Indices
S&P 500 1,073.87 -1.64%
DJIA 10,067.33 -1.04%
NASDAQ 2,147.35 -2.63%
Russell 2000 602.04 -2.44%
Wilshire 5000 10,991.12 -1.71%
Russell 1000 Growth 478.11 -2.03%
Russell 1000 Value 549.59 -1.53%
Morgan Stanley Consumer 654.34 -1.44%
Morgan Stanley Cyclical 783.60 -3.94%
Morgan Stanley Technology 533.78 -3.26%
Transports 3,895.48 -2.74%
Utilities 378.25 -1.49%
MSCI Emerging Markets 38.77 -3.64%
Lyxor L/S Equity Long Bias Index 974.49 -1.21%
Lyxor L/S Equity Variable Bias Index 856.14 -1.23%
Lyxor L/S Equity Short Bias Index 944.26 +1.59%
Sentiment/Internals
NYSE Cumulative A/D Line +67,611 -5.47%
Bloomberg New Highs-Lows Index +15 -22
Bloomberg Crude Oil % Bulls 26.0 -31.58%
CFTC Oil Net Speculative Position +99,620 -25.87%
CFTC Oil Total Open Interest 1,320,661 -.32%
Total Put/Call .97 -9.35%
OEX Put/Call .86 -41.89%
ISE Sentiment 121.0 +23.47%
NYSE Arms 1.0 -43.82%
Volatility(VIX) 24.62 -9.85%
G7 Currency Volatility (VXY) 12.33 -.24%
Smart Money Flow Index 9,075.28 -2.71%
Money Mkt Mutual Fund Assets $3.218 Trillion -.70%
AAII % Bulls 35.0 -12.50%
AAII % Bears 36.67 +5.56%
Futures Spot Prices
CRB Index 265.59 -3.62%
Crude Oil 72.70 -1.90%
Reformulated Gasoline 191.36 -2.71%
Natural Gas 5.14 -10.42%
Heating Oil 191.14 -1.82%
Gold 1,081.70 -1.07%
Bloomberg Base Metals 196.58 -5.01%
Copper 304.60 -8.91%
US No. 1 Heavy Melt Scrap Steel 260.0 USD/Ton unch.
China Hot Rolled Domestic Steel Sheet 3,810 Yuan/Ton -.44%
S&P GSCI Agriculture 327.82 -2.14%
Economy
ECRI Weekly Leading Economic Index 131.40 -.61%
Citi US Economic Surprise Index +14.80 +840.0%
Fed Fund Futures imply 59.80% chance of no change, 40.20% chance of 25 basis point cut on 1/27
US Dollar Index 79.49 +1.53%
Yield Curve 277.0 -5 basis points
10-year US Treasury Yield 3.58% -3 basis points
Federal Reserve’s Balance Sheet $2.229 Trillion -.17%
U.S. Sovereign Debt Credit Default Swap 41.0 +7.89%
Western Europe Sovereign Credit Default Swap Index 88.37 +4.18%
10-year TIPS Spread 2.32% +3 basis points
TED Spread 18.0 -3.0 basis points
N. Amer. Investment Grade Credit Default Swap Index 94.78 +2.73%
Euro Financial Sector Credit Default Swap Index 81.55 +4.26%
Emerging Markets Credit Default Swap Index 272.57 +1.57%
CMBS Super Senior AAA 10-year Treasury Spread 412.0 +27.0 basis points
M1 Money Supply $1.665 Trillion +.68%
Business Loans 652.40 -1.0%
4-Wk MA of Jobless Claims 456,300 +2.1%
Continuing Claims Unemployment Rate 3.5% unch.
Average 30-year Mortgage Rate 4.98% -1 basis point
Weekly Mortgage Applications 513.0 -10.92%
ABC Consumer Confidence -48 +1 point
Weekly Retail Sales +1.10% unch.
Nationwide Gas $2.69/gallon -.04/gallon
US Heating Demand Next 7 Days 3.0% below normal
Baltic Dry Index 2,963 -6.53%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 70.0 -3.45%
Rail Freight Carloads 200,807 -.46%
Iraqi 2028 Govt Bonds 78.75 -1.41%
Best Performing Style
Large-Cap Value -1.53%
Worst Performing Style
Small-Cap Growth -2.74%
Leading Sectors
Oil Tankers +1.14%
Retail +.61%
Banks +.47%
Insurance +.17%
Biotech +.02%
Lagging Sectors
Coal -6.0%
Airlines -6.23%
Gaming -6.38%
Gold -6.94%
Disk Drives -9.48%
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