Indices
S&P 500 1,075.51 +.87%
DJIA 10,099.14 +.87%
NASDAQ 2,183.53 +1.98%
Russell 2000 610.72 +2.99%
Wilshire 5000 11,041.57 +1.30%
Russell 1000 Growth 482.77 +1.35%
Russell 1000 Value 548.31 +.86%
Morgan Stanley Consumer 655.06 +1.62%
Morgan Stanley Cyclical 795.05 +2.50%
Morgan Stanley Technology 549.41 +1.75%
Transports 3,917.56 +2.50%
Utilities 364.55 -1.33%
MSCI Emerging Markets 38.57 +2.98%
Lyxor L/S Equity Long Bias Index 964.93 -.50%
Lyxor L/S Equity Variable Bias Index 840.96 -1.64%
Lyxor L/S Equity Short Bias Index 971.37 +1.66%
Sentiment/Internals
NYSE Cumulative A/D Line +70,188 +6.09%
Bloomberg New Highs-Lows Index +29 +79
Bloomberg Crude Oil % Bulls 50.0 +51.52%
CFTC Oil Net Speculative Position +42,060 -51.11%
CFTC Oil Total Open Interest 1,307,602 -3.90%
Total Put/Call .92 -23.97%
OEX Put/Call 1.43 +32.41%
ISE Sentiment 91.0 +1.11%
NYSE Arms 1.36 +109.23%
Volatility(VIX) 22.73 -12.95%
G7 Currency Volatility (VXY) 12.40 -8.10%
Smart Money Flow Index 9,100.83 +1.59%
Money Mkt Mutual Fund Assets $3.198 Trillion -.20%
AAII % Bulls 36.75 +25.73%
AAII % Bears 41.88 -2.79%
Futures Spot Prices
CRB Index 267.92 +3.62%
Crude Oil 74.13 +3.11%
Reformulated Gasoline 192.95 +1.18%
Natural Gas 5.47 -1.01%
Heating Oil 191.89 +1.23%
Gold 1,090.0 +2.17%
Bloomberg Base Metals 193.54 +6.45%
Copper 310.20 +6.65%
US No. 1 Heavy Melt Scrap Steel 301.67 USD/Ton +16.03%
China Hot Rolled Domestic Steel Sheet 3,815 Yuan/Ton -.16%
S&P GSCI Agriculture 330.96 +4.66%
Economy
ECRI Weekly Leading Economic Index 130.0 -.69%
Citi US Economic Surprise Index +42.10 -7.06%
Fed Fund Futures imply 63.60% chance of no change, 36.4% chance of 25 basis point cut on 3/16
US Dollar Index 80.22 -.28%
Yield Curve 286.0 +6 basis points
10-year US Treasury Yield 3.69% +13 basis points
Federal Reserve’s Balance Sheet $2.239 Trillion +.35%
U.S. Sovereign Debt Credit Default Swap 50.0 -5.66%
Western Europe Sovereign Credit Default Swap Index 94.25 -11.21%
10-year TIPS Spread 2.25% -1 basis point
TED Spread 16.0 unch.
N. Amer. Investment Grade Credit Default Swap Index 100.26 -.50%
Euro Financial Sector Credit Default Swap Index 91.54 -.26%
Emerging Markets Credit Default Swap Index 282.89 -1.99%
CMBS Super Senior AAA 10-year Treasury Spread 401.0 -5.0 basis points
M1 Money Supply $1.692 Trillion +.89%
Business Loans 650.90 -.29%
4-Wk MA of Jobless Claims 468,500 -.20%
Continuing Claims Unemployment Rate 3.5% unch.
Average 30-year Mortgage Rate 4.97% -4 basis points
Weekly Mortgage Applications 613.10 -1.22%
ABC Consumer Confidence -48 +1 point
Weekly Retail Sales +2.0% +100 basis points
Nationwide Gas $2.63/gallon -.03/gallon
US Heating Demand Next 7 Days 12.0% above normal
Baltic Dry Index 2,571 -5.30%
Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 50.0 -9.09%
Rail Freight Carloads 201,188 -1.36%
Iraqi 2028 Govt Bonds 77.38 -1.89%
Best Performing Style
Small-Cap Growth +3.41%
Worst Performing Style
Large-Cap Value +.86%
Leading Sectors
Airlines +9.80%
Homebuilders +8.16%
Coal +7.20%
Steel +5.55%
Semis +4.60%
Lagging Sectors
Telecom unch.
Banks -.25%
REITs -.65%
HMOs -.89%
Utilities -1.33%
*5-Day Change
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