Friday, November 16, 2018

Weekly Scoreboard*

S&P 500 2,742.10 -1.5%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,439.10 -2.05%
  • NASDAQ 7,262.99 -1.86%
  • Russell 2000 1,528.03 -1.60%
  • S&P 500 High Beta 39.62 -2.06%
  • Goldman 50 Most Shorted 154.13 -1.55%
  • Wilshire 5000 28,190.0 -2.36%
  • Russell 1000 Growth 1,427.11 -2.22%
  • Russell 1000 Value 1,205.90 -.8%
  • S&P 500 Consumer Staples 574.18 -1.65%
  • MSCI Cyclicals-Defensives Spread 1,008.32 +.32%
  • NYSE Technology 1,692.03 -1.49%
  • Transports 10,606.60 -.98%
  • Utilities 728.95 -1.14%
  • Bloomberg European Bank/Financial Services 78.03 -2.96%
  • MSCI Emerging Markets 40.59 +1.14%
  • HFRX Equity Hedge 1,194.41 -2.02%
  • HFRX Equity Market Neutral 989.16 -.51%
Sentiment/Internals
  • NYSE Cumulative A/D Line 322,653 -.55%
  • Bloomberg New Highs-Lows Index -642 -520
  • Bloomberg Crude Oil % Bulls 52.4 +17.88%
  • CFTC Oil Net Speculative Position 403,783 -6.67%
  • CFTC Oil Total Open Interest 2,075,239 -.85%
  • Total Put/Call .93 -14.7%
  • OEX Put/Call .90 +95.7%
  • ISE Sentiment 178.0 +147.2%
  • NYSE Arms .91 -38.7%
  • Volatility(VIX) 18.6 +11.4%
  • S&P 500 Implied Correlation 41.53 +11.7%
  • G7 Currency Volatility (VXY) 8.16 +6.67%
  • Emerging Markets Currency Volatility (EM-VXY) 10.07 +1.0%
  • Smart Money Flow Index 13,289.50 -4.11%
  • ICI Money Mkt Mutual Fund Assets $2.920 Trillion +.42%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$3.972 Billion
  • AAII % Bulls 35.1 -15.0%
  • AAII % Bears 36.0 +15.3%
Futures Spot Prices
  • CRB Index 187.29 -1.28%
  • Crude Oil 56.79 -5.48%
  • Reformulated Gasoline 157.88 -2.52%
  • Natural Gas 4.31 +11.9%
  • Heating Oil 207.87 -3.72%
  • Gold 1,222.0 +.96%
  • Bloomberg Base Metals Index 181.17 +.32%
  • Copper 279.35 +4.1%
  • US No. 1 Heavy Melt Scrap Steel 331.0 USD/Metric Tonne -2.93%%
  • China Iron Ore Spot 72.25 USD/Metric Tonne +.49%
  • Lumber 351.40 -1.29%
  • UBS-Bloomberg Agriculture 934.83 -.44%
Economy
  • Atlanta Fed GDPNow Forecast +2.76% -14.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -3.0% -40.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 15.0%unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0174 +1.75%
  • US Economic Policy Uncertainty Index 160.20 +144.50%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.59 +.12%
  • Citi US Economic Surprise Index 14.0 +4.0 points
  • Citi Eurozone Economic Surprise Index -55.50 +.3 point
  • Citi Emerging Markets Economic Surprise Index -9.2 -3.0 points
  • Fed Fund Futures imply 29.1% chance of no change, 70.9% chance of 25 basis point hike on 12/19
  • US Dollar Index 96.50 -.43%
  • MSCI Emerging Markets Currency Index 1,598.78 +.15%
  • Bitcoin/USD 5,534.06 -12.6%
  • Euro/Yen Carry Return Index 133.79 -.24%
  • Yield Curve 26.25 +.25 basis point
  • 10-Year US Treasury Yield 3.08% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.107 Trillion +.10%
  • U.S. Sovereign Debt Credit Default Swap 21.36 +.1%
  • Illinois Municipal Debt Credit Default Swap 206.32 -.03%
  • Italian/German 10Y Yld Spread 312.5 +12.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.13 +5.96%
  • Emerging Markets Sovereign Debt CDS Index 86.14 -.1%
  • Israel Sovereign Debt Credit Default Swap 72.05 +3.4%
  • South Korea Sovereign Debt Credit Default Swap 42.82 +4.8%
  • Russia Sovereign Debt Credit Default Swap 151.74 -.83%
  • iBoxx Offshore RMB China Corporate High Yield Index 146.76 +1.05%
  • 10-Year TIPS Spread 2.03% -2.0 basis points
  • TED Spread 26.0 +.25 basis point
  • 2-Year Swap Spread 20.75 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -35.5 +9.75 basis points
  • N. America Investment Grade Credit Default Swap Index 66.27 +13.2%
  • America Energy Sector High-Yield Credit Default Swap Index 659.0 +16.3%
  • European Financial Sector Credit Default Swap Index 99.29 +13.0%
  • Emerging Markets Credit Default Swap Index 201.69 +4.68%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.709 Trillion -.94%
  • Commercial Paper Outstanding 1,084.20 unch.
  • 4-Week Moving Average of Jobless Claims 215,250 +1,500
  • Continuing Claims Unemployment Rate 1.1% unch.
  • Average 30-Year Mortgage Rate 4.94% unch.
  • Weekly Mortgage Applications 316.70 -3.21%
  • Bloomberg Consumer Comfort 60.5 -.8 point
  • Weekly Retail Sales +6.10% +20.0 basis points
  • Nationwide Gas $2.65/gallon -.07/gallon
  • Baltic Dry Index 1,020.0 -11.07%
  • China (Export) Containerized Freight Index 866.58 +1.43%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -5.88%
  • Rail Freight Carloads 285,361 -1.51%
Best Performing Style
  • Large-Cap Value -1.0%
Worst Performing Style
  • Large-Cap Growth -2.7%
Leading Sectors
  • Gold & Silver +3.3%
  • Gaming +2.9%
  • Paper +2.5%
  • Steel +1.9%
  • Road & Rail +1.2%
Lagging Sectors
  • Disk Drives -3.7% 
  • Construction -4.0%
  • Retail -4.9%
  • Tobacco -5.9%
  • Oil Service -6.7%
Weekly High-Volume Stock Gainers (5)
  • SONO, RARX, BABY, ARNA and AMED
Weekly High-Volume Stock Losers (19)
  • HIIQ, BURL, FB, NSP, DVN, GRUB, CG, MDGL, MDCO, SNH, NFX, QNST, TROX, BBBY, SGMS, WSM, JWN, ACHC and NVDA
Weekly Charts
ETFs
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*5-Day Change

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