Friday, December 08, 2017

Weekly Scoreboard*

S&P 500 Index 2,648.04 +.33%

















 




The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,300.90 +.28%
  • NASDAQ 6,837.73 +.07%
  • Russell 2000 1,522.91 -.68%
  • S&P 500 High Beta 41.90 +1.39%
  • Goldman 50 Most Shorted 138.92 +1.0%
  • Wilshire 5000 27,410.65 +.21%
  • Russell 1000 Growth 1,340.84 +.45%
  • Russell 1000 Value 1,209.06 +.16%
  • S&P 500 Consumer Staples 579.91 +.34%
  • Vanda Cyclicals-Defensives 1.4026 +.16%
  • NYSE Technology 1,687.21 +.20%
  • Transports 10,404.10 +2.38%
  • Utilities 754.82 -1.49%
  • Bloomberg European Bank/Financial Services 100.65 +2.79%
  • MSCI Emerging Markets 45.73 -.51%
  • HFRX Equity Hedge 1,244.14 -.92%
  • HFRX Equity Market Neutral 1,009.69 -.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 310,243 -.13%
  • Bloomberg New Highs-Lows Index -9 -964
  • Bloomberg Crude Oil % Bulls 28.89 +58.91%
  • CFTC Oil Net Speculative Position 609,833 +5.68%
  • CFTC Oil Total Open Interest 2,489,012 -.92%
  • Total Put/Call .94 +22.1%
  • OEX Put/Call 2.89 +188.7%
  • ISE Sentiment 98.0 -5.45%
  • NYSE Arms .59 -37.5%
  • Volatility(VIX) 9.70 -15.84%
  • S&P 500 Implied Correlation 36.81 -3.64%
  • G7 Currency Volatility (VXY) 7.45 +.13% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.96 +1.14%
  • Smart Money Flow Index 20,272.27 -1.51%
  • ICI Money Mkt Mutual Fund Assets $2.807 Trillion +.3%
  • ICI US Equity Weekly Net New Cash Flow -$4.507 Billion
  • AAII % Bulls 36.9 +2.6%
  • AAII % Bears 34.2 +8.2%
Futures Spot Prices
  • CRB Index 185.02 -3.01%
  • Crude Oil 57.32 -1.84%
  • Reformulated Gasoline 171.66 -1.0%
  • Natural Gas 2.77 -9.32%
  • Heating Oil 192.92 -.39%
  • Gold 1,250.20 -2.67%
  • Bloomberg Base Metals Index 193.98 -2.71%
  • Copper 297.70 -3.80%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 502.0 CNY/100 Metric Tonnes -8.06%
  • Lumber 427.20 -1.76%
  • UBS-Bloomberg Agriculture 1,004.25 -2.88%
Economy
  • Atlanta Fed GDPNow Forecast +2.9% -60.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 2.9% +30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2507 -5.5% 
  • US Economic Policy Uncertainty Index 91.59 +10.76%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 144.63 +.17%
  • Citi US Economic Surprise Index 65.2 +5.1 points
  • Citi Eurozone Economic Surprise Index 60.10 -10.2 points
  • Citi Emerging Markets Economic Surprise Index 8.7 +6.9 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13
  • US Dollar Index 93.93 +1.12%
  • MSCI Emerging Markets Currency Index 1,643.56 -.23%
  • Euro/Yen Carry Return Index 139.18 +.05%
  • Yield Curve 58.50 -1.5 basis points
  • 10-Year US Treasury Yield 2.38% +2.0 basis points
  • Federal Reserve's Balance Sheet $4.397 Trillion -.01%
  • U.S. Sovereign Debt Credit Default Swap 23.77 -4.12%
  • Illinois Municipal Debt Credit Default Swap 336.78 -.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.44 -1.15%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 14.23 +3.19%
  • Emerging Markets Sovereign Debt CDS Index 43.05 -6.02%
  • Israel Sovereign Debt Credit Default Swap 58.21 +2.96%
  • South Korea Sovereign Debt Credit Default Swap 57.27 -1.42%
  • Russia Sovereign Debt Credit Default Swap 130.21 -2.50%
  • iBoxx Offshore RMB China Corporate High Yield Index 145.89 +.20%
  • 10-Year TIPS Spread 1.90% +2.0 basis points
  • TED Spread 26.0 +3.0 basis points
  • 2-Year Swap Spread 19.5 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -60.75  -13.0 basis points
  • N. America Investment Grade Credit Default Swap Index 51.10 -1.33%
  • America Energy Sector High-Yield Credit Default Swap Index 373.0 +.82%
  • European Financial Sector Credit Default Swap Index 45.85 -3.21%
  • Emerging Markets Credit Default Swap Index 177.42 -2.11%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 160.0 unch.
  • M1 Money Supply $3.639 Trillion +.13%
  • Commercial Paper Outstanding 1,052.70 +.9%
  • 4-Week Moving Average of Jobless Claims 241,500 -750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.94% +4.0 basis points
  • Weekly Mortgage Applications 408.30 +4.69%
  • Bloomberg Consumer Comfort 52.3 +.7 point
  • Weekly Retail Sales +3.0% -50.0 basis points
  • Nationwide Gas $2.47/gallon -.02/gallon
  • Baltic Dry Index 1,679 +3.26%
  • China (Export) Containerized Freight Index 763.14 -1.25%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 292,443 +25.36%
Best Performing Style
  • Large-Cap Growth +.5%
Worst Performing Style
  • Small-Cap Value -1.0%
Leading Sectors
  • Retail +3.2%
  • Road & Rail +2.7%
  • Airlines +2.5%
  • Steel +2.1%
  • Educaiton +2.0%
Lagging Sectors
  • Medical Equipment -1.6% 
  • Shipping -2.4%
  • Oil Service -2.6%
  • Telecom -2.7%
  • Gold & Silver -3.6%
Weekly High-Volume Stock Gainers (21)
  • MDGL, ENTL, BGC, VRA, LE, SCMP, AVAV, GEF, TITN, RVNC, AMWD, FMI, MGLN, NCS, GIII, RGC, FSLR, KLXI, AMBA, HOME and OXM
Weekly High-Volume Stock Losers (21)
  • NYT, GRBK, BL, HOFT, TOL, VIVO, COUP, GCO, HQY, VEEV, VRNT, QRVO, EIX, TMST, TROX, EGBN, DLTH, TRHC, AGX, OSIS and IDT
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