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
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