Friday, February 02, 2018

Weekly Scoreboard*

S&P 500 Index 2,764.82 -3.70%

















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,517.60 -3.70%
  • NASDAQ 7,240.94 -3.54%
  • Russell 2000 1,549.59 -3.57%
  • S&P 500 High Beta 43.99 -4.14%
  • Goldman 50 Most Shorted 143.53 -5.31%
  • Wilshire 5000 28,494.70 -3.87%
  • Russell 1000 Growth 1,416.19 -3.5%
  • Russell 1000 Value 1,244.43 -3.81%
  • S&P 500 Consumer Staples 582.32 -3.88%
  • Vanda Cyclicals-Defensives 1.5997 +1.16%
  • NYSE Technology 1,815.28 -4.21%
  • Transports 10,687.40 -4.0%
  • Utilities 685.11 -2.11%
  • Bloomberg European Bank/Financial Services 103.80 -3.06%
  • MSCI Emerging Markets 49.91 -3.45%
  • HFRX Equity Hedge 1,314.10 -1.06%
  • HFRX Equity Market Neutral 1,016.39 -.10%
Sentiment/Internals
  • NYSE Cumulative A/D Line 313,402 -1.19%
  • Bloomberg New Highs-Lows Index 152 -976
  • Bloomberg Crude Oil % Bulls 18.18 -48.48%
  • CFTC Oil Net Speculative Position 715,695 +1.26%
  • CFTC Oil Total Open Interest 2,593,128 -.71%
  • Total Put/Call .87 +10.1%
  • OEX Put/Call .52 +10.6%
  • ISE Sentiment 75.0 -41.9%
  • NYSE Arms 1.10 +124.50%
  • Volatility(VIX) 16.93 +52.17%
  • S&P 500 Implied Correlation 37.08 +13.66%
  • G7 Currency Volatility (VXY) 8.02 -1.47% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.56 +4.26%
  • Smart Money Flow Index 20,479.66 -.66%
  • ICI Money Mkt Mutual Fund Assets $2.799 Trillion -.9%
  • ICI US Equity Weekly Net New Cash Flow -$5.118 Billion
  • AAII % Bulls 44.8 -1.5%
  • AAII % Bears 28.8 +19.7%
Futures Spot Prices
  • CRB Index 197.44 -1.43%
  • Crude Oil 65.44 -.98%
  • Reformulated Gasoline 187.62 -3.26%
  • Natural Gas 2.86 -18.86%
  • Heating Oil 205.34 -3.6%
  • Gold 1,333.20 -1.02%
  • Bloomberg Base Metals Index 215.94 +.30%
  • Copper 317.60 -.39%
  • US No. 1 Heavy Melt Scrap Steel 321.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 74.03 USD/Metric Tonne +1.94%
  • Lumber 485.10 -.76%
  • UBS-Bloomberg Agriculture 1,012.20 +.25%
Economy
  • Atlanta Fed GDPNow Forecast +5.4% +200.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 7.3% +150.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2970 -5.14% 
  • US Economic Policy Uncertainty Index 32.31 -69.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 157.40 +1.4%
  • Citi US Economic Surprise Index 44.50 +7.0 points
  • Citi Eurozone Economic Surprise Index 34.10 -22.3 points
  • Citi Emerging Markets Economic Surprise Index 1.0 +.5 point
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 3/31
  • US Dollar Index 89.12 +.2%
  • MSCI Emerging Markets Currency Index 1,725.02 -.02%
  • Bitcoin/USD 8,478.560 -22.0%
  • Euro/Yen Carry Return Index 143.13 +1.84%
  • Yield Curve 69.75 +15.75 basis points
  • 10-Year US Treasury Yield 2.85% +19.0 basis points
  • Federal Reserve's Balance Sheet $4.378 Trillion -.52%
  • U.S. Sovereign Debt Credit Default Swap 19.92 +3.37%
  • Illinois Municipal Debt Credit Default Swap 252.97 +.50%
  • Italian/German 10Y Yld Spread 128.25 -8.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.77 +9.90%
  • Emerging Markets Sovereign Debt CDS Index 33.16 -.77%
  • Israel Sovereign Debt Credit Default Swap 51.30 -3.58%
  • South Korea Sovereign Debt Credit Default Swap 50.52 +10.84%
  • Russia Sovereign Debt Credit Default Swap 107.0 -5.31%
  • iBoxx Offshore RMB China Corporate High Yield Index 147.19 +.52%
  • 10-Year TIPS Spread 2.14% +5.0 basis points
  • TED Spread 30.75 -5.0 basis points
  • 2-Year Swap Spread 22.0 +3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.25 -4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 48.92 +7.21%
  • America Energy Sector High-Yield Credit Default Swap Index 357.0 +21.68%
  • European Financial Sector Credit Default Swap Index 43.71 +6.12%
  • Emerging Markets Credit Default Swap Index 118.90 +4.02%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 157.0 -1.0 basis point
  • M1 Money Supply $3.675 Trillion -.04%
  • Commercial Paper Outstanding 1,138.60 +.1%
  • 4-Week Moving Average of Jobless Claims 234,500 -5,500
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.22% +7.0 basis points
  • Weekly Mortgage Applications 413.40 -2.59%
  • Bloomberg Consumer Comfort 54.6 +.9 point
  • Weekly Retail Sales +3.20% -10.0 basis points
  • Nationwide Gas $2.60/gallon +.03/gallon
  • Baltic Dry Index 1,114.0 -8.61%
  • China (Export) Containerized Freight Index 829.0 +1.15%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 -12.5%
  • Rail Freight Carloads 282,522 +5.82%
Best Performing Style
  • Large-Cap Growth -2.7%
Worst Performing Style
  • Mid-Cap Value -3.2%
Leading Sectors
  • I-Banks -.3%
  • Airlines -.4%
  • Banks -.5%
  • Telecom -.5%
  • Networking -.7%
Lagging Sectors
  • Energy -5.4% 
  • Gold & Silver -5.6%
  • Computer Hardwae -5.7%
  • Oil Service -6.1%
  • Homebuilders -7.4%
Weekly High-Volume Stock Gainers (23)
  • IMMR, SFLY, QNST, KS, AQ, QRVO, DPS, TWTR, MTOR, FOR, PGEM, CALD, EZPW, MATX, MXIM, ASGN, EXTR, CACI, TWIN, ABBV, MRTN, KNX and CVTI
Weekly High-Volume Stock Losers (18)
  • MHO, FHB, WGO, ASH, SBUX, BXG, VMW, THO, MET, CACC, TUP, RDFN, WYNN, SMG, MDP, PBH, PII and PE
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