Friday, August 04, 2017

Weekly Scoreboard^

 The Weekly Wrap by Briefing.com.
 
Indices
  • S&P 500 2,474.98 +.16%
  • DJIA 22,071.30 +1.12%
  • NASDAQ 6,348.98 -.42%
  • Russell 2000 1,411.41 -1.19%
  • S&P 500 High Beta 37.99 -.13%
  • Goldman 50 Most Shorted 137.91 -.28%
  • Wilshire 5000 25,594.15 +.03%
  • Russell 1000 Growth 1,226.85 -.01%
  • Russell 1000 Value 1,152.97 +.26%
  • S&P 500 Consumer Staples 565.93 -.60%
  • Vanda Cyclicals-Defensives 1.3417 -.17%
  • Morgan Stanley Technology 1,525.56 +.03%
  • Transports 9,281.15 +.54%
  • Utilities 730.80 +.91%
  • Bloomberg European Bank/Financial Services 103.18 +1.16%
  • MSCI Emerging Markets 43.84 +.29%
  • HFRX Equity Hedge 1,208.80 -.12%
  • HFRX Equity Market Neutral 1,000.00 +.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line 298,487 -.02%
  • Bloomberg New Highs-Lows Index 249 -360
  • Bloomberg Crude Oil % Bulls 37.5 -35.9%
  • CFTC Oil Net Speculative Position 423,338 +6.78%
  • CFTC Oil Total Open Interest 2,149,971 +.46%
  • Total Put/Call .94 +10.98%
  • OEX Put/Call 2.87 +485.0%
  • ISE Sentiment n/a
  • NYSE Arms .78 -48.93%
  • Volatility(VIX) 9.99 -5.05%
  • S&P 500 Implied Correlation 29.98 +3.67%
  • G7 Currency Volatility (VXY) 8.12 +.37%
  • Emerging Markets Currency Volatility (EM-VXY) 7.48 -.27%
  • Smart Money Flow Index 19,836.94 +.64%
  • ICI Money Mkt Mutual Fund Assets $2.660 Trillion +.77%
  • ICI US Equity Weekly Net New Cash Flow -$3.124 Billion
  • AAII % Bulls 36.1 +4.8%
  • AAII % Bears 32.1 +32.0%
Futures Spot Prices
  • CRB Index 180.68 -.98%
  • Crude Oil 49.50 -1.04%
  • Reformulated Gasoline 164.56 -.80%
  • Natural Gas 2.78 -4.85%
  • Heating Oil 164.68 -.08%
  • Gold 1,261.10 -.65%
  • Bloomberg Base Metals Index 186.01 +.76%
  • Copper 288.50 +.17%
  • US No. 1 Heavy Melt Scrap Steel 265.67 USD/Ton unch.
  • China Iron Ore Spot 74.12 USD/Ton +7.84%
  • Lumber 373.80 -.95%
  • UBS-Bloomberg Agriculture 1,061.09 -2.71%
Economy
  • Atlanta Fed GDPNow Forecast +3.7 +90.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +2.8% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0505 -5.25% 
  • US Economic Policy Uncertainty Index 121.94 -6.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 139.33 +.27%
  • Citi US Economic Surprise Index -40.80 +3.7 points
  • Citi Eurozone Economic Surprise Index 18.3 +2.2 points
  • Citi Emerging Markets Economic Surprise Index 17.20 +1.5 points
  • Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 9/20
  • US Dollar Index 93.59 +.26%
  • MSCI Emerging Markets Currency Index 1,619.99 unch.
  • Euro/Yen Carry Return Index 135.86 +.17%
  • Yield Curve 91.0 -3.0 basis points
  • 10-Year US Treasury Yield 2.27% +1.0 basis point
  • Federal Reserve's Balance Sheet $4.427 Trillion +.02%
  • U.S. Sovereign Debt Credit Default Swap 24.87 +8.2%
  • Illinois Municipal Debt Credit Default Swap 358.0 -3.13%
  • Western Europe Sovereign Debt Credit Default Swap Index 5.50 +21.82%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 18.77 -5.96%
  • Emerging Markets Sovereign Debt CDS Index 41.78 -13.68%
  • Israel Sovereign Debt Credit Default Swap 65.01 -5.05%
  • South Korea Sovereign Debt Credit Default Swap 58.41 +1.81%
  • Russia Sovereign Debt Credit Default Swap 156.40 -4.51%
  • iBoxx Offshore RMB China Corporate High Yield Index 140.53 +.03%
  • 10-Year TIPS Spread 1.80% -2.0 basis points
  • TED Spread 24.0 +.5 basis point
  • 2-Year Swap Spread 25.0 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.25 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 57.16 -1,19%
  • America Energy Sector High-Yield Credit Default Swap Index 471.0 +8.76%
  • European Financial Sector Credit Default Swap Index 50.35 +.35%
  • Emerging Markets Credit Default Swap Index 186.55 -2.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.0 unch.
  • M1 Money Supply $3.544 Trillion +1.64%
  • Commercial Paper Outstanding 969.60 -.8%
  • 4-Week Moving Average of Jobless Claims 241,750 -2,250
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.93% +1.0 basis point
  • Weekly Mortgage Applications 406.60 -2.84%
  • Bloomberg Consumer Comfort 49.60 +1.0 point
  • Weekly Retail Sales +2.3% +10 basis points
  • Nationwide Gas $2.34/gallon +.04/gallon
  • Baltic Dry Index 1,023.0 +9.65%
  • China (Export) Containerized Freight Index 865.50 -1.02%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 280,350 +1.10%
Best Performing Style
  •  Large-Cap Value +.3%
Worst Performing Style
  •  Small-Cap Growth -1.6%
Leading Sectors
  • Banks +2.5%
  • Homebuilders +2.3%
  • Steel +1.8%
  • HMOs +1.0%
  • Utilities +.9%
Lagging Sectors
  • Tobacco -3.1% 
  • Hospitals -3.9%
  • Gold & Silver -3.9%
  • Computer Hardware -4.4%
  • Coal -4.5%
Weekly High-Volume Stock Gainers (24)
  • DVAX, LL, SYX, STMP, HZN, SPR, UBNT, TNET, OMCL, PMC, AAN, LOPE, AGIO, SAM, CACC, FMC, COL, SERV, GNBC, DATA, IRTC, CGNX, NVTA and HYH
Weekly High-Volume Stock Losers (70)
  • SKT, INVA, UAA, DISCK, ETN, SBUX, FEYE, WMS, MLM, IDTI, SABR, RGR, VGR, EHTH, LTRPA, BECN, ENR, AXTA, OZRK, EGHT, MOH, GGP, HOLX, WAGE, TCO, GKOS, ICHR, MAT, NLS, ULTI, FLS, FARO, MO, TNC, ABC, AXL, GNMK, SBGI, TCAP, GT, THS, PE, ATRO, BOJA, INT, GLT, TBI, ICPT, PDFS, ECHO, NUVA, PXD, NCI, HURN, ELLI, PBI, QUAD, CASH, COHR, MULE, SSTK, HABT, MD, VRTV, TTMI, AMC, MTSI and MSTR
Weekly Charts
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