solactive US Cyclical 128.75 +3.9%

• Morgan Stanley Technology 1,097.52 +3.4%

• Transports 8,295.98 +2.7%

• Utilities 594.41 -.43%

• Bloomberg European Bank/Financial Services 106.99 +1.54%

• MSCI Emerging Markets 35.89 +.1%

• HFRX Equity Hedge 1,149.92 -.18%

• HFRX Equity Market Neutral 1,037.05 +1.42%

Sentiment/Internals

• NYSE Cumulative A/D Line 233,917 +.57%

• Bloomberg New Highs-Lows Index 141.0 +246

• Bloomberg Crude Oil % Bulls 55.0 +168.16%

• CFTC Oil Net Speculative Position 264,992 n/a

• CFTC Oil Total Open Interest 1,645,951 n/a

• Total Put/Call .78 -8.24%

• OEX Put/Call .68 +70.0%

• ISE Sentiment 108.0 +20.0%

• NYSE Arms .98 -22.83%

• Volatility(VIX) 14.41 -3.99%

• S&P 500 Implied Correlation 57.63 -6.26%

• G7 Currency Volatility (VXY) 9.81 +6.51%

• Emerging Markets Currency Volatility (EM-VXY) 10.87 -1.18%

• Smart Money Flow Index 17,742.83 +1.09%

• ICI Money Mkt Mutual Fund Assets $2.699 Trillion +.03%

• ICI US Equity Weekly Net New Cash Flow -$1.445 Billion

• AAII % Bulls 34.8 +2.0%

• AAII % Bears 24.0 -11.5%

Futures Spot Prices

• CRB Index 193.71 -2.87%

• Crude Oil 44.68 -5.42%

• Reformulated Gasoline 130.10 -1.88%

• Natural Gas 2.29 -5.65%

• Heating Oil 145.44 -2.91%

• Gold 1,164.70 -1.01%

• Bloomberg Base Metals Index 148.63 -.99%

• Copper 235.10 -2.10%

• US No. 1 Heavy Melt Scrap Steel 152.33 USD/Ton -19.69%

• China Iron Ore Spot 51.62 USD/Ton -3.98%

• Lumber 261.0 +1.63%

• UBS-Bloomberg Agriculture 1,058.40 -.86%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -2.7% -50.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.1942 +6.37%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.28 -.22%

• Citi US Economic Surprise Index -.1 +14.7 points

• Citi Eurozone Economic Surprise Index 22.2 +16.1 points

• Citi Emerging Markets Economic Surprise Index -13.4 +3.3 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) 6.68 -3.05%

• US Dollar Index 97.16 +2.53%

• Euro/Yen Carry Return Index 139.56 -1.42%

• Yield Curve 145.0 +3.0 basis points

• 10-Year US Treasury Yield 2.08% +5.0 basis points

• Federal Reserve's Balance Sheet $4.463 Trillion -.07%

• U.S. Sovereign Debt Credit Default Swap 24.0 +37.14%

• Illinois Municipal Debt Credit Default Swap 267.0 +3.50%

• Western Europe Sovereign Debt Credit Default Swap Index 18.82 -11.39%

• Asia Pacific Sovereign Debt Credit Default Swap Index 71.92 -4.20%
  

• Emerging Markets Sovereign Debt CDS Index 166.57 +1.1%
  

• Israel Sovereign Debt Credit Default Swap 72.0 +5.69%

• Iraq Sovereign Debt Credit Default Swap 825.23 +5.31%

• Russia Sovereign Debt Credit Default Swap 293.53 +1.36%

• iBoxx Offshore RMB China Corporates High Yield Index 121.99 +.40%

• 10-Year TIPS Spread 1.52% +3.0 basis points

• TED Spread 32.25 unch.

• 2-Year Swap Spread 12.50 +.5 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -29.25 -5.5 basis points

• N. America Investment Grade Credit Default Swap Index 79.22 -3.24%

• America Energy Sector High-Yield Credit Default Swap Index 1,071.0 +2.10%

• European Financial Sector Credit Default Swap Index 68.83 -12.39%
  

• Emerging Markets Credit Default Swap Index 324.01 -1.32%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 126.50 +1.5 basis points

• M1 Money Supply $3.015 Trillion -2.11%

• Commercial Paper Outstanding 1,062.90 +1.40%

• 4-Week Moving Average of Jobless Claims 263,250 -1,750

• Continuing Claims Unemployment Rate 1.6% unch.

• Average 30-Year Mortgage Rate 3.79% -3.0 basis points

• Weekly Mortgage Applications 432.70 +11.81%

• Bloomberg Consumer Comfort 43.70 -1.7 points

• Weekly Retail Sales +1.20% +10.0 basis points

• Nationwide Gas $2.22/gallon -.06/gallon

• Baltic Dry Index 786.0 +4.24%

• China (Export) Containerized Freight Index 752.21 -1.65%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -21.0%

• Rail Freight Carloads 275,160 unch.

Best Performing Style

• Large-Cap Growth +2.4%

Worst Performing Style

• Small-Cap Growth -.1%

Leading Sectors

• Software +5.6%

• Semis +4.7%

• Internet +4.0%

• Networking +3.4%

• Defense +3.4%

Lagging Sectors

• Oil Tankers -3.9% 

• HMOs -4.5%

• Education -6.1%

• Hospitals -14.1%

• Coal -14.5%

Weekly High-Volume Stock Gainers (10)

• WTW, KLAC, SWI, BABY, TBI, SNDK, TTS, DBD, LRCX and MPAA

Weekly High-Volume Stock Losers (23)

• KRC, MYCC, NTRI, SLGN, EAT, ABG, PII, CMG, WWW, KSU, HOG, SAVE, GNC, CAB, PTCT, PWR, EVHC, EROS, VRX, CYH, RLYP, CEMP and ENTA

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change