Weekly Scoreboard*

S&P 500 2,767.21 +.02%

The Weekly Wrap by Briefing.com.

 

Indices

• DJIA 25,437.90 +.52%

• NASDAQ 7,449.30 -.45%

• Russell 2000 1,541.13 +.11%

• S&P 500 High Beta 40.70 -1.09%

• Goldman 50 Most Shorted 152.79 -1.56%

• Wilshire 5000 28,503.1 +.15%

• Russell 1000 Growth 1,458.45 -.46%

• Russell 1000 Value 1,201.33 +.95%

• S&P 500 Consumer Staples 562.48 +4.22%

• Vanda Cyclicals-Defensives 1.5991 n/a
  

• NYSE Technology 1,731.40 -1.89%

• Transports 10,419.30 -.53%

• Utilities 745.48 +3.07%

• Bloomberg European Bank/Financial Services 79.24 -2.1%

• MSCI Emerging Markets 39.88 -.70%

• HFRX Equity Hedge 1,230.65 +1.04%

• HFRX Equity Market Neutral 994.84 +.18%

Sentiment/Internals

• NYSE Cumulative A/D Line 322,544 +.21%

• Bloomberg New Highs-Lows Index -739 +760

• Bloomberg Crude Oil % Bulls 27.8 -13.2%

• CFTC Oil Net Speculative Position 528,051 -3.8%

• CFTC Oil Total Open Interest 2,217,171 -1.27%

• Total Put/Call 1.18 -2.56%

• OEX Put/Call 1.31 +245.20%

• ISE Sentiment 78.0 -14.1%

• NYSE Arms .72 -6.76%

• Volatility(VIX) 19.95 -6.62%

• S&P 500 Implied Correlation 41.72 +5.4%

• G7 Currency Volatility (VXY) 7.46 -1.32%

• Emerging Markets Currency Volatility (EM-VXY) 9.92 -5.43%

• Smart Money Flow Index 14,985.60 +1.02%

• ICI Money Mkt Mutual Fund Assets $2.873 Trillion -.51%

• ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$3.044 Billion

• AAII % Bulls 33.9 +10.9%

• AAII % Bears 35.0 -1.2%

Futures Spot Prices

• CRB Index 197.18 -.26%

• Crude Oil 69.15 -3.16%

• Reformulated Gasoline 191.63 -1.34%

• Natural Gas 3.25 +3.02%

• Heating Oil 230.62 -.61%

• Gold 1,229.40 +.62%

• Bloomberg Base Metals Index 185.47 -1.47%

• Copper 278.05 -1.12%

• US No. 1 Heavy Melt Scrap Steel 327.0 USD/Metric Tonne +.31%

• China Iron Ore Spot 72.0 USD/Metric Tonne +3.08%

• Lumber 325.50 +1.37%

• UBS-Bloomberg Agriculture 964.01 +1.07%

Economy

• Atlanta Fed GDPNow Forecast +3.85% -35.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate 0.1% -50.0 basis points
• Bloomberg US Recession Probability Next 12 Months 15.0% unch.

• Philly Fed ADS Real-Time Business Conditions Index -.0290 +12.4%

• US Economic Policy Uncertainty Index 49.16 -47.8%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.17 +.18%

• Citi US Economic Surprise Index -1.7 -1.0 point

• Citi Eurozone Economic Surprise Index -29.20 -1.4 points

• Citi Emerging Markets Economic Surprise Index -4.0 +4.1 points

• Fed Fund Futures imply 93.9% chance of no change, 6.1% 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 $4.136 Trillion -.04%

• U.S. Sovereign Debt Credit Default Swap 21.13 +.45%

• Illinois Municipal Debt Credit Default Swap 206.55 -.03%

• Italian/German 10Y Yld Spread 302.25 -5.75 basis points

• Asia Pacific Sovereign Debt Credit Default Swap Index 9.81 unch.
  

• Emerging Markets Sovereign Debt CDS Index 93.34 -2.6%
  

• Israel Sovereign Debt Credit Default Swap 69.60 +.01%

• South Korea Sovereign Debt Credit Default Swap 39.70 +.54%

• Russia Sovereign Debt Credit Default Swap 153.0 -.10%

• iBoxx Offshore RMB China Corporate High Yield Index 149.92 -.41%

• 10-Year TIPS Spread 2.12% unch.

• TED Spread 15.50 -1.5 basis points

• 2-Year Swap Spread 20.25 +1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -45.75 +1.5 basis points

• N. America Investment Grade Credit Default Swap Index 67.08 +4.08%

• America Energy Sector High-Yield Credit Default Swap Index 418.0 +3.58%

• European Financial Sector Credit Default Swap Index 92.90 +.20%
  

• Emerging Markets Credit Default Swap Index 203.73 -1.16%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  

• M1 Money Supply $3.703 Trillion +.44%

• Commercial Paper Outstanding 1,082.60 -1.8%

• 4-Week Moving Average of Jobless Claims 211,750 +2,250

• Continuing Claims Unemployment Rate 1.2% unch.
  

• Average 30-Year Mortgage Rate 4.85% -5.0 basis points

• Weekly Mortgage Applications 322.10 -7.1%

• Bloomberg Consumer Comfort 60.8 +1.3 points

• Weekly Retail Sales +5.90%+10.0 basis points

• Nationwide Gas $2.87/gallon -.04/gallon

• Baltic Dry Index 1,565.0 -.89%

• China (Export) Containerized Freight Index 828.59 -.61%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.

• Rail Freight Carloads 285,970 +.48%

Best Performing Style

• Large-Cap Value +1.0%

Worst Performing Style

• Large-Cap Growth -.5%

Leading Sectors

• Foods +3.1%

• Utilities +3.1%

• REITs +3.1%

• Telecom +3.1%

• Pharma +2.7%

Lagging Sectors

• Social Media -3.1% 

• Energy -3.1%

• Oil Service -3.5%

• Homebuiders -4.2%

• Tobacco -5.0%

Weekly High-Volume Stock Gainers (12)

• OFG, SKX, IPG, TTGT, PYPL, PG, IMMU, FBC, EEFT, AXP, DERM and CL

Weekly High-Volume Stock Losers (19)

• CYRX, HOMB, SRG, UFPI, PANW, SCCO, NBL, BKE, HEES, ASB, WGO, RRGB, WAL, CLF, STT, FFBC, PBF, VLO and OZK

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change