Friday, December 22, 2017

Weekly Scoreboard*

S&P 500 Index 2,682.96 +.27%



 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,749.6 +.35%
  • NASDAQ 6,959.32 +.32%
  • Russell 2000 1,544.14 +.98%
  • S&P 500 High Beta 42.64 +1.69%
  • Goldman 50 Most Shorted 142.77 +1.75%
  • Wilshire 5000 27,761.4 +.39%
  • Russell 1000 Growth 1,358.0 +.04%
  • Russell 1000 Value 1,225.56 +.67%
  • S&P 500 Consumer Staples 587.06 -.16%
  • Vanda Cyclicals-Defensives 1.4215 +.15%
  • NYSE Technology 1,718.50 +.13%
  • Transports 10,669.0 +2.69%
  • Utilities 721.28 -4.14%
  • Bloomberg European Bank/Financial Services 100.61 +.75%
  • MSCI Emerging Markets 46.26 +.32%
  • HFRX Equity Hedge 1,262.08 +.61%
  • HFRX Equity Market Neutral 1,003.08 -.09%
Sentiment/Internals
  • NYSE Cumulative A/D Line 312,228 +.68%
  • Bloomberg New Highs-Lows Index 424 +269
  • Bloomberg Crude Oil % Bulls 55.6 +46.8%
  • CFTC Oil Net Speculative Position 614,497 +.55%
  • CFTC Oil Total Open Interest 2,571,686 +.68%
  • Total Put/Call .89 -6.12%
  • OEX Put/Call 18.3 -79.1%
  • ISE Sentiment 52.0 -41.2%
  • NYSE Arms 1.07 +75.0%
  • Volatility(VIX) 10.04 +5.95%
  • S&P 500 Implied Correlation 37.97 +3.3%
  • G7 Currency Volatility (VXY) 6.94 -1.42% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.90 +4.1%
  • Smart Money Flow Index 20,116.14 -.53%
  • ICI Money Mkt Mutual Fund Assets $2.820 Trillion -.74%
  • ICI US Equity Weekly Net New Cash Flow -$13.292 Billion
  • AAII % Bulls 50.50 +12.2%
  • AAII % Bears 25.6 -8.9%
Futures Spot Prices
  • CRB Index 187.88 +1.82%
  • Crude Oil 58.28 +1.69%
  • Reformulated Gasoline 175.15 +5.89%
  • Natural Gas 2.67 +1.26%
  • Heating Oil 196.42 +3.21%
  • Gold 1,279.0 +1.61%
  • Bloomberg Base Metals Index 206.12 +3.66%
  • Copper 324.15 +3.27%
  • US No. 1 Heavy Melt Scrap Steel 290.0 USD/Metric Tonne +9.6%
  • China Iron Ore Spot 516.50 CNY/100 Metric Tonnes +.19%
  • Lumber 450.60 +3.71%
  • UBS-Bloomberg Agriculture 1,001.49 -1.45%
Economy
  • Atlanta Fed GDPNow Forecast +2.8% -50.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.4% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1706 -10.4% 
  • US Economic Policy Uncertainty Index 93.89 -33.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 145.90 +.60%
  • Citi US Economic Surprise Index 84.5 +12.3 points
  • Citi Eurozone Economic Surprise Index 56.50 -13.8 points
  • Citi Emerging Markets Economic Surprise Index -.2 -.7 point
  • Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 1/31
  • US Dollar Index 93.35 -.60%
  • MSCI Emerging Markets Currency Index 1,660.90 +.60%
  • Bitcoin/USD 12,982.20 -26.5%
  • Euro/Yen Carry Return Index 139.93 +1.51%
  • Yield Curve 59.0 +6.75 basis points
  • 10-Year US Treasury Yield 2.48% +9.0 basis points
  • Federal Reserve's Balance Sheet $4.408 Trillion -.12%
  • U.S. Sovereign Debt Credit Default Swap 23.76 -.02%
  • Illinois Municipal Debt Credit Default Swap 252.06 -.03%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.97 +18.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.12 -3.28%
  • Emerging Markets Sovereign Debt CDS Index 34.21 -12.91%
  • Israel Sovereign Debt Credit Default Swap 57.55 -2.34%
  • South Korea Sovereign Debt Credit Default Swap 53.10 -2.68%
  • Russia Sovereign Debt Credit Default Swap 118.18 -5.79%
  • iBoxx Offshore RMB China Corporate High Yield Index 145.87 +.18%
  • 10-Year TIPS Spread 1.95% +6.0 basis points
  • TED Spread 35.25 +6.5 basis points
  • 2-Year Swap Spread 20.75 +2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -70.5  -10.75 basis points
  • N. America Investment Grade Credit Default Swap Index 48.77 -3.29%
  • America Energy Sector High-Yield Credit Default Swap Index 374.0 -1.32%
  • European Financial Sector Credit Default Swap Index 44.29 -5.69%
  • Emerging Markets Credit Default Swap Index 121.08 -3.72%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 163.0 +2.0 basis points
  • M1 Money Supply $3.666 Trillion +.22%
  • Commercial Paper Outstanding 1,078.7 +2.8%
  • 4-Week Moving Average of Jobless Claims 236,000 +1,250
  • Continuing Claims Unemployment Rate 1.4% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.94% +1.0 basis point
  • Weekly Mortgage Applications 379.20 -4.91%
  • Bloomberg Consumer Comfort 50.8 -.5 point
  • Weekly Retail Sales +3.60% +40.0 basis points
  • Nationwide Gas $2.44/gallon -.01/gallon
  • Baltic Dry Index 1,430.0 -11.67%
  • China (Export) Containerized Freight Index 763.65 -.09%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 289,610 -1.09%
Best Performing Style
  • Small-Cap Growth +1.0%
Worst Performing Style
  • Large-Cap Growth unch.
Leading Sectors
  • Oil Service +10.6%
  • Steel +6.2%
  • Gold & Silver +4.8%
  • Energy +4.4%
  • Shipping +2.9%
Lagging Sectors
  • Education -.9% 
  • Insurance -.9%
  • Software -1.7%
  • REITs -2.5%
  • Utilities -4.2%
Weekly High-Volume Stock Gainers (35)
  • BETR, SIEB, APPN, APLS, EVI, DCPH, AKAM, LNCE, FINL, MLHR, CBT, UA, NAV, CAMP, WTTR, HZN, SFNC, GHL, WRD, PAH, EQBK, PPBI, UNVR, PENN, WOR, GFF, BSRR, NXRT, HOMB, PNK, OPTN, XPER, CTS, CVGW and IIIN
Weekly High-Volume Stock Losers (13)
  • MRSN, FDS, EPR, SPPI, PRA, UBA, PPL, RMAX, SNNA, DOVA, HIFR, APOG and PCG
Weekly Charts
ETFs
Stocks
*5-Day Change

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