Indices
S&P 500 1,091.49 -.31%
DJIA 10,309.92 -.22%
NASDAQ 2,138.44 -.85%
Russell 2000 577.21 -1.45%
Wilshire 5000 11,048.12 -.49%
Russell 1000 Growth 485.38 -.23%
Russell 1000 Value 553.99 -.56%
Morgan Stanley Consumer 672.08 +.42%
Morgan Stanley Cyclical 780.02 -.79%
Morgan Stanley Technology 544.33 -.79%
Transports 3,922.84 -.84%
Utilities 375.71 +1.35%
MSCI Emerging Markets 40.16 -1.92%
Lyxor L/S Equity Long Bias Index 958.79 +.01%
Lyxor L/S Equity Variable Bias Index 846.31 -.55%
Lyxor L/S Equity Short Bias Index 977.63 -.36%
Sentiment/Internals
NYSE Cumulative A/D Line +60,618 +1.28%
Bloomberg New Highs-Lows Index -22 -450.0%
Bloomberg Crude Oil % Bulls 37.0 +42.3%
CFTC Oil Net Speculative Position +86,348 unch.
CFTC Oil Total Open Interest 1,250,074 unch.
Total Put/Call 1.04 +5.05%
OEX Put/Call 1.99 +23.60%
ISE Sentiment 92.0 -29.23%
NYSE Arms 4.66 +154.65%
Volatility(VIX) 24.74 +9.32%
G7 Currency Volatility (VXY) 14.14 +9.19%
Smart Money Flow Index 9,517.57 +1.74%
Money Mkt Mutual Fund Assets $3.330 Trillion -.2%
AAII % Bulls 41.67 -2.48%
AAII % Bears 41.67 +30.96%
Futures Spot Prices
CRB Index 273.09 -.43%
Crude Oil 76.05 -2.95%
Reformulated Gasoline 192.62 -2.35%
Natural Gas 5.19 +9.91%
Heating Oil 196.22 -2.07%
Gold 1,175.50 +2.51%
Bloomberg Base Metals 190.92 -.53%
Copper 312.55 +.24%
US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton -11.23%
S&P GSCI Agriculture 347.16 -.13%
Economy
ECRI Weekly Leading Economic Index 128.80 +1.26%
Citi US Economic Surprise Index -24.70 -11.26%
Fed Fund Futures imply 51.9% chance of no change, 48.1% chance of 25 basis point cut on 12/16
US Dollar Index 74.86 -.57%
Yield Curve 252.0 -12 basis points
10-year US Treasury Yield 3.21% -16 basis points
Federal Reserve’s Balance Sheet $2.189 Trillion -.11%
U.S. Sovereign Debt Credit Default Swap 31.0 unch.
10-year TIPS Spread 2.10% -9 basis points
TED Spread 24.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 105.25 +1.95%
Euro Financial Sector Credit Default Swap Index 79.67 +10.15%
Emerging Markets Credit Default Swap Index 279.17 +3.80%
CMBS Super Senior AAA 10-year Treasury Spread 484.0 unch.
M1 Money Supply $1.691 Trillion -1.60%
Business Loans 679.20 +3.38%
4-Wk MA of Jobless Claims 496,500 -3.2%
Continuing Claims Unemployment Rate 4.1% -20 basis points
Average 30-year Mortgage Rate 4.78% -5 basis points
Weekly Mortgage Applications 601.0 -4.47%
ABC Consumer Confidence -47 -2 points
Weekly Retail Sales +2.10% +30 basis points
Nationwide Gas $2.63/gallon -.01/gallon
US Heating Demand Next 7 Days 16.0% below normal
Baltic Dry Index 3,974 -11.83%
Oil Tanker Rate(Arabian Gulf to US
Rail Freight Carloads 213,382 +2.56%
Iraqi 2028 Govt Bonds 74.94 -.75%
Best Performing Style
Large-Cap Growth -.23%
Worst Performing Style
Small-Cap Value -1.62%
Leading Sectors
HMOs +3.89%
Telecom +3.02%
Airlines +2.65%
Medical Equipment +2.55%
Drugs +1.83%
Lagging Sectors
Homebuilders -2.74%
Coal -3.23%
Networking -3.31%
REITs -3.45%
I-Banks -4.29%
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