Friday, April 07, 2017

Weekly Scoreboard*

The Weekly Wrap by Briefing.com. 

Indices
  • S&P 500 2,355.54 -.30%
  • DJIA 20,656.10 -.03%
  • NASDAQ 5,877.81 -.57%
  • Russell 2000 1,364.56 -1.54%
  • S&P 500 High Beta 37.44 -.4%
  • Goldman 50 Most Shorted 120.13 -1.02%
  • Wilshire 5000 24,403.32 -.43%
  • Russell 1000 Growth 1,139.35 -.34%
  • Russell 1000 Value 1,128.05 -.32%
  • S&P 500 Consumer Staples 562.47 +.12%
  • Vanda Cyclicals-Defensives 1.3022 -.05%
  • Morgan Stanley Technology 1,379.0 -.17%
  • Transports 9,104.81 -.13%
  • Utilities 699.22 +.27%
  • Bloomberg European Bank/Financial Services 95.54 -1.41%
  • MSCI Emerging Markets 39.31 -.22%
  • HFRX Equity Hedge 1,184.38 -.19%
  • HFRX Equity Market Neutral 1,000.42 -.18%
Sentiment/Internals
  • NYSE Cumulative A/D Line 284,362 +.03%
  • Bloomberg New Highs-Lows Index 78 -188
  • Bloomberg Crude Oil % Bulls 34.09 -28.23%
  • CFTC Oil Net Speculative Position 398,080 -4.88%
  • CFTC Oil Total Open Interest 2,222,462 +1.29%
  • Total Put/Call .95 -19.49%
  • OEX Put/Call .92 -85.37%
  • ISE Sentiment 66.0 -50.38%
  • NYSE Arms 1.51 -1.30%
  • Volatility(VIX) 12.87 +4.04%
  • S&P 500 Implied Correlation 45.09 +1.60%
  • G7 Currency Volatility (VXY) 9.20 +3.84%
  • Emerging Markets Currency Volatility (EM-VXY) 9.43 +3.97%
  • Smart Money Flow Index 19,344.25 -.95%
  • ICI Money Mkt Mutual Fund Assets $2.648 Trillion -.23%
  • ICI US Equity Weekly Net New Cash Flow -$4.760 Billion
  • AAII % Bulls 28.3 -6.4%
  • AAII % Bears 39.6 +6.0%
Futures Spot Prices
  • CRB Index 187.10 +.66%
  • Crude Oil 52.24 +2.73%
  • Reformulated Gasoline 174.62 +2.47%
  • Natural Gas 3.26 +2.16%
  • Heating Oil 162.84 +3.42%
  • Gold 1,257.30 +.79%
  • Bloomberg Base Metals Index 177.31 -1.36%
  • Copper 264.70 -.32%
  • US No. 1 Heavy Melt Scrap Steel 286.67 USD/Ton -.35%
  • China Iron Ore Spot 75.45 USD/Ton -6.15%
  • Lumber 399.60 +5.63%
  • UBS-Bloomberg Agriculture 1,090.18 -.76%
Economy
  • Atlanta Fed GDPNow Forecast +.6% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +7.5% -40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1255 +14.68% 
  • US Economic Policy Uncertainty Index 63.29 -64.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 134.06 +.22%
  • Citi US Economic Surprise Index 38.80 -9.2 points
  • Citi Eurozone Economic Surprise Index 41.10 -13.0 points
  • Citi Emerging Markets Economic Surprise Index 29.20 -5.2 points
  • Fed Fund Futures imply 86.7% chance of no change 13.3% chance of 25 basis point hike on 5/3
  • US Dollar Index 101.18 +.62%
  • MSCI Emerging Markets Currency Index 1,573.35 -.32%
  • Euro/Yen Carry Return Index 122.84 -.85%
  • Yield Curve 110.0 -5.0 basis points
  • 10-Year US Treasury Yield 2.38% -2.0 basis points
  • Federal Reserve's Balance Sheet $4.436 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 23.28 -8.69%
  • Illinois Municipal Debt Credit Default Swap 394.0 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 12.13 -2.65%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 21.17 -.05%
  • Emerging Markets Sovereign Debt CDS Index 52.24 -.43%
  • Israel Sovereign Debt Credit Default Swap 69.99 -.14%
  • Iraq Sovereign Debt Credit Default Swap 520.32 unch.
  • Russia Sovereign Debt Credit Default Swap 170.82 +2.26%
  • iBoxx Offshore RMB China Corporate High Yield Index 136.66 +.14%
  • 10-Year TIPS Spread 1.95% -2.0 basis points
  • TED Spread 34.25 -4.75 basis points
  • 2-Year Swap Spread 33.50 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 65.28 -1.27%
  • America Energy Sector High-Yield Credit Default Swap Index 350.0 -4.23%
  • European Financial Sector Credit Default Swap Index 88.99 +.47%
  • Emerging Markets Credit Default Swap Index 210.35 -1.52%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 144.0 +.5 basis point
  • M1 Money Supply $3.422 Trillion -.60%
  • Commercial Paper Outstanding 992.70 +.90%
  • 4-Week Moving Average of Jobless Claims 250,000 -4,250
  • Continuing Claims Unemployment Rate 1.5% unch.
  • Average 30-Year Mortgage Rate 4.10% -4.0 basis points
  • Weekly Mortgage Applications 397.10 -1.61%
  • Bloomberg Consumer Comfort 50.2 +.5 point
  • Weekly Retail Sales +1.10% +10.0 basis points
  • Nationwide Gas $2.38/gallon +.07/gallon
  • Baltic Dry Index 1,223.0 -5.71%
  • China (Export) Containerized Freight Index 799.43 +1.23%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +20.0%
  • Rail Freight Carloads 267,945 +.89%
Best Performing Style
  •  Mid-Cap Value -.2%
Worst Performing Style
  •  Small-Cap Growth -1.7%
Leading Sectors
  • Coal +3.6%
  • Gold & Silver +2.8%
  • HMOs +1.5%
  • Road & Rail +1.2%
  • REITs +.9%
Lagging Sectors
  • Retail -1.7% 
  • Computer Hardware -1.9%
  • 3D Printing -2.1%
  • Hospitals -2.3%
  • I-Banks -2.4%
Weekly High-Volume Stock Gainers (16)
  • GNCMA, TRR, CONN, FC, HOFT, PNRA, PRTK, FMC, LL, DXPE, GBX, LNDC, MTSI, NEWR, KWR and TWOU
Weekly High-Volume Stock Losers (7)
  • PKE, AXL, CAFD, AYI, RECN, NLNK and ACOR
Weekly Charts
ETFs
Stocks
*5-Day Change

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