Friday, January 04, 2019

Weekly Scoreboard*

S&P 500 2,526.17 +1.44%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,416.30 +1.19%
  • NASDAQ 6,728.25 +2.20%
  • Russell 2000 1,378.80 +3.50%
  • S&P 500 High Beta 35.93 +2.28%
  • Goldman 50 Most Shorted 138.23 +3.12%
  • Wilshire 5000 25,966.60 +1.82%
  • Russell 1000 Growth 1,320.24 +1.32%
  • Russell 1000 Value 1,104.21 +1.66%
  • S&P 500 Consumer Staples 524.84 +.99%
  • MSCI Cyclicals-Defensives Spread 1,009.08 -.43%
  • NYSE Technology 1,580.0 +1.62%
  • Transports 9,207.95 +.70%
  • Utilities 710.50 -.08%
  • Bloomberg European Bank/Financial Services 74.13 +5.8%
  • MSCI Emerging Markets 39.20 +1.37%
  • HFRX Equity Hedge 1,155.61 +.74%
  • HFRX Equity Market Neutral 972.81 +.34%
Sentiment/Internals
  • NYSE Cumulative A/D Line 311,403 +1.12%
  • Bloomberg New Highs-Lows Index -261 +746
  • Bloomberg Crude Oil % Bulls 55.81 +97.8%
  • CFTC Oil Net Speculative Position 309,608 n/a
  • CFTC Oil Total Open Interest 2,063,376 n/a
  • Total Put/Call .88 +41.5%
  • OEX Put/Call 1.01 +160.40%
  • ISE Sentiment 131.0 -18.9%
  • NYSE Arms .54 +16.4%
  • Volatility(VIX) 21.96 -21.3%
  • S&P 500 Implied Correlation 50.12 -.1%
  • G7 Currency Volatility (VXY) 8.82 +4.21%
  • Emerging Markets Currency Volatility (EM-VXY) 9.61 +2.88%
  • Smart Money Flow Index 11,769.30 -1.12%
  • ICI Money Mkt Mutual Fund Assets $3.047 Trillion n/a
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$11.731 Billion
  • AAII % Bulls 33.0 +4.7%
  • AAII % Bears 42.8 -15.0%
Futures Spot Prices
  • CRB Index 173.35 +1.37%
  • Crude Oil 48.13 +6.96%
  • Reformulated Gasoline 135.49 +6.81%
  • Natural Gas 3.03 -17.60%
  • Heating Oil 177.60 +5.64%
  • Gold 1,286.0 +.35%
  • Bloomberg Base Metals Index 174.40 -1.66%
  • Copper 264.50 -2.74%
  • US No. 1 Heavy Melt Scrap Steel 280.0 USD/Metric Tonne -4.44%
  • China Iron Ore Spot 71.68 USD/Metric Tonne +3.18%
  • Lumber 329.30 -1.02%
  • UBS-Bloomberg Agriculture 926.39 +.63%
Economy
  • Atlanta Fed GDPNow Forecast +2.59% -12.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -5.3% -90.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 20.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0790 -8.67%
  • US Economic Policy Uncertainty Index 109.58 -46.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.22 -.12%
  • Citi US Economic Surprise Index -11.60 +6.3 points
  • Citi Eurozone Economic Surprise Index -75.10 -1.8 points
  • Citi Emerging Markets Economic Surprise Index -14.0 -11.1 points
  • Fed Fund Futures imply 99.5% chance of no change, 0.0% chance of 25 basis point hike on 1/30
  • US Dollar Index 96.14 unch.
  • MSCI Emerging Markets Currency Index 1,615.27 +.41%
  • Bitcoin/USD 3,757.0 -3.75%
  • Euro/Yen Carry Return Index 128.53 -2.38%
  • Yield Curve 17.25 -2.25 basis points
  • 10-Year US Treasury Yield 2.66% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.019 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 20.24 -11.9%
  • Illinois Municipal Debt Credit Default Swap 201.30 -.03%
  • Italian/German 10Y Yld Spread 269.0 +19.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.62 n/a
  • Emerging Markets Sovereign Debt CDS Index 78.09 +2.19%
  • Israel Sovereign Debt Credit Default Swap 66.98 -1.0%
  • South Korea Sovereign Debt Credit Default Swap 39.39 +2.69%
  • Russia Sovereign Debt Credit Default Swap 153.35 -.04%
  • iBoxx Offshore RMB China Corporate High Yield Index 152.73 +1.37%
  • 10-Year TIPS Spread 1.76% +3.0 basis points
  • TED Spread 39.5 -3.75 basis points
  • 2-Year Swap Spread 15.5 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap 1.5 unch.
  • N. America Investment Grade Credit Default Swap Index 84.55 -1.94%
  • America Energy Sector High-Yield Credit Default Swap Index 816.0 +1.52%
  • European Financial Sector Credit Default Swap Index 113.74 +1.55%
  • Emerging Markets Credit Default Swap Index 196.34 -3.36%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.736 Trillion n/a
  • Commercial Paper Outstanding 1,046.0 -.90%
  • 4-Week Moving Average of Jobless Claims 218,750 +750
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.51% -4.0 basis points
  • Weekly Mortgage Applications 293.80 -8.53%
  • Bloomberg Consumer Comfort 59.6 +.2 point
  • Weekly Retail Sales +7.70% +50.0 basis points
  • Nationwide Gas $2.25/gallon -.04/gallon
  • Baltic Dry Index 1,267.0 -3.87%
  • China (Export) Containerized Freight Index 841.78 +.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.5 -15.4%
  • Rail Freight Carloads 201,343 -30.6%
Best Performing Style
  • Small-Cap Value +1.9%
Worst Performing Style
  • Large-Cap Growth -.7%
Leading Sectors
  • Oil Service +8.2%
  • Gaming +5.6%
  • Biotech +5.5%
  • Steel +4.3%
  • Banks +3.7%
Lagging Sectors
  • Semis -1.8% 
  • Computer Hardware -2.2%
  • Video Gaming -2.2%
  • Medical Equipment -2.4%
  • Disk Drives -3.4%
Weekly High-Volume Stock Gainers (14)
  • GME, NFLX, WLL, ENLC, ATRC, CELG, HES, CHTR, DRNA, BPT, FLXN, TILE, THS and USAC
Weekly High-Volume Stock Losers (2)
  • RPM and AVNS
Weekly Charts
ETFs
Stocks
*5-Day Change

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