Friday, September 06, 2019

Weekly Scoreboard*

S&P 500 2,981.27 +2.01%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,823.67 +1.73%
  • NASDAQ 8,122.37 +1.87%
  • Russell 2000 1,508.93 +1.12%
  • S&P 500 High Beta 41.63 +3.3%
  • Goldman 50 Most Shorted 143.32 +1.99%
  • Wilshire 5000 30,504.64 +1.86%
  • Russell 1000 Growth 1,634.28 +1.62%
  • Russell 1000 Value 1,246.02 +2.28%
  • S&P 500 Consumer Staples 628.70 +.90%
  • MSCI Cyclicals-Defensives Spread 1,106.20 +1.32%
  • NYSE Technology 1,969.27 +2.77%
  • Transports 10,316.49 +2.01%
  • Utilities 847.84 +.20%
  • Bloomberg European Bank/Financial Services 67.69 +3.41%
  • MSCI Emerging Markets 41.33 +3.73%
  • HFRX Equity Hedge 1,234.19 +.27%
  • HFRX Equity Market Neutral 946.56 +.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 370,304 +.87%
  • Bloomberg New Highs-Lows Index 186 +229
  • Bloomberg Crude Oil % Bulls 29.4 -28.9%
  • CFTC Oil Net Speculative Position 391,650 -5.5%
  • CFTC Oil Total Open Interest 2,003,007 +.01%
  • Total Put/Call .93 -24.6%
  • OEX Put/Call 1.93 +87.8%
  • ISE Sentiment 75.0 +21.31%
  • NYSE Arms 1.39 +127.60%
  • Volatility(VIX) 15.02 -15.66%
  • S&P 500 Implied Correlation 37.57 -14.71%
  • G7 Currency Volatility (VXY) 6.90 -12.55%
  • Emerging Markets Currency Volatility (EM-VXY) 8.26 -7.09%
  • Smart Money Flow Index 14,602.66 +.98%
  • ICI Money Mkt Mutual Fund Assets $3.381 Trillion +.50%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$5.322 Billion
  • AAII % Bulls 28.6 +9.6%
  • AAII % Bears 39.5 -6.4%
Futures Spot Prices
  • CRB Index 168.61 -1.02%
  • Crude Oil 56.56 -.25%
  • Reformulated Gasoline 157.43 -.21%
  • Natural Gas 2.49 +9.23%
  • Heating Oil 189.94 +1.84%
  • Gold 1,509.30 -1.24%
  • Bloomberg Base Metals Index 175.65 +2.04%
  • Copper 262.75 +2.86%
  • US No. 1 Heavy Melt Scrap Steel 256.0 USD/Metric Tonne -9.22%
  • China Iron Ore Spot 85.35 USD/Metric Tonne -2.37%
  • Lumber 354.20 -5.12%
  • UBS-Bloomberg Agriculture 810.99 -1.51%
Economy
  • Atlanta Fed GDPNow Forecast +1.47%+20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -2.9% -80.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.2179 +5.51%
  • US Economic Policy Uncertainty Index 174.06 -27.3%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.15 +.20%
  • Citi US Economic Surprise Index 5.40 +16.4 points
  • Citi Eurozone Economic Surprise Index -39.30 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -14.80 +2.3 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of rate cut on 9/18
  • US Dollar Index 98.36 -.46%
  • MSCI Emerging Markets Currency Index 1,603.63 +.51%
  • Bitcoin/USD 10,410.34 +8.2%
  • Euro/Yen Carry Return Index 122.43 +.94%
  • Yield Curve 4.0 +4.0 basis points
  • 10-Year US Treasury Yield 1.55% +5.0 basis points
  • Federal Reserve's Balance Sheet $3.722 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 13.34 -9.59%
  • Illinois Municipal Debt Credit Default Swap 166.01 -10.1%
  • Italian/German 10Y Yld Spread 199.25 -8.75 basis points
  • China Sovereign Debt Credit Default Swap 47.23 -8.53%
  • Brazil Sovereign Debt Credit Default Swap 138.67 -.57%
  • Israel Sovereign Debt Credit Default Swap 52.59 -1.73%
  • South Korea Sovereign Debt Credit Default Swap 28.16 -14.0%
  • Russia Sovereign Debt Credit Default Swap 84.81 -14.3%
  • iBoxx Offshore RMB China Corporate High Yield Index 165.21 +.16%
  • 10-Year TIPS Spread 1.55% +1.0 basis point
  • TED Spread 15.25 +.5 basis point
  • 2-Year Swap Spread 3.75 +4.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.5 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 51.05 -5.41%
  • America Energy Sector High-Yield Credit Default Swap Index 417.0 +.75%
  • European Financial Sector Credit Default Swap Index 57.22 -6.26%
  • Emerging Markets Credit Default Swap Index 197.90 -9.17%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.824 Trillion +.35%
  • Commercial Paper Outstanding 1,123.80 +.3%
  • 4-Week Moving Average of Jobless Claims 216,250 +1,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.49% -9.0 basis points
  • Weekly Mortgage Applications 558.50 -3.07%
  • Bloomberg Consumer Comfort 63.4 +.9 point
  • Weekly Retail Sales +5.40% +40.0 basis points
  • Nationwide Gas $2.57/gallon -.03/gallon
  • Baltic Dry Index 2,499 +5.09%
  • China (Export) Containerized Freight Index 823.75 -1.14%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 273,348 +.70%
Best Performing Style
  • Mid-Cap Value +2.3%
Worst Performing Style
  • Small-Cap Growth +.8%
Leading Sectors
  • Computer Hardware +7.5%
  • Oil Service +6.2%
  • Semis +5.0%
  • Robotics +4.4%
  • Shipping +4.2%
Lagging Sectors
  • Tobacco -.4% 
  • Biotech -.6%
  • Education -1.6%
  • Gold & Silver -1.8%
  • Coal -6.0%
Weekly High-Volume Stock Gainers (12)
  • DOCU, LCI, GWRE, LE, ZUMZ, BRC, NAV, REGI, ELAN, IFF, IOTS and IRTC
Weekly High-Volume Stock Losers (5)
  • ZS, LOPE, RARE, LYFT and CRWD
Weekly Charts
ETFs
Stocks
*5-Day Change

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