Friday, August 25, 2017

Weekly Scoreboard*

 The Weekly Wrap by Briefing.com.
 
Indices
  • S&P 500 2,448.37 +.94%
  • DJIA 21,854.0 +.84%
  • NASDAQ 6,278.30 +.98%
  • Russell 2000 1,379.40 +1.56%
  • S&P 500 High Beta 36.72 +1.15%
  • Goldman 50 Most Shorted 131.71 +2.37%
  • Wilshire 5000 25,302.80 +1.04%
  • Russell 1000 Growth 1,221.30 +.94%
  • Russell 1000 Value 1,719.62 +1.91%
  • S&P 500 Consumer Staples 562.32 -.75%
  • Vanda Cyclicals-Defensives 1.3068 -1.45%
  • Morgan Stanley Technology 1,531.41 +1.50%
  • Transports 9,152.70 +.67%
  • Utilities 747.79 +1.31%
  • Bloomberg European Bank/Financial Services 98.73 -.68%
  • MSCI Emerging Markets 44.73 +2.38%
  • HFRX Equity Hedge 1,204.51 +.50%
  • HFRX Equity Market Neutral 1,005.17 unch.
Sentiment/Internals
  • NYSE Cumulative A/D Line 295,888 +.56%
  • Bloomberg New Highs-Lows Index 177 +300
  • Bloomberg Crude Oil % Bulls 34.21 -29.14%
  • CFTC Oil Net Speculative Position 463,473 -3.57%
  • CFTC Oil Total Open Interest 2,311,603 +4.34%
  • Total Put/Call .93 -15.45%
  • OEX Put/Call 1.53 -27.18%
  • ISE Sentiment 105.0 +43.84%
  • NYSE Arms 1.04 -16.0%
  • Volatility(VIX) 11.31 -20.83%
  • S&P 500 Implied Correlation 35.46 -16.87%
  • G7 Currency Volatility (VXY) 7.90 -5.16%
  • Emerging Markets Currency Volatility (EM-VXY) 7.09 -3.54%
  • Smart Money Flow Index 19,634.31 +.62%
  • ICI Money Mkt Mutual Fund Assets $2.736 Trillion +1.1%
  • ICI US Equity Weekly Net New Cash Flow -$9.890 Billion
  • AAII % Bulls 28.1 -17.8%
  • AAII % Bears 38.3 +16.7%
Futures Spot Prices
  • CRB Index 177.69 +.43%
  • Crude Oil 47.66 -2.24%
  • Reformulated Gasoline 164.25 +3.73%
  • Natural Gas 2.90 +.31%
  • Heating Oil 161.98 -.31%
  • Gold 1,293.40 +.59%
  • Bloomberg Base Metals Index 199.59 +2.05%
  • Copper 303.55 +3.17%
  • US No. 1 Heavy Melt Scrap Steel 281.67 USD/Ton +.67%
  • China Iron Ore Spot 78.38 USD/Ton +.56%
  • Lumber 370.80 +3.38%
  • UBS-Bloomberg Agriculture 1,023.35 +.87%
Economy
  • Atlanta Fed GDPNow Forecast +3.4 -40.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +2.3% -20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0926 +4.63% 
  • US Economic Policy Uncertainty Index 144.81 +64.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.04 +.21%
  • Citi US Economic Surprise Index -32.30 -2.9 points
  • Citi Eurozone Economic Surprise Index 19.2 +9.3 points
  • Citi Emerging Markets Economic Surprise Index 18.10 -.2 point
  • Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 9/20
  • US Dollar Index 92.71 -.68%
  • MSCI Emerging Markets Currency Index 1,629.21 +.55%
  • Euro/Yen Carry Return Index 135.36 +.99%
  • Yield Curve 84.0 -5.0 basis points
  • 10-Year US Treasury Yield 2.16% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.424 Trillion +.01%
  • U.S. Sovereign Debt Credit Default Swap 25.96 +.02%
  • Illinois Municipal Debt Credit Default Swap 335.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 5.95 +4.93%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 19.68 -8.32%
  • Emerging Markets Sovereign Debt CDS Index 44.99 -4.24%
  • Israel Sovereign Debt Credit Default Swap 57.50 -3.6%
  • South Korea Sovereign Debt Credit Default Swap 59.12 -7.38%
  • Russia Sovereign Debt Credit Default Swap 147.07 -3.37%
  • iBoxx Offshore RMB China Corporate High Yield Index 141.07 -.07%
  • 10-Year TIPS Spread 1.75% -2.0 basis points
  • TED Spread 30.0 -1.0 basis point
  • 2-Year Swap Spread 23.25 -3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 60.01 -3.33%
  • America Energy Sector High-Yield Credit Default Swap Index 479.0 +.13%
  • European Financial Sector Credit Default Swap Index 55.35 -.48%
  • Emerging Markets Credit Default Swap Index 185.65 -2.33%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 148.0 unch.
  • M1 Money Supply $3.559 Trillion +1.84%
  • Commercial Paper Outstanding 996.50 +.9%
  • 4-Week Moving Average of Jobless Claims 237,750 -2750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.75% -15.0 basis points
  • Weekly Mortgage Applications 416.80 -.55%
  • Bloomberg Consumer Comfort 52.80 +.7 point
  • Weekly Retail Sales +2.8% +20 basis points
  • Nationwide Gas $2.35/gallon -.01/gallon
  • Baltic Dry Index 1,200.0 -4.8%
  • China (Export) Containerized Freight Index 846.73 -.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 282,346 +.68%
Best Performing Style
  •  Small-Cap Value +1.5%
Worst Performing Style
  •  Large-Cap Growth +.8%
Leading Sectors
  • Hospitals +4.8%
  • Steel +4.0%
  • Disk Drives +3.1%
  • Computer Hardware +2.7%
  • Gold & Silver +2.7%
Lagging Sectors
  • Indsurance -.4% 
  • Medical Equipment -.5%
  • Homebuilders -.7%
  • Foods -1.5%
  • Airlines -1.6%
Weekly High-Volume Stock Gainers (19)
  • ITCI, IMMU, PRTK, RGS, ANF, GES, DSW, BSF, BOLD, SIG, VVC, TRNC, CPN, AEO, CTRL, MIK, CHCT, DLTH and LIND
Weekly High-Volume Stock Losers (16)
  • HRL, ACBI, DE, TTC, RARE, SJM, NDSN, FINL, RGC, COTY, AMWD, APOG, MATX, PETS, LZB and FL
Weekly Charts
ETFs
Stocks
*5-Day Change

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