Friday, October 18, 2019

Weekly Scoreboard*

S&P 500 2,994.12 +.61%
 























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,837.64 +.19%
  • NASDAQ 8,110.28 +.52%
  • Russell 2000 1,536.60 +1.47%
  • S&P 500 High Beta 41.34 -.58%
  • Goldman 50 Most Shorted 145.59 -.26%
  • Wilshire 5000 30,594.13 +1.87%
  • Russell 1000 Growth 1,623.29 +.27%
  • Russell 1000 Value 1,261.09 +.79%
  • S&P 500 Consumer Staples 625.22 +.07%
  • MSCI Cyclicals-Defensives Spread 1,128.88 +.16%
  • NYSE Technology 1,924.05 -1.44%
  • Transports 10,500.50 +2.18%
  • Utilities 867.19 -.20%
  • Bloomberg European Bank/Financial Services 73.89 +1.95%
  • MSCI Emerging Markets 41.96 +.73%
  • HFRX Equity Hedge 1,244.62 +.13%
  • HFRX Equity Market Neutral 965.71 -.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 376,393 +1.11%
  • Bloomberg New Highs-Lows Index 69 +375
  • Bloomberg Crude Oil % Bulls 33.3 unch.
  • CFTC Oil Net Speculative Position 355,085 -8.79%
  • CFTC Oil Total Open Interest 2,105,717 +.96%
  • Total Put/Call .97 -4.04%
  • OEX Put/Call .34 -12.8%
  • ISE Sentiment 79.0 -21.2%
  • NYSE Arms .91 +34.3%
  • Volatility(VIX) 14.4 -18.2%
  • S&P 500 Implied Correlation 33.54 -20.28%
  • G7 Currency Volatility (VXY) 6.19 -6.35%
  • Emerging Markets Currency Volatility (EM-VXY) 7.76 -4.9%
  • Smart Money Flow Index 14,381.47 -1.38%
  • ICI Money Mkt Mutual Fund Assets $3.468 Trillion -.04%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$10.868 Billion
  • AAII % Bulls 33.6 +65.5%
  • AAII % Bears 31.1 -29.4%
Futures Spot Prices
  • CRB Index 175.75 +1.03%
  • Crude Oil 53.67 -2.68%
  • Reformulated Gasoline 161.85 -1.67%
  • Natural Gas 2.34 +4.14%
  • Heating Oil 194.36 -1.21%
  • Gold 1,495.0 +.07%
  • Bloomberg Base Metals Index 175.62 -.46%
  • Copper 263.70 +.36%
  • US No. 1 Heavy Melt Scrap Steel 238.0 USD/Metric Tonne -.33%
  • China Iron Ore Spot 82.69 USD/Metric Tonne -4.18%
  • Lumber 383.40 +3.65%
  • UBS-Bloomberg Agriculture 869.46 +.34%
Economy
  • Atlanta Fed GDPNow Forecast +1.81% +9.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate .4% -70.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.2260 +5.52%
  • US Economic Policy Uncertainty Index 354.2 +380.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 175.97 -.17%
  • Citi US Economic Surprise Index 8.0 -7.3 points
  • Citi Eurozone Economic Surprise Index -67.0 +11.1 points
  • Citi Emerging Markets Economic Surprise Index -19.60 -1.7 points
  • Fed Fund Futures imply 13.7% chance of no change, 86.3% chance of rate cut on 10/30
  • US Dollar Index 97.31 -1.04%
  • MSCI Emerging Markets Currency Index 1,624.23 +.19%
  • Bitcoin/USD 7,954.14 -4.82%
  • Euro/Yen Carry Return Index 125.64 +1.23%
  • Yield Curve 17.0 +4.0 basis points
  • 10-Year US Treasury Yield 1.74% unch.
  • Federal Reserve's Balance Sheet $3.928 Trillion +.42%
  • U.S. Sovereign Debt Credit Default Swap 14.04 -6.5%
  • Illinois Municipal Debt Credit Default Swap 186.45 +1.24%
  • Italian/German 10Y Yld Spread 130.75 -7.5 basis points
  • China Sovereign Debt Credit Default Swap 40.80 -10.6%
  • Brazil Sovereign Debt Credit Default Swap 129.46 -3.66%
  • Israel Sovereign Debt Credit Default Swap 55.95 -.20%
  • South Korea Sovereign Debt Credit Default Swap 31.60 -3.24%
  • Russia Sovereign Debt Credit Default Swap 76.54 -13.2%
  • iBoxx Offshore RMB China Corporate High Yield Index 166.69 +.18%
  • 10-Year TIPS Spread 1.60% +3.0 basis points
  • TED Spread 30.5 -2.5 basis points
  • 2-Year Swap Spread 4.75 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.0 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 55.49 -3.8%
  • America Energy Sector High-Yield Credit Default Swap Index 483.0 -6.1%
  • European Financial Sector Credit Default Swap Index 60.21 -2.59%
  • Emerging Markets Credit Default Swap Index 201.16 -1.51%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.888 Trillion -.96%
  • Commercial Paper Outstanding 1,079.40 -1.1%
  • 4-Week Moving Average of Jobless Claims 214,750 +1,000
  • Continuing Claims Unemployment Rate 1.2% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.69% +12.0 basis points
  • Weekly Mortgage Applications 585.50 +.52%
  • Bloomberg Consumer Comfort 63.5 +.8 point
  • Weekly Retail Sales +4.10% -160.0 basis points
  • Nationwide Gas $2.66/gallon +.02/gallon
  • Baltic Dry Index 1,861 -3.27%
  • China (Export) Containerized Freight Index 783.15 -3.06%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 85.0 -2.86%
  • Rail Freight Carloads 267.013 -.38%
Best Performing Style
  • Small-Cap Value +1.5%
Worst Performing Style
  • Mid-Cap Growth -.1%
Leading Sectors
  • Healthcare Providers +5.9%
  • Homebuilders +5.3%
  • Airlines +3.1%
  • Banks +2.8%
  • Construction +2.3%
Lagging Sectors
  • Computer Services -2.3% 
  • Software -2.5%
  • Oil Service -3.0%
  • Education -3.2%
  • Steel -3.8%
Weekly High-Volume Stock Gainers (18)
  • ISRG, KSU, STT, ETFC, PBCT, GNTX, UBNK, WAL, FFIN, CCK, STAA, MNTA, YETI, GDI, CCI, CSII, RECN and RETA
Weekly High-Volume Stock Losers (16)
  • CDAY, ZYXI, APPN, NOW, MDB, SMAR, IIPR, BA, TRHC, ESTC, ZEN, RNG, ZS, OKTA, COUP and AYX
Weekly Charts
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