Friday, December 29, 2017

Weekly Scoreboard*

S&P 500 Index 2,682.55 -.05%




















 
The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,810.70 +.11%
  • NASDAQ 6,930.39 -.52%
  • Russell 2000 1,541.31 -.3%
  • S&P 500 High Beta 42.63 +.01%
  • Goldman 50 Most Shorted 141.88 -1.06%
  • Wilshire 5000 27,779.3 -.01%
  • Russell 1000 Growth 1,356.93 -.1%
  • Russell 1000 Value 1,226.65 +.08%
  • S&P 500 Consumer Staples 589.16 +.49%
  • Vanda Cyclicals-Defensives 1.4647 -.03%
  • NYSE Technology 1,701.97 -1.08%
  • Transports 10,655.0 +.22%
  • Utilities 724.19 +.69%
  • Bloomberg European Bank/Financial Services 99.68 -.66%
  • MSCI Emerging Markets 47.09 +2.3%
  • HFRX Equity Hedge 1,262.08 unch.
  • HFRX Equity Market Neutral 1,002.92 -.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 313,781 +.50%
  • Bloomberg New Highs-Lows Index 480 +56
  • Bloomberg Crude Oil % Bulls 55.56 +46.83%
  • CFTC Oil Net Speculative Position 601,839 -2.06%
  • CFTC Oil Total Open Interest 2,456,059 -4.5%
  • Total Put/Call 1.09 +6.38%
  • OEX Put/Call .12 -99.9%
  • ISE Sentiment 76.0 +27.1%
  • NYSE Arms 1.08 +51.61%
  • Volatility(VIX) 10.18 +6.55%
  • S&P 500 Implied Correlation 38.26 +5.38%
  • G7 Currency Volatility (VXY) 7.21 +3.89% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.86 -.51%
  • Smart Money Flow Index 20,148.46 +.16%
  • ICI Money Mkt Mutual Fund Assets $2.842 Trillion +.79%
  • ICI US Equity Weekly Net New Cash Flow -$12.902 Billion
  • AAII % Bulls 52.7 +4.3%
  • AAII % Bears 20.6 -19.5%
Futures Spot Prices
  • CRB Index 193.81 +3.29%
  • Crude Oil 60.38 +3.54%
  • Reformulated Gasoline 180.04 +3.0%
  • Natural Gas 2.95 +13.17%
  • Heating Oil 207.50 +6.5%
  • Gold 1,306.0 +3.1%
  • Bloomberg Base Metals Index 211.56 +2.64%
  • Copper 329.45 +2.6%
  • US No. 1 Heavy Melt Scrap Steel 290.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 512.50 CNY/100 Metric Tonnes -1.06%
  • Lumber 448.0 +1.66%
  • UBS-Bloomberg Agriculture 1,014.17 +1.14%
Economy
  • Atlanta Fed GDPNow Forecast +2.8% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 3.5% +10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1756 -4.93% 
  • US Economic Policy Uncertainty Index 341.37 +111.41%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 146.49 +.40%
  • Citi US Economic Surprise Index 75.7 -8.9 points
  • Citi Eurozone Economic Surprise Index 49.30 -7.2 points
  • Citi Emerging Markets Economic Surprise Index -3.3 -3.1 points
  • Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 1/31
  • US Dollar Index 92.18 -1.25%
  • MSCI Emerging Markets Currency Index 1,674.62 +.83%
  • Bitcoin/USD 14,529.50 +2.2%
  • Euro/Yen Carry Return Index 140.99 +.73%
  • Yield Curve 62.25 -6.75 basis points
  • 10-Year US Treasury Yield 2.41% -7.0 basis points
  • Federal Reserve's Balance Sheet $4.409 Trillion +.02%
  • U.S. Sovereign Debt Credit Default Swap 23.75 -.02%
  • Illinois Municipal Debt Credit Default Swap 251.99 -.03%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.97 n/a
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.66 -3.50%
  • Emerging Markets Sovereign Debt CDS Index 32.74 -4.28%
  • Israel Sovereign Debt Credit Default Swap 53.51 -7.0%
  • South Korea Sovereign Debt Credit Default Swap 53.10 -2.68%
  • Russia Sovereign Debt Credit Default Swap 118.40 +.18%
  • iBoxx Offshore RMB China Corporate High Yield Index 145.97 +.11%
  • 10-Year TIPS Spread 1.98% +3.0 basis points
  • TED Spread 31.5 -3.75 basis points
  • 2-Year Swap Spread 18.5 -2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.0 +50.5 basis points
  • N. America Investment Grade Credit Default Swap Index 49.37 +1.23%
  • America Energy Sector High-Yield Credit Default Swap Index 369.0 -.53%
  • European Financial Sector Credit Default Swap Index 44.0 -.59%
  • Emerging Markets Credit Default Swap Index 119.54 -1.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 163.0 unch.
  • M1 Money Supply $3.612 Trillion -1.49%
  • Commercial Paper Outstanding 1,079.70 +.1%
  • 4-Week Moving Average of Jobless Claims 237,750 +1,750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.99% +5.0 basis points
  • Weekly Mortgage Applications 379.20 -4.91%
  • Bloomberg Consumer Comfort 52.4 +1.6 points
  • Weekly Retail Sales +4.10% +50.0 basis points
  • Nationwide Gas $2.48/gallon +.0/gallon
  • Baltic Dry Index 1,366.0 -15.63%
  • China (Export) Containerized Freight Index 770.64 +.9%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0 basis points
  • Rail Freight Carloads 281.210 -2.9%
Best Performing Style
  • Mid-Cap Value +.5%
Worst Performing Style
  • Small-Cap Value -.4%
Leading Sectors
  • Gold & Silver +2.8%
  • Oil Service +2.2%
  • Shipping +1.8%
  • REITs +1.7%
  • Enrgy +1.3%
Lagging Sectors
  • Airlines -.7% 
  • Semis -.7%
  • Banks -.9%
  • Networking -1.0%
  • Disk Drves -1.2%
Weekly High-Volume Stock Gainers (6)
  • WATT, RXDX, BOMN, XPO, FINL and APOG
Weekly High-Volume Stock Losers (2)
  • AIR and CAMP
Weekly Charts
ETFs
Stocks
*5-Day Change

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