The Weekly Wrap by Briefing.com.
Indices
- S&P 500 2,445.92 -1.26%
- DJIA 21,887.14 -.94%
- NASDAQ 6,264.18 -1.39%
- Russell 2000 1,3712.73 -2.74%
- S&P 500 High Beta 36.80 -3.16%
- Goldman 50 Most Shorted 131.20 -2.49%
- Wilshire 5000 25,225.0 -1.54%
- Russell 1000 Growth 1,215.12 -.99%
- Russell 1000 Value 1,134.02 -1.70%
- S&P 500 Consumer Staples 567.90 +.30%
- Vanda Cyclicals-Defensives 1.3413 -.03%
- Morgan Stanley Technology 1,500.79 -1.59%
- Transports 9,236.71 -.51%
- Utilities 728.65 -.34%
- Bloomberg European Bank/Financial Services 99.02 -4.03%
- MSCI Emerging Markets 42.95 -2.03%
- HFRX Equity Hedge 1,205.30 -.21%
- HFRX Equity Market Neutral 1,002.13 +.12%
Sentiment/Internals
- NYSE Cumulative A/D Line 294,600 -1.30%
- Bloomberg New Highs-Lows Index 168 -417
- Bloomberg Crude Oil % Bulls 50.0 +33.3%
- CFTC Oil Net Speculative Position 486,765 +15.0%
- CFTC Oil Total Open Interest 2,219,691 +3.24%
- Total Put/Call .94 -11.88%
- OEX Put/Call .78 -86.09%
- ISE Sentiment n/a
- NYSE Arms 1.21 +71.05%
- Volatility(VIX) 14.55 +46.36%
- S&P 500 Implied Correlation 39.39 +30.07%
- G7 Currency Volatility (VXY) 8.50 +4.68%
- Emerging Markets Currency Volatility (EM-VXY) 8.04 +7.6%
- Smart Money Flow Index 19,775.87 -.31%
- ICI Money Mkt Mutual Fund Assets $2.693 Trillion +1.24%
- ICI US Equity Weekly Net New Cash Flow -$6.401 Billion
- AAII % Bulls 33.7 -6.8%
- AAII % Bears 32.3 +.7%
Futures Spot Prices
- CRB Index 179.55 -.78%
- Crude Oil 48.67 -2.08%
- Reformulated Gasoline 161.47 -1.82%
- Natural Gas 2.99 +7.64%
- Heating Oil 163.76 -.80%
- Gold 1,289.70 +2.29%
- Bloomberg Base Metals Index 190.43 +2.38%
- Copper 291.15 +.87%
- US No. 1 Heavy Melt Scrap Steel 265.67 USD/Ton unch.
- China Iron Ore Spot 75.19 USD/Ton +1.44%
- Lumber 364.60 -2.46%
- UBS-Bloomberg Agriculture 1,061.09 -2.71%
Economy
- Atlanta Fed GDPNow Forecast +3.6 -10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +2.7% -10.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0487 -4.88%
- US Economic Policy Uncertainty Index 38.38 -60.5%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 139.49 +.11%
- Citi US Economic Surprise Index -36.60 +4.2 points
- Citi Eurozone Economic Surprise Index 12.6 -5.7 points
- Citi Emerging Markets Economic Surprise Index 19.30 +2.1 points
- Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 9/20
- US Dollar Index 93.08 -.45%
- MSCI Emerging Markets Currency Index 1,619.43 -.07%
- Euro/Yen Carry Return Index 134.55 -1.12%
- Yield Curve 89.0 -2.0 basis points
- 10-Year US Treasury Yield 2.19% -8.0 basis points
- Federal Reserve's Balance Sheet $4.429 Trillion +.06%
- U.S. Sovereign Debt Credit Default Swap 25.95 +4.3%
- Illinois Municipal Debt Credit Default Swap 358.0 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 5.61 +2.0%
- Asia Pacific Sovereign Debt Credit Default Swap Index 21.77 +15.96%
- Emerging Markets Sovereign Debt CDS Index 49.53 +18.53%
- Israel Sovereign Debt Credit Default Swap 64.88 -.20%
- South Korea Sovereign Debt Credit Default Swap 68.86 +17.75%
- Russia Sovereign Debt Credit Default Swap 155.63 -.17%
- iBoxx Offshore RMB China Corporate High Yield Index 140.87 +.24%
- 10-Year TIPS Spread 1.80% unch.
- TED Spread 28.0 +4.0 basis points
- 2-Year Swap Spread 26.0 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -2.5 basis points
- N. America Investment Grade Credit Default Swap Index 61.13 +6.95%
- America Energy Sector High-Yield Credit Default Swap Index 449.0 -4.42%
- European Financial Sector Credit Default Swap Index 54.99 +9.0%
- Emerging Markets Credit Default Swap Index 191.47 +2.67%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 148.0 +1.0 basis point
- M1 Money Supply $3.544 Trillion +1.64%
- Commercial Paper Outstanding 969.60 -.8%
- 4-Week Moving Average of Jobless Claims 241,000 -750
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.90% -3.0 basis points
- Weekly Mortgage Applications 418.70 +2.98%
- Bloomberg Consumer Comfort 51.40 +1.8 points
- Weekly Retail Sales +2.7% +40 basis points
- Nationwide Gas $2.36/gallon +.02/gallon
- Baltic Dry Index 1,092.0 +5.8%
- China (Export) Containerized Freight Index 856.50 -1.04%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 23.0 -8.0%
- Rail Freight Carloads 280,350 +.45%
Best Performing Style
- Large-Cap Growth -1.1%
Worst Performing Style
- Small-Cap Value -3.6%
Leading Sectors
- Road and Rail +2.2%
- Gold & Silver +2.1%
- Hospitals +1.1%
- Defense +.7%
- Foods +.2%
Lagging Sectors
- Alt Energy -3.2%
- Biotech -3.4%
- Banks -3.5%
- Retail -4.0%
- Oil Service -7.6%
Weekly High-Volume Stock Gainers (30)
- MYOK, WTW, STS, CUTR, YELP, NXTM, WIFI, FGEN, OSTK, ETSY, SSNI, TPIC, ANET, SNHY, JOUT, AJRD, ENV, RL, SEM, HVT, VNTV, OFIX, TCMD, PLNT, ESPR, COL, LYV, RRGB, WHF and TRIP
Weekly High-Volume Stock Losers (62)
- VIA, KSS, HZNP, ALB, HSIC, LOB, MYL, PDCE, EVBG, HRTG, VSAT, ABCO, NSTG, SPXC, IT, PCLN, IESC, JELD, CUB, ZEN, BBSI, AAXN, MTZ, TCAP, UNIT, VRX, ADMS, W, Z, BIO, FLR, ZG, ESL, CCC, PRAA, PEGA, SRCL, NGHC, CBM, RILY, JCOM, CARB, DERM, TRUE, AFI, BNFT, PAGP, BL, SYNA, AXDX, THC, BRG, SYKE, DF, DOOR, CORE, FTD, EVH, VECO, PI, EFII and SGRY
Weekly Charts
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*5-Day Change
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