Weekly Scoreboard*

Indices

• S&P 500 2,023.04 -3.62%

• DJIA 17,245.24 -3.71%

• NASDAQ 4,927.88 -4.26%

• Russell 2000 1,146.55 -4.43%

• S&P 500 High Beta 30.34 -5.07%

• Goldman 50 Most Shorted 103.71 -8.80% 

• Wilshire 5000 20,949.22 -3.68%

• Russell 1000 Growth 985.14 -3.75%

• Russell 1000 Value 963.39 -3.50%

• S&P 500 Consumer Staples 490.63 -2.75%

• Solactive US Cyclical 124.78 -3.09%

• Morgan Stanley Technology 1,070.98 -4.48%

• Transports 8,010.27 -2.81%

• Utilities 560.58 +.74%

• Bloomberg European Bank/Financial Services 102.51 -3.14%

• MSCI Emerging Markets 33.98 -2.71%

• HFRX Equity Hedge 1,158.78 -.71%

• HFRX Equity Market Neutral 1,039.12 +.13%

Sentiment/Internals

• NYSE Cumulative A/D Line 229,915 -1.98%

• Bloomberg New Highs-Lows Index -498 -379

• Bloomberg Crude Oil % Bulls 21.43 n/a

• CFTC Oil Net Speculative Position 246,191 n/a

• CFTC Oil Total Open Interest 1,676,897 n/a

• Total Put/Call 1.16 +13.73%

• OEX Put/Call 1.19 -52.59%

• ISE Sentiment 80.0 -16.67%

• NYSE Arms 1.26 +10.53%

• Volatility(VIX) 20.08 +33.42%

• S&P 500 Implied Correlation 59.98 +4.71%

• G7 Currency Volatility (VXY) 9.81 -1.41%

• Emerging Markets Currency Volatility (EM-VXY) 10.70 -.83%

• Smart Money Flow Index 17,879.64 -.39%

• ICI Money Mkt Mutual Fund Assets $2.714 Trillion +.45%

• ICI US Equity Weekly Net New Cash Flow -$12.066 Billion

• AAII % Bulls 34.3 -12.1%

• AAII % Bears 23.0 +23.7%

Futures Spot Prices

• CRB Index 184.77 -3.98%

• Crude Oil 40.75 -8.45%

• Reformulated Gasoline 124.10 -9.74%

• Natural Gas 2.37 +.42%

• Heating Oil 138.51 -7.55%

• Gold 1,081.40 -.69%

• Bloomberg Base Metals Index 138.07 -2.55%

• Copper 216.45 -3.47%

• US No. 1 Heavy Melt Scrap Steel 152.33 USD/Ton unch.

• China Iron Ore Spot 48.14 USD/Ton -.15%

• Lumber 243.10 -1.74%

• UBS-Bloomberg Agriculture 1,039.17 -1.32%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -2.9% +60.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.1908 n/a

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.53 -.16%

• Citi US Economic Surprise Index 0.0 unch.

• Citi Eurozone Economic Surprise Index 22.9 +.8 point

• Citi Emerging Markets Economic Surprise Index -2.4 +2.1 points

• Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point hike on 12/16
• # of Months to 1st Fed Rate Hike(Morgan Stanley) 2.91 -17.09%

• US Dollar Index 99.18 +2.31%

• Euro/Yen Carry Return Index 137.75 -.32%

• Yield Curve 142.0 -2.0 basis points

• 10-Year US Treasury Yield 2.27% -6.0 basis points

• Federal Reserve's Balance Sheet $4.454 Trillion +.05%

• U.S. Sovereign Debt Credit Default Swap 20.50 unch.

• Illinois Municipal Debt Credit Default Swap 269.0 +4.30%

• Western Europe Sovereign Debt Credit Default Swap Index 19.97 +8.2%

• Asia Pacific Sovereign Debt Credit Default Swap Index 71.33 +.79%
  

• Emerging Markets Sovereign Debt CDS Index 162.05 +3.14%
  

• Israel Sovereign Debt Credit Default Swap 77.99 +4.22%

• Iraq Sovereign Debt Credit Default Swap 810.22 +4.13%

• Russia Sovereign Debt Credit Default Swap 291.28 +2.30%

• iBoxx Offshore RMB China Corporates High Yield Index 123.81 +.32%

• 10-Year TIPS Spread 1.55% -4.0 basis points

• TED Spread 23.25 -6.25 basis points

• 2-Year Swap Spread 9.5 +.5 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -39.25 -4.0 basis points

• N. America Investment Grade Credit Default Swap Index 83.95 +5.26%

• America Energy Sector High-Yield Credit Default Swap Index 1,186.0 +5.73%

• European Financial Sector Credit Default Swap Index 74.81 +9.55%
  

• Emerging Markets Credit Default Swap Index 334.59 +5.60%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 127.50 unch.

• M1 Money Supply $3.068 Trillion +.92%

• Commercial Paper Outstanding 1,048.50 -.8%

• 4-Week Moving Average of Jobless Claims 267,750 +5,000

• Continuing Claims Unemployment Rate 1.6% unch.

• Average 30-Year Mortgage Rate 3.98% +11.0 basis points

• Weekly Mortgage Applications 408.70 -1.33%

• Bloomberg Consumer Comfort 41.60 +.5 point

• Weekly Retail Sales +1.10% -30.0 basis points

• Nationwide Gas $2.19/gallon -.03/gallon

• Baltic Dry Index 579.0 -8.24%

• China (Export) Containerized Freight Index 742.02 n/a

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.

• Rail Freight Carloads 267,102 -1.21%

Best Performing Style

• Large -Cap Value -3.4%

Worst Performing Style

• Small-Cap Growth -4.3%

Leading Sectors

• Utilities +.6%

• Homebuilders +.3%

• Road & Rail -.4%

• Gold & Silver -.9%

• Agriculture -1.7%

Lagging Sectors

• Retail -8.3% 

• Gaming -8.6%

• Disk Drives-8.9%

• Coal -9.7%

• Alt Energy -10.0%

Weekly High-Volume Stock Gainers (13)

• ECOM, ZSPH, BLCM, STMP, ALRM, RATE, LOXO, BNK, CALD, PCL, BLDR, RAX and LGF

Weekly High-Volume Stock Losers (37)

• SYF, VWR, LEAF, BID, MIDD, ZAYO, NEWR, W, AFSI, FOE, ENR, ENTL, GDOT, SQBG, PRO, COMM, NSAM, DTSI, GIII, TXTR, AAP, ACET, M, OSTK, MNK, KLXI, MMS, NLNK, BBSI, MMI, LABL, PRAA, WLH, TERP, BOOT, RNET and MW

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change