Friday, June 22, 2018

Weekly Scoreboard*

S&P 500 2,762.24 -.69%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,641.40 -1.75%
  • NASDAQ 7,704.77 -.5%
  • Russell 2000 1,682.06 -.11%
  • S&P 500 High Beta 44.32 -1.95%
  • Goldman 50 Most Shorted 167.28 +2.0%
  • Wilshire 5000 28,788.60 -.55%
  • Russell 1000 Growth 1,470.15 -.89%
  • Russell 1000 Value 1,2002.80 -.44%
  • S&P 500 Consumer Staples 530.57 +.13%
  • Vanda Cyclicals-Defensives 1.6486 -2.81%
  • NYSE Technology 1,946.39 -1.70%
  • Transports 10,794.20 -2.60%
  • Utilities 696.49 +2.62%
  • Bloomberg European Bank/Financial Services 88.90 -.06%
  • MSCI Emerging Markets 44.14 -3.05%
  • HFRX Equity Hedge 1,284.57 -.43%
  • HFRX Equity Market Neutral 1,008.86 -.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 323,485 -.37%
  • Bloomberg New Highs-Lows Index -66 -122
  • Bloomberg Crude Oil % Bulls 27.0 +8.1%
  • CFTC Oil Net Speculative Position 595,293 +2.0%
  • CFTC Oil Total Open Interest 2,524,439 -.88%
  • Total Put/Call .83 -10.75%
  • OEX Put/Call .34 -12.82%
  • ISE Sentiment 98.0 -12.50%
  • NYSE Arms .79 -30.17%
  • Volatility(VIX) 13.62 +13.94%
  • S&P 500 Implied Correlation 34.27 -1.15%
  • G7 Currency Volatility (VXY) 7.47 +1.08% 
  • Emerging Markets Currency Volatility (EM-VXY) 9.78 -.51%
  • Smart Money Flow Index 15,981.56 +.36%
  • ICI Money Mkt Mutual Fund Assets $2.802 Trillion -1.84%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$7.814 Billion
  • AAII % Bulls 38.7 -13.5%
  • AAII % Bears 26.2 +20.7%
Futures Spot Prices
  • CRB Index 197.55 +.56%
  • Crude Oil 68.62 +6.52%
  • Reformulated Gasoline 205.95 +2.16%
  • Natural Gas 2.95 -3.14%
  • Heating Oil 211.87 +1.70%
  • Gold 1,271.20 -.89%
  • Bloomberg Base Metals Index 205.63 -3.73%
  • Copper 303.15 -3.51%
  • US No. 1 Heavy Melt Scrap Steel 338.60 USD/Metric Tonne unch.
  • China Iron Ore Spot 64.88 USD/Metric Tonne unch.
  • Lumber 559.80 +.63%
  • UBS-Bloomberg Agriculture 973.43 -1.29%
Economy
  • Atlanta Fed GDPNow Forecast +4.7% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.1% +40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .065 +.46% 
  • US Economic Policy Uncertainty Index 88.79 -18.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 167.23 +.17%
  • Citi US Economic Surprise Index 3.20 -11.9 points
  • Citi Eurozone Economic Surprise Index -68.10 +29.1 points
  • Citi Emerging Markets Economic Surprise Index -18.30 +8.8 points
  • Fed Fund Futures imply 75.2% chance of no change, 24.8% chance of 25 basis point hike on 8/1
  • US Dollar Index 94.55 -.11%
  • MSCI Emerging Markets Currency Index 1,640.57 -.83%
  • Bitcoin/USD 6,166.90 -5.6%
  • Euro/Yen Carry Return Index 133.42 -.35%
  • Yield Curve 36.25 -1.0 basis point
  • 10-Year US Treasury Yield 2.91% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.277 Trillion -.2%
  • U.S. Sovereign Debt Credit Default Swap 20.13 -.12%
  • Illinois Municipal Debt Credit Default Swap 207.85 -2.28%
  • Italian/German 10Y Yld Spread 235.75 +15.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.75 +5.73%
  • Emerging Markets Sovereign Debt CDS Index 76.65 -2.23%
  • Israel Sovereign Debt Credit Default Swap 68.40 -2.58%
  • South Korea Sovereign Debt Credit Default Swap 45.59 +3.29%
  • Russia Sovereign Debt Credit Default Swap 138.48 -3.89%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.58 -.31%
  • 10-Year TIPS Spread 2.13% unch.
  • TED Spread 42.0 +.25 basis point
  • 2-Year Swap Spread 26.5 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 64.04 +3.86%
  • America Energy Sector High-Yield Credit Default Swap Index 405.0 +6.13%
  • European Financial Sector Credit Default Swap Index 82.39 +7.52%
  • Emerging Markets Credit Default Swap Index 182.73 -2.05%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.662 Trillion -1.39%
  • Commercial Paper Outstanding 1,102.50 -.6%
  • 4-Week Moving Average of Jobless Claims 221,000 -3,250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.57% -5.0 basis points
  • Weekly Mortgage Applications 384.10 +5.15%
  • Bloomberg Consumer Comfort 56.50 +.7 point
  • Weekly Retail Sales +4.50% +20.0 basis points
  • Nationwide Gas $2.86/gallon -.04/gallon
  • Baltic Dry Index 1,347.0 -6.78%
  • China (Export) Containerized Freight Index 812.18 -.33%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 +12.5%
  • Rail Freight Carloads 288,350 -.37%
Best Performing Style
  • Small-Cap Value +1.3%
Worst Performing Style
  • Mid-Cap Growth -1.%
Leading Sectors
  • Oil Service +3.4%
  • Utilities +2.4%
  • Retail +2.5%
  • Energy +2.1%
  • Education +2.1%
Lagging Sectors
  • Industrials -3.2% 
  • Networking -3.4%
  • Semis -3.6%
  • Homebuilding -3.8%
  • Paper -4.6%
Weekly High-Volume Stock Gainers (13)
  • WSC, CRC, TNDM, BRS, PDCO, CURO, PVAC, TSRO, LNG, XEC, PCG, DIN and SFIX
Weekly High-Volume Stock Losers (15)
  • APPN, MEI, FTRPR, ZEN, DBX, EQM, KLAC, ZUO, CNDT, SPLK, VCEL, BLUE, SGH, RHT and CDNA
Weekly Charts
ETFs
Stocks
*5-Day Change

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