Friday, October 12, 2018

Weekly Scoreboard*

S&P 500 2,751.59 -4.98%

























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,221.60 -5.11%
  • NASDAQ 7,463.18 -4.82%
  • Russell 2000 1,539.11 -5.96%
  • S&P 500 High Beta 41.11 -6.69%
  • Goldman 50 Most Shorted 155.54 -5.34%
  • Wilshire 5000 28,392.10 -5.76%
  • Russell 1000 Growth 1,460.90 -5.0%
  • Russell 1000 Value 1,247.28 -5.12%
  • S&P 500 Consumer Staples 538.27 -2.56%
  • Vanda Cyclicals-Defensives 1.5991 -6.49%
  • NYSE Technology 1,751.35 -5.4%
  • Transports 10,449.70 -7.1%
  • Utilities 721.38 -1.87%
  • Bloomberg European Bank/Financial Services 81.36 -3.3%
  • MSCI Emerging Markets 40.18 -2.27%
  • HFRX Equity Hedge 1,217.36 -1.88%
  • HFRX Equity Market Neutral 993.63 -.93%
Sentiment/Internals
  • NYSE Cumulative A/D Line 321,882 -2.04%
  • Bloomberg New Highs-Lows Index -1,499 -977
  • Bloomberg Crude Oil % Bulls 32.0 -24.6%
  • CFTC Oil Net Speculative Position 548,909 -2.0%
  • CFTC Oil Total Open Interest 2,245,589 +.89%
  • Total Put/Call 1.18 -.84%
  • OEX Put/Call .66 -70.93%
  • ISE Sentiment 82.0 +7.79%
  • NYSE Arms .91 +79.6%
  • Volatility(VIX) 25.4 +77.0%
  • S&P 500 Implied Correlation 42.1 +27.3%
  • G7 Currency Volatility (VXY) 7.56 unch. 
  • Emerging Markets Currency Volatility (EM-VXY) 10.49 -4.6%
  • Smart Money Flow Index 14,833.60 -8.38%
  • ICI Money Mkt Mutual Fund Assets $2.888 Trillion +.56%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.808 Billion
  • AAII % Bulls 30.6 -33.0%
  • AAII % Bears 35.5 +41.2%
Futures Spot Prices
  • CRB Index 197.94 -.50%
  • Crude Oil 71.38 -4.28%
  • Reformulated Gasoline 194.12 -7.18%
  • Natural Gas 3.16 +.63%
  • Heating Oil 232.20 -3.11%
  • Gold 1,223.0 +1.37%
  • Bloomberg Base Metals Index 188.23 +.35%
  • Copper 281.0 +1.85%
  • US No. 1 Heavy Melt Scrap Steel 326.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 69.82 USD/Metric Tonne +2.7%
  • Lumber 321.0 -8.42%
  • UBS-Bloomberg Agriculture 954.45 +1.8%
Economy
  • Atlanta Fed GDPNow Forecast +4.2% +12.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 0.6% +10.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0323 +2.71%
  • US Economic Policy Uncertainty Index 67.94 -65.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.85 +.16%
  • Citi US Economic Surprise Index -.7 -7.1 points
  • Citi Eurozone Economic Surprise Index -27.80 +1.5 points
  • Citi Emerging Markets Economic Surprise Index -8.10 +4.0 points
  • Fed Fund Futures imply 98.0% chance of no change, 2.0% chance of 25 basis point hike on 11/8
  • US Dollar Index 95.27 -.33%
  • MSCI Emerging Markets Currency Index 1,586.36 -.24%
  • Bitcoin/USD 6,197.33 -4.96%
  • Euro/Yen Carry Return Index 134.70 -1.22%
  • Yield Curve 30.5 -4.25 basis points
  • 10-Year US Treasury Yield 3.14% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.138 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 20.55 unch.
  • Illinois Municipal Debt Credit Default Swap 206.61 +3.02%
  • Italian/German 10Y Yld Spread 308.0 +23.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 9.81 +.06%
  • Emerging Markets Sovereign Debt CDS Index 96.36 -.23%
  • Israel Sovereign Debt Credit Default Swap 69.59 -1.89%
  • South Korea Sovereign Debt Credit Default Swap 39.46 +.34%
  • Russia Sovereign Debt Credit Default Swap 153.15 +1.73%
  • iBoxx Offshore RMB China Corporate High Yield Index 150.32 -.24%
  • 10-Year TIPS Spread 2.12% -6.0 basis points
  • TED Spread 17.0 -2.75 basis points
  • 2-Year Swap Spread 19.0 +2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -47.25 -8.0 basis points
  • N. America Investment Grade Credit Default Swap Index 64.64 +3.4%
  • America Energy Sector High-Yield Credit Default Swap Index 403.0 +3.97%
  • European Financial Sector Credit Default Swap Index 92.79 +6.57%
  • Emerging Markets Credit Default Swap Index 207.02 -2.42%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.691 Trillion -.61%
  • Commercial Paper Outstanding 1,102.10 +.2%
  • 4-Week Moving Average of Jobless Claims 209,500 +3,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.90% +19.0 basis points
  • Weekly Mortgage Applications 346.70 -1.67%
  • Bloomberg Consumer Comfort 59.5 -2.1 points
  • Weekly Retail Sales +5.90%+10.0 basis points
  • Nationwide Gas $2.91/gallon unch.
  • Baltic Dry Index 1,515.0 -1.37%
  • China (Export) Containerized Freight Index 833.64 -2.34%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.33%
  • Rail Freight Carloads 284,604 -5.01%
Best Performing Style
  • Large-Cap Growth -4.7%
Worst Performing Style
  • Small-Cap Growth -6.2%
Leading Sectors
  • Tobacco +8.7%
  • Gold & Silver +5.3%
  • Restaurants -1.6%
  • Utilities -2.0%
  • Steel -2.2%
Lagging Sectors
  • Banks -7.1% 
  • Road & Rail -7.1%
  • Robotics -7.3%
  • Construction -7.3%
  • Papers -7.8%
Weekly High-Volume Stock Gainers (2)
  • SGH and PYX
Weekly High-Volume Stock Losers (38)
  • HTH, USB, FOE, CMA, STI, ZION, MDR, FCX, HBAN, PMT, KEY, ACHC, CFG, PNFP, RF, CBSH, CFR, PETS, BPOP, WTFC, BXS, LTXB, HOMB, GWB, PB, HWC, FMBI, CHFC, TRMK, FNB, STL, VLY, CNSL, FFWM, KMPR, PNC, MNTA and WNC
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