Weekly Scoreboard*

Indices

• S&P 500 2,182.08 -.03%

• DJIA 18,564.40 +.13%

• NASDAQ 5,228.55 +.16%

• Russell 2000 1,228.30 -.24%

• S&P 500 High Beta 31.57 +.13%

• Goldman 50 Most Shorted 120.26 +1.90% 

• Wilshire 5000 22,537.20 -.03%

• Russell 1000 Growth 1,057.12 +.03%

• Russell 1000 Value 1,041.85 -.08%

• S&P 500 Consumer Staples 563.14 +.69%

• Solactive US Cyclical 139.54 -.86%

• Morgan Stanley Technology 1,166.68 +.57%

• Transports 7,810.14 -.46%

• Utilities 692.60 +.17%

• Bloomberg European Bank/Financial Services 74.07 +3.51%

• MSCI Emerging Markets 37.35 +2.71%

• HFRX Equity Hedge 1,130.94 +.20%

• HFRX Equity Market Neutral 1,000.23 -.12%

Sentiment/Internals

• NYSE Cumulative A/D Line 268,374 +.87%

• Bloomberg New Highs-Lows Index 559 +413

• Bloomberg Crude Oil % Bulls 25.0 -48.6%

• CFTC Oil Net Speculative Position 267,192 -2.23%

• CFTC Oil Total Open Interest 1,792,640 +4.33%

• Total Put/Call .68 -23.91%

• OEX Put/Call 2.40 +617.39%

• ISE Sentiment 166.0 +52.52%

• NYSE Arms 1.06 -15.3%

• Volatility(VIX) 11.78 -.79%

• S&P 500 Implied Correlation 45.22 -1.14%

• G7 Currency Volatility (VXY) 9.74 +2.96%

• Emerging Markets Currency Volatility (EM-VXY) 190.10 +6.65%

• Smart Money Flow Index 19,601.17 +.03%

• ICI Money Mkt Mutual Fund Assets $2.745 Trillion +.22%

• ICI US Equity Weekly Net New Cash Flow -$7.430 Billion

• AAII % Bulls 31.3 +5.0%

• AAII % Bears 26.8 unch.

Futures Spot Prices

• CRB Index 182.09 +.66%

• Crude Oil 44.15 +5.84%

• Reformulated Gasoline 136.40 -1.29%

• Natural Gas 2.58 -5.22%

• Heating Oil 139.79 +5.95%

• Gold 1,339.80 +1.27%

• Bloomberg Base Metals Index 150.18 -.58%

• Copper 214.0 -.42%

• US No. 1 Heavy Melt Scrap Steel 206.0 USD/Ton unch.

• China Iron Ore Spot 60.37 USD/Ton -.61%

• Lumber 322.60 +.06%

• UBS-Bloomberg Agriculture 1,134.96 -1.19%

Economy

• Atlanta Fed GDPNow Forecast +3.5% -30.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +8.4% +20.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index .1291 -4.22%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.69 +.06%

• Citi US Economic Surprise Index 10.9 -10.0 points

• Citi Eurozone Economic Surprise Index 28.6 +.4 point

• Citi Emerging Markets Economic Surprise Index 3.0 +2.9 points

• Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 9/21

• US Dollar Index 95.65 -.67%
• MSCI Emerging Markets Currency Index 1,558.28 +1.02%

• Euro/Yen Carry Return Index 118.03 -.01%

• Yield Curve 81.0 -5.0 basis points

• 10-Year US Treasury Yield 1.51% -6.0 basis points

• Federal Reserve's Balance Sheet $4.429 Trillion +.05%

• U.S. Sovereign Debt Credit Default Swap 31.75 +66.3%

• Illinois Municipal Debt Credit Default Swap 356.0 -.06%

• Western Europe Sovereign Debt Credit Default Swap Index 23.26 -6.16%

• Asia Pacific Sovereign Debt Credit Default Swap Index 43.91 -3.45%
  

• Emerging Markets Sovereign Debt CDS Index 116.24 -4.05%
  

• Israel Sovereign Debt Credit Default Swap 76.30 +.47%

• Iraq Sovereign Debt Credit Default Swap 857.0 -.01%

• Russia Sovereign Debt Credit Default Swap 230.87 +5.26%

• iBoxx Offshore RMB China Corporate High Yield Index 131.75 +.24%

• 10-Year TIPS Spread 1.45% -6.0 basis points
  

• TED Spread 54.0 +2.0 basis points

• 2-Year Swap Spread 25.0 -1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -40.0 +3.75 basis points

• N. America Investment Grade Credit Default Swap Index 71.60 -.63%

• America Energy Sector High-Yield Credit Default Swap Index 714.0 -4.85%

• European Financial Sector Credit Default Swap Index 88.29 -1.1%
  

• Emerging Markets Credit Default Swap Index 243.58 -4.68%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.50 unch.
  

• M1 Money Supply $3.207 Trillion -1.13%

• Commercial Paper Outstanding 1,023.30 +.1%

• 4-Week Moving Average of Jobless Claims 262,750 +2,500

• Continuing Claims Unemployment Rate 1.6% unch.

• Average 30-Year Mortgage Rate 3.45% +2.0 basis points

• Weekly Mortgage Applications 564.0 +7.06%

• Bloomberg Consumer Comfort 41.8 -1.2 points

• Weekly Retail Sales +.5% unch.

• Nationwide Gas $2.13/gallon +.01/gallon

• Baltic Dry Index 653.0 +2.67%

• China (Export) Containerized Freight Index 702.87 +.09%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%

• Rail Freight Carloads 263,589 +.39%

Best Performing Style

• Mid-Cap Growth +.2%

Worst Performing Style

• Small-Cap Value -.01%

Leading Sectors

• Gold & Silver +3.6%

• Gaming +2.3%

• Energy +1.7%

• Retail +1.4%

• HMOs +1.2%

Lagging Sectors

• Road & Rail -1.8% 

• Biotech -2.0%

• Steel -3.9%

• Coal -7.1%

• Hospitals -10.7%

Weekly High-Volume Stock Gainers (38)

• MFRM, DXPE, AOSL, FRPT, BID, WING, COTV, IPHI, NVRO, M, HCKT, DTSI, AMBR, DCO, YELP, EAT, LDR, VRTV, RL, CTRL, KSS, RAX, BREW, SM, VRX, MRK, CVG, MTN, FOSL, VRNS, DIOD, WMC, ZLTQ, HRTX, UNVR, DMRC, WTS and CPS

Weekly High-Volume Stock Losers (34)

• BGS, MDRX, RYAM, NUAN, DVA, FOXF, WBMD, WEB, DY, KLAC, OLED, TUBE, VRTU, PMC, OA, FLO, AMAG, ECOM, ECPG, EDIT, VSTO, MODN, AHS, ROG, MXL, BMY, W, SHLM, APEI, SPWR, SHEN, CPSI, IPXL and MYGN

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Slightly Lower into Final Hour on Global Growth Worries, Yen Strength, Profit-Taking, Metals & Mining/Road & Rail Sector Weakness

Broad Equity Market Tone:

• Advance/Decline Line: Modestly Lower
  

• Sector Performance: Most Sectors Declining
  

• Volume: Below Average

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 11.74 +.51%

• Euro/Yen Carry Return Index 117.96 -.53%

• Emerging Markets Currency Volatility(VXY) 10.10 -.1%

• S&P 500 Implied Correlation 45.31 +2.1%

• ISE Sentiment Index 153.0 +106.76%
  

• Total Put/Call .71 -24.47%

• NYSE Arms 1.13 +110.56% 

Credit Investor Angst:

• North American Investment Grade CDS Index 71.83 +.81%
  

• America Energy Sector High-Yield CDS Index 718.0 +1.47%

• European Financial Sector CDS Index 88.51 +2.17%

• Western Europe Sovereign Debt CDS Index 23.26 +1.20%

• Asia Pacific Sovereign Debt CDS Index 43.86 -.25%

• Emerging Market CDS Index 245.64 +1.33%
  

• iBoxx Offshore RMB China Corporate High Yield Index 131.75 +.07%

• 2-Year Swap Spread 25.0 unch.
  

• TED Spread 53.75 unch.

• 3-Month EUR/USD Cross-Currency Basis Swap -40.25 +2.0 basis points
  

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 73.37 -.39%
• 3-Month T-Bill Yield .27% -1.0 basis point

• Yield Curve 81.0 -1.0 basis point
  

• China Import Iron Ore Spot $60.37/Metric Tonne +1.70%

• Citi US Economic Surprise Index 10.90 -5.9 points

• Citi Eurozone Economic Surprise Index 28.6 +.8 point

• Citi Emerging Markets Economic Surprise Index 3.0 -3.4 points

• 10-Year TIPS Spread 1.46% -2.0 basis points
• 19.8% chance of Fed rate hike at Nov. 2 meeting, 42.1% chance at Dec. 14 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -101 open in Japan 
• China A50 Futures: Indicating +33 open in China

• DAX Futures: Indicating -13 open in Germany

Portfolio: 

• Slightly Higher: On gains in my retail/biotech sector longs and emerging market shorts
  

• Disclosed Trades: None

• Market Exposure: 50% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Growth -.1%

Sector Underperformers:

• 1) Steel -2.0% 2) Gaming -1.4% 3) Road & Rail -1.0%

Stocks Falling on Unusual Volume: 

• PBFX, CXRX, AYA, VSTO, COLL, CORE, AIT, EHTH, FNBC, TLK, LXFT, EDIT, PLUS, PEN, WMGI, SINA, CUDA, KEP, RYI, OLED, NP, DSLV, CSRA, MSG and KRA

Stocks With Unusual Put Option Activity:

• 1) NVDA 2) JWN 3) BRK/B 4) JCP 5) WMB

Stocks With Most Negative News Mentions:

• 1) CUDA 2) EFOI 3) TWTR 4) SPWR 5) MYRG

Charts:

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

Bull Radar

Style Outperformer:

• Mid-Cap Value +.2%

Sector Outperformers:

• 1) HMOs +1.4% 2) Gold & Silver +1.1% 3) REITs +.9%

Stocks Rising on Unusual Volume:

• REN, AVXS, ACIA, JWN, PLNT, MCRB, CMCM, DK and AZPN

Stocks With Unusual Call Option Activity:

• 1) HAIN 2) HRB 3) SYF 4) HPE 5) CYH

Stocks With Most Positive News Mentions:

• 1) NVDA 2) JWN 3) KSS 4) AKAM 5) UA

Charts:

• ETFs Rising on Unusual Volume
• Stocks Rising on Unusual Volume