Weekly Scoreboard*

Indices

• S&P 500 2,012.37 -3.79%

• DJIA 17,265.21 -3.26%

• NASDAQ 4,933.46 -4.06%

• Russell 2000 1,123.61 -5.05%

• S&P 500 High Beta 28.96 -6.57%

• Goldman 50 Most Shorted 100.88 -5.49% 

• Wilshire 5000 20,783.50 -3.92%

• Russell 1000 Growth 987.33 -3.61%

• Russell 1000 Value 947.36 -4.1%

• S&P 500 Consumer Staples 505.11 -1.98%

• Solactive US Cyclical 122.79 -4.75%

• Morgan Stanley Technology 1,076.23 -4.13%

• Transports 7,524.64 -5.41%

• Utilities 551.13 -1.79%

• Bloomberg European Bank/Financial Services 95.62 -6.04%

• MSCI Emerging Markets 32.02 -4.17%

• HFRX Equity Hedge 1,153.19 -.79%

• HFRX Equity Market Neutral 1,039.68 -.22%

Sentiment/Internals

• NYSE Cumulative A/D Line 229,335 -1.17%

• Bloomberg New Highs-Lows Index -604 -215

• Bloomberg Crude Oil % Bulls 26.5 unch.

• CFTC Oil Net Speculative Position 197,874 -5.09%

• CFTC Oil Total Open Interest 1,713,573 +3.15%

• Total Put/Call 1.07 +20.2%

• OEX Put/Call 1.81 +30.2%

• ISE Sentiment 50.0 -51.92%

• NYSE Arms 1.52 +61.70%

• Volatility(VIX) 24.39 +64.68%

• S&P 500 Implied Correlation 61.08 +9.60%

• G7 Currency Volatility (VXY) 9.38 +4.2%

• Emerging Markets Currency Volatility (EM-VXY) 11.59 +9.5%

• Smart Money Flow Index 17,830.16 +.70%

• ICI Money Mkt Mutual Fund Assets $2.754 Trillion +.46%

• ICI US Equity Weekly Net New Cash Flow -$7.976 Billion

• AAII % Bulls 28.5 -3.3%

• AAII % Bears 29.9 +41.0%

Futures Spot Prices

• CRB Index 174.86 -4.58%

• Crude Oil 35.22 -11.93%

• Reformulated Gasoline 127.38 -.81%

• Natural Gas 1.99 -9.47%

• Heating Oil 113.86 -15.26%

• Gold 1,074.70 -1.04%

• Bloomberg Base Metals Index 136.09 +.1%

• Copper 210.95 +1.42%

• US No. 1 Heavy Melt Scrap Steel 139.83 USD/Ton +.60%

• China Iron Ore Spot 38.30 USD/Ton -4.32%

• Lumber 260.80 +3.49%

• UBS-Bloomberg Agriculture 1,047.72 -2.88%

Economy

• ECRI Weekly Leading Economic Index Growth Rate -.8% +40.0 basis points

• Philly Fed ADS Real-Time Business Conditions Index -.0408 n/a

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.02 +.06%

• Citi US Economic Surprise Index -22.30 +3.5 points

• Citi Eurozone Economic Surprise Index 17.30 -1.8 points

• Citi Emerging Markets Economic Surprise Index 15.60 +3.5 points

• Fed Fund Futures imply 28.0% chance of no change, 72.0% chance of 25 basis point hike on 12/16
• # of Months to 1st Fed Rate Hike(Morgan Stanley) .88 -46.34%

• US Dollar Index 97.56 -.68%
• MSCI Emerging Markets Currency Index 1,462.92 -1.15%

• Euro/Yen Carry Return Index 138.83 -.79%

• Yield Curve 126.0 -7.0 basis points

• 10-Year US Treasury Yield 2.13% -14.0 basis points

• Federal Reserve's Balance Sheet $4.442 Trillion +.04%

• U.S. Sovereign Debt Credit Default Swap 19.50 -4.88%

• Illinois Municipal Debt Credit Default Swap 285.0 +2.1%

• Western Europe Sovereign Debt Credit Default Swap Index 16.96 -4.34%

• Asia Pacific Sovereign Debt Credit Default Swap Index 78.57 +14.79%
  

• Emerging Markets Sovereign Debt CDS Index 183.30 +10.65%
  

• Israel Sovereign Debt Credit Default Swap 79.39 +.98%

• Iraq Sovereign Debt Credit Default Swap 851.57 +2.04%

• Russia Sovereign Debt Credit Default Swap 306.92 +9.39%

• iBoxx Offshore RMB China Corporates High Yield Index 123.44 -.35%

• 10-Year TIPS Spread 1.48% -15.0 basis points

• TED Spread 24.75 +1.0 basis point

• 2-Year Swap Spread 10.50 +.5 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -36.75 -1.5 basis points

• N. America Investment Grade Credit Default Swap Index 91.13 +10.4%

• America Energy Sector High-Yield Credit Default Swap Index 1,585.0 +17.42%

• European Financial Sector Credit Default Swap Index 76.55 +7.93%
  

• Emerging Markets Credit Default Swap Index 372.08 +10.68%
  

• CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.

• M1 Money Supply $3.101 Trillion -.42%

• Commercial Paper Outstanding 1,036.0 -.60%

• 4-Week Moving Average of Jobless Claims 270,750 +1,500

• Continuing Claims Unemployment Rate 1.7% +10.0 basis points

• Average 30-Year Mortgage Rate 3.95% +2.0 basis points

• Weekly Mortgage Applications 424.10 +1.24%

• Bloomberg Consumer Comfort 40.1 +.5 point

• Weekly Retail Sales +1.90% unch.

• Nationwide Gas $2.01/gallon -.04

• Baltic Dry Index 534.0 -5.15%

• China (Export) Containerized Freight Index 712.58 -.83%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 52.50 +5.0%

• Rail Freight Carloads 270,276 +23.15%

Best Performing Style

• Mid-Cap Growth -3.6%

Worst Performing Style

• Small-Cap Value -5.2%

Leading Sectors

• HMOs -.4%

• Restaurants -1.6%

• Utilities -1.8%

• Foods -2.0%

• Medical Equipment -2.1%

Lagging Sectors

• Banks -6.2% 

• Construction -6.3%

• Energy -7.2%

• I-Banks -7.5%

• Oil Tankers -12.2%

Weekly High-Volume Stock Gainers (15)

• GMCR, VRA, XBIT, RLYP, SWHC, AVAV, AXDX, RGR, CARA, LC, HPY, NWL, PLAY, CENT and DOW

Weekly High-Volume Stock Losers (23)

• COO, UNFI, LNDC, UMBF, TOL, FTI, IDT, MIC, ALNY, LOB, HRB, TRGP, LTXB, KMI, MEI, FOR, GWR, DYN, CIEN, BLUE, MW, OUTR and GBT

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change