Friday, May 25, 2018

Weekly Scoreboard*

S&P 500 2,717.85 +.28%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,743.70 +.09%
  • NASDAQ 7,433.18 +1.11%
  • Russell 2000 1,625.13 +.07%
  • S&P 500 High Beta 44.27 +.18%
  • Goldman 50 Most Shorted 150.34 -.47%
  • Wilshire 5000 28,269.0 +.21%
  • Russell 1000 Growth 1,431.48 +.85%
  • Russell 1000 Value 1,194.09 -.34%
  • S&P 500 Consumer Staples 509.62 +.60%
  • Vanda Cyclicals-Defensives 1.665.1 -.48%
  • NYSE Technology 1,888.33 +1.94%
  • Transports 10,908.60 +1.83%
  • Utilities 689.59 +3.26%
  • Bloomberg European Bank/Financial Services 93.12 -2.34%
  • MSCI Emerging Markets 46.39 +.21%
  • HFRX Equity Hedge 1,284.71 -.33%
  • HFRX Equity Market Neutral 1,012.27 -.72%
Sentiment/Internals
  • NYSE Cumulative A/D Line 320,459 +.25%
  • Bloomberg New Highs-Lows Index 66 -204
  • Bloomberg Crude Oil % Bulls 35.3 -33.0%
  • CFTC Oil Net Speculative Position 644,444 -5.22%
  • CFTC Oil Total Open Interest 2,706,454 +1.81%
  • Total Put/Call .94 -4.0%
  • OEX Put/Call .78 -10.39%
  • ISE Sentiment 135.0 +44.4%
  • NYSE Arms 1.76 +33.3%
  • Volatility(VIX) 13.23 -2.98%
  • S&P 500 Implied Correlation 35.65 -2.48%
  • G7 Currency Volatility (VXY) 7.25 +1.12% 
  • Emerging Markets Currency Volatility (EM-VXY) 9.06 -.88%
  • Smart Money Flow Index 15,941.56 -5.69%
  • ICI Money Mkt Mutual Fund Assets $2.825 Trillion +.03%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$6.066 Billion
  • AAII % Bulls 38.6 +5.1%
  • AAII % Bears 25.2 +22.3%
Futures Spot Prices
  • CRB Index 202.89 -.33%
  • Crude Oil 67.76 -5.02%
  • Reformulated Gasoline 217.51 -2.47%
  • Natural Gas 2.92 +3.35%
  • Heating Oil 221.10- -2.60%
  • Gold 1,303.0 +.91%
  • Bloomberg Base Metals Index 209.72 +.73%
  • Copper 307.55 +.72%
  • US No. 1 Heavy Melt Scrap Steel 340.33 USD/Metric Tonne -.93%
  • China Iron Ore Spot 64.0 USD/Metric Tonne -1.69%
  • Lumber 599.30 -3.96%
  • UBS-Bloomberg Agriculture 1,054.48 +3.32%
Economy
  • Atlanta Fed GDPNow Forecast +4.0% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.5% -80.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2704 -7.2% 
  • US Economic Policy Uncertainty Index 239.17 +325.42%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 165.92 +.40%
  • Citi US Economic Surprise Index 12.0 -.3 point
  • Citi Eurozone Economic Surprise Index -96.60 -4.9 points
  • Citi Emerging Markets Economic Surprise Index -7.0 -2.2 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 6/13
  • US Dollar Index 94.18 +.51%
  • MSCI Emerging Markets Currency Index 1,674.29 +.31%
  • Bitcoin/USD 7,437.71 -8.9%
  • Euro/Yen Carry Return Index 132.79 -2.18%
  • Yield Curve 45.5 -6.25 basis points
  • 10-Year US Treasury Yield 2.93% -14.0 basis points
  • Federal Reserve's Balance Sheet $4.298 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 19.21 +1.48%
  • Illinois Municipal Debt Credit Default Swap 223.57 -.04%
  • Italian/German 10Y Yld Spread 205.50 +40.5 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.23 -5.9%
  • Emerging Markets Sovereign Debt CDS Index 59.14 -2.71%
  • Israel Sovereign Debt Credit Default Swap 66.88 -.65%
  • South Korea Sovereign Debt Credit Default Swap 44.94 +.59%
  • Russia Sovereign Debt Credit Default Swap 127.98 -6.16%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.79 +.29%
  • 10-Year TIPS Spread 2.11% -6.0 basis points
  • TED Spread 43.25 -1.0 basis point
  • 2-Year Swap Spread 22.75 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -15.75 -8.75 basis points
  • N. America Investment Grade Credit Default Swap Index 63.10 +2.56%
  • America Energy Sector High-Yield Credit Default Swap Index 368.0 +2.79%
  • European Financial Sector Credit Default Swap Index 74.96 +16.19%
  • Emerging Markets Credit Default Swap Index 162.44 -4.63%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 179.0 -1.0 basis point
  • M1 Money Supply $3.651 Trillion +1.0%
  • Commercial Paper Outstanding 1,091.70 +2.1%
  • 4-Week Moving Average of Jobless Claims 219,750 +6,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.66% +5.0 basis points
  • Weekly Mortgage Applications 366.70 -2.6%
  • Bloomberg Consumer Comfort 55.20 +.6 point
  • Weekly Retail Sales +4.0% -90.0 basis points
  • Nationwide Gas $2.97/gallon +.06/gallon
  • Baltic Dry Index 1,109.0 -12.88%
  • China (Export) Containerized Freight Index 789.76 +.53%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +14.29%
  • Rail Freight Carloads 285,142 +.82%
Best Performing Style
  • Large-Cap Growth +.9%
Worst Performing Style
  • Large-Cap Value -.3%
Leading Sectors
  • Semis +3.3%
  • Utilities +3.3%
  • Airlines +2.7%
  • REITs +2.2%
  • Disk Drives +1.9%
Lagging Sectors
  • Construction -1.5% 
  • Telecom -2.1%
  • Steel -3.7%
  • Energy -5.4%
  • Oil Service -8.2%
Weekly High-Volume Stock Gainers (10)
  • SCVL, FL, QSII, CARA, MRTX, CAVM, ROKU, EOLS, UVV and DECK
Weekly High-Volume Stock Losers (19)
  • IGT, XEC, NTNX, CPE, SAFM, DXC, FANG, MTDR, WLL, HES, HAL, REI, HCLP, ROST, FRAC, BAS, CRC, BRS and CBB
Weekly Charts
ETFs
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*5-Day Change

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