Friday, July 14, 2017

Weekly Scoreboard*

The Weekly Wrap by Briefing.com.
 
Indices
  • S&P 500 2,459.53 +1.39%
  • DJIA 21,648.22 +1.05%
  • NASDAQ 6,316.28 +2.61%
  • Russell 2000 1,430.95 +1.05%
  • S&P 500 High Beta 37.23 +.70%
  • Goldman 50 Most Shorted 136.10 +3.04%
  • Wilshire 5000 25,505.1 +1.42%
  • Russell 1000 Growth 1,219.33 +2.04%
  • Russell 1000 Value 1,146.75 +.77%
  • S&P 500 Consumer Staples 562.19 +.34%
  • Vanda Cyclicals-Defensives 1.3568 +2.08%
  • Morgan Stanley Technology 1,515.79 +3.35%
  • Transports 9,744.85 +.54%
  • Utilities 707.85 +.84%
  • Bloomberg European Bank/Financial Services 102.66 +.8%
  • MSCI Emerging Markets 43.07 +4.57%
  • HFRX Equity Hedge 1,206.27 +.48%
  • HFRX Equity Market Neutral 999.03 +.29%
Sentiment/Internals
  • NYSE Cumulative A/D Line 295,717 +1.03%
  • Bloomberg New Highs-Lows Index 356 +311
  • Bloomberg Crude Oil % Bulls 44.19 -11.62%
  • CFTC Oil Net Speculative Position 341,047 +4.24%
  • CFTC Oil Total Open Interest 2,172,632 +1.38%
  • Total Put/Call .81 -16.13%
  • OEX Put/Call .61 -39.60%
  • ISE Sentiment 89.0 +33.3%
  • NYSE Arms 1.15 -20.95%
  • Volatility(VIX) 9.66 -12.78%
  • S&P 500 Implied Correlation 31.0 -15.92%
  • G7 Currency Volatility (VXY) 7.42 -3.13%
  • Emerging Markets Currency Volatility (EM-VXY) 7.59 -4.05%
  • Smart Money Flow Index 19,565.25 +.15%
  • ICI Money Mkt Mutual Fund Assets $2.627 Trillion -.01%
  • ICI US Equity Weekly Net New Cash Flow -$8.321 Billion
  • AAII % Bulls 28.2 -4.5%
  • AAII % Bears 29.6 -.8%
Futures Spot Prices
  • CRB Index 176.18 +2.0%
  • Crude Oil 46.37 +4.72%
  • Reformulated Gasoline 155.80 +3.55%
  • Natural Gas 2.98 +4.62%
  • Heating Oil 151.36 +4.09%
  • Gold 1,227.90 +1.30%
  • Bloomberg Base Metals Index 177.94 +.36%
  • Copper 269.10 +1.57%
  • US No. 1 Heavy Melt Scrap Steel 261.67 USD/Ton unch.
  • China Iron Ore Spot 65.74 USD/Ton +4.68%
  • Lumber 377.40 +7.34%
  • UBS-Bloomberg Agriculture 1,087.95  -1.37%
Economy
  • Atlanta Fed GDPNow Forecast +2.6 -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +2.4% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1279 -3.18% 
  • US Economic Policy Uncertainty Index 145.12 +24.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 138.70 +.04%
  • Citi US Economic Surprise Index -68.10 -9.6 points
  • Citi Eurozone Economic Surprise Index 36.3 -3.8 points
  • Citi Emerging Markets Economic Surprise Index 11.40 -6.9 points
  • Fed Fund Futures imply 88.0% chance of no change, 12.0% chance of 25 basis point hike on 7/26
  • US Dollar Index 95.17 -.87%
  • MSCI Emerging Markets Currency Index 1,603.47 +.95%
  • Euro/Yen Carry Return Index 134.60 -.64%
  • Yield Curve 97.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.32% -7.0 basis points
  • Federal Reserve's Balance Sheet $4.427 Trillion -.01%
  • U.S. Sovereign Debt Credit Default Swap 21.73 -.73%
  • Illinois Municipal Debt Credit Default Swap 370.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 6.24 +3.57%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 21.78 -5.08%
  • Emerging Markets Sovereign Debt CDS Index 55.38 -7.95%
  • Israel Sovereign Debt Credit Default Swap 65.72 -2.72%
  • South Korea Sovereign Debt Credit Default Swap 58.08 -6.47%
  • Russia Sovereign Debt Credit Default Swap 164.81 -7.1%
  • iBoxx Offshore RMB China Corporate High Yield Index 140.13 +.17%
  • 10-Year TIPS Spread 1.77% +1.0 basis point
  • TED Spread 27.25 -.75 basis point
  • 2-Year Swap Spread 24.0 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.75 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 58.83 -6.11%
  • America Energy Sector High-Yield Credit Default Swap Index 458.0 -1.8%
  • European Financial Sector Credit Default Swap Index 51.75 -5.53%
  • Emerging Markets Credit Default Swap Index 196.63 -3.98%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 146.50 unch.
  • M1 Money Supply $3.560 Trillion +1.25%
  • Commercial Paper Outstanding 960.60 +1.5%
  • 4-Week Moving Average of Jobless Claims 245,750 +2,750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.03% +7.0 basis points
  • Weekly Mortgage Applications 391.90 -7.42%
  • Bloomberg Consumer Comfort 48.50 -1.5 points
  • Weekly Retail Sales +2.4% -10.0 basis points
  • Nationwide Gas $2.26/gallon unch.
  • Baltic Dry Index 888.0 +8.03%
  • China (Export) Containerized Freight Index 859.88 +.97%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 223,579 -19.0%
Best Performing Style
  •  Large-Cap Growth +1.7%
Worst Performing Style
  •  Small-Cap Value +.4%
Leading Sectors
  • Coal +7.5%
  • Social Media +5.7%
  • Computer Hardware +5.0%
  • Steel +4.8%
  • Oil Service +4.8%
Lagging Sectors
  • Gaming +.1% 
  • Insurance -.3%
  • Restaurants -.4%
  • Education -1.0%
  • Banks -1.2%
Weekly High-Volume Stock Gainers (11)
  • ARNA, NRG, MYCC, CTRL, FOLD, HCOM, RCII, HCSG, RMBS, HRTX and AIR
Weekly High-Volume Stock Losers (6)
  • WBMD, GTY, MLP, CBB, DMRC and MSM
Weekly Charts
ETFs
Stocks
*5-Day Change

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