Friday, May 11, 2018

Weekly Scoreboard*

S&P 500 2,723.49 +2.26%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,789.60 +2.12%
  • NASDAQ 7,391.74 +2.43%
  • Russell 2000 1,604.59 +2.45%
  • S&P 500 High Beta 43.71 +3.11%
  • Goldman 50 Most Shorted 149.71 +3.76%
  • Wilshire 5000 28,288.10 +2.25%
  • Russell 1000 Growth 1,425.01 +2.34%
  • Russell 1000 Value 1,203.40 +2.16%
  • S&P 500 Consumer Staples 507.47 -.48%
  • Vanda Cyclicals-Defensives 1.6424 +2.64%
  • NYSE Technology 1,877.33 +2.97%
  • Transports 10,717.0 +3.27%
  • Utilities 689.16 -2.17%
  • Bloomberg European Bank/Financial Services 97.67 +2.04%
  • MSCI Emerging Markets 47.38 +2.25%
  • HFRX Equity Hedge 1,282.72 +.30%
  • HFRX Equity Market Neutral 1,015.98 +.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 319,273 +1.58%
  • Bloomberg New Highs-Lows Index 302 +451
  • Bloomberg Crude Oil % Bulls 67.44 +150.5%
  • CFTC Oil Net Speculative Position 690,727 -3.05%
  • CFTC Oil Total Open Interest 2,621,768 +1.82%
  • Total Put/Call .88 -11.6%
  • OEX Put/Call 1.71 +250.0%
  • ISE Sentiment 128.0 +77.11%
  • NYSE Arms .90 +64.52%
  • Volatility(VIX) 13.21 -10.6%
  • S&P 500 Implied Correlation 35.84 -14.2%
  • G7 Currency Volatility (VXY) 7.11 -3.13% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.51 -1.73%
  • Smart Money Flow Index 16,901.52 +3.17%
  • ICI Money Mkt Mutual Fund Assets $2.807 Trillion +.25%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.992 Billion
  • AAII % Bulls 33.5 +18.0%
  • AAII % Bears 25.5 -15.6%
Futures Spot Prices
  • CRB Index 203.77 +.21%
  • Crude Oil 71.10 +1.76%
  • Reformulated Gasoline 219.07 +3.55%
  • Natural Gas 2.81 +3.69%
  • Heating Oil 223.18 +3.45%
  • Gold 1,321.30 +.42%
  • Bloomberg Base Metals Index 207.99 +.61%
  • Copper 311.05 +.97%
  • US No. 1 Heavy Melt Scrap Steel 353.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 67.73 USD/Metric Tonne +1.42%
  • Lumber 602.70 +4.55%
  • UBS-Bloomberg Agriculture 1,010.91 -2.91%
Economy
  • Atlanta Fed GDPNow Forecast +4.0% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1145 -3.7% 
  • US Economic Policy Uncertainty Index 48.81 -61.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 164.64 +.25%
  • Citi US Economic Surprise Index 21.40 -9.5 points
  • Citi Eurozone Economic Surprise Index -97.90 -1.3 points
  • Citi Emerging Markets Economic Surprise Index -.2 +.6 point
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 6/13
  • US Dollar Index 92.53 -.07%
  • MSCI Emerging Markets Currency Index 1,685.60 -.01%
  • Bitcoin/USD 8,619.03 -11.01%
  • Euro/Yen Carry Return Index 135.92 +.03%
  • Yield Curve 43.50 -1.5 basis points
  • 10-Year US Treasury Yield 2.97% +2.0 basis points
  • Federal Reserve's Balance Sheet $4.318 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 19.82 -14.7%
  • Illinois Municipal Debt Credit Default Swap 223.72 -.03%
  • Italian/German 10Y Yld Spread 131.25 +6.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.06 -4.09%
  • Emerging Markets Sovereign Debt CDS Index 46.66 -3.32%
  • Israel Sovereign Debt Credit Default Swap 59.80 -.44%
  • South Korea Sovereign Debt Credit Default Swap 40.40 -4.54%
  • Russia Sovereign Debt Credit Default Swap 130.78 -7.42%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.40 +.12%
  • 10-Year TIPS Spread 2.17% +1.0 basis point
  • TED Spread 44.25 -9.25 basis points
  • 2-Year Swap Spread 22.25 -4.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.75 +.75 basis point
  • N. America Investment Grade Credit Default Swap Index 58.85 -5.3%
  • America Energy Sector High-Yield Credit Default Swap Index 368.0 -.35%
  • European Financial Sector Credit Default Swap Index 58.12 -2.71%
  • Emerging Markets Credit Default Swap Index 153.80 +2.98%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 +3.0 basis points
  • M1 Money Supply $3.678 Trillion +.19%
  • Commercial Paper Outstanding 1,059.30 +.6%
  • 4-Week Moving Average of Jobless Claims 216,000 -5,500
  • Continuing Claims Unemployment Rate 1.3% +10.0 basis points
  • Average 30-Year Mortgage Rate 4.55% unch.
  • Weekly Mortgage Applications 387.10 -.39%
  • Bloomberg Consumer Comfort 55.80 -.7 point
  • Weekly Retail Sales +3.30% +30.0 basis points
  • Nationwide Gas $2.86/gallon +.04/gallon
  • Baltic Dry Index 1,453.0 +5.6%
  • China (Export) Containerized Freight Index 763.12 +2.61%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 280,374 -1.64%
Best Performing Style
  • Small-Cap Growth +2.7%
Worst Performing Style
  • Mid-Cap Value +1.5%
Leading Sectors
  • Disk Drives +6.0%
  • Road & Rail +5.7%
  • Defense +5.4%
  • Internet +5.1%
  • Semis +4.3%
Lagging Sectors
  • Airlines -1.2% 
  • Homebuilding -1.8%
  • Tobacco -1.8%
  • Utilities -2.0%
  • Telecom -2.2%
Weekly High-Volume Stock Gainers (59)
  • ARMO, EOLS, PI, CDLX, LTRPA, DDD, PVAC, AAXN, SMCI, USAT, FOSL, TCMD, BCOR, TRIP, VPG, TWLO, SCPH, CHAK, GHL, PTLA, ZAGG, ATHN, MNK, LMNX, MPMQ, HMSY, GPT, FRGI, TAST, SRPT, PEN, STRL, UBNT, CTRL, ROKU, EPAY, VRX, JBSS, BNFT, JEC, ATKR, RGEN, DBD, RP, DPLO, CARB, XOXO, TREX, WWW, CHPE, PRMW, XCRA, RGR, NAVG, RYTM, NTRA, COHU, HOPE and CENT
Weekly High-Volume Stock Losers (34)
  • DFRG, BGCP, LKSD, EXTN, NUAN, XPER, WIFI, IFF, COTY, BAS, CORE, EXPW, ALG, CWH, LGIH, BECN, MB, AXDX, NVRO, MIDD, AMN, VRTV, COKE, VEC, HTZ, PBYI, AKCA, MXL, VIRT, AMPH, FLR, AMRX, CUTR and UEIC
Weekly Charts
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