Friday, November 17, 2017

Weekly Scoreboard*


S&P 500 2,581.23 -.04%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,367.70 -.24%
  • NASDAQ 6,785.50 +.55%
  • Russell 2000 1,492.74 +1.19%
  • S&P 500 High Beta 40.31 +.50%
  • Goldman 50 Most Shorted 131.53 +1.4%
  • Wilshire 5000 26,738.50 +.12%
  • Russell 1000 Growth 1,314. +.11%
  • Russell 1000 Value 1,172.44 -.02%
  • S&P 500 Consumer Staples 564.25 +1.0%
  • Vanda Cyclicals-Defensives 1.3772 -.39%
  • NYSE Technology 1,712.94 +1.48%
  • Transports 9,500.20 unch.
  • Utilities 759.10 +.32%
  • Bloomberg European Bank/Financial Services 97.73 -1.79%
  • MSCI Emerging Markets 46.87 +.99%
  • HFRX Equity Hedge 1,235.69 -.75%
  • HFRX Equity Market Neutral 1,009.86 -.17%
Sentiment/Internals
  • NYSE Cumulative A/D Line 306,441 -.22%
  • Bloomberg New Highs-Lows Index 311 +255
  • Bloomberg Crude Oil % Bulls 13.89 -58.3%
  • CFTC Oil Net Speculative Position 545,206 +8.4%
  • CFTC Oil Total Open Interest 2,601,977 +3.67%
  • Total Put/Call .76 -33.62%
  • OEX Put/Call .55 -36.25%
  • ISE Sentiment 89.0 +8.43%
  • NYSE Arms .66 -21.59%
  • Volatility(VIX) 11.43 +1.15%
  • S&P 500 Implied Correlation 16.17 -14.96%
  • G7 Currency Volatility (VXY) 7.40 +3.06%
  • Emerging Markets Currency Volatility (EM-VXY) 7.95 -2.33%
  • Smart Money Flow Index 20,273.28 +.80%
  • ICI Money Mkt Mutual Fund Assets $2.739 Trillion -.05%
  • ICI US Equity Weekly Net New Cash Flow -$4.313 Billion
  • AAII % Bulls 29.4 -34.9%
  • AAII % Bears 35.2 +52.6%
Futures Spot Prices
  • CRB Index 190.43 -.67%
  • Crude Oil 56.55 -.9%
  • Reformulated Gasoline 175.02 -4.48%
  • Natural Gas 3.1 -3.04%
  • Heating Oil 195.02 +.21%
  • Gold 1,295.40 +1.50%
  • Bloomberg Base Metals Index 199.66 -1.83%
  • Copper 307.05 -.16%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 62.61 USD/Ton +.02%
  • Lumber 439.70 -3.02%
  • UBS-Bloomberg Agriculture 1,035.81 +.02%
Economy
  • Atlanta Fed GDPNow Forecast +3.4% +10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 2.7% -50.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .4297 -6.77% 
  • US Economic Policy Uncertainty Index 106.88 -37.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.63 +.17%
  • Citi US Economic Surprise Index 56.0 +17.5 points
  • Citi Eurozone Economic Surprise Index 58.90 unch.
  • Citi Emerging Markets Economic Surprise Index 14.50 +.4 point
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13
  • US Dollar Index 93.61 -.82%
  • MSCI Emerging Markets Currency Index 1,629.86 +.32%
  • Euro/Yen Carry Return Index 137.80 -.18%
  • Yield Curve 62.0 -12.0 basis points
  • 10-Year US Treasury Yield 2.34% -6.0 basis points
  • Federal Reserve's Balance Sheet $4.409 Trillion -.24%
  • U.S. Sovereign Debt Credit Default Swap 24.75 unch.
  • Illinois Municipal Debt Credit Default Swap 337.30 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.90 -3.7%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 15.75 -1.25%
  • Emerging Markets Sovereign Debt CDS Index 48.70 -6.99%
  • Israel Sovereign Debt Credit Default Swap 58.87 +1.64%
  • South Korea Sovereign Debt Credit Default Swap 65.62 -8.14%
  • Russia Sovereign Debt Credit Default Swap 134.01 -4.24%
  • iBoxx Offshore RMB China Corporate High Yield Index 145.33 +.08%
  • 10-Year TIPS Spread 1.88% -3.0 basis points
  • TED Spread 17.0 -1.75 basis points
  • 2-Year Swap Spread 16.5 -3.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -48.0 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 55.16 -1.16%
  • America Energy Sector High-Yield Credit Default Swap Index 380.0 +4.38%
  • European Financial Sector Credit Default Swap Index 51.21 -1.65%
  • Emerging Markets Credit Default Swap Index 184.25 -4.07%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 +2.0 basis points
  • M1 Money Supply $3.566 Trillion -.43%
  • Commercial Paper Outstanding 1,032.60 -1.8%
  • 4-Week Moving Average of Jobless Claims 237,750 +6,500
  • Continuing Claims Unemployment Rate 1.3% -10.0 basis points
  • Average 30-Year Mortgage Rate 3.95% +5.0 basis points
  • Weekly Mortgage Applications 401.70 +3.08%
  • Bloomberg Consumer Comfort 52.1 +.6 point
  • Weekly Retail Sales +2.5% -10.0 basis points
  • Nationwide Gas $2.56/gallon unch.
  • Baltic Dry Index 1,361.0 -7.04%
  • China (Export) Containerized Freight Index 794.47 +1.30%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 284,215 +4.46%
Best Performing Style
  • Small-Cap Growth +1.4%
Worst Performing Style
  • Large-Cap Growth +.2%
Leading Sectors
  • Airlines +5.0%
  • Social Media +4.4%
  • Disk Drives +4.1%
  • Networking +4.0%
  • Retail +3.9%
Lagging Sectors
  • Gaming -.9% 
  • Construction -1.7%
  • Energy -2.6%
  • Shipping -3.6%
  • Oil Service -6.6%
Weekly High-Volume Stock Gainers (16)
  • CCT, TIME, NKTR, ROKU, MRTX, WVE, AYX, ARA, ZOES, IMMU, AAP, TCO, RICK, VREX, DKS and VMI
Weekly High-Volume Stock Losers (22)
  • SBH, JCI, LOXO, PETQ, TDW, TPC, INCR, DVAX, PSDO, SOI, WD, APPN, QUOT, MTSI, XON, SD, TTD, PBYI, ESL and NCSM
Weekly Charts
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