Weekly Scoreboard*

Indices

• S&P 500 2,129.15 -.79%

• DJIA 18,175.60 -.22%

• NASDAQ 5,192.94 -1.44%

• Russell 2000 1,189.24 -2.45%

• S&P 500 High Beta 32.64 -.61%

• Goldman 50 Most Shorted 108.62 -4.46%

• Wilshire 5000 21,941.60 -1.15%

• Russell 1000 Growth 1,024.16 -1.27%

• Russell 1000 Value 1,022.62 -.49%

• S&P 500 Consumer Staples 540.33 +.79%

• Vanda Cyclicals-Defensives 1.2039 -.30%
  

• Morgan Stanley Technology 1,203.91 +.95%

• Transports 8,016.84 -.60%

• Utilities 661.13 +1.12%

• Bloomberg European Bank/Financial Services 82.75 +2.29%

• MSCI Emerging Markets 37.15 -1.07%

• HFRX Equity Hedge 1,141.74 -.24%

• HFRX Equity Market Neutral 996.93 -.37%

Sentiment/Internals

• NYSE Cumulative A/D Line 267,320 -.79%

• Bloomberg New Highs-Lows Index -90 -128

• Bloomberg Crude Oil % Bulls 9.52 -62.71%

• CFTC Oil Net Speculative Position 407,995 -1.37%

• CFTC Oil Total Open Interest 1,811,281 -3.68%

• Total Put/Call 1.05 +4.12%

• OEX Put/Call 4.46 +751.7%

• ISE Sentiment 55.0 -51.33%

• NYSE Arms .90 -26.67%

• Volatility(VIX) 16.5 +27.3%

• S&P 500 Implied Correlation 54.23 +39.28%

• G7 Currency Volatility (VXY) 9.29 -.54%

• Emerging Markets Currency Volatility (EM-VXY) 9.69 +2.23%

• Smart Money Flow Index 19,065.39 +.23%

• ICI Money Mkt Mutual Fund Assets $2.651 Trillion +.61%

• ICI US Equity Weekly Net New Cash Flow -$16.262 Billion

• AAII % Bulls 24.8 +4.3%

• AAII % Bears 34.1 -9.9%

Futures Spot Prices

• CRB Index 189.21 +.08%

• Crude Oil 48.76 -4.63%

• Reformulated Gasoline 146.72 -4.27%

• Natural Gas 3.11 +4.76%

• Heating Oil 154.58 -2.46%

• Gold 1,278.80 +1.27%

• Bloomberg Base Metals Index 156.10 +3.84%

• Copper 219.65 +4.97%

• US No. 1 Heavy Melt Scrap Steel 176.33 USD/Ton unch.

• China Iron Ore Spot 63.96 USD/Ton +8.92%

• Lumber 300.70 -2.82%

• UBS-Bloomberg Agriculture 1,189.62 +.67%

Economy

• Atlanta Fed GDPNow Forecast +2.1% +10.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +8.0% -50.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.1574 +8.27%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 129.11 +.12%

• Citi US Economic Surprise Index -9.10 +13.9 points

• Citi Eurozone Economic Surprise Index 43.5 +26.9 points

• Citi Emerging Markets Economic Surprise Index -14.10 +4.3 points

• Fed Fund Futures imply 82.9% chance of no change, 17.1% chance of 25 basis point hike on 11/02

• US Dollar Index 98.37 -.30%
• MSCI Emerging Markets Currency Index 1,540.20 -.09%

• Euro/Yen Carry Return Index 120.07 +1.64%

• Yield Curve 99.0 +8.0 basis points

• 10-Year US Treasury Yield 1.85% +11.0 basis points

• Federal Reserve's Balance Sheet $4.415 Trillion -.29%

• U.S. Sovereign Debt Credit Default Swap 26.38 -.04%

• Illinois Municipal Debt Credit Default Swap 359.0 -.08%

• Western Europe Sovereign Debt Credit Default Swap Index 18.60 +2.65%

• Asia Pacific Sovereign Debt Credit Default Swap Index 33.90 -.53%
  

• Emerging Markets Sovereign Debt CDS Index 90.13 -3.81%
  

• Israel Sovereign Debt Credit Default Swap 67.0 -1.47%

• Iraq Sovereign Debt Credit Default Swap 749.96 +.66%

• Russia Sovereign Debt Credit Default Swap 222.66 -2.04%

• iBoxx Offshore RMB China Corporate High Yield Index 132.55 +.06%

• 10-Year TIPS Spread 1.73% +4.0 basis points
  

• TED Spread 60.75 +5.0 basis points

• 2-Year Swap Spread 22.75 -1.0 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -45.5 -2.25 basis points

• N. America Investment Grade Credit Default Swap Index 76.21 +2.4%

• America Energy Sector High-Yield Credit Default Swap Index 597.0 +13.2%

• European Financial Sector Credit Default Swap Index 96.0 +2.0%
  

• Emerging Markets Credit Default Swap Index 238.0 +2.1%
  

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

• M1 Money Supply $3.298 Trillion -2.18%

• Commercial Paper Outstanding 903.10 -.2%

• 4-Week Moving Average of Jobless Claims 253,000 +1,250

• Continuing Claims Unemployment Rate 1.5% unch.

• Average 30-Year Mortgage Rate 3.47% -5.0 basis points

• Weekly Mortgage Applications 492.0 -4.07%

• Bloomberg Consumer Comfort 43.9 +.7 point

• Weekly Retail Sales +.6% -10.0 basis points

• Nationwide Gas $2.22/gallon -.01/gallon

• Baltic Dry Index 798.0 -5.23%

• China (Export) Containerized Freight Index 738.03 +1.15%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -12.5%

• Rail Freight Carloads 275,541 +2.34%

Best Performing Style

• Large-Cap Value -.5%

Worst Performing Style

• Small-Cap Growth -2.9%

Leading Sectors

• Computer Hardware +3.6%

• Defense +1.2%

• Steel +1.2%

• Utilities +1.1%

• Telecom +1.0%

Lagging Sectors

• Medical Equipment -3.5% 

• Alt Energy -3.7%

• Oil Service -6.6%

• Oil Tankers -10.5%

• Hospitals -16.2%

Weekly High-Volume Stock Gainers (30)

• MBVT, STRA, CPLA, AKAM, SAIA, BEAV, NCR, SJW, JNPR, RAI, NCI, OI, CR, AIT, JCOM, EVDY, FFIV, CTL, PLNT, BOOT, SFLY, YRCW, STBA, CLGX, IRBT, NOW, ALSN, TWX, SLAB and TMUS

Weekly High-Volume Stock Losers (48)

• NVEE, IART, ABG, T, CARE, GPK, DGI, EAT, WAB, AVY, CSGP, KMT, ANCX, HUBG, SONC, CMG, DXPE, WOOF, SHW, SHW, WAT, ABAX, DECK, WHR, MGPI, LH, SKX, DY, TREE, NUVA, MINI, ATHN, NLSN, DPLO, CYNO, PRXL, CLW, BCC, ABMD, ESND, UA, WNC, SRI, EW, LRN, ATI, TRNC and GNC

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Reversing Lower into Afternoon on Election Uncertainty, Oil Decline, Earnings Outlook Worries, Healthcare/Financial Sector Weakness

Broad Equity Market Tone:

• Advance/Decline Line: Lower
  

• Sector Performance: Most Sectors Declining
  

• Volume: Above Average

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 16.28 +5.99%

• Euro/Yen Carry Return Index 120.03 +.17%

• Emerging Markets Currency Volatility(VXY) 9.62 +1.58%

• S&P 500 Implied Correlation 55.47 +7.56%

• ISE Sentiment Index 56.0 -42.27%
  

• Total Put/Call 1.03 +19.77%

• NYSE Arms 1.03 +85.81% 

Credit Investor Angst:

• North American Investment Grade CDS Index 77.01 +1.75%
  

• America Energy Sector High-Yield CDS Index 575.0 +2.27%

• European Financial Sector CDS Index 96.0 +.72%

• Western Europe Sovereign Debt CDS Index 18.60 +4.73%

• Asia Pacific Sovereign Debt CDS Index 33.83 +.58%

• Emerging Market CDS Index 238.45 +1.03%
  

• iBoxx Offshore RMB China Corporate High Yield Index 132.55 +.03%

• 2-Year Swap Spread 22.75 +.5 basis point

• TED Spread 61.0 +4.0 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -45.5 +.5 basis point
  

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 72.09 -.08%
• 3-Month T-Bill Yield .28% unch.

• Yield Curve 99.0 +3.0 basis points
  

• China Import Iron Ore Spot $63.96/Metric Tonne +1.46%

• Citi US Economic Surprise Index -9.1 +3.5 points

• Citi Eurozone Economic Surprise Index 43.5 +7.6 points

• Citi Emerging Markets Economic Surprise Index -14.10 +1.0 point

• 10-Year TIPS Spread 1.73% unch.
• 67.6% chance of Fed rate hike at Dec. 14 meeting, 68.9% chance at Feb. 1 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -63 open in Japan 
• China A50 Futures: Indicating +16 open in China

• DAX Futures: Indicating -56 open in Germany

Portfolio: 

• Higher: On gains in my medical/retail sector longs, index hedges and emerging markets shorts

• Disclosed Trades: None

• Market Exposure: 25% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Growth -.3%

Sector Underperformers:

• 1) Oil Tankers -3.5% 2) Drugs -1.9% 3) Oil Service -1.6%

Stocks Falling on Unusual Volume: 

• STON, MCK, VAL, TBPH, SYNA, INT, CEMP, YRCW, NSR, GNC, AMGN, CAH, ASGN, BBH, BGS, ABC, TEAM, BOFI, NVO, GT, AMZN, DPLO, ABBV, BUD, ALDR, FLS, LM, CVS, EA, AN, MOH, COG, FET, PRLB, WWE, NEWM, ESRX, TYPE and OII

Stocks With Unusual Put Option Activity:

• 1) XLF 2) CVX 3) MA 4) JWN 5) ESRX

Stocks With Most Negative News Mentions:

• 1) SNMX 2) EHTH 3) MCK 4) JNJ 5) EA

Charts:

• ETFs Falling on Unusual Volume
• Stocks Falling on Unusual Volume