Friday, October 25, 2019

Weekly Scoreboard*

S&P 500 3,023.57 +1.25%
 























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,976.40 +.72%
  • NASDAQ 8,240.53 +1.83%
  • Russell 2000 1,561.25 +1.72%
  • S&P 500 High Beta 42.49 +3.18%
  • Goldman 50 Most Shorted 152.50 +4.95%
  • Wilshire 5000 30,939.33 +1.29%
  • Russell 1000 Growth 1,636.36 +1.06%
  • Russell 1000 Value 1,278.26 +1.54%
  • S&P 500 Consumer Staples 627.59 +.47%
  • MSCI Cyclicals-Defensives Spread 1,110.84 -.32%
  • NYSE Technology 1,952.90 +1.78%
  • Transports 10,845.0 +3.15%
  • Utilities 866.38 -.07%
  • Bloomberg European Bank/Financial Services 75.57 +1.72%
  • MSCI Emerging Markets 42.56 +1.22%
  • HFRX Equity Hedge 1,247.95 +.20%
  • HFRX Equity Market Neutral 968.92 +.15%
Sentiment/Internals
  • NYSE Cumulative A/D Line 379,215 +.75%
  • Bloomberg New Highs-Lows Index 178 +109
  • Bloomberg Crude Oil % Bulls 33.3 unch.
  • CFTC Oil Net Speculative Position 356,884 +.51%
  • CFTC Oil Total Open Interest 2,136,717 +1.47%
  • Total Put/Call .84 -12.2%
  • OEX Put/Call .34 -12.8%
  • ISE Sentiment 82.0 +3.2%
  • NYSE Arms .76 -16.5%
  • Volatility(VIX) 12.8 -8.6%
  • S&P 500 Implied Correlation 29.55 -9.27%
  • G7 Currency Volatility (VXY) 5.92 -4.36%
  • Emerging Markets Currency Volatility (EM-VXY) 7.16 -7.9%
  • Smart Money Flow Index 14,314.35 -.47%
  • ICI Money Mkt Mutual Fund Assets $3.468 Trillion -.04%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$2.698 Billion
  • AAII % Bulls 35.6 +5.9%
  • AAII % Bears 28.3 -9.0%
Futures Spot Prices
  • CRB Index 178.37 +1.30%
  • Crude Oil 56.64 +4.88%
  • Reformulated Gasoline 167.19 +2.49%
  • Natural Gas 2.30 -2.08%
  • Heating Oil 197.82 +1.35%
  • Gold 1,508.30 +.85%
  • Bloomberg Base Metals Index 177.71 +1.2%
  • Copper 268.25 +1.32%
  • US No. 1 Heavy Melt Scrap Steel 239.0 USD/Metric Tonne +.42%
  • China Iron Ore Spot 86.40 USD/Metric Tonne +3.99%
  • Lumber 405.0 +5.73%
  • UBS-Bloomberg Agriculture 863.61 -.5%
Economy
  • Atlanta Fed GDPNow Forecast +1.76% -5.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -.2% -60.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1742 +7.83%
  • US Economic Policy Uncertainty Index 60.84 +5.1%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 175.99 +.01%
  • Citi US Economic Surprise Index 4.9 -3.1 points
  • Citi Eurozone Economic Surprise Index -56.10 +10.9 points
  • Citi Emerging Markets Economic Surprise Index -19.50 +.1 point
  • Fed Fund Futures imply 9.6% chance of no change, 90.4% chance of rate cut on 10/30
  • US Dollar Index 97.82 +.73%
  • MSCI Emerging Markets Currency Index 1,634.61 +.50%
  • Bitcoin/USD 8,614.50 +6.96%
  • Euro/Yen Carry Return Index 125.01 -.61%
  • Yield Curve 18.0 +1.0 basis point
  • 10-Year US Treasury Yield 1.80%+6.0 basis points
  • Federal Reserve's Balance Sheet $3.930 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 14.49 +3.2%
  • Illinois Municipal Debt Credit Default Swap 184.09 -1.27%
  • Italian/German 10Y Yld Spread 131.5 +.75 basis point
  • China Sovereign Debt Credit Default Swap 38.68 -5.1%
  • Brazil Sovereign Debt Credit Default Swap 119.14 -8.18%
  • Israel Sovereign Debt Credit Default Swap 56.08 +.22%
  • South Korea Sovereign Debt Credit Default Swap 29.86 -3.88%
  • Russia Sovereign Debt Credit Default Swap 73.46 -3.3%
  • iBoxx Offshore RMB China Corporate High Yield Index 166.90 +.12%
  • 10-Year TIPS Spread 1.65% +5.0 basis points
  • TED Spread 27.5 -3.0 basis points
  • 2-Year Swap Spread 2.75 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.25 -3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 53.53 -2.79%
  • America Energy Sector High-Yield Credit Default Swap Index 497.0 +2.29%
  • European Financial Sector Credit Default Swap Index 60.21 -4.2%
  • Emerging Markets Credit Default Swap Index 191.05 -5.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.945 Trillion +1.51%
  • Commercial Paper Outstanding 1,088.0 +.80%
  • 4-Week Moving Average of Jobless Claims 215,000 +250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.75% +6.0 basis points
  • Weekly Mortgage Applications 515.90 -11.89%
  • Bloomberg Consumer Comfort 63.4 -.1 point
  • Weekly Retail Sales +4.20% +10.0 basis points
  • Nationwide Gas $2.62/gallon -.04/gallon
  • Baltic Dry Index 1,785 -3.77%
  • China (Export) Containerized Freight Index 777.36 +.06%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 65.0 -23.5%
  • Rail Freight Carloads 262,379 -1.74%
Best Performing Style
  • Small-Cap Value +2.0%
Worst Performing Style
  • Large-Cap Growth +1.1%
Leading Sectors
  • Steel +7.1%
  • Oil Service +6.7%
  • Energy +5.5%
  • Road & Rail +4.8%
  • Computer Hardware +4.2%
Lagging Sectors
  • Medical Equipment -1.4% 
  • Telecom -1.5%
  • Social Media -1.6%
  • Foods -1.7%
  • Restaurants -3.9%
Weekly High-Volume Stock Gainers (23)
  • BJRI, MHK, IPOA, FIX, HEES, TSLA, TILE, INTC, SPSC, ITW, FCX, EAT, CLW, AAL, CAT, PSX, DPZ, CTB, SAIA, ICHR, DLX, CTB, CFX and APY
Weekly High-Volume Stock Losers (10)
  • SERV, DECK, UHS, CUBE, VFC, OMCL, DRQ, TNET, MXL and VCRA
Weekly Charts
ETFs
Stocks
*5-Day Change

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