The Weekly Wrap by Briefing.com.
Indices
- S&P 500 2,472.54 +.54%
- DJIA 21,580.07 -.27%
- NASDAQ 6,387.75 +1.19%
- Russell 2000 1,435.84 +.49%
- S&P 500 High Beta 38.22 +.05%
- Goldman 50 Most Shorted 137.36 +1.09%
- Wilshire 5000 25,615.65 +.54%
- Russell 1000 Growth 1,230.56 +.91%
- Russell 1000 Value 1,148.75 +.20%
- S&P 500 Consumer Staples 567.44 +.58%
- Vanda Cyclicals-Defensives 1.3551 -.21%
- Morgan Stanley Technology 1,538.90 +1.44%
- Transports 9,471.27 -2.74%
- Utilities 725.48 +2.56%
- Bloomberg European Bank/Financial Services 102.66 +.8%
- MSCI Emerging Markets 43.54 +.85%
- HFRX Equity Hedge 1,213.28 +.32%
- HFRX Equity Market Neutral 1,000.38 +.41%
Sentiment/Internals
- NYSE Cumulative A/D Line 298,532 +.51%
- Bloomberg New Highs-Lows Index 785 +429
- 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 .74 -10.84%
- OEX Put/Call .48 -55.56%
- ISE Sentiment 60.0 -38.14%
- NYSE Arms 1.43 +41.58%
- Volatility(VIX) 9.36 -1.57%
- S&P 500 Implied Correlation 27.70 -1.11%
- G7 Currency Volatility (VXY) 7.83 +5.53%
- Emerging Markets Currency Volatility (EM-VXY) 7.51 -.53%
- Smart Money Flow Index 19,664.01 +.5%
- 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 176.66 +.21%
- Crude Oil 45.77 -1.95%
- Reformulated Gasoline 156.33 +.15%
- Natural Gas 2.97 -.24%
- Heating Oil 151.52 -.32%
- Gold 1,254.90 +2.19%
- Bloomberg Base Metals Index 179.33 +.78%
- Copper 272.25 +1.02%
- US No. 1 Heavy Melt Scrap Steel 261.67 USD/Ton unch.
- China Iron Ore Spot 65.74 USD/Ton +4.68%
- Lumber 386.70 +2.46%
- UBS-Bloomberg Agriculture 1,099.83 +.94%
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 93.86 -1.32%
- MSCI Emerging Markets Currency Index 1,618.23 +.63%
- Euro/Yen Carry Return Index 135.26 +.44%
- Yield Curve 90.0 -7.0 basis points
- 10-Year US Treasury Yield 2.24% -8.0 basis points
- Federal Reserve's Balance Sheet $4.427 Trillion -.01%
- U.S. Sovereign Debt Credit Default Swap 20.31 -6.56%
- Illinois Municipal Debt Credit Default Swap 370.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 3.83 -38.66%
- Asia Pacific Sovereign Debt Credit Default Swap Index 20.87 -3.89%
- Emerging Markets Sovereign Debt CDS Index 53.46 -3.47%
- Israel Sovereign Debt Credit Default Swap 66.44 +1.1%
- South Korea Sovereign Debt Credit Default Swap 56.97 -1.85%
- Russia Sovereign Debt Credit Default Swap 161.38 -2.08%
- iBoxx Offshore RMB China Corporate High Yield Index 140.13 +.17%
- 10-Year TIPS Spread 1.76% -1.0 basis point
- TED Spread 15.5 -12.75 basis points
- 2-Year Swap Spread 25.0 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.0 -.25 basis point
- N. America Investment Grade Credit Default Swap Index 57.02 -3.08%
- America Energy Sector High-Yield Credit Default Swap Index 439.0.0 -4.0%
- European Financial Sector Credit Default Swap Index 49.39 -4.44%
- Emerging Markets Credit Default Swap Index 192.88 -2.06%
- 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 +.9%
Worst Performing Style
- Large-Cap Value +.2%
Leading Sectors
- Gaming +3.7%
- Gold & Silver +3.5%
- Alt Energy +3.3%
- Networking +2.8%
- Utilities +2.6%
Lagging Sectors
- Oil Tankers -1.2%
- Banks -1.6%
- Computer Services -1.8%
- Airlines -2.7%
- Road & Rail -4.1%
Weekly High-Volume Stock Gainers (17)
- QDEL, VRTX, AVA, WTTR, SRPT, NFLX, SNI, SYNT, PCYG, EXPO, BGC, AYR, MSG, RLJ, TRK, SRG and AMPY
Weekly High-Volume Stock Losers (11)
- FND, LE, CHRW, HDP, HOG, POOL, PRTK, AVHI, CMG, HZO and TTS
Weekly Charts
ETFs
Stocks
*5-Day Change
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