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
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