Friday, March 09, 2018

Weekly Scoreboard*

S&P 500 2,778.91 +3.3%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,276.30 +2.95%
  • NASDAQ 7,542.84 +3.87%
  • Russell 2000 1,595.51 +4.08%
  • S&P 500 High Beta 45.21 +4.62%
  • Goldman 50 Most Shorted 145.93 +1.84%
  • Wilshire 5000 28,770.20 +3.32%
  • Russell 1000 Growth 1,446.53 +3.63%
  • Russell 1000 Value 1,232.01 +2.92%
  • S&P 500 Consumer Staples 559.31 +1.37%
  • Vanda Cyclicals-Defensives 1.6335 +.46%
  • NYSE Technology 1,941.81 +4.5%
  • Transports 10,699.50 +3.52%
  • Utilities 668.75 +.42%
  • Bloomberg European Bank/Financial Services 98.69 +1.1%
  • MSCI Emerging Markets 49.11 +2.0%
  • HFRX Equity Hedge 1,296.50 +.79%
  • HFRX Equity Market Neutral 1,013.40 +.43%
Sentiment/Internals
  • NYSE Cumulative A/D Line 314,811 +1.24%
  • Bloomberg New Highs-Lows Index 256 +501
  • Bloomberg Crude Oil % Bulls 20.0 -22.9%
  • CFTC Oil Net Speculative Position 704,104 +2.1%
  • CFTC Oil Total Open Interest 2,460,214 +1.2%
  • Total Put/Call .78 -34.2%
  • OEX Put/Call .35 +100.0%
  • ISE Sentiment 108.0 +44.2%
  • NYSE Arms .84 +22.97%
  • Volatility(VIX) 15.1 -22.3%
  • S&P 500 Implied Correlation 38.23 -5.57%
  • G7 Currency Volatility (VXY) 7.69 -8.55% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.75 -5.02%
  • Smart Money Flow Index 19,083.18 +4.48%
  • ICI Money Mkt Mutual Fund Assets $2.857 Trillion +.5%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$6.397 Billion
  • AAII % Bulls 26.4 -29.2%
  • AAII % Bears 28.4 +21.2%
Futures Spot Prices
  • CRB Index 195.06 +.44%
  • Crude Oil 61.89 +.41%
  • Reformulated Gasoline 190.20 -.58%
  • Natural Gas 2.73 +.89%
  • Heating Oil 188.37 -.27%
  • Gold 1,323.30 +.03%
  • Bloomberg Base Metals Index 203.43 -2.36%
  • Copper 314.10 +.14%
  • US No. 1 Heavy Melt Scrap Steel 318.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 69.18 USD/Metric Tonne -5.43%
  • Lumber 484.30 -.04%
  • UBS-Bloomberg Agriculture 1,044.37 -1.15%
Economy
  • Atlanta Fed GDPNow Forecast +2.5% -100.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 5.7% -120.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0491 -19.64% 
  • US Economic Policy Uncertainty Index 330.12 +204.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 160.36 +.21%
  • Citi US Economic Surprise Index 47.90 +8.8 points
  • Citi Eurozone Economic Surprise Index -21.6 -21.1 points
  • Citi Emerging Markets Economic Surprise Index 31.7 +21.8 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 90.11 +.12%
  • MSCI Emerging Markets Currency Index 1,715.69 +.36%
  • Bitcoin/USD 8,897.64 -19.0%
  • Euro/Yen Carry Return Index 137.04 +1.0%
  • Yield Curve 62.75 +.75 basis point
  • 10-Year US Treasury Yield 2.89% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.355 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 20.25 -.05%
  • Illinois Municipal Debt Credit Default Swap 252.55 -.03%
  • Italian/German 10Y Yld Spread 136.25 +3.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.67 -2.91%
  • Emerging Markets Sovereign Debt CDS Index 33.57 +.15%
  • Israel Sovereign Debt Credit Default Swap 49.2 -4.74%
  • South Korea Sovereign Debt Credit Default Swap 43.6 -14.3%
  • Russia Sovereign Debt Credit Default Swap 103.30 -4.15%
  • iBoxx Offshore RMB China Corporate High Yield Index 148.08 +.08%
  • 10-Year TIPS Spread 2.13% unch.
  • TED Spread 40.25 +1.25 basis points
  • 2-Year Swap Spread 30.0 +4.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -28.5 +4.5 basis points
  • N. America Investment Grade Credit Default Swap Index 55.0 -6.71%
  • America Energy Sector High-Yield Credit Default Swap Index 397.0 +.51%
  • European Financial Sector Credit Default Swap Index 50.42 -8.59%
  • Emerging Markets Credit Default Swap Index 113.82 -8.07%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 166.0 +1.0 basis point
  • M1 Money Supply $3.618 Trillion +.44%
  • Commercial Paper Outstanding 1,093.50 +.2%
  • 4-Week Moving Average of Jobless Claims 222,500 +2,000
  • Continuing Claims Unemployment Rate 1.3% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.46% +3.0 basis points
  • Weekly Mortgage Applications 384.10 +.31%
  • Bloomberg Consumer Comfort 56.8 +.6 point
  • Weekly Retail Sales +3.4% +20.0 basis points
  • Nationwide Gas $2.53/gallon +.01/gallon
  • Baltic Dry Index 1,197.0 -.83%
  • China (Export) Containerized Freight Index 830.88 -1.73%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 279,535 +1.11%
Best Performing Style
  • Small-Cap Growth +4.4%
Worst Performing Style
  • Large-Cap Value +2.8%
Leading Sectors
  • Gaming +9.2%
  • Education +7.1%
  • Disk Drives +6.6%
  • I-Banks +6.5%
  • Medical Equipment +5.7%
Lagging Sectors
  • Foods +.5% 
  • Gold & Silver +.1%
  • Retail -.3%
  • Papers -1.0%
  • Steel -3.5%
Weekly High-Volume Stock Gainers (42)
  • INNT, CLSD, VCEL, APEI, GTXI, VEC, MED, GTHX, QCP, CHUBK, CMTL, NTNX, RGNX, CHUBA, SNNA, AMRC, XON, HCI, ADSK, KFY, MDB, AMBA, CUE, TREC, STRA, CIEN, SFIX, FNSR, KEYS, ARA, CARG, UPLD, ALOG, ATH, GNL, CCXI, XOXO, ANF, CASA, BOJA, ESRX and HNGR
Weekly High-Volume Stock Losers (18)
  • GNCMA, AVAV, FRPT, FL, EEX, CI, CVNA, ARES, DLTR, WSR, SPPI, PRGS, KR, TECD, BOMN, ZAGG, TRNC and GLYC
Weekly Charts
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