Both Bull/Bear surveys that we follow reversed last week - the Investors' Intelligence and AAII- to slightly in the Bears favor. Also, the S&P 500 Futures traders saw Large Traders long 15k; Small ones short 95k contracts - more than last week. Per Barron's, Short Interest on the NYSE jumped 5%, although the SPY ETF leapt 20% in its short interest.
Money continues to flow out of both MMFs and equity mutual funds. Here are the numbers:
| Date> | 9/11/2015 | 9/4/2015 | |
| Indices: | DJIA | 16433 | 16102 |
| NAZ | 4822 | 4683 | |
| SPX | 1961 | 1921 | |
| WklyVolume (Bshs). | naz/ny…. | 7.2/3.6 | 9.3/5.1 |
| Specul.Ratio hi=bullish | 2 | 1.82 | |
| Sentiment: | put/call-CBOE | 73 | 73 |
| VIX>50-alltmlow=8.8 | 23.2 | 27.8 | |
| Advance/Dec-NYSE.. | 1808/1409 | 857/2373 | |
| Weekly Net: | 399 | -1516 | |
| Cumulative: | 159084 | 158685 | |
| Weekly | NYSE hi/low… | 45/217 | 25/227 |
| New Hi's/Low's | Nasdaq h/l | 95/146 | 54/164 |
| McClellan | Oscillator | 15 | 0 |
| McClellanSum | .+750/-1000 | -522 | -583 |
| Newsletter | Inv.Intel -Bull | 25.7 | 27.8 |
| Surveys-Tues | Bear:-5yrs | 27.9 | 26.8 |
| Wed. | AAII -Bull | 34.7 | 32.4 |
| Bear | 35.0 | 31.7 | |
| COT:SPX w/w | large/small (net)k | 15k/(95k) | 10k/(75k) |
| COT:gold comm.hedg | long-short.000 | (56k) | (69k) |
| COT:OIL comm.hedg | long-short. | (227k) | (219k) |
| US$-WSJ | 88.3 | 89.0 | |
| CEOinsider | selling | .12:1 | .9:1 |
| off.&bd b/s.vs. | 10% holder b/s | discont. | |
| 3-box rev | Bullish%- | 36 | 38 |
| US equity -ICI | Fund Flows | week delay | 1.8B |
| MMF flows | Change in $B | (15.6B) | (16.1B) |
| MargDebt- top (300M) | monthly | 487B | |
| ETF:mthlyEqty/ | Int'l/Bond-$B | 1275/509/321 | |
| 2-yr Tsy Yield: Inflation | 0.71% | 0.71% | |
| TIP (ETF) | Inflation | 111.0 | 110.9 |
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