Friday, September 20, 2019

Weekly Scoreboard*

S&P 500 2,992.07 -.51%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,935.07 -1.05%
  • NASDAQ 8,117.68 -.72%
  • Russell 2000 1,559.76 -1.16%
  • S&P 500 High Beta 42.15 -1.75%
  • Goldman 50 Most Shorted 150.84 -2.05%
  • Wilshire 5000 30,669.77 -.5%
  • Russell 1000 Growth 1,618.20 -.28%
  • Russell 1000 Value 1,268.30 -.60%
  • S&P 500 Consumer Staples 618.90 -.61%
  • MSCI Cyclicals-Defensives Spread 1,118.63 -1.66%
  • NYSE Technology 1,944.62 -.96%
  • Transports 10,454.36 -3.32%
  • Utilities 842.90 +1.88%
  • Bloomberg European Bank/Financial Services 72.49 -.88%
  • MSCI Emerging Markets 41.60 -.99%
  • HFRX Equity Hedge 1,241.06 -.24%
  • HFRX Equity Market Neutral 952.86 -.30%
Sentiment/Internals
  • NYSE Cumulative A/D Line 374,330 +1.09%
  • Bloomberg New Highs-Lows Index 249 +73
  • Bloomberg Crude Oil % Bulls 65.22 +198.1%
  • CFTC Oil Net Speculative Position 428,205 +11.5%
  • CFTC Oil Total Open Interest 2,080,994 -.07%
  • Total Put/Call 1.04 +14.3%
  • OEX Put/Call 2.60 -68.33%
  • ISE Sentiment 89.0 unch.
  • NYSE Arms 1.27 +62.82%
  • Volatility(VIX) 15.3 +11.5%
  • S&P 500 Implied Correlation 39.35 +10.66%
  • G7 Currency Volatility (VXY) 6.86 +1.33%
  • Emerging Markets Currency Volatility (EM-VXY) 8.23 +1.23%
  • Smart Money Flow Index 14,830.13 -.38%
  • ICI Money Mkt Mutual Fund Assets $3.402 Trillion +.14%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$8.596Billion
  • AAII % Bulls 35.3 +6.7%
  • AAII % Bears 27.8 -11.0%
Futures Spot Prices
  • CRB Index 177.34 +1.46%
  • Crude Oil 58.09 +5.96%
  • Reformulated Gasoline 167.84 +8.47%
  • Natural Gas 2.53 -3.32%
  • Heating Oil 198.63 +5.92%
  • Gold 1,508.0 +1.22%
  • Bloomberg Base Metals Index 176.15 -1.14%
  • Copper 260.65 -3.55%
  • US No. 1 Heavy Melt Scrap Steel 239.0 USD/Metric Tonne -3.63%
  • China Iron Ore Spot 89.75 USD/Metric Tonne -4.95%
  • Lumber 383.80 +1.29%
  • UBS-Bloomberg Agriculture 833.57 -.16%
Economy
  • Atlanta Fed GDPNow Forecast +1.94% +13.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -1.5% +100.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1322 -4.62%
  • US Economic Policy Uncertainty Index 100.82 +49.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.27 +.07%
  • Citi US Economic Surprise Index 41.70 +24.3 points
  • Citi Eurozone Economic Surprise Index -26.40 +10.1 points
  • Citi Emerging Markets Economic Surprise Index -9.30 -4.7 points
  • Fed Fund Futures imply 60.7% chance of no change, 39.3% chance of rate cut on 10/30
  • US Dollar Index 98.51 +.68%
  • MSCI Emerging Markets Currency Index 1,615.47 -.34%
  • Bitcoin/USD 10,177.25 -1.01%
  • Euro/Yen Carry Return Index 123.10 -.92%
  • Yield Curve 4.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.74% -16.0 basis points
  • Federal Reserve's Balance Sheet $3.806 Trillion +2.01%
  • U.S. Sovereign Debt Credit Default Swap 14.82 +1.72%
  • Illinois Municipal Debt Credit Default Swap 190.12 +14.55% (new series)
  • Italian/German 10Y Yld Spread 144.50 +11.5 basis points
  • China Sovereign Debt Credit Default Swap 44.54 +17.6% (new series)
  • Brazil Sovereign Debt Credit Default Swap 130.76 +8.83% (new series)
  • Israel Sovereign Debt Credit Default Swap 58.70 +13.0% (new series)
  • South Korea Sovereign Debt Credit Default Swap 32.99 +17.4% (new series)
  • Russia Sovereign Debt Credit Default Swap 80.71 +3.1%
  • iBoxx Offshore RMB China Corporate High Yield Index 165.67 +.18%
  • 10-Year TIPS Spread 1.61% -6.0 basis points
  • TED Spread 26.0 +8.5 basis points
  • 2-Year Swap Spread -4.25 -4.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +5.75 basis points
  • N. America Investment Grade Credit Default Swap Index 59.36 +18.3% (new series)
  • America Energy Sector High-Yield Credit Default Swap Index 378.0 -3.78%
  • European Financial Sector Credit Default Swap Index 55.38 +14.1% (new series)
  • Emerging Markets Credit Default Swap Index 204.43 +1.69%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.891 Trillion +.48%
  • Commercial Paper Outstanding 1,093.50 -2.0%
  • 4-Week Moving Average of Jobless Claims 212,250 -250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.73% +16.0 basis points
  • Weekly Mortgage Applications 569.50 -.05%
  • Bloomberg Consumer Comfort 62.7 -.5 point
  • Weekly Retail Sales +5.90% -50.0 basis points
  • Nationwide Gas $2.67/gallon +.10/gallon
  • Baltic Dry Index 2,192 -5.19%
  • China (Export) Containerized Freight Index 818.33 -.67%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +30.0%
  • Rail Freight Carloads 274,424 +19.2%
Best Performing Style
  • Mid-Cap Growth +.3%
Worst Performing Style
  • Small-Cap Value -1.4%
Leading Sectors
  • Gold & Silver +5.4%
  • REITs +2.2%
  • Alt Energy +2.2%
  • Drugs +2.0%
  • Homebuilders +2.0%
Lagging Sectors
  • Retail -3.9% 
  • Tobacco -4.0%
  • Steel -4.3%
  • Education -5.0%
  • Coal -15.6%
Weekly High-Volume Stock Gainers (6)
  • SCS, CWST, VCRA, MYOK, ALGN and PLAN
Weekly High-Volume Stock Losers (9)
  • TPTX, ARCH, FBM, EYE, CECO, NFLX, XLNX, BTU and ROKU
Weekly Charts
ETFs
Stocks
*5-Day Change

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