Friday, October 20, 2017

Weekly Scoreboard*

S&P 500 2,573.70 +.86%















































The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,295.30 +1.88%
  • NASDAQ 6,631.88 +.44%
  • Russell 2000 1,510.06 +.56%
  • S&P 500 High Beta 40.55 +1.17%
  • Goldman 50 Most Shorted 136.69 -.24%
  • Wilshire 5000 26,682.10 +.77%
  • Russell 1000 Growth 1,293.42 +.86%
  • Russell 1000 Value 1,185.97 +.82%
  • S&P 500 Consumer Staples 554.08 -1.38%
  • Vanda Cyclicals-Defensives 1.3752 +.64%
  • NYSE Technology 1,648.18 +1.46%
  • Transports 9,971.18 +.42%
  • Utilities 747.12 +1.33%
  • Bloomberg European Bank/Financial Services 101.70 +1.1%
  • MSCI Emerging Markets 46.12 -.57%
  • HFRX Equity Hedge 1,245.06 -.12%
  • HFRX Equity Market Neutral 1,011.02 +.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 308,466 +.07%
  • Bloomberg New Highs-Lows Index 234 -490
  • Bloomberg Crude Oil % Bulls 37.50 -29.68%
  • CFTC Oil Net Speculative Position 417,061 -6.13%
  • CFTC Oil Total Open Interest 2,437,479 -1.37%
  • Total Put/Call .79 -7.06%
  • OEX Put/Call 1.25 -42.92%
  • ISE Sentiment 129.0 +19.4%
  • NYSE Arms .87 -23.0%
  • Volatility(VIX) 9.84 +2.39%
  • S&P 500 Implied Correlation 14.40 -4.1%
  • G7 Currency Volatility (VXY) 7.71 unch.
  • Emerging Markets Currency Volatility (EM-VXY) 8.07 -1.11%
  • Smart Money Flow Index 20,102.74 +.91%
  • ICI Money Mkt Mutual Fund Assets $2.744 Trillion +.11%
  • ICI US Equity Weekly Net New Cash Flow -$9.792 Billion
  • AAII % Bulls 37.9 -4.6%
  • AAII % Bears 27.9 +3.8%
Futures Spot Prices
  • CRB Index 183.92 -.48%
  • Crude Oil 51.46 +.14%
  • Reformulated Gasoline 166.75 +2.74%
  • Natural Gas 2.91 -4.1%
  • Heating Oil 179.48 +.47%
  • Gold 1,281.30.20 -1.72%
  • Bloomberg Base Metals Index 206.74 +.58%
  • Copper 316.55 +.48%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne-10.4%
  • China Iron Ore Spot 62.46 USD/Ton +2.6%
  • Lumber 427.20 +.21%
  • UBS-Bloomberg Agriculture 1,017.96 -1.59%
Economy
  • Atlanta Fed GDPNow Forecast +2.7 unch.
  • ECRI Weekly Leading Economic Index Growth Rate 2.3% +110.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1287 +15.4% 
  • US Economic Policy Uncertainty Index 126.8 +130.97%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 142.10 +.31%
  • Citi US Economic Surprise Index 1.5 -2.4 points
  • Citi Eurozone Economic Surprise Index 54.1 -1.6 points
  • Citi Emerging Markets Economic Surprise Index 17.20 -5.1 points
  • Fed Fund Futures imply 85.5% chance of no change, 14.5% chance of 25 basis point hike on 11/1
  • US Dollar Index 93.66 +.60%
  • MSCI Emerging Markets Currency Index 1,631.93 -.36%
  • Euro/Yen Carry Return Index 139.37 +1.13%
  • Yield Curve 81.0 +3.0 basis points
  • 10-Year US Treasury Yield 2.38% +11.0 basis points
  • Federal Reserve's Balance Sheet $4.430 Trillion +.24%
  • U.S. Sovereign Debt Credit Default Swap 24.78 +.02%
  • Illinois Municipal Debt Credit Default Swap 337.97 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 4.66 -6.77%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 15.58 -3.17%
  • Emerging Markets Sovereign Debt CDS Index 39.56 +2.41%
  • Israel Sovereign Debt Credit Default Swap 48.85 -4.16%
  • South Korea Sovereign Debt Credit Default Swap 69.21 +1.25%
  • Russia Sovereign Debt Credit Default Swap 130.64 -.11%
  • iBoxx Offshore RMB China Corporate High Yield Index 144.62 +1.63%
  • 10-Year TIPS Spread 1.88% +2.0 basis points
  • TED Spread 26.5 -2.25 basis points
  • 2-Year Swap Spread 24.25 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -40.75 +.25 basis point
  • N. America Investment Grade Credit Default Swap Index 52.57 -.35%
  • America Energy Sector High-Yield Credit Default Swap Index 384.0 -2.2%
  • European Financial Sector Credit Default Swap Index 59.06 +.38%
  • Emerging Markets Credit Default Swap Index 172.63 -2.38%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 unch.
  • M1 Money Supply $3.591 Trillion +1.39%
  • Commercial Paper Outstanding 1,061.80 -.2%
  • 4-Week Moving Average of Jobless Claims 248,250 -9,250
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 3.88% -3.0 basis points
  • Weekly Mortgage Applications 419.70 +3.58%
  • Bloomberg Consumer Comfort 51.10 +1.6 points
  • Weekly Retail Sales +3.4% +20.0 basis pointss
  • Nationwide Gas $2.46/gallon -.o2/gallon
  • Baltic Dry Index 1,582.0 +6.53%
  • China (Export) Containerized Freight Index 772.27 -.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 284,103 -.49%
Best Performing Style
  • Mid-Cap Growth +.9 %
Worst Performing Style
  • Mid-Cap Value +.4 %
Leading Sectors
  • Computer Servies +4.6%
  • Healthcare Providers +4.6%
  • Homebuilders +4.0%
  • Medical Equipment +2.2%
  • Gaming +2.0%
Lagging Sectors
  • Airlines -1.6% 
  • Social Media -1.9%
  • Gold & Silver -2.5%
  • Tobacco -2.6%
  • Oil Service -4.5%
Weekly High-Volume Stock Gainers (15)
  • SPPI, SYNT, RXDX, CREE, GWW, SPAR, EXEL, CNCE, IBM, ANIP, TERP, NMIH, ACLS, NSM and SCSS
Weekly High-Volume Stock Losers (12)
  • SJI, TCAP, AGN, GCP, SSYS, OSUR, PCG, DFRG, MTSI, TWNK, BMI and SVU
Weekly Charts
ETFs
Stocks
*5-Day Change

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