Weekly Scoreboard*

Indices

• S&P 500 2,014.89 +3.26%

• DJIA 17,084.49 +3.72%

• NASDAQ 4,830.47 +2.61%

• Russell 2000 1,165.36 +4.60%

• S&P 500 High Beta 31.24 +6.54%

• Goldman 50 Most Shorted 118.34 +4.70% 

• Wilshire 5000 20,962.12 +3.36%

• Russell 1000 Growth 977.40 +2.59%

• Russell 1000 Value 969.75 +3.96%

• S&P 500 Consumer Staples 508.10 +3.45%

• Solactive US Cyclical 124.84 +6.06%

• Morgan Stanley Technology 1,057.37 +4.04%

• Transports 8,253.16 +4.82%

• Utilities 583.36 +1.06%

• Bloomberg European Bank/Financial Services 105.95 +5.3%

• MSCI Emerging Markets 35.63 +4.55%

• HFRX Equity Hedge 1,157.85 +.97%

• HFRX Equity Market Neutral 1,026.05 -.77%

Sentiment/Internals

• NYSE Cumulative A/D Line 232,114 +3.43%

• Bloomberg New Highs-Lows Index -39 +481

• Bloomberg Crude Oil % Bulls 39.0 +6.41%

• CFTC Oil Net Speculative Position 258,261 +2.60%

• CFTC Oil Total Open Interest 1,675,676 +3.57%

• Total Put/Call .86 -21.1%

• OEX Put/Call 4.48 +190.91%

• ISE Sentiment 93.0 +17.72%

• NYSE Arms 1.27 +122.80%

• Volatility(VIX) 17.08 -18.43%

• S&P 500 Implied Correlation 60.68 -1.16%

• G7 Currency Volatility (VXY) 9.20 -5.74%

• Emerging Markets Currency Volatility (EM-VXY) 11.36 -3.73%

• Smart Money Flow Index 17,554.92 +3.54%

• ICI Money Mkt Mutual Fund Assets $2.688 Trillion +.73%

• ICI US Equity Weekly Net New Cash Flow -$7.181 Billion

• AAII % Bulls 37.5 +33.5%

• AAII % Bears 28.2 -29.4%

Futures Spot Prices

• CRB Index 202.69 +4.42%

• Crude Oil 49.63 +8.70%

• Reformulated Gasoline 141.67 +4.95%

• Natural Gas 2.50 +1.30%

• Heating Oil 159.09 +4.53%

• Gold 1,155.90 +1.61%

• Bloomberg Base Metals Index 152.85 +5.53%

• Copper 241.40 +2.94%

• US No. 1 Heavy Melt Scrap Steel 199.0 USD/Ton unch.

• China Iron Ore Spot 56.01 USD/Ton +5.40%

• Lumber 244.40 +10.14%

• UBS-Bloomberg Agriculture 1,071.18 +2.04%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -1.1% +60.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.0890 +14.5%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.72 -.28%

• Citi US Economic Surprise Index -26.30 +3.4 points

• Citi Eurozone Economic Surprise Index 9.0 -22.3 points

• Citi Emerging Markets Economic Surprise Index -18.9 +1.4 points

• Fed Fund Futures imply 90.0% chance of no change, 10.0% chance of 25 basis point hike on 10/28
• # of Months to 1st Fed Rate Hike(Morgan Stanley) 6.44 +10.09%

• US Dollar Index 94.88 -1.08%

• Euro/Yen Carry Return Index 142.57 +1.61%

• Yield Curve 145.0 +5.0 basis points

• 10-Year US Treasury Yield 2.09% +11.0 basis points

• Federal Reserve's Balance Sheet $4.448 Trillion +.05%

• U.S. Sovereign Debt Credit Default Swap 19.0 +5.88%

• Illinois Municipal Debt Credit Default Swap 260.0 +.71%

• Western Europe Sovereign Debt Credit Default Swap Index 20.92 -1.34%

• Asia Pacific Sovereign Debt Credit Default Swap Index 79.36 -12.08%
  

• Emerging Markets Sovereign Debt CDS Index 172.08 -38.67%
  

• Israel Sovereign Debt Credit Default Swap 66.5 -3.02%

• Iraq Sovereign Debt Credit Default Swap 802.62 -9.29%

• Russia Sovereign Debt Credit Default Swap 320.0 -13.76%

• iBoxx Offshore RMB China Corporates High Yield Index 120.57 +.73%

• 10-Year TIPS Spread 1.53% +4.0 basis points

• TED Spread 31.75 +2.25 basis points

• 2-Year Swap Spread 12.5 -.25 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -23.25 +3.25 basis points

• N. America Investment Grade Credit Default Swap Index 81.03 -15.30%

• America Energy Sector High-Yield Credit Default Swap Index 1,008.0 -9.59%

• European Financial Sector Credit Default Swap Index 80.76 -16.02%
  

• Emerging Markets Credit Default Swap Index 329.88 -11.0%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 126.50 +6.5 basis points

• M1 Money Supply $3.054 Trillion -.30%

• Commercial Paper Outstanding 1,044.10.10 +9.0%

• 4-Week Moving Average of Jobless Claims 267,500 -3,250

• Continuing Claims Unemployment Rate 1.6% unch.

• Average 30-Year Mortgage Rate 3.76% -9.0 basis points

• Weekly Mortgage Applications 534.20 +25.55%

• Bloomberg Consumer Comfort 44.80 +1.8 points

• Weekly Retail Sales +1.10% -10.0 basis points

• Nationwide Gas $2.32/gallon+.03/gallon

• Baltic Dry Index 817.0 -8.1%

• China (Export) Containerized Freight Index 782.73 -3.85%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 unch.

• Rail Freight Carloads 282,018 +.42%

Best Performing Style

• Small-Cap Value +5.7%

Worst Performing Style

• Mid-Cap Growth +2.7%

Leading Sectors

• Gold & Silver +14.3%

• Steel +13.2%

• Gaming +13.2%

• Oil Service +12.4%

• Energy +9.1%

Lagging Sectors

• Utilities +1.0% 

• Restaurants +.3%

• Drugs -.4%

• HMOs -.8%

• Biotech -2.2%

Weekly High-Volume Stock Gainers (27)

• JMG, GNE, MG, WYNN, PMCS, JOY, RSPP, PLCM, ENVA, CAMP, FF, ENS, KMT, ATRO, BMR, KRA, GPN, ONCE, RKUS, CFX, RAX, OLN, OVTI, PBF, CSCD, CBZ and DLR

Weekly High-Volume Stock Losers (9)

• KND, PRGS, ILMN, NUS, YUM, CSII, ATRC and TCS

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change