Indices
S&P 500 1,093.48 +2.26%
DJIA 10,270.47 +2.47%
NASDAQ 2,167.88 +2.62%
Russell 2000 586.28 +1.02%
Wilshire 5000 11,095.23 +2.32%
Russell 1000 Growth 486.63 +2.46%
Russell 1000 Value 556.37 +2.08%
Morgan Stanley Consumer 667.64 +2.73%
Morgan Stanley Cyclical 784.70 +4.68%
Morgan Stanley Technology 553.61 +3.67%
Transports 3,960.57 +2.81%
Utilities 373.57 +.98%
MSCI Emerging Markets 40.85 +3.46%
Lyxor L/S Equity Long Bias Index 958.81 +1.86%
Lyxor L/S Equity Variable Bias Index 848.56 +.84%
Lyxor L/S Equity Short Bias Index 1,006.18 -3.03%
Sentiment/Internals
NYSE Cumulative A/D Line +59,408 +4.16%
Bloomberg New Highs-Lows Index +143 +113.43%
Bloomberg Crude Oil % Bulls 21.0 -47.50%
CFTC Oil Net Speculative Position +103,817 -5.29%
CFTC Oil Total Open Interest 1,234,952 +3.69%
Total Put/Call 1.01 +16.09%
OEX Put/Call 1.43 -37.28%
ISE Sentiment 149.0 +.68%
NYSE Arms 1.11 +54.17%
Volatility(VIX) 23.36 -8.14%
G7 Currency Volatility (VXY) 12.74 -5.07%
Smart Money Flow Index 9,216.87 +.75%
Money Mkt Mutual Fund Assets $3.335 Trillion -.1%
AAII % Bulls 38.62 +73.81%
AAII % Bears 38.62 -30.49%
Futures Spot Prices
CRB Index 269.12 -1.89%
Crude Oil 76.35 -1.69%
Reformulated Gasoline 191.62 -.86%
Natural Gas 4.39 -4.17%
Heating Oil 196.61 -2.31%
Gold 1,116.70 +1.98%
Bloomberg Base Metals 185.48 -1.45%
Copper 299.95 +.54%
US No. 1 Heavy Melt Scrap Steel 239.0 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,630 Yuan/Ton +2.69%
S&P GSCI Agriculture 338.60 +6.28%
Economy
ECRI Weekly Leading Economic Index 127.30 -1.09%
Citi US Economic Surprise Index -17.0 -169.96%
Fed Fund Futures imply 55.9% chance of no change, 44.1% chance of 25 basis point cut on 12/16
US Dollar Index 75.33 -.61%
Yield Curve 261.0 -4 basis points
10-year US Treasury Yield 3.42% -8 basis points
Federal Reserve’s Balance Sheet $2.117 Trillion -1.40%
U.S. Sovereign Debt Credit Default Swap 20.0 unch.
10-year TIPS Spread 2.16% -1 basis point
TED Spread 22.0 -1 basis point
N. Amer. Investment Grade Credit Default Swap Index 98.15 -4.67%
Euro Financial Sector Credit Default Swap Index 68.70 +2.64%
Emerging Markets Credit Default Swap Index 263.49 -5.59%
CMBS Super Senior AAA 10-year Treasury Spread 502.0 unch.
M1 Money Supply $1.696 Trillion +1.67%
Business Loans 660.90 +.62%
4-Wk MA of Jobless Claims 519,800 -.9%
Continuing Claims Unemployment Rate 4.30% -10 basis points
Average 30-year Mortgage Rate 4.91% -7 basis points
Weekly Mortgage Applications 627,500 +3.16%
ABC Consumer Confidence -46 +3 points
Weekly Retail Sales +1.70% +100 basis points
Nationwide Gas $2.65/gallon -.03/gallon
US Heating Demand Next 7 Days 27.0% below normal
Baltic Dry Index 3,954 +18.56%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 30.0 +9.09%
Rail Freight Carloads 206,890 +1.49%
Iraqi 2028 Govt Bonds 74.91 -.29%
Best Performing Style
Large-Cap Growth +2.46%
Worst Performing Style
Small-Cap Growth +.84%
Leading Sectors
REITs +6.06%
Disk Drives +5.03%
Semis +4.83%
Gaming +3.98%
Software +3.47%
Lagging Sectors
Foods +.94%
Banks +.70%
Energy +.25%
Hospitals -.07%
Education -1.53%
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