Friday, February 09, 2018

Weekly Scoreboard*

S&P 500 2,619.55 -4.65%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,190.90 -5.21%
  • NASDAQ 6,874.49 -5.06%
  • Russell 2000 1,477.80 -3.96%
  • S&P 500 High Beta 41.25 -5.34%
  • Goldman 50 Most Shorted 137.24 -4.38%
  • Wilshire 5000 27,049.43 -5.09%
  • Russell 1000 Growth 1,343.26 -4.43%
  • Russell 1000 Value 1,174.83 -4.91%
  • S&P 500 Consumer Staples 552.74 -5.10%
  • Vanda Cyclicals-Defensives 1.5827 -1.06%
  • NYSE Technology 1,724.13 -4.43%
  • Transports 10,136.60 -5.15%
  • Utilities 661.03 -3.42%
  • Bloomberg European Bank/Financial Services 99.33 -4.36%
  • MSCI Emerging Markets 46.58 -6.67%
  • HFRX Equity Hedge 1,293.76 -.66%
  • HFRX Equity Market Neutral 1,016.49 -.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 307,663 -2.07%
  • Bloomberg New Highs-Lows Index -362 -514
  • Bloomberg Crude Oil % Bulls 19.1 +4.8%
  • CFTC Oil Net Speculative Position 734,558 +2.49%
  • CFTC Oil Total Open Interest 2,643,683 +1.95%
  • Total Put/Call 1.32 +50.0%
  • OEX Put/Call 1.92 +262.26%
  • ISE Sentiment 74.0 -8.64%
  • NYSE Arms .51 -63.70%
  • Volatility(VIX) 27.87 +63.03%
  • S&P 500 Implied Correlation 46.55 +16.92%
  • G7 Currency Volatility (VXY) 9.06 +12.9% 
  • Emerging Markets Currency Volatility (EM-VXY) 9.3 +9.0%
  • Smart Money Flow Index 18,449.10 -9.92%
  • ICI Money Mkt Mutual Fund Assets $2.827 Trillion +.99%
  • ICI US Equity Weekly Net New Cash Flow -$4.806 Billion
  • AAII % Bulls 37.0 -17.3%
  • AAII % Bears 35.0 +21.7%
Futures Spot Prices
  • CRB Index 188.51 -4.5%
  • Crude Oil 59.06 -9.16%
  • Reformulated Gasoline 170.15 -9.13%
  • Natural Gas 2.60 -9.53%
  • Heating Oil 184.97 -9.45%
  • Gold 1,316.70 -1.39%
  • Bloomberg Base Metals Index 206.61 -4.32%
  • Copper 303.75 -4.67%
  • US No. 1 Heavy Melt Scrap Steel 321.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 74.13 USD/Metric Tonne +.18%
  • Lumber 483.0 -.43%
  • UBS-Bloomberg Agriculture 1,012.20 -.13%
Economy
  • Atlanta Fed GDPNow Forecast +4.0% -140.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 8.8% +150.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1949 -2.84% 
  • US Economic Policy Uncertainty Index 61.34 -69.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 158.22 +.52%
  • Citi US Economic Surprise Index 42.70 +2.9 points
  • Citi Eurozone Economic Surprise Index 42.70 +8.6 points
  • Citi Emerging Markets Economic Surprise Index -.9 -1.9 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 3/21
  • US Dollar Index 90.47 +1.47%
  • MSCI Emerging Markets Currency Index 1,704.67 -.80%
  • Bitcoin/USD 8,605.18 +.21%
  • Euro/Yen Carry Return Index 138.06 -3.77%
  • Yield Curve 77.75 +8.0 basis points
  • 10-Year US Treasury Yield 2.82% -3.0 basis points
  • Federal Reserve's Balance Sheet $4.380 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 20.15 +1.15%
  • Illinois Municipal Debt Credit Default Swap 252.89 -.03%
  • Italian/German 10Y Yld Spread 130.25 +2.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.67 +13.56%
  • Emerging Markets Sovereign Debt CDS Index 34.79 +5.73%
  • Israel Sovereign Debt Credit Default Swap 53.57 +3.89%
  • South Korea Sovereign Debt Credit Default Swap 59.04 +14.1%
  • Russia Sovereign Debt Credit Default Swap 129.0 +20.56%
  • iBoxx Offshore RMB China Corporate High Yield Index 147.41 +.15%
  • 10-Year TIPS Spread 2.06% -8.0 basis points
  • TED Spread 25.75 -5.0 basis points
  • 2-Year Swap Spread 27.50 +5.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -40.25 -10.0 basis points
  • N. America Investment Grade Credit Default Swap Index 60.29 +23.24%
  • America Energy Sector High-Yield Credit Default Swap Index 409.0 +13.75%
  • European Financial Sector Credit Default Swap Index 55.45 +26.83%
  • Emerging Markets Credit Default Swap Index 141.76 +18.84%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 158.0 +1.0 basis point
  • M1 Money Supply $3.640 Trillion -.91%
  • Commercial Paper Outstanding 1,129.80 -.80%
  • 4-Week Moving Average of Jobless Claims 224,500 -10,000
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.32% +10.0 basis points
  • Weekly Mortgage Applications 416.30 +.70%
  • Bloomberg Consumer Comfort 54.4 -.2 point
  • Weekly Retail Sales +3.20% unch.
  • Nationwide Gas $2.60/gallon unch.
  • Baltic Dry Index 1,106.0 +1.0%
  • China (Export) Containerized Freight Index 836.60 +.92%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 282,836 +.11%
Best Performing Style
  • Large-Cap Growth -%
Worst Performing Style
  • Mid-Cap Value -%
Leading Sectors
  • Tobacco -1.9%
  • Education -2.6%
  • Networking -4.1%
  • Social Media -4.3%
  • Steel -4.4%
Lagging Sectors
  • Biotech -9.0% 
  • Computer Hardware -9.2%
  • Paper -9.7%
  • Energy -10.2%
  • Oil Service -13.5%
Weekly High-Volume Stock Gainers (10)
  • SNAP, VIRT, GRUB, LTRPA, MODN, PERY, ERI, PRO, BLBD and MINI
Weekly High-Volume Stock Losers (69)
  • FISV, RBC, FARM, POST, PFSI, KBAL, THG, APTI, AKAM, AGCO, VSM, CLGX, HBI, RSG, PFPT, CLX, FIS, BERY, CDW, NFG, TDC, WM, HAIN, JEC, HCSG, FBHS, SNDR, NYLD, SNHY, NYLD/A, MPO, XPO, KRG, BCO, WAB, UNVR, PVAC, OSIS, ENTA, APAM, CTLT, WETF, MAN, FMNB, XOM, MCY, CAFD, IPHI, WFC, MCHP, YELP, UFS, OLN, CMCO, POWI, IT, OMCL, VREX, BRKS, CBOE, ARNC, COHR, VSH, CRUS, MANH, CLW, IRBT, MTSI and PI
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: