Friday, October 11, 2019

Weekly Scoreboard*

S&P 500 2,988.34 +1.25%
 























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,991.70 +1.47%
  • NASDAQ 8,108.71 +1.58%
  • Russell 2000 1,521.66 +134%
  • S&P 500 High Beta 41.60 +2.19%
  • Goldman 50 Most Shorted 147.02 +3.18%
  • Wilshire 5000 30,517.70 +1.25%
  • Russell 1000 Growth 1,625.96 +1.42%
  • Russell 1000 Value 1,257.53 +1.01%
  • S&P 500 Consumer Staples 627.37 -.4%
  • MSCI Cyclicals-Defensives Spread 1,112.16 +.65%
  • NYSE Technology 1,962.04 +1.79%
  • Transports 10,352.91 +3.25%
  • Utilities 870.70 -1.39%
  • Bloomberg European Bank/Financial Services 72.47 +6.81%
  • MSCI Emerging Markets 41.89 +1.81%
  • HFRX Equity Hedge 1,235.32 -.20%
  • HFRX Equity Market Neutral 955.81 +.22%
Sentiment/Internals
  • NYSE Cumulative A/D Line 372,244 +.36%
  • Bloomberg New Highs-Lows Index -304 +109
  • Bloomberg Crude Oil % Bulls 33.3 -15.2%
  • CFTC Oil Net Speculative Position 389,319 -8.21%
  • CFTC Oil Total Open Interest 2,085,676 +1.84%
  • Total Put/Call .97 -5.77%
  • OEX Put/Call .34 -12.8%
  • ISE Sentiment 102.0 +36.0%
  • NYSE Arms .60 -32.61%
  • Volatility(VIX) 15.65 -7.92%
  • S&P 500 Implied Correlation 36.66 -12.76%
  • G7 Currency Volatility (VXY) 6.61 -1.49%
  • Emerging Markets Currency Volatility (EM-VXY) 8.17 +2.0%
  • Smart Money Flow Index 14,583.28 +1.35%
  • ICI Money Mkt Mutual Fund Assets $3.470 Trillion +.2%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$11.768 Billion
  • AAII % Bulls 20.3 -5.0%
  • AAII % Bears 44.0 +11.5%
Futures Spot Prices
  • CRB Index 173.49 -1.26%
  • Crude Oil 54.82 +3.32%
  • Reformulated Gasoline 164.10 +3.96%
  • Natural Gas 2.22 -5.70%
  • Heating Oil 195.67 +3.14%
  • Gold 1,488.30 -1.45%
  • Bloomberg Base Metals Index 176.43 +2.14%
  • Copper 262.80 +2.40%
  • US No. 1 Heavy Melt Scrap Steel 240.0 USD/Metric Tonne +2.13%
  • China Iron Ore Spot 88.00 USD/Metric Tonne -.85%
  • Lumber 369.0 +.90%
  • UBS-Bloomberg Agriculture 867.0 +.91%
Economy
  • Atlanta Fed GDPNow Forecast +1.72% -4.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 1.1% +30.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0049 +426.7%
  • US Economic Policy Uncertainty Index 165.90 -13.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.27 -.07%
  • Citi US Economic Surprise Index 15.30 -7.9 points
  • Citi Eurozone Economic Surprise Index -78.10 -1.4 points
  • Citi Emerging Markets Economic Surprise Index -17.90 -8.5 points
  • Fed Fund Futures imply 36.5% chance of no change, 63.6% chance of rate cut on 10/30
  • US Dollar Index 98.30 -.55%
  • MSCI Emerging Markets Currency Index 1,615.50 +.03%
  • Bitcoin/USD 8,325.57 +1.75%
  • Euro/Yen Carry Return Index 124.38 +2.07%
  • Yield Curve 13.0 +1.0 basis point
  • 10-Year US Treasury Yield 1.74% +23.0 basis points
  • Federal Reserve's Balance Sheet $3.911 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 15.02 -2.6%
  • Illinois Municipal Debt Credit Default Swap 184.18 -3.09%
  • Italian/German 10Y Yld Spread 138.25 -3.5 basis points
  • China Sovereign Debt Credit Default Swap 45.53 -7.13%
  • Brazil Sovereign Debt Credit Default Swap 134.25 -2.84%
  • Israel Sovereign Debt Credit Default Swap 56.07 -.71%
  • South Korea Sovereign Debt Credit Default Swap 32.66 -2.94%
  • Russia Sovereign Debt Credit Default Swap 87.05 -3.52%
  • iBoxx Offshore RMB China Corporate High Yield Index 166.39 +.16%
  • 10-Year TIPS Spread 1.57% +7.0 basis points
  • TED Spread 33.0 -2.25 basis points
  • 2-Year Swap Spread 5.5 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.5 +7.25 basis points
  • N. America Investment Grade Credit Default Swap Index 56.65 -6.51%
  • America Energy Sector High-Yield Credit Default Swap Index 518.0 +4.05%
  • European Financial Sector Credit Default Swap Index 61.82 -9.25%
  • Emerging Markets Credit Default Swap Index 203.85 -2.64%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.923 Trillion +.59%
  • Commercial Paper Outstanding 1,091.80 -.1%
  • 4-Week Moving Average of Jobless Claims 213,750 +1,250
  • Continuing Claims Unemployment Rate 1.1% unch.
  • Average 30-Year Mortgage Rate 3.57% -8.0 basis points
  • Weekly Mortgage Applications 582.50 +5.18%
  • Bloomberg Consumer Comfort 62.7 +.7 point
  • Weekly Retail Sales +5.70% unch.
  • Nationwide Gas $2.64/gallon -.02/gallon
  • Baltic Dry Index 1,929 +9.17%
  • China (Export) Containerized Freight Index 783.15 -3.06%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 87.50 +94.4%
  • Rail Freight Carloads 268,033 -3.89%
Best Performing Style
  • Small-Cap Value +1.5%
Worst Performing Style
  • Large-Cap Value +.9%
Leading Sectors
  • Shipping +9.8%
  • Paper +5.3%
  • Oil Service +4.6%
  • Steel +3.9%
  • Airlines +3.6%
Lagging Sectors
  • Insurance -.5% 
  • Medical Equipment -.5%
  • Foods -.8%
  • Utilities -1.1%
  • Gold & Silver -1.7%
Weekly High-Volume Stock Gainers (45)
  • FAST, RETA, SAVE, DSSI, AAN, GWW, SFIX, BBBY, CTB, PHR, MC, MTOR, SAM, ABM, ROKU, SNBR, GIII, NUE, CAT, OLN, SF, SWK, LILA, WDAY, CRS, ITW, INSW, LILAK, ALGN, B, XLNX, CFR, CONN, EMR, EXPD, CBU, INN, KEM, VLY, VLO, AVYA, FB and BTU
Weekly High-Volume Stock Losers (3)
  • IAA, ATNX and JELD
Weekly Charts
ETFs
Stocks
*5-Day Change

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