Friday, October 05, 2018

Weekly Scoreboard*

S&P 500 2,888.77 -1.0%

























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,444.40 -.05%
  • NASDAQ 7,799.35 -3.04%
  • Russell 2000 1,635.02 -3.65%
  • S&P 500 High Beta 42.96 -2.29%
  • Goldman 50 Most Shorted 163.61 -4.53%
  • Wilshire 5000 29,799.40 -1.31%
  • Russell 1000 Growth 1,532.88 -2.31%
  • Russell 1000 Value 1,247.28 -.02%
  • S&P 500 Consumer Staples 549.27 -.95%
  • Vanda Cyclicals-Defensives 1.6930 -1.35%
  • NYSE Technology 1,851.65 -3.13%
  • Transports 11,210.90 -1.48%
  • Utilities 734.14 +2.05%
  • Bloomberg European Bank/Financial Services 84.10 -1.55%
  • MSCI Emerging Markets 41.08 -4.47%
  • HFRX Equity Hedge 1,257.52 -.14%
  • HFRX Equity Market Neutral 1,003.02 +.36%
Sentiment/Internals
  • NYSE Cumulative A/D Line 328,587 -.94%
  • Bloomberg New Highs-Lows Index -522 -421
  • Bloomberg Crude Oil % Bulls 42.42 -27.88%
  • CFTC Oil Net Speculative Position 560,085 +5.60%
  • CFTC Oil Total Open Interest 2,225,779 -.14%
  • Total Put/Call 1.14 +9.62%
  • OEX Put/Call 2.32 -54.51%
  • ISE Sentiment 91.0 -28.35%
  • NYSE Arms .79 -36.75%
  • Volatility(VIX) 15.7 +29.5%
  • S&P 500 Implied Correlation 36.05 +2.26%
  • G7 Currency Volatility (VXY) 7.56 unch. 
  • Emerging Markets Currency Volatility (EM-VXY) 10.93 +5.60%
  • Smart Money Flow Index 16,190.99 -.05%
  • ICI Money Mkt Mutual Fund Assets $2.872 Trillion -.41%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$10.545 Billion
  • AAII % Bulls 45.7 +26.1%
  • AAII % Bears 25.1 -19.3%
Futures Spot Prices
  • CRB Index 199.18 +2.07%
  • Crude Oil 74.57 +1.36%
  • Reformulated Gasoline 209.35 +.27%
  • Natural Gas 3.13 +3.93%
  • Heating Oil 239.93 +2.16%
  • Gold 1,205.60 +1.29%
  • Bloomberg Base Metals Index 187.50 +1.83%
  • Copper 276.50 -1.39%
  • US No. 1 Heavy Melt Scrap Steel 326.0 USD/Metric Tonne +8.67%
  • China Iron Ore Spot 68.33 USD/Metric Tonne +.87%
  • Lumber 354.60 +3.6%
  • UBS-Bloomberg Agriculture 937.0 +4.7%
Economy
  • Atlanta Fed GDPNow Forecast +4.08% +44.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 0.5% +10.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0249 -3.75%
  • US Economic Policy Uncertainty Index 66.52 -18.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.58 +.17%
  • Citi US Economic Surprise Index 6.40 +11.6 points
  • Citi Eurozone Economic Surprise Index -29.30 +2.6 points
  • Citi Emerging Markets Economic Surprise Index -12.10 -4.5 points
  • Fed Fund Futures imply 96.6% chance of no change, 3.4% chance of 25 basis point hike on 11/8
  • US Dollar Index 95.68 +.59%
  • MSCI Emerging Markets Currency Index 1,589.04 -.87%
  • Bitcoin/USD 6,536.17 -1.56%
  • Euro/Yen Carry Return Index 136.09 -.85%
  • Yield Curve 34.75 +11.0 basis points
  • 10-Year US Treasury Yield 3.24% +19.0 basis points
  • Federal Reserve's Balance Sheet $4.135 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 20.52 -1.25%
  • Illinois Municipal Debt Credit Default Swap 200.81 +4.59%
  • Italian/German 10Y Yld Spread 285.0 +17.25 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 9.75 +9.74%
  • Emerging Markets Sovereign Debt CDS Index 96.59 +19.15%
  • Israel Sovereign Debt Credit Default Swap 72.42 +3.39%
  • South Korea Sovereign Debt Credit Default Swap 39.31 +5.95%
  • Russia Sovereign Debt Credit Default Swap 150.91 +4.97%
  • iBoxx Offshore RMB China Corporate High Yield Index 150.68 -.04%
  • 10-Year TIPS Spread 2.18% +4.0 basis points
  • TED Spread 19.75 unch.
  • 2-Year Swap Spread 17.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -39.25 +2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 60.89 +2.23%
  • America Energy Sector High-Yield Credit Default Swap Index 387.0 -.26%
  • European Financial Sector Credit Default Swap Index 87.10 +3.8%
  • Emerging Markets Credit Default Swap Index 212.41 +9.49%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.714 Trillion +.17%
  • Commercial Paper Outstanding 1,100.3 +1.70%
  • 4-Week Moving Average of Jobless Claims 206,500 +500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.71% -1.0 basis point
  • Weekly Mortgage Applications 352.60 +.03%
  • Bloomberg Consumer Comfort 61.6 +.4 point
  • Weekly Retail Sales +5.80% unch.
  • Nationwide Gas $2.91/gallon +.03/gallon
  • Baltic Dry Index 1,554.0 +.91%
  • China (Export) Containerized Freight Index 853.61 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +33.3%
  • Rail Freight Carloads 299,616 +1.75%
Best Performing Style
  • Large-Cap Value -.1%
Worst Performing Style
  • Small-Cap Growth -5.6%
Leading Sectors
  • I-Banks +3.0%
  • Utilities +1.7%
  • Banks +1.6%
  • Oil Service +1.0%
  • Agriculture +.6%
Lagging Sectors
  • Biotech -5.2% 
  • Networking -5.3%
  • Retail -5.4%
  • Internet -5.5%
  • Airlines -5.6%
Weekly High-Volume Stock Gainers (2)
  • VBTX and GNBC
Weekly High-Volume Stock Losers (44)
  • PCI, ELLI, ALGN, ZG, RTEC, SMAR, ETY, XNCR, MCHP, AYX, ADI, MPWR, ARWR, TEN, CY, AYI, FTNT, CHRS, EMN, MXIM, COST, PLNT, COMM, NWL, INSM, ASMB, SMCI, WLL, ARNA, IPHI, TSLA, IGT, SRPT, ALRM, IIVI, CGNX, SFIX, LITE, PENN, SGMS and IPGP
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