Friday, December 07, 2018

Weekly Scoreboard*

S&P 500 2,630.60 -3.98%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,447.10 -3.88%
  • NASDAQ 6,979.15 -4.23%
  • Russell 2000 1,444.50 -5.45%
  • S&P 500 High Beta 37.28 -5.88%
  • Goldman 50 Most Shorted 148.85 -4.4%
  • Wilshire 5000 27,085.50 -4.74%
  • Russell 1000 Growth 1,370.14 -4.1%
  • Russell 1000 Value 1,159.59 -3.85%
  • S&P 500 Consumer Staples 558.18 -2.34%
  • MSCI Cyclicals-Defensives Spread 987.12 -.64%
  • NYSE Technology 1,627.44 -3.73%
  • Transports 9,950.34 -6.9%
  • Utilities 754.98 +3.49%
  • Bloomberg European Bank/Financial Services 74.58 -4.53%
  • MSCI Emerging Markets 40.17 -2.05%
  • HFRX Equity Hedge 1,195.40 -.36%
  • HFRX Equity Market Neutral 977.98 +.50%
Sentiment/Internals
  • NYSE Cumulative A/D Line 321,029 -.34%
  • Bloomberg New Highs-Lows Index -1,541 -1,304
  • Bloomberg Crude Oil % Bulls 53.66 +45.3%
  • CFTC Oil Net Speculative Position 348,121 -5.19%
  • CFTC Oil Total Open Interest 1,020,092 +1.06%
  • Total Put/Call 1.10 +49.33%
  • OEX Put/Call 1.77 -41.51%
  • ISE Sentiment 82.0 -43.71%
  • NYSE Arms 2.20 +52.33%
  • Volatility(VIX) 24.33 +23.63%
  • S&P 500 Implied Correlation 49.19 +10.74%
  • G7 Currency Volatility (VXY) 8.25 +3.51%
  • Emerging Markets Currency Volatility (EM-VXY) 10.13 -.59%
  • Smart Money Flow Index 13,551.70 -.21%
  • ICI Money Mkt Mutual Fund Assets $2.944 Trillion n/a
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows n/a
  • AAII % Bulls 37.9 +12.0%
  • AAII % Bears 30.5 -22.7%
Futures Spot Prices
  • CRB Index 184.15 +1.90%
  • Crude Oil 52.45 +5.4%
  • Reformulated Gasoline 147.48 +6.77%
  • Natural Gas 4.50 -2.52%
  • Heating Oil 188.21 +4.49%
  • Gold 1,255.50 +2.52%
  • Bloomberg Base Metals Index 182.02 +.26%
  • Copper 275.70 -.67%
  • US No. 1 Heavy Melt Scrap Steel 301.50 USD/Metric Tonne -8.91%
  • China Iron Ore Spot 65.2 USD/Metric Tonne +.37%
  • Lumber 334.0 +1.36%
  • UBS-Bloomberg Agriculture 945.97 +1.14%
Economy
  • Atlanta Fed GDPNow Forecast +2.38% -24.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -4.1% -10.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1058 +7.27%
  • US Economic Policy Uncertainty Index 18258 +8.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.95 +.23%
  • Citi US Economic Surprise Index -6.50 -1.2 points
  • Citi Eurozone Economic Surprise Index -49.20 +13.7 points
  • Citi Emerging Markets Economic Surprise Index -4.6 +.8 point
  • Fed Fund Futures imply 26.0% chance of no change, 74.0% chance of 25 basis point hike on 12/19
  • US Dollar Index 96.66 -.58%
  • MSCI Emerging Markets Currency Index 1,606.33 -.10%
  • Bitcoin/USD 3,245.45 -17.6%
  • Euro/Yen Carry Return Index 133.61 -.03%
  • Yield Curve 14.5 -5.75 basis points
  • 10-Year US Treasury Yield 2.86% -13.0 basis points
  • Federal Reserve's Balance Sheet $4.047 Trillion -.28%
  • U.S. Sovereign Debt Credit Default Swap 18.11 -10.85%
  • Illinois Municipal Debt Credit Default Swap 201.48 -.03%
  • Italian/German 10Y Yld Spread 288.25 -1.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 9.85 +1.18%
  • Emerging Markets Sovereign Debt CDS Index 93.85 -1.64%
  • Israel Sovereign Debt Credit Default Swap 70.77 +.2%
  • South Korea Sovereign Debt Credit Default Swap 38.28 -3.1%
  • Russia Sovereign Debt Credit Default Swap 153,83 -7.8%
  • iBoxx Offshore RMB China Corporate High Yield Index 148.13 +.49%
  • 10-Year TIPS Spread 1.91% -6.0 basis points
  • TED Spread 37.25 -2.25 basis points
  • 2-Year Swap Spread 16.70 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -15.25 +7.75 basis points
  • N. America Investment Grade Credit Default Swap Index 81.12 +7.04%
  • America Energy Sector High-Yield Credit Default Swap Index 691.0 +2.50%
  • European Financial Sector Credit Default Swap Index 108.93 +4.78%
  • Emerging Markets Credit Default Swap Index 206.05 -.78%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.696 Trillion +.03%
  • Commercial Paper Outstanding 1,075.20 -1.4%
  • 4-Week Moving Average of Jobless Claims 228,000 +4,750
  • Continuing Claims Unemployment Rate 1.1% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.75% -6.0 basis points
  • Weekly Mortgage Applications 340.50 +2.04%
  • Bloomberg Consumer Comfort 60.3 -.2 point
  • Weekly Retail Sales +6.80% +20.0 basis points
  • Nationwide Gas $2.44/gallon -.05/gallon
  • Baltic Dry Index 1,339.0 +8.77%
  • China (Export) Containerized Freight Index 856.30 -.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50 unch.
  • Rail Freight Carloads 293,530 +23.39%
Best Performing Style
  • Mid-Cap Value -2.7%
Worst Performing Style
  • Small-Cap Growth -4.7%
Leading Sectors
  • Gold & Silver +4.6%
  • Utilities +3.7%
  • REITs +1.3%
  • Coal +.4%
  • Shipping -1.1%
Lagging Sectors
  • Robotics -5.5% 
  • Retail -6.0%
  • Education -6.7%
  • Banks -6.8%
  • Oil Service -7.1%
Weekly High-Volume Stock Gainers (3)
  • CLVS, CLR and GH
Weekly High-Volume Stock Losers (19)
  • RAMP, GIS, NGVT, MAXR, DSW, OLLI, TLRD, FIVE, DOCU, MEI, HOME, HQY, SUPN, HA, ULTA, LE, MTN, BIG and UNFI
Weekly Charts
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*5-Day Change

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