Indices
S&P 500 1,042.73 +3.94%
DJIA 9,605.41 +2.79%
NASDAQ 2,080.90 +4.93%
Russell 2000 593.59 +5.53%
Wilshire 5000 10,657.78 +4.22%
Russell 1000 Growth 458.99 +3.77%
Russell 1000 Value 538.70 +4.49%
Morgan Stanley Consumer 631.94 +3.72%
Morgan Stanley Cyclical 741.34 +6.31%
Morgan Stanley Technology 530.49 +6.0%
Transports 3,974.54 +7.74%
Utilities 369.74 +.29%
MSCI Emerging Markets 37.86 +6.15%
Lyxor L/S Equity Long Bias Index 923.95 +.50%
Lyxor L/S Equity Variable Bias Index 853.12 +.02%
Lyxor L/S Equity Short Bias Index 1,094.56 -1.11 %
Sentiment/Internals
NYSE Cumulative A/D Line +56,251 +16.19%
Bloomberg New Highs-Lows Index +374 +27.9%
Bloomberg Crude Oil % Bulls 32.0 +33.3%
CFTC Oil Net Speculative Position +33,112 +15.80%
CFTC Oil Total Open Interest 1,178,263 +1.18%
Total Put/Call .87 -6.45%
OEX Put/Call 1.56 +28.93%
ISE Sentiment 112.0 +30.23%
NYSE Arms 1.23 +108.47%
Volatility(VIX) 24.15 -10.89%
G7 Currency Volatility (VXY) 13.01 +1.25%
Smart Money Flow Index 9,320.40 +4.93%
Money Mkt Mutual Fund Assets $3.543 Trillion -.40%
AAII % Bulls 37.0 -2.63%
AAII % Bears 44.0 +15.79%
Futures Spot Prices
CRB Index 251.12 +.96%
Crude Oil 69.29 +1.73%
Reformulated Gasoline 175.98 -2.06%
Natural Gas 2.96 +18.76%
Heating Oil 173.08 -.29%
Gold 1,006.40 +1.47%
Bloomberg Base Metals 179.50 -.69%
Copper 284.65 -1.24%
US No. 1 Heavy Melt Scrap Steel 246.67 USD/Ton +3.07%
China Hot Rolled Domestic Steel Sheet 3,612 Yuan/Ton -3.73%
S&P GSCI Agriculture 296.25 -1.07%
Economy
ECRI Weekly Leading Economic Index 125.40 +.64%
Citi US Economic Surprise Index +44.70 -37.39%
Fed Fund Futures imply 68.0% chance of no change, 32.0% chance of 25 basis point cut on 9/23
US Dollar Index 76.61 -2.25%
Yield Curve 244.0 -6.0 basis points
10-year US Treasury Yield 3.35% -9 basis points
Federal Reserve’s Balance Sheet $2.072 Trillion +.17%
U.S. Sovereign Debt Credit Default Swap 22.0 -8.33%
10-year TIPS Spread 1.77% unch.
TED Spread 16.0 -3 basis points
N. Amer. Investment Grade Credit Default Swap Index 108.02 -11.47%
Euro Financial Sector Credit Default Swap Index 74.79 -15.53%
Emerging Markets Credit Default Swap Index 302.78 -3.67%
CMBS Super Senior AAA 10-year Treasury Spread 546.0 unch.
M1 Money Supply $1.636 Trillion -.20%
Business Loans 707.40 -.42%
4-Wk MA of Jobless Claims 570,000 -.50%
Continuing Claims Unemployment Rate 4.60% -10 basis points
Average 30-year Mortgage Rate 5.07% -1 basis point
Weekly Mortgage Applications 648,300 +17.0%
ABC Consumer Confidence -48 -3 points
Weekly Retail Sales -2.40% +190 basis points
Nationwide Gas $2.58/gallon -.01/gallon
US Cooling Demand Next 7 Days right at normal
Baltic Dry Index 2,492 +3.23%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 22.50 -10.0%
Rail Freight Carloads 201,239 -.65%
Iraqi 2028 Govt Bonds 69.55 +1.06%
Best Performing Style
Small-Cap Value +5.65%
Worst Performing Style
Large-Cap Growth +3.77%
Leading Sectors
Airlines +13.11%
Disk Drives +11.74%
Networking +10.74%
Hospitals +9.86%
Alt Energy +8.66%
Lagging Sectors
Retail +1.36%
Computer Services +1.34%
Utilities +.29%
Restaurants +.18%
Education -1.92%
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