Friday, March 23, 2018

Weekly Scoreboard*

S&P 500 2,602.78 -5.26%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,671.40 -4.93%
  • NASDAQ 7,049.91 -5.60%
  • Russell 2000 1,521.75 -4.03%
  • S&P 500 High Beta 42.04 -5.93%
  • Goldman 50 Most Shorted 141.41 -3.61%
  • Wilshire 5000 27,086.50 -4.95%
  • Russell 1000 Growth 1,354.48 -5.45%
  • Russell 1000 Value 1,159.70 -4.79%
  • S&P 500 Consumer Staples 526.55 -4.03%
  • Vanda Cyclicals-Defensives 1.6112 -1.4%
  • NYSE Technology 1,810.44 -6.58%
  • Transports 10,249.80 -4.06%
  • Utilities 676.50 -2.25%
  • Bloomberg European Bank/Financial Services 93.76 -4.7%
  • MSCI Emerging Markets 47.80 -3.13%
  • HFRX Equity Hedge 1,301.26 -9.8%
  • HFRX Equity Market Neutral 1,021.37 +.54%
Sentiment/Internals
  • NYSE Cumulative A/D Line 312,092 -.79%
  • Bloomberg New Highs-Lows Index -149 -125
  • Bloomberg Crude Oil % Bulls 44.0 +32.0%
  • CFTC Oil Net Speculative Position 668,533 n/a
  • CFTC Oil Total Open Interest 2,403,162 n/a
  • Total Put/Call 1.50 +58.3%
  • OEX Put/Call .50 -54.55%
  • ISE Sentiment 68.0 -16.25%
  • NYSE Arms .89 +9.4%
  • Volatility(VIX) 24.29 +49.5%
  • S&P 500 Implied Correlation 48.30 +9.23%
  • G7 Currency Volatility (VXY) 7.75 -.90% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.80 -.76%
  • Smart Money Flow Index 17,975.59 -3.26%
  • ICI Money Mkt Mutual Fund Assets $2.825 Trillion +.18%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$19.080 Billion
  • AAII % Bulls 33.2 -9.8%
  • AAII % Bears 28.5 +33.6%
Futures Spot Prices
  • CRB Index 196.26 +.93%
  • Crude Oil 65.96 +5.85%
  • Reformulated Gasoline 203.32 +4.64%
  • Natural Gas 2.59 -3.82%
  • Heating Oil 201.71 +5.60%
  • Gold 1,348.20 +2.62%
  • Bloomberg Base Metals Index 200.24 -2.75%
  • Copper 299.40 -3.82%
  • US No. 1 Heavy Melt Scrap Steel 338.33 USD/Metric Tonne +3.05%
  • China Iron Ore Spot 64.40 USD/Metric Tonne +1.10%
  • Lumber 489.50 +.35%
  • UBS-Bloomberg Agriculture 1,029.60 -.70%
Economy
  • Atlanta Fed GDPNow Forecast +1.8% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 5.5% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1368 -5.5% 
  • US Economic Policy Uncertainty Index 10.92 -86.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 160.73 +.23%
  • Citi US Economic Surprise Index 46.30 +.5 point
  • Citi Eurozone Economic Surprise Index -57.9 -26.2 points
  • Citi Emerging Markets Economic Surprise Index 35.40 -3.9 points
  • Fed Fund Futures imply 72.2% chance of no change, 27.8% chance of 25 basis point hike on 5/2
  • US Dollar Index 89.46 -.8%
  • MSCI Emerging Markets Currency Index 1,717.59 +.02%
  • Bitcoin/USD 8,631.19 +1.36%
  • Euro/Yen Carry Return Index 135.11 -.42%
  • Yield Curve 56.5 +1.25 basis points
  • 10-Year US Treasury Yield 2.83% -2.0 basis points
  • Federal Reserve's Balance Sheet $4.361 Trillion -.13%
  • U.S. Sovereign Debt Credit Default Swap 22.76 +4.28%
  • Illinois Municipal Debt Credit Default Swap 254.19 +.69%
  • Italian/German 10Y Yld Spread 145.75 -5.5 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.51 +18.71% (new series)
  • Emerging Markets Sovereign Debt CDS Index 31.80 -6.91%
  • Israel Sovereign Debt Credit Default Swap 52.64 +7.8%
  • South Korea Sovereign Debt Credit Default Swap 55.65 +22.43%
  • Russia Sovereign Debt Credit Default Swap 121.93 +12.75%
  • iBoxx Offshore RMB China Corporate High Yield Index 148.56 +.10%
  • 10-Year TIPS Spread 2.08% unch.
  • TED Spread 40.75 +15.75 basis points
  • 2-Year Swap Spread 33.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.0 +12.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.25 +22.0%
  • America Energy Sector High-Yield Credit Default Swap Index 398.0 +9.15%
  • European Financial Sector Credit Default Swap Index 67.94 +30.19%
  • Emerging Markets Credit Default Swap Index 142.50 +19.34%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 168.0 +1.0 basis point
  • M1 Money Supply $3.688 Trillion +.31%
  • Commercial Paper Outstanding 1,065.30 -1.40%
  • 4-Week Moving Average of Jobless Claims 221,500 +2,250
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 4.45% +1.0 basis point
  • Weekly Mortgage Applications 383.0 -1.14%
  • Bloomberg Consumer Comfort 56.8 +.6 point
  • Weekly Retail Sales +3.0% +10.0 basis points
  • Nationwide Gas $2.59/gallon +.06/gallon
  • Baltic Dry Index 1,117.0 -1.67%
  • China (Export) Containerized Freight Index 788.74 -2.59%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +21.21%
  • Rail Freight Carloads 273,986 -1.52%
Best Performing Style
  • Small-Cap Growth -3.1%
Worst Performing Style
  • Large-Cap Growth -4.8%
Leading Sectors
  • Gold & Silver +4.3%
  • Energy +1.7%
  • Oil Service +.9%
  • Paper -.5%
  • Defense -.9%
Lagging Sectors
  • Gaming -5.5% 
  • Banks -6.1%
  • Disk Drives -6.1%
  • Social Media -6.7%
  • Computer Hardware -7.5%
Weekly High-Volume Stock Gainers (20)
  • LFIN, OMER, GES, LE, CTRN, MULE, DXPE, ARNA, HRTX, TRHC, ZUMZ, TDW, HQY, SRI, STC, MNLO, DNLI, SNNA, SHEN and CTWS
Weekly High-Volume Stock Losers (20)
  • GAIA, STML, DLTH, ASH, CISN, TTWO, CARA, CARB, OMI, TIF, GIII, FSCT, GPI, FB, ARMO, MIK, TORC, ORCL, ODT and GDEN
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