Indices
- S&P 500 2,172.91 +.38%
- DJIA 18,346.80 +.47%
- NASDAQ 5,323.61 +.32%
- Russell 2000 1,254.79 -.13%
- S&P 500 High Beta 32.96 +2.39%
- Goldman 50 Most Shorted 120.30 unch.
- Wilshire 5000 22,525.30 +.35%
- Russell 1000 Growth 1,049.56 +.15%
- Russell 1000 Value 1,042.74 +.59%
- S&P 500 Consumer Staples 547.80 unch.
- Solactive US Cyclical 136.30 n/a
- Morgan Stanley Technology 1,206.05 +1.41%
- Transports 8,096.52 +2.04%
- Utilities 669.88 -3.83%
- Bloomberg European Bank/Financial Services 75.54 -.97%
- MSCI Emerging Markets 37.26 -1.21%
- HFRX Equity Hedge 1,147.34 +.64%
- HFRX Equity Market Neutral 1,000.51 -.18%
Sentiment/Internals
- NYSE Cumulative A/D Line 270,896 -.80%
- Bloomberg New Highs-Lows Index 124 -316
- Bloomberg Crude Oil % Bulls 32.26 unch.
- CFTC Oil Net Speculative Position 278,173 -10.99%
- CFTC Oil Total Open Interest 1,811,705 -.98%
- Total Put/Call .98 -7.69%
- OEX Put/Call 1.74 +167.0%
- ISE Sentiment 88.0 +2.3%
- NYSE Arms .74 -36.94%
- Volatility(VIX) 12.65 +3.58%
- S&P 500 Implied Correlation 42.41 -3.84%
- G7 Currency Volatility (VXY) 9.98 +1.73%
- Emerging Markets Currency Volatility (EM-VXY) 10.46 +.58%
- Smart Money Flow Index 19,219.47 -.81%
- ICI Money Mkt Mutual Fund Assets $2.680 Trillion +.39%
- ICI US Equity Weekly Net New Cash Flow -$2.128 Billion
- AAII % Bulls 24.0 -3.34%
- AAII % Bears 37.1 -3.1%
Futures Spot Prices
- CRB Index 186.32 +1.76%
- Crude Oil 48.10 +7.85%
- Reformulated Gasoline 148.74 +8.18%
- Natural Gas 2.92 -2.05%
- Heating Oil 152.79 +8.29%
- Gold 1,316.20 -1.59%
- Bloomberg Base Metals Index 155.71 +1.76%
- Copper 221.40 +.64%
- US No. 1 Heavy Melt Scrap Steel 192.67 USD/Ton unch.
- China Iron Ore Spot 55.86 USD/Ton -1.64%
- Lumber 336.90 +3.43%
- UBS-Bloomberg Agriculture 1,155.73 -.06%
Economy
- Atlanta Fed GDPNow Forecast +2.4% -50.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +8.8% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.1745 +6.43%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 128.05 +.11%
- Citi US Economic Surprise Index -5.10 -.7 point
- Citi Eurozone Economic Surprise Index 2.6 +21.90 points
- Citi Emerging Markets Economic Surprise Index -11.0 +3.7 points
- Fed Fund Futures imply 80.7% chance of no change, 19.3% chance of 25 basis point hike on 11/02
- US Dollar Index 95.50 -.13%
- MSCI Emerging Markets Currency Index 1,551.46 +.07%
- Euro/Yen Carry Return Index 118.92 +.30%
- Yield Curve 83.0 -3.0 basis points
- 10-Year US Treasury Yield 1.60% -1.0 basis point
- Federal Reserve's Balance Sheet $4.411 Trillion -.48%
- U.S. Sovereign Debt Credit Default Swap 26.50 +2.98%
- Illinois Municipal Debt Credit Default Swap 360.0 -.03%
- Western Europe Sovereign Debt Credit Default Swap Index 24.83 +5.16%
- Asia Pacific Sovereign Debt Credit Default Swap Index 32.76 +5.76%
- Emerging Markets Sovereign Debt CDS Index 92.11 +7.29%
- Israel Sovereign Debt Credit Default Swap 71.50 +3.62%
- Iraq Sovereign Debt Credit Default Swap 745.2 -1.36%
- Russia Sovereign Debt Credit Default Swap 217.02 +2.67%
- iBoxx Offshore RMB China Corporate High Yield Index 132.20 +.16%
- 10-Year TIPS Spread 1.60% +2.0 basis points
- TED Spread 58.50 -11.0 basis points
- 2-Year Swap Spread 24.75 -1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -55.5 -22.5 basis points
- N. America Investment Grade Credit Default Swap Index 75.03 -2.34%
- America Energy Sector High-Yield Credit Default Swap Index 645.0 -4.77%
- European Financial Sector Credit Default Swap Index 101.0 +4.44%
- Emerging Markets Credit Default Swap Index 233.44 +.3%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 140.0 unch.
- M1 Money Supply $3.307 Trillion -.8%
- Commercial Paper Outstanding 946.50 +.4%
- 4-Week Moving Average of Jobless Claims 256,000 -2,500
- Continuing Claims Unemployment Rate 1.5% unch.
- Average 30-Year Mortgage Rate 3.42% -6.0 basis points
- Weekly Mortgage Applications 527.10 -.7%
- Bloomberg Consumer Comfort 41.60 +.3 point
- Weekly Retail Sales +.4% -10.0 basis points
- Nationwide Gas $2.22/gallon +.01/gallon
- Baltic Dry Index 888.0 -5.63%
- China (Export) Containerized Freight Index 741.81 +.78%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
- Rail Freight Carloads 271,085 +1.31%
Best Performing Style
- Large-Cap Value +.4%
Worst Performing Style
- Small-Cap Growth -.7%
Leading Sectors
- Oil Service +9.4%
- Energy +4.4%
- Semis +4.1%
- Road & Rail +3.0%
- Disk Drives +2.5%
Lagging Sectors
- Restaurants -1.1%
- REITs -1.5%
- Drugs -2.4%
- Biotech -2.8%
- Utilities -3.6%
Weekly High-Volume Stock Gainers (13)
- TWTR, NLNK, IMPV, ACTA, CHMT, HY, MB, BATS, LYTS, CTRL, BCPC, YELP and VIA
Weekly High-Volume Stock Losers (17)
- RRD, CBOE, CALM, VSAR, DXCM, HOMB, RICE, FDS, MYOK, HMHC, BABY, LGND, FIZZ, HTZ, ACOR, TPX and ITCI
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