Friday, July 13, 2018

Weekly Scoreboard*

S&P 500 2,799.63 +1.46%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,017.40 +2.27%
  • NASDAQ 7,821.55 +1.72%
  • Russell 2000 1,688.80 -.29%
  • S&P 500 High Beta 44.11 +1.05%
  • Goldman 50 Most Shorted 168.69 +1.05%
  • Wilshire 5000 29,155.60 +1.26%
  • Russell 1000 Growth 1,499.27 +2.11%
  • Russell 1000 Value 1,210.18 +.68%
  • S&P 500 Consumer Staples 541.46 +.98%
  • Vanda Cyclicals-Defensives 1.63 +2.66%
  • NYSE Technology 1,948.23 +1.34%
  • Transports 10,569.10 +.88%
  • Utilities 719.10 -1.27%
  • Bloomberg European Bank/Financial Services 87.06 -1.05%
  • MSCI Emerging Markets 43.86 +1.36%
  • HFRX Equity Hedge 1,285.21 +.15%
  • HFRX Equity Market Neutral 1,002.98 +.20%
Sentiment/Internals
  • NYSE Cumulative A/D Line 327,938 +.63%
  • Bloomberg New Highs-Lows Index 44 +121
  • Bloomberg Crude Oil % Bulls 54.2 -9.7%
  • CFTC Oil Net Speculative Position 656,720 +5.1%
  • CFTC Oil Total Open Interest 2,466,531 +1.76%
  • Total Put/Call .94 -4.0%
  • OEX Put/Call .22 -82.31%
  • ISE Sentiment 173.0 +85.7%
  • NYSE Arms 1.24 +96.8%
  • Volatility(VIX) 12.44 -7.85%
  • S&P 500 Implied Correlation 31.11 -10.2%
  • G7 Currency Volatility (VXY) 7.25 +2.98% 
  • Emerging Markets Currency Volatility (EM-VXY) 10.2 +8.3%
  • Smart Money Flow Index 15,810.12 +1.6%
  • ICI Money Mkt Mutual Fund Assets $2.851 Trillion +.91%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$12.535 Billion
  • AAII % Bulls 43.1 +54.5%
  • AAII % Bears 29.2 -25.8%
Futures Spot Prices
  • CRB Index 193.85 -2.17%
  • Crude Oil 71.18 -3.82%
  • Reformulated Gasoline 210.60 -.16%
  • Natural Gas 2.76 -2.95%
  • Heating Oil 213.54 -1.74%
  • Gold 1,241.30 -1.08%
  • Bloomberg Base Metals Index 189.29 -2.03%
  • Copper 277.40 -1.47%
  • US No. 1 Heavy Melt Scrap Steel 334.58 USD/Metric Tonne +.38%
  • China Iron Ore Spot 63.4 USD/Metric Tonne +.6%
  • Lumber 520.60 -1.77%
  • UBS-Bloomberg Agriculture 918.48 -3.8%
Economy
  • Atlanta Fed GDPNow Forecast +3.9% +10 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 1.5% -70.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1039 +6.4% 
  • US Economic Policy Uncertainty Index 39.7 -76.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 168.48 +.27%
  • Citi US Economic Surprise Index 13.90 +1.3 points
  • Citi Eurozone Economic Surprise Index -35.0 +1.1 points
  • Citi Emerging Markets Economic Surprise Index -1.0 +4.4 points
  • Fed Fund Futures imply 83.5% chance of no change, 16.5% chance of 25 basis point hike on 8/1
  • US Dollar Index 94.92 +.91%
  • MSCI Emerging Markets Currency Index 1,629.41 +.10%
  • Bitcoin/USD 6,254.46 -4.7%
  • Euro/Yen Carry Return Index 136.57 +1.18%
  • Yield Curve 25.0 -3.25 basis points
  • 10-Year US Treasury Yield 2.83% unch.
  • Federal Reserve's Balance Sheet $4.252 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 20.72 +2.93%
  • Illinois Municipal Debt Credit Default Swap 205.33 -.03%
  • Italian/German 10Y Yld Spread 221.0 -21.5 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.61 -9.3%
  • Emerging Markets Sovereign Debt CDS Index 76.08 +3.67%
  • Israel Sovereign Debt Credit Default Swap 66.57 -3.12%
  • South Korea Sovereign Debt Credit Default Swap 45.55 -6.38%
  • Russia Sovereign Debt Credit Default Swap 135.17 -7.77%
  • iBoxx Offshore RMB China Corporate High Yield Index 147.96 -.22%
  • 10-Year TIPS Spread 2.12% -2.0 basis points
  • TED Spread 37.25 -2.25 basis points
  • 2-Year Swap Spread 22.50 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 60.63 -6.37%
  • America Energy Sector High-Yield Credit Default Swap Index 385.0 -2.93%
  • European Financial Sector Credit Default Swap Index 77.29 -7.71%
  • Emerging Markets Credit Default Swap Index 174.21 -1.45%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.649 Trillion +.29%
  • Commercial Paper Outstanding 1,075.0 +.9%
  • 4-Week Moving Average of Jobless Claims 223,000 -1,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.53% +1.0 basis point
  • Weekly Mortgage Applications 372.60 +2.48%
  • Bloomberg Consumer Comfort 58.0 +.4 point
  • Weekly Retail Sales +4.30% +20.0 basis points
  • Nationwide Gas $2.87/gallon +.02/gallon
  • Baltic Dry Index 1,632.0 +.62%
  • China (Export) Containerized Freight Index 808.55 -.90%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 244,679 -16.6%
Best Performing Style
  • Large-Cap Growth +2.2%
Worst Performing Style
  • Small-Cap Value -.2%
Leading Sectors
  • Software +3.7%
  • Gaming +3.5%
  • Defense +2.8%
  • Computer Services +2.4%
  • Internet +2.3%
Lagging Sectors
  • Agriculture -.7% 
  • Tobacco -1.2%
  • Utilities -1.3%
  • Telecom -1.6%
  • Gold & Silver -3.3%
Weekly High-Volume Stock Gainers (6)
  • ZGNX, FNKO, MNRO, HZO, SFIX and AERI
Weekly High-Volume Stock Losers (4)
  • EGAN, PEGI, INGR and NVRO
Weekly Charts
ETFs
Stocks
*5-Day Change

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