Friday, August 24, 2018

Weekly Scoreboard*

S&P 500 2,873.84 +.83%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,794.88 +.42%
  • NASDAQ 7,942.86 +1.51%
  • Russell 2000 1,723.74 +1.83%
  • S&P 500 High Beta 44.73 +2.11%
  • Goldman 50 Most Shorted 176.09 +2.82%
  • Wilshire 5000 29,899.70 +.90%
  • Russell 1000 Growth 1,535.23 +1.34%
  • Russell 1000 Value 1,244.69 +.52%
  • S&P 500 Consumer Staples 554.40 -1.68%
  • Vanda Cyclicals-Defensives 1.5928 -2.62%
  • NYSE Technology 1,899.43 +2.64%
  • Transports 11,289.10 +.54%
  • Utilities 729.37 -2.0%
  • Bloomberg European Bank/Financial Services 85.34 +.42%
  • MSCI Emerging Markets 42.99 +2.27%
  • HFRX Equity Hedge 1,268.69 +.74%
  • HFRX Equity Market Neutral 1,003.67 -.33%
Sentiment/Internals
  • NYSE Cumulative A/D Line 332,218 +.96%
  • Bloomberg New Highs-Lows Index 160 +344
  • Bloomberg Crude Oil % Bulls 19.44 n/a
  • CFTC Oil Net Speculative Position 573,428 -5.83%
  • CFTC Oil Total Open Interest 2,329,989 -.54%
  • Total Put/Call .91 -10.68%
  • OEX Put/Call 2.33 +11.70%
  • ISE Sentiment 119.0 -43.19%
  • NYSE Arms .87 +42.86%
  • Volatility(VIX) 12.05 -5.30%
  • S&P 500 Implied Correlation 29.92 +4.74%
  • G7 Currency Volatility (VXY) 7.62 -3.3% 
  • Emerging Markets Currency Volatility (EM-VXY) 12.35 -.96%
  • Smart Money Flow Index 16,270.65 -.26%
  • ICI Money Mkt Mutual Fund Assets $2.864 Trillion +.13%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$.012 Billion
  • AAII % Bulls 38.5 +6.3%
  • AAII % Bears 27.1 -6.9%
Futures Spot Prices
  • CRB Index 192.1 +1.93%
  • Crude Oil 68.60 +4.63%
  • Reformulated Gasoline 198.10 +5.3%
  • Natural Gas 2.92 -.61%
  • Heating Oil 220.14 +5.16%
  • Gold 1,207.80 +1.77%
  • Bloomberg Base Metals Index 184.04 +3.22%
  • Copper 269.25 +1.43%
  • US No. 1 Heavy Melt Scrap Steel 321.67 USD/Metric Tonne -.82%
  • China Iron Ore Spot 66.74 USD/Metric Tonne -1.71%
  • Lumber 447.10 -4.7%
  • UBS-Bloomberg Agriculture 910.79 -2.25%
Economy
  • Atlanta Fed GDPNow Forecast +4.59% +24.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 0.0% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1072 -2.46%
  • US Economic Policy Uncertainty Index 142.70 +42.59%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.94 +.19%
  • Citi US Economic Surprise Index -19.20 -2.9 points
  • Citi Eurozone Economic Surprise Index -5.0 +11.3 points
  • Citi Emerging Markets Economic Surprise Index -9.7 -.3 point
  • Fed Fund Futures imply 5.4% chance of no change, 94.6% chance of 25 basis point hike on 9/26
  • US Dollar Index 95.14 -1.09%
  • MSCI Emerging Markets Currency Index 1,593.39 +.21%
  • Bitcoin/USD 6,586.74 +1.52%
  • Euro/Yen Carry Return Index 134.41 +2.21%
  • Yield Curve 19.75 -5.0 basis points
  • 10-Year US Treasury Yield 2.82% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.189 Trillion -.01%
  • U.S. Sovereign Debt Credit Default Swap 20.42 -7.6%
  • Illinois Municipal Debt Credit Default Swap 196.0 -5.49%
  • Italian/German 10Y Yld Spread 280.75 -.75 basis point
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.60 -4.51%
  • Emerging Markets Sovereign Debt CDS Index 142.93 -3.16%
  • Israel Sovereign Debt Credit Default Swap 70.94 +1.67%
  • South Korea Sovereign Debt Credit Default Swap 40.59 -3.15%
  • Russia Sovereign Debt Credit Default Swap 163.21 +.12%
  • iBoxx Offshore RMB China Corporate High Yield Index 151.07 +.21%
  • 10-Year TIPS Spread 2.09% unch.
  • TED Spread 22.25 -6.75 basis points
  • 2-Year Swap Spread 18.0 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 59.81 -3.13%
  • America Energy Sector High-Yield Credit Default Swap Index 400.0 -3.9%
  • European Financial Sector Credit Default Swap Index 81.17 -6.22%
  • Emerging Markets Credit Default Swap Index 208.42 +1.11%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.691 Trillion +1.15%
  • Commercial Paper Outstanding 1,067.20 +1.1%
  • 4-Week Moving Average of Jobless Claims 213,750 -1,750
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.51% -2.0 basis points
  • Weekly Mortgage Applications 349.90 +4.2%
  • Bloomberg Consumer Comfort 58.6 -.3 point
  • Weekly Retail Sales +4.60% +10.0 basis points
  • Nationwide Gas $2.84/gallon -.01/gallon
  • Baltic Dry Index 1,709.0 -.81%
  • China (Export) Containerized Freight Index 840.41 +1.1%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 288,776 +1.26%
Best Performing Style
  • Small-Cap Growth +2.4%
Worst Performing Style
  • Mid-Cap Value +.5%
Leading Sectors
  • Oil Service +5.7%
  • Energy +3.8%
  • Semis +3.7%
  • Internet +3.4%
  • Gold & Silver +3.3%
Lagging Sectors
  • Restaurants -.3% 
  • REITs -.9%
  • Computer Hardware -1.2%
  • Tobacco -1.7%
  • Utilities -2.0%
Weekly High-Volume Stock Gainers (16)
  • SPLK, ADSK, VEEV, BRY, ICHR, TLRY, ANET, PTLA, OPRA, PLAB, SAFM, AMD, PANW, NOW, SEP and BL
Weekly High-Volume Stock Losers (1)
  • SMCI
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