Friday, October 06, 2017

Weekly Scoreboard*

S&P 500 2,547.54 +1.08%





























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 22,760.90 +1.61%
  • NASDAQ 6,583.57 +1.36%
  • Russell 2000 1,508.93 +1.17%
  • S&P 500 High Beta 40.01 +1.45%
  • Goldman 50 Most Shorted 139.97 +.14%
  • Wilshire 5000 26,450.0 +1.16%
  • Russell 1000 Growth 1,274.05 +1.24%
  • Russell 1000 Value 1,179.65 +.99%
  • S&P 500 Consumer Staples 553.28 -.39%
  • Vanda Cyclicals-Defensives 1.3786 +.40%
  • NYSE Technology 1,615.09 +1.82%
  • Transports 9,881.0 -.36%
  • Utilities 730.41 +.95%
  • Bloomberg European Bank/Financial Services 102.25 -.49%
  • MSCI Emerging Markets 45.40 +2.01%
  • HFRX Equity Hedge 1,233.06 -.07%
  • HFRX Equity Market Neutral 1,014.61 -.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 307,246 +.79%
  • Bloomberg New Highs-Lows Index 944 +439
  • Bloomberg Crude Oil % Bulls 37.5 -8.94%
  • CFTC Oil Net Speculative Position 454,108 +8.6%
  • CFTC Oil Total Open Interest 2,411,223 +1.4%
  • Total Put/Call .83 -18.45%
  • OEX Put/Call 1.72 +929.4%
  • ISE Sentiment 102.0 +23.3%
  • NYSE Arms .82 -30.6%
  • Volatility(VIX) 10.01 +1.89%
  • S&P 500 Implied Correlation 19.11 -16.5%
  • G7 Currency Volatility (VXY) 7.83 -6.93%
  • Emerging Markets Currency Volatility (EM-VXY) 7.96 -1.77%
  • Smart Money Flow Index 19,680.85 -.03%
  • ICI Money Mkt Mutual Fund Assets $2.741 Trillion +.01%
  • ICI US Equity Weekly Net New Cash Flow -$7.085 Billion
  • AAII % Bulls 35.6 +6.8%
  • AAII % Bears 32.8 +14.1%
Futures Spot Prices
  • CRB Index 181.0 -1.11%
  • Crude Oil 49.40 -4.34%
  • Reformulated Gasoline 155.91 -1.8%
  • Natural Gas 2.87 -4.9%
  • Heating Oil 175.31 -3.51%
  • Gold 1,276.20 -.50%
  • Bloomberg Base Metals Index 201.24 +1.66%
  • Copper 302.50 +2.64%
  • US No. 1 Heavy Melt Scrap Steel 288.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 62.24 USD/Ton +.31%
  • Lumber 412.70 +2.34%
  • UBS-Bloomberg Agriculture 1,021.41 -.12%
Economy
  • Atlanta Fed GDPNow Forecast +2.5 +20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 0.7% +80.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.5975 +6.41% 
  • US Economic Policy Uncertainty Index 310.40 +349.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.44 +.15%
  • Citi US Economic Surprise Index 3.3 +11.4 points
  • Citi Eurozone Economic Surprise Index 45.8 -4.4 points
  • Citi Emerging Markets Economic Surprise Index 17.90 +2.9 points
  • Fed Fund Futures imply 87.6% chance of no change, 12.4% chance of 25 basis point hike on 11/1
  • US Dollar Index 93.88 +.85%
  • MSCI Emerging Markets Currency Index 1,627.14 +.09%
  • Euro/Yen Carry Return Index 137.87 -.58%
  • Yield Curve 86.0 +1.0 basis point
  • 10-Year US Treasury Yield 2.36% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.421 Trillion +.11%
  • U.S. Sovereign Debt Credit Default Swap 24.78 +.02%
  • Illinois Municipal Debt Credit Default Swap 338.30 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 5.43 +6.8%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 16.42 -13.6%
  • Emerging Markets Sovereign Debt CDS Index 39.58 -8.1%
  • Israel Sovereign Debt Credit Default Swap 47.01 -11.3%
  • South Korea Sovereign Debt Credit Default Swap 73.82 -6.5%
  • Russia Sovereign Debt Credit Default Swap 131.26 -7.74%
  • iBoxx Offshore RMB China Corporate High Yield Index 141.87 -.09%
  • 10-Year TIPS Spread 1.87% +1.0 basis point
  • TED Spread 28.75 -.25 basis point
  • 2-Year Swap Spread 27.5 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -39.75 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 53.85 -3.97%
  • America Energy Sector High-Yield Credit Default Swap Index 398.0 -1.4%
  • European Financial Sector Credit Default Swap Index 60.07 +.9%
  • Emerging Markets Credit Default Swap Index 178.70 -3.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 +2.0 basis points
  • M1 Money Supply $3.539 Trillion -.03%
  • Commercial Paper Outstanding 1,069.20 +.90%
  • 4-Week Moving Average of Jobless Claims 268,250 -9,500
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.85% +2.0 basis points
  • Weekly Mortgage Applications 414.0 -.38%
  • Bloomberg Consumer Comfort 49.90 +1.7 points
  • Weekly Retail Sales +4.1% unch.
  • Nationwide Gas $2.51/gallon -.o6/gallon
  • Baltic Dry Index 1,382.0 +1.92%
  • China (Export) Containerized Freight Index 803.25 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
  • Rail Freight Carloads 286,893 +.66%
Best Performing Style
  •  Small-Cap Growth +1.5%
Worst Performing Style
  •  Small-Cap Value +.8%
Leading Sectors
  • Airlines +4.0%
  • Homebuilders +2.9%
  • I-Banks +2.9%
  • Defense +2.1%
  • Medical Equipment +2.1%
Lagging Sectors
  • Tobacco -.3% 
  • Energy -.6%
  • Gaming -2.2%
  • Road & Rail -2.6%
  • Oil Service -3.0%
Weekly High-Volume Stock Gainers (16)
  • ZGNX, CTMX, TROX, CMTL, KBH, THR, BGCP, CAMP, FLXN, TRN, PICO, COLL, OFIX, EEQ, PODD and BRCD
Weekly High-Volume Stock Losers (6)
  • AEGN, APPN, ANGI, BHVN, MCRB and MNTA
Weekly Charts
ETFs
Stocks
*5-Day Change

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