Friday, January 05, 2018

Weekly Scoreboard*

S&P 500 Index 2,736.33 +1.81%

















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,234.80 +1.61%
  • NASDAQ 7,121.07 +2.5%
  • Russell 2000 1,556.21 +.47%
  • S&P 500 High Beta 43.64 +2.04%
  • Goldman 50 Most Shorted 145.25 +1.36%
  • Wilshire 5000 28,293 +1.70%
  • Russell 1000 Growth 1,393.63 +2.48%
  • Russell 1000 Value 1,240.35 +.96%
  • S&P 500 Consumer Staples 586.66 -.22%
  • Vanda Cyclicals-Defensives 1.4647 -.03%
  • NYSE Technology 1,780.44 +4.33%
  • Transports 10,901.20 +1.95%
  • Utilities 700.90 -3.31%
  • Bloomberg European Bank/Financial Services 101.70 +1.8%
  • MSCI Emerging Markets 47.09 +2.3%
  • HFRX Equity Hedge 1,280.73 +.78%
  • HFRX Equity Market Neutral 1,004.94 +.05%
Sentiment/Internals
  • NYSE Cumulative A/D Line 315,065 +.41%
  • Bloomberg New Highs-Lows Index 1,471 +991
  • Bloomberg Crude Oil % Bulls 50.0 -10.01%
  • CFTC Oil Net Speculative Position 632,161 +5.0%
  • CFTC Oil Total Open Interest 2,460,193 +.17%
  • Total Put/Call .95 -15.6%
  • OEX Put/Call .71 +105.0%
  • ISE Sentiment 104.0 +43.59%
  • NYSE Arms 1.02 +46.05%
  • Volatility(VIX) 9.28 -7.86%
  • S&P 500 Implied Correlation 34.02 -20.6%
  • G7 Currency Volatility (VXY) 6.81 -5.55% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.64 -2.17%
  • Smart Money Flow Index 20,078.33 -.35%
  • ICI Money Mkt Mutual Fund Assets $2.838 Trillion -.27%
  • ICI US Equity Weekly Net New Cash Flow -$3.119 Billion
  • AAII % Bulls 59.8 +13.5%
  • AAII % Bears 15.6 -24.6%
Futures Spot Prices
  • CRB Index 193.45 +.17%
  • Crude Oil 61.49 +2.59%
  • Reformulated Gasoline 178.65 -.02%
  • Natural Gas 2.80 -4.61%
  • Heating Oil 205.91 +.54%
  • Gold 1,321.70 +1.83%
  • Bloomberg Base Metals Index 211.54 -.01%
  • Copper 323.05 -2.34%
  • US No. 1 Heavy Melt Scrap Steel 290.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 514.50 CNY/100 Metric Tonnes +7.19%
  • Lumber 459.0 +2.82%
  • UBS-Bloomberg Agriculture 1,020.12 +.94%
Economy
  • Atlanta Fed GDPNow Forecast +2.7% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.5% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0460 -5.75% 
  • US Economic Policy Uncertainty Index 237.16 +36.76%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 147.67 +.81%
  • Citi US Economic Surprise Index 75.0 -.7 point
  • Citi Eurozone Economic Surprise Index 46.0 -3.3 points
  • Citi Emerging Markets Economic Surprise Index -.3 +3.0 points
  • Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 1/31
  • US Dollar Index 91.96 -.76%
  • MSCI Emerging Markets Currency Index 1,691.91 +1.03%
  • Bitcoin/USD 16,314.50 +14.5%
  • Euro/Yen Carry Return Index 142.04 +.75%
  • Yield Curve 51.75 -10.5 basis points
  • 10-Year US Treasury Yield 2.48% +7.0 basis points
  • Federal Reserve's Balance Sheet $4.404 Trillion -.12%
  • U.S. Sovereign Debt Credit Default Swap 23.76 +.04%
  • Illinois Municipal Debt Credit Default Swap 251.92 -.03%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.97 n/a
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.36 -10.38%
  • Emerging Markets Sovereign Debt CDS Index 30.66 -6.34%
  • Israel Sovereign Debt Credit Default Swap 58.62 +9.54%
  • South Korea Sovereign Debt Credit Default Swap 46.90 -11.3%
  • Russia Sovereign Debt Credit Default Swap 116.85 -1.31%
  • iBoxx Offshore RMB China Corporate High Yield Index 146.32 +.27%
  • 10-Year TIPS Spread 2.03% +5.0 basis points
  • TED Spread 31.0 -.5 basis point
  • 2-Year Swap Spread 18.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.25 -2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 45.86 -7.11%
  • America Energy Sector High-Yield Credit Default Swap Index 348.0 -5.94%
  • European Financial Sector Credit Default Swap Index 42.28 -3.59%
  • Emerging Markets Credit Default Swap Index 111.74 -6.53%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 163.0 unch.
  • M1 Money Supply $3.609 Trillion -.07%
  • Commercial Paper Outstanding 1,086.20 +.6%
  • 4-Week Moving Average of Jobless Claims 241,750 +4,000
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.95% -4.0 basis points
  • Weekly Mortgage Applications 368.60 +.68%
  • Bloomberg Consumer Comfort 51.8 -.6 point
  • Weekly Retail Sales +4.30% +20.0 basis points
  • Nationwide Gas $2.49/gallon +.01/gallon
  • Baltic Dry Index 1,341.0 -6.22%
  • China (Export) Containerized Freight Index 773.28 +.34%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 202,352 -28.0%
Best Performing Style
  • Large-Cap Growth +2.4%
Worst Performing Style
  • Small-Cap Value -.1%
Leading Sectors
  • Oil Service +5.0%
  • Robotics +4.6%
  • Social Media +4.4%
  • Shipping +4.2%
  • Disk Drives +3.9%
Lagging Sectors
  • Telecom -.5% 
  • Airlines -.9%
  • Gaming -1.5%
  • REITs -2.4%
  • Utilities -3.3%
Weekly High-Volume Stock Gainers (7)
  • BOLD, ATRA, UCTT, EDGE, WLH, TMHC and LNDC
Weekly High-Volume Stock Losers (6)
  • BCEI, D, PEN, MGI, ADTN and WATT
Weekly Charts
ETFs
Stocks
*5-Day Change

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