Friday, September 14, 2018

Weekly Scoreboard*

S&P 500 2,903.09 +1.07%

























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,140.50 +.79%
  • NASDAQ 8,012.58 +1.32%
  • Russell 2000 1,724.08 +.53%
  • S&P 500 High Beta 44.89 +1.79%
  • Goldman 50 Most Shorted 173.09 +1.89%
  • Wilshire 5000 30,183.10 +1.07%
  • Russell 1000 Growth 1,558.64 +1.45%
  • Russell 1000 Value 1,250.81 +.76%
  • S&P 500 Consumer Staples 560.07 +.54%
  • Vanda Cyclicals-Defensives 1.6518 +1.31%
  • NYSE Technology 1,900.11 +2.02%
  • Transports 11,567.70 +1.97%
  • Utilities 736.65 +.28%
  • Bloomberg European Bank/Financial Services 84.86 +1.36%
  • MSCI Emerging Markets 42.11 +.72%
  • HFRX Equity Hedge 1,257.13 -.12%
  • HFRX Equity Market Neutral 1,005.49 +.31%
Sentiment/Internals
  • NYSE Cumulative A/D Line 332,672 +.17%
  • Bloomberg New Highs-Lows Index 106 +292
  • Bloomberg Crude Oil % Bulls 45.83 +70.3%
  • CFTC Oil Net Speculative Position 565,730 +2.8%
  • CFTC Oil Total Open Interest 2,303,047 +2.77%
  • Total Put/Call .78 -31.9%
  • OEX Put/Call .30 -47.46%
  • ISE Sentiment 119.0 +2.69%
  • NYSE Arms .84 +15.71%
  • Volatility(VIX) 12.05 -19.1%
  • S&P 500 Implied Correlation 34.93 -11.03%
  • G7 Currency Volatility (VXY) 7.63 -3.17% 
  • Emerging Markets Currency Volatility (EM-VXY) 11.97 -7.1%
  • Smart Money Flow Index 16,366.05 -.21%
  • ICI Money Mkt Mutual Fund Assets $2.881 Trillion +.01%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$7.001 Billion
  • AAII % Bulls 32.1 -24.0%
  • AAII % Bears 32.8 +24.9%
Futures Spot Prices
  • CRB Index 190.36 +.06%
  • Crude Oil 68.96 +1.61%
  • Reformulated Gasoline 197.22 -.16%
  • Natural Gas 2.76 -.40%
  • Heating Oil 221.03 -.47%
  • Gold 1,195.30 -.08%
  • Bloomberg Base Metals Index 179.74 +.08%
  • Copper 262.10 +.13%
  • US No. 1 Heavy Melt Scrap Steel 321.67 USD/Metric Tonne unch.
  • China Iron Ore Spot 68.92 USD/Metric Tonne +1.37%
  • Lumber 370.0 -3.27%
  • UBS-Bloomberg Agriculture 909.44 -.77%
Economy
  • Atlanta Fed GDPNow Forecast +4.43% +7.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 0.0% +20.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1936 -4.25%
  • US Economic Policy Uncertainty Index 74.69 -10.1%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.06 +.26%
  • Citi US Economic Surprise Index -8.50 -4.9 points
  • Citi Eurozone Economic Surprise Index -13.60 -17.5 points
  • Citi Emerging Markets Economic Surprise Index -10.6 -4.3 points
  • Fed Fund Futures imply 2.5% chance of no change, 97.5% chance of 25 basis point hike on 9/26
  • US Dollar Index 94.92 -.44%
  • MSCI Emerging Markets Currency Index 1,586.75 +.11%
  • Bitcoin/USD 6,474.01 -.9%
  • Euro/Yen Carry Return Index 135.51 +1.66%
  • Yield Curve 20.75 -3.0 basis points
  • 10-Year US Treasury Yield 2.98% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.171 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 20.47 -2.38%
  • Illinois Municipal Debt Credit Default Swap 189.86 -.03%
  • Italian/German 10Y Yld Spread 253.25 -11.5 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.10 -3.44%
  • Emerging Markets Sovereign Debt CDS Index 126.29 -22.5%
  • Israel Sovereign Debt Credit Default Swap 75.03 +7.74%
  • South Korea Sovereign Debt Credit Default Swap 38.17 -4.56%
  • Russia Sovereign Debt Credit Default Swap 164.45 -7.79%
  • iBoxx Offshore RMB China Corporate High Yield Index 151.18 -.15%
  • 10-Year TIPS Spread 2.11% unch.
  • TED Spread 19.0 -.75 basis point
  • 2-Year Swap Spread 17.50 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.0 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 55.51 -7.3%
  • America Energy Sector High-Yield Credit Default Swap Index 400.0 -4.58%
  • European Financial Sector Credit Default Swap Index 68.36 -9.95%
  • Emerging Markets Credit Default Swap Index 206.73 -8.78%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.840 Trillion +3.68%
  • Commercial Paper Outstanding 1,067.10 +.10%
  • 4-Week Moving Average of Jobless Claims 208,000 -1,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.60% +6.0 basis points
  • Weekly Mortgage Applications 337.40 -1.78%
  • Bloomberg Consumer Comfort 59.0 +1.0 point
  • Weekly Retail Sales +6.30% +110.0 basis points
  • Nationwide Gas $2.85/gallon unch.
  • Baltic Dry Index 1,382.0 -7.25%
  • China (Export) Containerized Freight Index 856.06 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 248,915 -13.43%
Best Performing Style
  • Mid-Cap Growth +1.4%
Worst Performing Style
  • Small-Cap Value +.1%
Leading Sectors
  • Software +3.6%
  • Telecom +3.6%
  • Oil Service +3.1%
  • Medical Equipment +2.8%
  • Gaming +2.4%
Lagging Sectors
  • Education -.4% 
  • Paper -.7%
  • REITs -.9%
  • Restaurants -1.4%
  • Banks -2.2%
Weekly High-Volume Stock Gainers (7)
  • AMD, PI, HDP, BRC, AVAV, PUMP and GDOT
Weekly High-Volume Stock Losers (6)
  • RRR, PVTL, NVRO, PGTI, NTRA and WAB
Weekly Charts
ETFs
Stocks
*5-Day Change

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