Friday, March 08, 2019

Weekly Scoreboard*

S&P 500 2,732.61 -2.55%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,402.96 -2.51%
  • NASDAQ 7,399.52 -2.69%
  • Russell 2000 1,518.92 -4.43%
  • S&P 500 High Beta 39.87 -4.64%
  • Goldman 50 Most Shorted 155.32 -6.92%
  • Wilshire 5000 28,282.29 -2.65%
  • Russell 1000 Growth 1,452.05 -2.72%
  • Russell 1000 Value 1,186.70 -2.52%
  • S&P 500 Consumer Staples 553.44 -.96%
  • MSCI Cyclicals-Defensives Spread 1,053.76 +.40%
  • NYSE Technology 1,770.33 -2.97%
  • Transports 10,070.33 -3.73%
  • Utilities 762.21 +.41%
  • Bloomberg European Bank/Financial Services 75.87 -3.6%
  • MSCI Emerging Markets 41.82 -1.9%
  • HFRX Equity Hedge 1,211.24 -.47%
  • HFRX Equity Market Neutral 962.81 +.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 338,369 -.85%
  • Bloomberg New Highs-Lows Index -92 -197
  • Bloomberg Crude Oil % Bulls 31.43 -39.4%
  • CFTC Oil Net Speculative Position 327,671 +4.4%
  • CFTC Oil Total Open Interest 2,025,884 +.33%
  • Total Put/Call .96 +10.11%
  • OEX Put/Call .40 -74.66%
  • ISE Sentiment 83.0 -37.86%
  • NYSE Arms 1.32 +17.82%
  • Volatility(VIX) 17.18 +29.2%
  • S&P 500 Implied Correlation 43.69 +9.51%
  • G7 Currency Volatility (VXY) 6.96 +4.04%
  • Emerging Markets Currency Volatility (EM-VXY) 8.24 -.12%
  • Smart Money Flow Index 13,390.48 -3.08%
  • ICI Money Mkt Mutual Fund Assets $3.113 Trillion +1.1%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$4.023 Billion
  • AAII % Bulls 37.4 -10.2%
  • AAII % Bears 26.8 +33.8%
Futures Spot Prices
  • CRB Index 180.23 -.99%
  • Crude Oil 55.74 -.84%
  • Reformulated Gasoline 178.56 +2.62%
  • Natural Gas 2.87 +.63%
  • Heating Oil 198.78 -1.41%
  • Gold 1,299.30 +.33%
  • Bloomberg Base Metals Index 186.55 -2.68%
  • Copper 289.65 -1.04%
  • US No. 1 Heavy Melt Scrap Steel 327.0 USD/Metric Tonne +2.0%
  • China Iron Ore Spot 83.0 USD/Metric Tonne -1.6%
  • Lumber 396.80 +4.01%
  • UBS-Bloomberg Agriculture 887.79 -2.27%
Economy
  • Atlanta Fed GDPNow Forecast +.52% +18.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -3.70% +50.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.4717 +5.81%
  • US Economic Policy Uncertainty Index 271.10 +162.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.41 +.09%
  • Citi US Economic Surprise Index -42.10 +1.3 points
  • Citi Eurozone Economic Surprise Index -49.50 +12.1 points
  • Citi Emerging Markets Economic Surprise Index -25.10 -6.3 points
  • Fed Fund Futures imply 97.7% chance of no change, 0.0% chance of 25 basis point hike on 3/20
  • US Dollar Index 97.36 +.93%
  • MSCI Emerging Markets Currency Index 1,638.49 -.34%
  • Bitcoin/USD 3,890.03 +1.65%
  • Euro/Yen Carry Return Index 129.71 -1.88%
  • Yield Curve 17.0 -2.5 basis points
  • 10-Year US Treasury Yield 2.62% -12.0 basis points
  • Federal Reserve's Balance Sheet $3.930 Trillion -.13%
  • U.S. Sovereign Debt Credit Default Swap 16.11 -16.7%
  • Illinois Municipal Debt Credit Default Swap 194.79 -.03%
  • Italian/German 10Y Yld Spread 243.50 -11.25 basis points
  • China Sovereign Debt Credit Default Swap 51.28 +5.24%
  • Emerging Markets Sovereign Debt CDS Index 52.32 +8.22%
  • Israel Sovereign Debt Credit Default Swap 63.57 +5.57%
  • South Korea Sovereign Debt Credit Default Swap 30.89 +4.34%
  • Russia Sovereign Debt Credit Default Swap 128.43 -.35%
  • iBoxx Offshore RMB China Corporate High Yield Index 159.19 +.33%
  • 10-Year TIPS Spread 1.90% -5.0 basis points
  • TED Spread 15.50 -4.5 basis points
  • 2-Year Swap Spread 12.5 +3.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.25 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 64.61 +8.7%
  • America Energy Sector High-Yield Credit Default Swap Index 530.0 +4.72%
  • European Financial Sector Credit Default Swap Index 77.41 +3.36%
  • Emerging Markets Credit Default Swap Index 175.43 +4.36%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.733 Trillion -.52%
  • Commercial Paper Outstanding 1,067.10 -.30%
  • 4-Week Moving Average of Jobless Claims 226,250 -2,750
  • Continuing Claims Unemployment Rate 1.2% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.41% +6.0 basis points
  • Weekly Mortgage Applications 375.30 -2.47%
  • Bloomberg Consumer Comfort 62.10 +1.1 points
  • Weekly Retail Sales +4.8% -30.0 basis points
  • Nationwide Gas $2.46/gallon +.04/gallon
  • Baltic Dry Index 657.0 -1.05%
  • China (Export) Containerized Freight Index 830.49 -2.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +8.3%
  • Rail Freight Carloads 277,631 +4.5%
Best Performing Style
  • Large-Cap Value -2.7%
Worst Performing Style
  • Small-Cap Growth -4.8%
Leading Sectors
  • Homebuilding +1.9%
  • Gold & Silver +1.4%
  • Utilities +.1%
  • REITs -.1%
  • Tobacco -.2%
Lagging Sectors
  • Defense -6.0% 
  • Biotech -6.3%
  • Alt Energy -7.1%%
  • Healthcare Providers -7.1%
  • Oil Service -7.6%
Weekly High-Volume Stock Gainers (4)
  • BIG, RARX, FTAI and WBC
Weekly High-Volume Stock Losers (16)
  • JBT, KR, NDAQ, IGT, NAV, AAXN, SFIX, CBT, OKTA, DOMO, GME, CRC, AOBC, FIXX, LOCO and AMAG
Weekly Charts
ETFs
Stocks
*5-Day Change

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