Indices
- DJIA 26,444.40 -.05%
- NASDAQ 7,799.35 -3.04%
- Russell 2000 1,635.02 -3.65%
- S&P 500 High Beta 42.96 -2.29%
- Goldman 50 Most Shorted 163.61 -4.53%
- Wilshire 5000 29,799.40 -1.31%
- Russell 1000 Growth 1,532.88 -2.31%
- Russell 1000 Value 1,247.28 -.02%
- S&P 500 Consumer Staples 549.27 -.95%
- Vanda Cyclicals-Defensives 1.6930 -1.35%
- NYSE Technology 1,851.65 -3.13%
- Transports 11,210.90 -1.48%
- Utilities 734.14 +2.05%
- Bloomberg European Bank/Financial Services 84.10 -1.55%
- MSCI Emerging Markets 41.08 -4.47%
- HFRX Equity Hedge 1,257.52 -.14%
- HFRX Equity Market Neutral 1,003.02 +.36%
Sentiment/Internals
- NYSE Cumulative A/D Line 328,587 -.94%
- Bloomberg New Highs-Lows Index -522 -421
- Bloomberg Crude Oil % Bulls 42.42 -27.88%
- CFTC Oil Net Speculative Position 560,085 +5.60%
- CFTC Oil Total Open Interest 2,225,779 -.14%
- Total Put/Call 1.14 +9.62%
- OEX Put/Call 2.32 -54.51%
- ISE Sentiment 91.0 -28.35%
- NYSE Arms .79 -36.75%
- Volatility(VIX) 15.7 +29.5%
- S&P 500 Implied Correlation 36.05 +2.26%
- G7 Currency Volatility (VXY) 7.56 unch.
- Emerging Markets Currency Volatility (EM-VXY) 10.93 +5.60%
- Smart Money Flow Index 16,190.99 -.05%
- ICI Money Mkt Mutual Fund Assets $2.872 Trillion -.41%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$10.545 Billion
- AAII % Bulls 45.7 +26.1%
- AAII % Bears 25.1 -19.3%
Futures Spot Prices
- CRB Index 199.18 +2.07%
- Crude Oil 74.57 +1.36%
- Reformulated Gasoline 209.35 +.27%
- Natural Gas 3.13 +3.93%
- Heating Oil 239.93 +2.16%
- Gold 1,205.60 +1.29%
- Bloomberg Base Metals Index 187.50 +1.83%
- Copper 276.50 -1.39%
- US No. 1 Heavy Melt Scrap Steel 326.0 USD/Metric Tonne +8.67%
- China Iron Ore Spot 68.33 USD/Metric Tonne +.87%
- Lumber 354.60 +3.6%
- UBS-Bloomberg Agriculture 937.0 +4.7%
Economy
- Atlanta Fed GDPNow Forecast +4.08% +44.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate 0.5% +10.0 basis points
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.0249 -3.75%
- US Economic Policy Uncertainty Index 66.52 -18.85%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.58 +.17%
- Citi US Economic Surprise Index 6.40 +11.6 points
- Citi Eurozone Economic Surprise Index -29.30 +2.6 points
- Citi Emerging Markets Economic Surprise Index -12.10 -4.5 points
- Fed Fund Futures imply 96.6% chance of no change, 3.4% chance of 25 basis point hike on 11/8
- US Dollar Index 95.68 +.59%
- MSCI Emerging Markets Currency Index 1,589.04 -.87%
- Bitcoin/USD 6,536.17 -1.56%
- Euro/Yen Carry Return Index 136.09 -.85%
- Yield Curve 34.75 +11.0 basis points
- 10-Year US Treasury Yield 3.24% +19.0 basis points
- Federal Reserve's Balance Sheet $4.135 Trillion -.43%
- U.S. Sovereign Debt Credit Default Swap 20.52 -1.25%
- Illinois Municipal Debt Credit Default Swap 200.81 +4.59%
- Italian/German 10Y Yld Spread 285.0 +17.25 basis points
- Asia Pacific Sovereign Debt Credit Default Swap Index 9.75 +9.74%
- Emerging Markets Sovereign Debt CDS Index 96.59 +19.15%
- Israel Sovereign Debt Credit Default Swap 72.42 +3.39%
- South Korea Sovereign Debt Credit Default Swap 39.31 +5.95%
- Russia Sovereign Debt Credit Default Swap 150.91 +4.97%
- iBoxx Offshore RMB China Corporate High Yield Index 150.68 -.04%
- 10-Year TIPS Spread 2.18% +4.0 basis points
- TED Spread 19.75 unch.
- 2-Year Swap Spread 17.75 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -39.25 +2.5 basis points
- N. America Investment Grade Credit Default Swap Index 60.89 +2.23%
- America Energy Sector High-Yield Credit Default Swap Index 387.0 -.26%
- European Financial Sector Credit Default Swap Index 87.10 +3.8%
- Emerging Markets Credit Default Swap Index 212.41 +9.49%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.714 Trillion +.17%
- Commercial Paper Outstanding 1,100.3 +1.70%
- 4-Week Moving Average of Jobless Claims 206,500 +500
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 4.71% -1.0 basis point
- Weekly Mortgage Applications 352.60 +.03%
- Bloomberg Consumer Comfort 61.6 +.4 point
- Weekly Retail Sales +5.80% unch.
- Nationwide Gas $2.91/gallon +.03/gallon
- Baltic Dry Index 1,554.0 +.91%
- China (Export) Containerized Freight Index 853.61 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +33.3%
- Rail Freight Carloads 299,616 +1.75%
Best Performing Style
- Large-Cap Value -.1%
Worst Performing Style
- Small-Cap Growth -5.6%
Leading Sectors
- I-Banks +3.0%
- Utilities +1.7%
- Banks +1.6%
- Oil Service +1.0%
- Agriculture +.6%
Lagging Sectors
- Biotech -5.2%
- Networking -5.3%
- Retail -5.4%
- Internet -5.5%
- Airlines -5.6%
Weekly High-Volume Stock Gainers (2)
- VBTX and GNBC
Weekly High-Volume Stock Losers (44)
- PCI, ELLI, ALGN, ZG, RTEC, SMAR, ETY, XNCR, MCHP, AYX, ADI, MPWR, ARWR, TEN, CY, AYI, FTNT, CHRS, EMN, MXIM, COST, PLNT, COMM, NWL, INSM, ASMB, SMCI, WLL, ARNA, IPHI, TSLA, IGT, SRPT, ALRM, IIVI, CGNX, SFIX, LITE, PENN, SGMS and IPGP
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