Friday, August 03, 2018

Weekly Scoreboard*

S&P 500 2,839.79 +.70%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,440.50 -.04%
  • NASDAQ 7,806.93 +.86%
  • Russell 2000 1,673.54 +.60%
  • S&P 500 High Beta 44.25 -.29%
  • Goldman 50 Most Shorted 163.39 +.61%
  • Wilshire 5000 29,456.70 +.71%
  • Russell 1000 Growth 1,505.94 +.80%
  • Russell 1000 Value 1,234.32 +.68%
  • S&P 500 Consumer Staples 557.63 +1.82%
  • Vanda Cyclicals-Defensives 1.6222 -.98%
  • NYSE Technology 1,902.38 -.40%
  • Transports 11,092.30 +1.24%
  • Utilities 728.98 +1.08%
  • Bloomberg European Bank/Financial Services 89.48 -.84%
  • MSCI Emerging Markets 43.97 -1.55%
  • HFRX Equity Hedge 1,285.18 -.12%
  • HFRX Equity Market Neutral 1,005.10 -.36%
Sentiment/Internals
  • NYSE Cumulative A/D Line 328,328 -.16%
  • Bloomberg New Highs-Lows Index -107 -254
  • Bloomberg Crude Oil % Bulls 37.5 -49.5%
  • CFTC Oil Net Speculative Position 610,471 -3.30%
  • CFTC Oil Total Open Interest 2,361,062 -3.25%
  • Total Put/Call .91 -14.4%
  • OEX Put/Call 1.57 +362.2%
  • ISE Sentiment 142.0 +55.2%
  • NYSE Arms .70 -1.35%
  • Volatility(VIX) 11.77 -11.21%
  • S&P 500 Implied Correlation 26.74 -7.32%
  • G7 Currency Volatility (VXY) 7.29 +.14% 
  • Emerging Markets Currency Volatility (EM-VXY) 10.11 +.80%
  • Smart Money Flow Index 16,144.96 -1.29%
  • ICI Money Mkt Mutual Fund Assets $2.851 Trillion +.3%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.963 Billion
  • AAII % Bulls 29.1 -7.7%
  • AAII % Bears 32.1 +19.3%
Futures Spot Prices
  • CRB Index 193.23 -.55%
  • Crude Oil 68.53 -1.06%
  • Reformulated Gasoline 206.81 -2.31%
  • Natural Gas 2.85 +1.92%
  • Heating Oil 213.38 -1.47%
  • Gold 1,217.90 -.34%
  • Bloomberg Base Metals Index 186.75 -1.19%
  • Copper 275.70 -1.40%
  • US No. 1 Heavy Melt Scrap Steel 341.67 USD/Metric Tonne unch.
  • China Iron Ore Spot 69.30 USD/Metric Tonne +2.97%
  • Lumber 426.50 -7.3%
  • UBS-Bloomberg Agriculture 954.35 +.87%
Economy
  • Atlanta Fed GDPNow Forecast +4.4% +60.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 1.0% +20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index n/a
  • US Economic Policy Uncertainty Index 203.35 +74.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 170.75 +.60%
  • Citi US Economic Surprise Index -15.0 -9.9 points
  • Citi Eurozone Economic Surprise Index -31.50 +.3 point
  • Citi Emerging Markets Economic Surprise Index -3.1 -2.4 points
  • Fed Fund Futures imply 10.0% chance of no change, 90.0% chance of 25 basis point hike on 9/26
  • US Dollar Index 95.16 +.48%
  • MSCI Emerging Markets Currency Index 1,619.22 -.42%
  • Bitcoin/USD 7,460.57 -8.55%
  • Euro/Yen Carry Return Index 134.01 -.39%
  • Yield Curve 31.0 +2.25 basis points
  • 10-Year US Treasury Yield 2.95% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.216 Trillion -.52%
  • U.S. Sovereign Debt Credit Default Swap 20.62 -4.76%
  • Illinois Municipal Debt Credit Default Swap 194.72 +4.29%
  • Italian/German 10Y Yld Spread 252.0 +18.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.80 -9.63%
  • Emerging Markets Sovereign Debt CDS Index 78.51 +9.49%
  • Israel Sovereign Debt Credit Default Swap 68.72 +1.78%
  • South Korea Sovereign Debt Credit Default Swap 42.22 +6.0%
  • Russia Sovereign Debt Credit Default Swap 135.0 +1.73%
  • iBoxx Offshore RMB China Corporate High Yield Index 150.18 +.43%
  • 10-Year TIPS Spread 2.12% unch.
  • TED Spread 34.0 -1.25 basis points
  • 2-Year Swap Spread 22.25 +2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.5 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 59.37 +1.52%
  • America Energy Sector High-Yield Credit Default Swap Index 364.0 -.74%
  • European Financial Sector Credit Default Swap Index 78.40 +6.22%
  • Emerging Markets Credit Default Swap Index 168.72 +3.78%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.670 Trillion -.01%
  • Commercial Paper Outstanding 1,066.90 -.1%
  • 4-Week Moving Average of Jobless Claims 214,500 -3,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.60% +6.0 basis points
  • Weekly Mortgage Applications 353.10 -2.57%
  • Bloomberg Consumer Comfort 58.6 -.4 point
  • Weekly Retail Sales +3.70% +20.0 basis points
  • Nationwide Gas $2.87/gallon +.01/gallon
  • Baltic Dry Index 1,756.0 +4.77%
  • China (Export) Containerized Freight Index 821.13 +.04%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 +12.5%
  • Rail Freight Carloads 287,920 +.08%
Best Performing Style
  • Large-Cap Growth +.7%
Worst Performing Style
  • Mid-Cap Growth unch.
Leading Sectors
  • Telecom +3.4%
  • REITs +2.8%
  • Healthcare Providers +2.2%
  • Drugs +2.1%
  • Biotech +1.6%
Lagging Sectors
  • Disk Drives -2.0% 
  • I-Banks -2.0%
  • Steel -3.0%
  • Social Media -3.7%
  • Gaming -6.3%
Weekly High-Volume Stock Gainers (28)
  • CTRL, HMSY, ACIA, WAIR, NUS, ELY, BMS, UMRX, MDRX, FTSI, ITT, TCS, BRKR, CERN, RLGY, GBT, ESIO, DNOW, TDS, AMC, CORT, PCRX, TNDM, MUSA, GIS and FLO
Weekly High-Volume Stock Losers (27)
  • MTZ, RTRX, MSI, JELD, RMD, ATVI, KTOS, ANET, TWOU, CNSL, VRAY, FND, DATA, SEM, CLVS, NBL, APPN, DFIN, RARE, AMN, AMN, BRS, SGMS, SHAK, PI, GTT, TSRO and IMMR
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*5-Day Change

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