Weekly Scoreboard*

Indices

• S&P 500 2,167.26 +1.44%

• DJIA 18,285.80 +.82%

• NASDAQ 5,311.28 +1.22%

• Russell 2000 1,256.51 +2.67%

• S&P 500 High Beta 32.22 +.81%

• Goldman 50 Most Shorted 120.24 +4.32% 

• Wilshire 5000 22,453.0 +1.43%

• Russell 1000 Growth 1,050.26 +1.50%

• Russell 1000 Value 1,039.09 +1.52%

• S&P 500 Consumer Staples 548.57 +1.19%

• Solactive US Cyclical 136.30 unch.

• Morgan Stanley Technology 1,192.49 +.78%

• Transports 7,937.96 +2.22%

• Utilities 694.31 +3.55%

• Bloomberg European Bank/Financial Services 76.28 +1.39%

• MSCI Emerging Markets 37.74 +3.47%

• HFRX Equity Hedge 1,140.06 +.79%

• HFRX Equity Market Neutral 1,002.27 +.68%

Sentiment/Internals

• NYSE Cumulative A/D Line 273,093 +1.51%

• Bloomberg New Highs-Lows Index 440 +493

• Bloomberg Crude Oil % Bulls 32.26 -.28%

• CFTC Oil Net Speculative Position 313,302 +9.62%

• CFTC Oil Total Open Interest 1,829,620 -1.72%

• Total Put/Call 1.04 +4.0%

• OEX Put/Call .71 +7.81%

• ISE Sentiment 88.0 -8.51%

• NYSE Arms 1.0 -18.75%

• Volatility(VIX) 12.24 -19.32%

• S&P 500 Implied Correlation 44.2 -12.92%

• G7 Currency Volatility (VXY) 9.81 -3.06%

• Emerging Markets Currency Volatility (EM-VXY) 10.36 -4.78%

• Smart Money Flow Index 19,376.64 -1.02%

• ICI Money Mkt Mutual Fund Assets $2.670 Trillion +.4%

• ICI US Equity Weekly Net New Cash Flow -$3.545 Billion

• AAII % Bulls 24.8 -11.1%

• AAII % Bears 35.9 +6.6%

Futures Spot Prices

• CRB Index 183.10 +1.28%

• Crude Oil 44.84 +3.31%

• Reformulated Gasoline 137.63 -6.29%

• Natural Gas 2.96 +.24%

• Heating Oil 141.47 unch.

• Gold 1,337.90 +2.13%

• Bloomberg Base Metals Index 153.01 +3.11%

• Copper 220.35 +1.99%

• US No. 1 Heavy Melt Scrap Steel 192.67 USD/Ton -7.96%

• China Iron Ore Spot 56.79 USD/Ton +1.47%

• Lumber 304.20 -1.90%

• UBS-Bloomberg Agriculture 1,150.01 +.64%

Economy

• Atlanta Fed GDPNow Forecast +2.9% -10.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +8.8% +10.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.1917 +9.28%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.91 +.05%

• Citi US Economic Surprise Index -4.40 -1.4 points

• Citi Eurozone Economic Surprise Index -19.3 +2.0 points

• Citi Emerging Markets Economic Surprise Index -14.70 unch.

• Fed Fund Futures imply 80.7% chance of no change, 19.3% chance of 25 basis point hike on 11/02

• US Dollar Index 95.49 -.58%
• MSCI Emerging Markets Currency Index 1,552.01 +1.28%

• Euro/Yen Carry Return Index 118.58 -.54%

• Yield Curve 86.0 -7.0 basis points

• 10-Year US Treasury Yield 1.61% -9.0 basis points

• Federal Reserve's Balance Sheet $4.433 Trillion -.19%

• U.S. Sovereign Debt Credit Default Swap 25.28 +.04%

• Illinois Municipal Debt Credit Default Swap 360.0 +1.5%

• Western Europe Sovereign Debt Credit Default Swap Index 23.61 -7.44% (new series)

• Asia Pacific Sovereign Debt Credit Default Swap Index 31.0 -19.68%
  

• Emerging Markets Sovereign Debt CDS Index 85.85 -17.94%
  

• Israel Sovereign Debt Credit Default Swap 68.0 -7.48%

• Iraq Sovereign Debt Credit Default Swap 755.53 +.18%

• Russia Sovereign Debt Credit Default Swap 210.0 +1.95%

• iBoxx Offshore RMB China Corporate High Yield Index 131.99 +.25%

• 10-Year TIPS Spread 1.58% +6.0 basis points
  

• TED Spread 69.50 +13.0 basis points

• 2-Year Swap Spread 26.5 +1.0 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -32.75 +.75 basis point

• N. America Investment Grade Credit Default Swap Index 75.93 -.46%

• America Energy Sector High-Yield Credit Default Swap Index 676.0 +1.65%

• European Financial Sector Credit Default Swap Index 96.65 +2.12%
  

• Emerging Markets Credit Default Swap Index 232.67 -11.0%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
  

• M1 Money Supply $3.333 Trillion +1.25%

• Commercial Paper Outstanding 942.60 -2.2%

• 4-Week Moving Average of Jobless Claims 258,500 -2,250

• Continuing Claims Unemployment Rate 1.5% -10.0 basis points

• Average 30-Year Mortgage Rate 3.48% -2.0 basis points

• Weekly Mortgage Applications 530.80 -7.35%

• Bloomberg Consumer Comfort 41.30 -.9 point

• Weekly Retail Sales +.5% -10.0 basis points

• Nationwide Gas $2.21/gallon +.03/gallon

• Baltic Dry Index 937.0 +17.12%

• China (Export) Containerized Freight Index 736.07 +3.45%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%

• Rail Freight Carloads 267,568 +16.2%

Best Performing Style

• Small-Cap Value +2.7%

Worst Performing Style

• Large-Cap Value +1.3%

Leading Sectors

• Steel +7.8%

• Alt Energy +4.7%

• Gold & Silver +4.4%

• REITs +4.2%

• Utilities +3.5%

Lagging Sectors

• Oil Service -.3% 

• Papers -.6%

• Education -.7%

• Gaming -2.5%

• Hospitals -3.9%

Weekly High-Volume Stock Gainers (43)

• TBRA, SRPT, COLL, GNMK, WCIC, ISLE, WVE, TECD, RVNC, DTSI, AERI, PTCT, ESPR, DEPO, CEVA, TSRA, LL, PICO, BLOX, GPRO, KEYW, FIX, SCHN, HAYN, CTMX, CAR, PBYI, BRKS, ETSY, MCRB, FDX, SPSC, CHCT, SUPN, RWT, GFF, FOXF, AMPH, APFH, QDEL, FIBK, NWE and RGNX

Weekly High-Volume Stock Losers (10)

• RETA, FWRD, FUL, SKX, SBGI, WST, BANC, SFLY, MLHR and HNI

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change