Friday, June 01, 2018

Weekly Scoreboard*

S&P 500 2,734.62 +.25%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,635.20 -.71%
  • NASDAQ 7,554.33 +1.75%
  • Russell 2000 1,647.98 +1.21%
  • S&P 500 High Beta 44.73 +.52%
  • Goldman 50 Most Shorted 152.29 +.96%
  • Wilshire 5000 28,460.0 +.38%
  • Russell 1000 Growth 1,445.71 +.91%
  • Russell 1000 Value 1,196.52 -.42%
  • S&P 500 Consumer Staples 507.88 -.39%
  • Vanda Cyclicals-Defensives 1.6398 -1.52%
  • NYSE Technology 1,920.39 +2.16%
  • Transports 10,893.90 +.38%
  • Utilities 684.74 -.13%
  • Bloomberg European Bank/Financial Services 89.92 -3.86%
  • MSCI Emerging Markets 46.10 -.5%
  • HFRX Equity Hedge 1,281.23 -.12%
  • HFRX Equity Market Neutral 1,012.30 -.06%
Sentiment/Internals
  • NYSE Cumulative A/D Line 320,320 -.04%
  • Bloomberg New Highs-Lows Index 56 -10
  • Bloomberg Crude Oil % Bulls 32.26 -8.59%
  • CFTC Oil Net Speculative Position 633,386 -1.72%
  • CFTC Oil Total Open Interest 2,643,354 -2.33%
  • Total Put/Call .85 -5.56%
  • OEX Put/Call 1.04 +70.49%
  • ISE Sentiment 82.0 -36.43%
  • NYSE Arms 1.11 -11.91%
  • Volatility(VIX) 13.46 +7.42%
  • S&P 500 Implied Correlation 40.16 +16.37%
  • G7 Currency Volatility (VXY) 7.27 +.28% 
  • Emerging Markets Currency Volatility (EM-VXY) 9.27 +1.88%
  • Smart Money Flow Index 15,790.41 -.95%
  • ICI Money Mkt Mutual Fund Assets $2.840 Trillion +.53%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$3.365 Billion
  • AAII % Bulls 35.0 -9.2%
  • AAII % Bears 26.4 +4.7%
Futures Spot Prices
  • CRB Index 201.71 -1.73%
  • Crude Oil 65.57 -6.07%
  • Reformulated Gasoline 213.84 -4.06%
  • Natural Gas 2.97 +.38%
  • Heating Oil 217.37 -4.11%
  • Gold 1,297.80 -.22%
  • Bloomberg Base Metals Index 209.05 -.32%
  • Copper 308.90 -.36%
  • US No. 1 Heavy Melt Scrap Steel 340.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 64.90 USD/Metric Tonne +1.34%
  • Lumber 594.10 +1.14%
  • UBS-Bloomberg Agriculture 1,045.33 -.72%
Economy
  • Atlanta Fed GDPNow Forecast +4.7% +70.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.0% -50.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1827 -7.21% 
  • US Economic Policy Uncertainty Index 109.96 +42.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 166.20 +.17%
  • Citi US Economic Surprise Index 14.50 +2.5 points
  • Citi Eurozone Economic Surprise Index -91.10 +5.5 points
  • Citi Emerging Markets Economic Surprise Index -6.60 +.4 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 94.20 +.38%
  • MSCI Emerging Markets Currency Index 1,671.54 -.2%
  • Bitcoin/USD 7,411.87 -.23%
  • Euro/Yen Carry Return Index 132.83 +.19%
  • Yield Curve 42.0 -3.5 basis points
  • 10-Year US Treasury Yield 2.88% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.287 Trillion -.25%
  • U.S. Sovereign Debt Credit Default Swap 20.8 +4.8%
  • Illinois Municipal Debt Credit Default Swap 212.84 -4.8%
  • Italian/German 10Y Yld Spread 230.25 +24.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.25 unch.
  • Emerging Markets Sovereign Debt CDS Index 63.28 +3.76%
  • Israel Sovereign Debt Credit Default Swap 69.79 +4.75%
  • South Korea Sovereign Debt Credit Default Swap 43.44 -4.34%
  • Russia Sovereign Debt Credit Default Swap 134.74 +5.51%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.94 +.10%
  • 10-Year TIPS Spread 2.11% unch.
  • TED Spread 41.25 -2.0 basis points
  • 2-Year Swap Spread 25.5 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.0 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 65.71 +6.13%
  • America Energy Sector High-Yield Credit Default Swap Index 378.0 +2.67%
  • European Financial Sector Credit Default Swap Index 80.90 +7.37%
  • Emerging Markets Credit Default Swap Index 171.20 +6.64%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 +1.0 basis point
  • M1 Money Supply $3.660 Trillion +.23%
  • Commercial Paper Outstanding 1,107.80 +1.5%
  • 4-Week Moving Average of Jobless Claims 222,250 +2,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.56% -10.0 basis points
  • Weekly Mortgage Applications 356.10 -2.89%
  • Bloomberg Consumer Comfort 55.20 unch.
  • Weekly Retail Sales +4.10% +10.0 basis points
  • Nationwide Gas $2.96/gallon -.01/gallon
  • Baltic Dry Index 1,090.0 -1.71%
  • China (Export) Containerized Freight Index 788.78 -.12%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 292,276 +2.5%
Best Performing Style
  • Small-Cap Growth +1.5%
Worst Performing Style
  • Large-Cap Value -.5%
Leading Sectors
  • Internet +2.7%
  • Biotech +2.1%
  • Shipping +2.0%
  • Semis +1.8%
  • Software +1.6%
Lagging Sectors
  • Banks -1.8% 
  • Telecom -1.9%
  • Paper -2.3%
  • Steel -3.0%
  • Oil Service -3.7%
Weekly High-Volume Stock Gainers (22)
  • ZUO, YEXT, NGL, LXRX, SE, IRDM, DK, CVRR, IVC, PTCT, APPN, AERI, TTD, ICPT, VKTX, CUTR, NEO, TRIP, EDR, GTLS, SPTN and MDGL
Weekly High-Volume Stock Losers (16)
  • SMG, SOI, TITN, FANG, PE, XEC, PUMP, TLRD, CDEV, BAS, CXO, ANF, CPE, MTDR, VNOM and JAG
Weekly Charts
ETFs
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*5-Day Change

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