Friday, February 08, 2019

Weekly Scoreboard*

S&P 500 2,707.88 +.05%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,106.33 +.17%
  • NASDAQ 7,298.20 +.47%
  • Russell 2000 1,506.39 +.29%
  • S&P 500 High Beta 39.82 -.60%
  • Goldman 50 Most Shorted 151.66 +.01%
  • Wilshire 5000 27,984.80 +.13%
  • Russell 1000 Growth 1,440.74 +.67%
  • Russell 1000 Value 1,175.72 -.43%
  • S&P 500 Consumer Staples 552.62 +1.12%
  • MSCI Cyclicals-Defensives Spread 1,038.69 +1.13%
  • NYSE Technology 1,751.23 +.60%
  • Transports 10,177.03 +.52%
  • Utilities 739.86 +2.10%
  • Bloomberg European Bank/Financial Services 74.08 -1.37%
  • MSCI Emerging Markets 41.99 -1.16%
  • HFRX Equity Hedge 1,203.90 +.38%
  • HFRX Equity Market Neutral 968.52 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 331,286 +1.89%
  • Bloomberg New Highs-Lows Index 163 +214
  • Bloomberg Crude Oil % Bulls 36.36 -37.67%
  • CFTC Oil Net Speculative Position 298,713 -2.48%
  • CFTC Oil Total Open Interest 2,104,675 +1.48%
  • Total Put/Call 1.01 -9.82%
  • OEX Put/Call 1.11 +16.84%
  • ISE Sentiment 109.0 +32.93%
  • NYSE Arms 1.02 -10.53%
  • Volatility(VIX) 15.72 -2.60%
  • S&P 500 Implied Correlation 40.10 -4.86%
  • G7 Currency Volatility (VXY) 7.56 +2.72%
  • Emerging Markets Currency Volatility (EM-VXY) 8.92 +.68%
  • Smart Money Flow Index 13,501.69 +1.43%
  • ICI Money Mkt Mutual Fund Assets $3.063 Trillion +.83%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$14.039 Billion
  • AAII % Bulls 39.9 +25.5%
  • AAII % Bears 22.8 -28.3%
Futures Spot Prices
  • CRB Index 178.04 -1.39%
  • Crude Oil 52.65 -4.7%
  • Reformulated Gasoline 144.64 +.9%
  • Natural Gas 2.58 -5.49%
  • Heating Oil 190.85 -.42%
  • Gold 1,318.50 -.26%
  • Bloomberg Base Metals Index 183.78 +.62%
  • Copper 281.05 +1.43%
  • US No. 1 Heavy Melt Scrap Steel 332.0 USD/Metric Tonne +14.8%
  • China Iron Ore Spot 91.15 USD/Metric Tonne +11.25%
  • Lumber 419.10 -.10%
  • UBS-Bloomberg Agriculture 929.90 -.56%
Economy
  • Atlanta Fed GDPNow Forecast +2.73% +3.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -4.0% +30.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1950 +.31%
  • US Economic Policy Uncertainty Index 97.17 -16.79%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 170.99 -.22%
  • Citi US Economic Surprise Index 17.10 -10.2 points
  • Citi Eurozone Economic Surprise Index -80.10 -2.8 points
  • Citi Emerging Markets Economic Surprise Index -10.4 +1.7 points
  • Fed Fund Futures imply 98.0% chance of no change, 0.0% chance of 25 basis point hike on 3/20
  • US Dollar Index 96.63 +1.07%
  • MSCI Emerging Markets Currency Index 1,645.09 -.37%
  • Bitcoin/USD 3,628.64 +5.11%
  • Euro/Yen Carry Return Index 129.18 -.93%
  • Yield Curve 16.75 -.75 basis point
  • 10-Year US Treasury Yield 2.63% -6.0 basis points
  • Federal Reserve's Balance Sheet $3.987 Trillion -.31%
  • U.S. Sovereign Debt Credit Default Swap 19.16 -7.73%
  • Illinois Municipal Debt Credit Default Swap 194.97 -.02%
  • Italian/German 10Y Yld Spread 287.25 +29.0 basis points
  • China Sovereign Debt Credit Default Swap 57.0 +5.65%
  • Emerging Markets Sovereign Debt CDS Index 54.45 +3.48%
  • Israel Sovereign Debt Credit Default Swap 61.43 -2.11%
  • South Korea Sovereign Debt Credit Default Swap 33.59 +1.28%
  • Russia Sovereign Debt Credit Default Swap 138.72 +4.16%
  • iBoxx Offshore RMB China Corporate High Yield Index 156.33 +.45%
  • 10-Year TIPS Spread 1.83% -5.0 basis points
  • TED Spread 33.75 -1.75 basis points
  • 2-Year Swap Spread 14.5 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.75 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 67.93 +3.38%
  • America Energy Sector High-Yield Credit Default Swap Index 550.0 -15.70%
  • European Financial Sector Credit Default Swap Index 92.74 +7.52%
  • Emerging Markets Credit Default Swap Index 176.97 +3.19%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.760 Trillion -.02%
  • Commercial Paper Outstanding 1,057.0 -2.0%
  • 4-Week Moving Average of Jobless Claims 224,750 +4,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.41% -5.0 basis points
  • Weekly Mortgage Applications 383.10 -1.44%
  • Bloomberg Consumer Comfort 58.2 +.8 point
  • Weekly Retail Sales +6.30% -30.0 basis points
  • Nationwide Gas $2.28/gallon +.02/gallon
  • Baltic Dry Index 610.0 -5.43%
  • China (Export) Containerized Freight Index 891.32 +1.26%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 255,570 -6.42%
Best Performing Style
  • Mid-Cap Growth +.7%
Worst Performing Style
  • Large-Cap Value -.9%
Leading Sectors
  • Software +1.9%
  • Defense +1.7%
  • Utilities +1.6%
  • REITs +1.3%
  • Road & Rail +1.2%
Lagging Sectors
  • Agriculture -2.8% 
  • Video Gaming -3.3%
  • Energy -3.5%
  • Oil Service -5.1%
  • Steel -5.4%
Weekly High-Volume Stock Gainers (15)
  • MAT, COLM, OMCL, FSCT, SKX, MSI, VSAT, EEFT, CLF, APPN, CSL, IRBT, DXC, OSTK and GRUB
Weekly High-Volume Stock Losers (18)
  • MMLP, SONO, CMC, ARNC, CCMP, PAG, BRY, HAS, BV, BECN, AERI, ENS, ALNY, CRZO, GT, SGEN, QNST and VCRA
Weekly Charts
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*5-Day Change

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