Weekly Scoreboard*

S&P 500 3,473.06 +3.77%

 

 

The Weekly Wrap by Briefing.com.  

Indices

• DJIA 28,595.0 +3.1%

• NASDAQ 11,560.22 +4.3%

• Russell 2000 1,638.17 +6.4%

• S&P 500 High Beta 44.65 +5.97%

• Goldman 50 Most Shorted 187.56 +6.4%

• Wilshire 5000 35,686.03 +4.01%

• Russell 1000 Growth 2,251.15 +4.01%

• Russell 1000 Value 1,217.64 +3.84%

• S&P 500 Consumer Staples 677.04 +2.80%

• MSCI Cyclicals-Defensives Spread 1,310.52 -.37%
  

• NYSE Technology 3,238.47 +4.99%

• Transports 11,852.27 +4.71%

• Utilities 874.68 +4.75%

• Bloomberg European Bank/Financial Services 48.06 +4.7%

• MSCI Emerging Markets 45.75 +1.72%

• HFRX Equity Hedge 1,245.36 +.74%

• HFRX Equity Market Neutral 892.65 +.30%

Sentiment/Internals

• NYSE Cumulative A/D Line 423,759 +1.43%

• Bloomberg New Highs-Lows Index 480 +294

• Crude Oil Commercial Bullish % Net Position -42.66 +3.2%

• CFTC Oil Net Speculative Position 461,911 -2.3%

• CFTC Oil Total Open Interest 2,078,331 +2.45%

• Total Put/Call .75 -15.7%

• OEX Put/Call 1.96 -6.03%

• ISE Sentiment 136.0 +24.0 points

• NYSE Arms .90 +36.4% 
• Bloomberg Global Risk-On/Risk-Off Index 432.0 +437.0 points
  

• Volatility(VIX) 25.1 -9.1%

• S&P 500 Implied Correlation 42.66 -24.4%

• G7 Currency Volatility (VXY) 7.60 -5.94%
  

• Emerging Markets Currency Volatility (EM-VXY) 11.56 -.86%

• Smart Money Flow Index 14,339.32 -1.24%

• ICI Money Mkt Mutual Fund Assets $4.382 Trillion -.49%

• ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$7.212 Million

• AAII % Bulls 34.74 +32.4%

• AAII % Bears 39.0 -9.5%

Futures Spot Prices

• CRB Index 151.74 +5.37%

• Crude Oil 40.50 +9.92%

• Reformulated Gasoline 120.03 +7.66%

• Natural Gas 2.75 +12.5%

• Heating Oil 118.96 +10.1%

• Gold 1,935.70 +1.50%

• Bloomberg Base Metals Index 186.86 +4.97%

• Copper 307.85 +3.47%

• US No. 1 Heavy Melt Scrap Steel 283.0 USD/Metric Tonne -3.08%

• China Iron Ore Spot 120.85 USD/Metric Tonne +3.73%

• Lumber 557.30 -7.6%

• UBS-Bloomberg Agriculture 915.74 +3.11%

Economy

• Atlanta Fed GDPNow Forecast +35.30% +.7 percentage point
  

• ECRI Weekly Leading Economic Index Growth Rate 3.5% unch.
  
• Bloomberg US Recession Probability Next 12 Months 35.0% -15.0 percentage points

• NY Fed Real-Time Weekly Economic Index -4.18 +15.4%

• US Economic Policy Uncertainty Index 270.12 -24.6%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 157.53 +.36%

• Citi US Economic Surprise Index 149.9 -14.3 points

• Citi Eurozone Economic Surprise Index 49.70 +8.5 points

• Citi Emerging Markets Economic Surprise Index 44.90 -5.1 points

• Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/5

• US Dollar Index 93.06 -.80%

• MSCI Emerging Markets Currency Index 1,642.73 +.43%

• Bitcoin/USD 11,063.73 +4.76%

• Euro/Yen Carry Return Index 129.38 +1.22%

• Yield Curve 62.5 +8.0 basis points
  

• 10-Year US Treasury Yield .77% +7.0 basis points

• Federal Reserve's Balance Sheet $7.035 Trillion +.28%

• U.S. Sovereign Debt Credit Default Swap 16.81 -6.35%

• Illinois Municipal Debt Credit Default Swap 379.32 +.29%
  

• Italian/German 10Y Yld Spread 125.0 -7.0 basis points
  

• China Sovereign Debt Credit Default Swap 47.75 -18.6%
  

• Brazil Sovereign Debt Credit Default Swap 216.62 -12.5%
  

• Israel Sovereign Debt Credit Default Swap 50.47 -7.8%

• South Korea Sovereign Debt Credit Default Swap 24.16 -8.2%

• Russia Sovereign Debt Credit Default Swap 99.0 -20.0%

• iBoxx Offshore RMB China Corporate High Yield Index 178.61 +.38%

• 10-Year TIPS Spread 1.73% +8.0 basis points

• TED Spread 12.75 -1.75 basis points

• 2-Year Swap Spread 8.75 unch.
  

• 3-Month EUR/USD Cross-Currency Basis Swap -9.75 +1.25 basis points

• N. America Investment Grade Credit Default Swap Index 53.59 -9.94%
  

• America Energy Sector High-Yield Credit Default Swap Index 515.0 -2.08%

• European Financial Sector Credit Default Swap Index 68.34 -10.75%
  

• Emerging Markets Credit Default Swap Index 200.08 -12.4%
  

• MBS 5/10 Treasury Spread 85.0 -5.5 basis points
• Markit CMBX BBB-6 67.56 +.84%

• M1 Money Supply $5.511 Trillion -1.19%

• Commercial Paper Outstanding 964.30 +2.0%

• 4-Week Moving Average of Jobless Claims 857,000 -1.52%

• Continuing Claims Unemployment Rate 7.5% -60.0 basis points
  

• Average 30-Year Mortgage Rate 2.75% -13.0 basis points

• Weekly Mortgage Applications 804,700 +4.56%

• Bloomberg Consumer Comfort 48.0 -1.3 points

• Weekly Retail Sales +.9% +30.0 basis points

• Nationwide Gas $2.19/gallon unch.

• Baltic Dry Index 1,970.0 -2.48%

• China (Export) Containerized Freight Index 1,007.44 +2.23%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 unch.
• Truckstop.com Market Demand Index 117.72 +8.6%

• Rail Freight Carloads 286,488 -2.60%

Best Performing Style

• Small-Cap Growth +6.8%

Worst Performing Style

• Large-Cap Value +3.8%

Leading Sectors

• Alt Energy +12.1%

• Semis +7.8%

• Steel +7.4%

• Networking +7.1%

• Banks +6.8%
  

Lagging Sectors

• Foods +2.0% 

• Social Media +2.0%

• Restaurants +1.2%

• REITs +1.1%

• Gaming -7.4%

Weekly High-Volume Stock Gainers (21)

• SPTN, XLNX, MATX, IPOB, LMND, BE, FEAC, LILAK, NTLA, TPTX, FSLY, LILA, SWTX, ICHR, CDNA, SSYS, LSCC, PACB, FHI, BG, LQDT and FSLR
  

Weekly High-Volume Stock Losers (3)

• DPZ, CYTK and DKNG
  

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change