Friday, March 22, 2019

Weekly Scoreboard*

S&P 500 2,813.55 -.24%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,600.24 -.59%
  • NASDAQ 7,670.80 +.19%
  • Russell 2000 1,516.97 -2.39%
  • S&P 500 High Beta 41.29 -.79%
  • Goldman 50 Most Shorted 157.16 -.67%
  • Wilshire 5000 28,922.41 -.29%
  • Russell 1000 Growth 1,509.97 +.39%
  • Russell 1000 Value 1,207.41 -1.07%
  • S&P 500 Consumer Staples 572.78 +1.23%
  • MSCI Cyclicals-Defensives Spread 1,051.78 +.50%
  • NYSE Technology 1,865.97 +.71%
  • Transports 10,107.07 -1.82%
  • Utilities 787.34 +1.16%
  • Bloomberg European Bank/Financial Services 76.03 -3.82%
  • MSCI Emerging Markets 42.96 +.14%
  • HFRX Equity Hedge 1,220.32 -.02%
  • HFRX Equity Market Neutral 968.53 -.10%
Sentiment/Internals
  • NYSE Cumulative A/D Line 344,852 +.91%
  • Bloomberg New Highs-Lows Index 302 +394
  • Bloomberg Crude Oil % Bulls 58.06 +.29%
  • CFTC Oil Net Speculative Position 362,265 +3.86%
  • CFTC Oil Total Open Interest 2,012,864 -2.66%
  • Total Put/Call .84 +1.22%
  • OEX Put/Call 1.33 -50.92%
  • ISE Sentiment 56.0 -19.72%
  • NYSE Arms 1.58 +50.89%
  • Volatility(VIX) 15.73 +23.4%
  • S&P 500 Implied Correlation 39.23 -1.42%
  • G7 Currency Volatility (VXY) 6.93 +7.44%
  • Emerging Markets Currency Volatility (EM-VXY) 8.38 +6.35%
  • Smart Money Flow Index 13,997.76 +1.58%
  • ICI Money Mkt Mutual Fund Assets $3.065 Trillion -1.52%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$12.833 Billion
  • AAII % Bulls 37.3 +15.1%
  • AAII % Bears 23.4 -24.6%
Futures Spot Prices
  • CRB Index 184.15 +.15%
  • Crude Oil 58.98 +1.06%
  • Reformulated Gasoline 192.08 +3.91%
  • Natural Gas 2.76 -1.36%
  • Heating Oil 196.31 -.09%
  • Gold 1,312.0 +.74%
  • Bloomberg Base Metals Index 187.67 -.07%
  • Copper 285.20 -1.99%
  • US No. 1 Heavy Melt Scrap Steel 321.0 USD/Metric Tonne -1.83%
  • China Iron Ore Spot 83.59 USD/Metric Tonne -2.98%
  • Lumber 369.0 -5.59%
  • UBS-Bloomberg Agriculture 903.97 -.14%
Economy
  • Atlanta Fed GDPNow Forecast +.38% unch.
  • ECRI Weekly Leading Economic Index Growth Rate -2.30% +60.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.2613 +7.9%
  • US Economic Policy Uncertainty Index 59.83 -39.69%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.63 -.07%
  • Citi US Economic Surprise Index -33.80 +2.4 points
  • Citi Eurozone Economic Surprise Index -60.0 -25.9 points
  • Citi Emerging Markets Economic Surprise Index -20.90 +7.6 points
  • Fed Fund Futures imply 93.8% chance of no change, 6.2% chance of 25 basis point cut on 5/1
  • US Dollar Index 96.64 +.23%
  • MSCI Emerging Markets Currency Index 1,653.57 +.61%
  • Bitcoin/USD 3,992.46 +2.47%
  • Euro/Yen Carry Return Index 129.13 -1.72%
  • Yield Curve 12.25 -3.0 basis points
  • 10-Year US Treasury Yield 2.46% -14.0 basis points
  • Federal Reserve's Balance Sheet $3.924 Trillion -.22%
  • U.S. Sovereign Debt Credit Default Swap 19.94 +11.69%
  • Illinois Municipal Debt Credit Default Swap 205.20 +5.37%
  • Italian/German 10Y Yld Spread 246.25 +5.0 basis points
  • China Sovereign Debt Credit Default Swap 51.87 +3.64%
  • Emerging Markets Sovereign Debt CDS Index 51.09 +6.48%
  • Israel Sovereign Debt Credit Default Swap 68.71 +9.86%
  • South Korea Sovereign Debt Credit Default Swap 32.06 +4.63%
  • Russia Sovereign Debt Credit Default Swap 135.05 +7.18%
  • iBoxx Offshore RMB China Corporate High Yield Index 160.34 +.30%
  • 10-Year TIPS Spread 1.91% -4.0 basis points
  • TED Spread 15.25 -2.25 basis points
  • 2-Year Swap Spread 8.75 -2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.25 -4.5 basis point
  • N. America Investment Grade Credit Default Swap Index 57.94 +14.5%(new series)
  • America Energy Sector High-Yield Credit Default Swap Index 519.0 +1.38%
  • European Financial Sector Credit Default Swap Index 86.72 +21.5%
  • Emerging Markets Credit Default Swap Index 177.38 +5.63%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.729 Trillion -1.01%
  • Commercial Paper Outstanding 1,082.60 +2.0%
  • 4-Week Moving Average of Jobless Claims 225,000 -1,250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.28% -3.0 basis points
  • Weekly Mortgage Applications 390.0 +1.56%
  • Bloomberg Consumer Comfort 61.70 +.7 point
  • Weekly Retail Sales +4.6% +20.0 basis points
  • Nationwide Gas $2.61/gallon +.08/gallon
  • Baltic Dry Index 695.0 -4.3%
  • China (Export) Containerized Freight Index 821.04 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 260,684 -3.75%
Best Performing Style
  • Large-Cap Growth +.4%
Worst Performing Style
  • Small-Cap Value -3.1%
Leading Sectors
  • Video Gaming +3.0%
  • Foods +2.1%
  • Gold & Silver +1.4%
  • Restaurants +1.3%
  • Semis +1.1%
Lagging Sectors
  • Airlines -3.5% 
  • Education -3.8%
  • Biotech -4.5%
  • I-Banks -5.2%
  • Banks -8.1%
Weekly High-Volume Stock Gainers (6)
  • HIBB, YETI, PZZA, CCXI, CAG and TIF
Weekly High-Volume Stock Losers (46)
  • LOB, HBAN, FITB, BIIB, SCS, DSW, CATY, SCHW, FRGI, VIAB, CHGG, TCF, CHFC, AB, BAC, TCBI, FHN, MBUU, IBKC, PPBI, EGBN, C, AMTD, EWBC, GH, SSB, AL, ZION, GES, HOMB, AMG, PNFP, KEY, YEXT, WAL, UCBI, RNST, TEN, RF, WTRH, AVYA, SBCF, SIVB, COOP, GBX, CAL, TCMD and DXCM
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