Weekly Scoreboard*

S&P 500 3,691.48 +1.5%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

The Weekly Wrap by Briefing.com. 

 

Indices

• DJIA 30,131.56 +.81%

• NASDAQ 12,442.96 +1.97%

• Russell 2000 1,885.77 +1.56%

• S&P 500 High Beta 57.57 +4.89%

• Goldman 50 Most Shorted 225.45 +2.54%

• Wilshire 5000 38,373.90 +1.52%

• Russell 1000 Growth 2,353.50 +1.46%

• Russell 1000 Value 1,338.92 +1.63%

• S&P 500 Consumer Staples 689.89 +.48%

• MSCI Cyclicals-Defensives Spread 1,352.70 -.09%
  

• NYSE Technology 3,576.18 +2.58%

• Transports 12,720.40 +1.37%

• Utilities 853.14 -2.35%

• Bloomberg European Bank/Financial Services 62.75 +3.17%

• MSCI Emerging Markets 50.71 +1.56%

• HFRX Equity Hedge 1,292.13 +.32%

• HFRX Equity Market Neutral 915.84 +.21%

Sentiment/Internals

• NYSE Cumulative A/D Line 436,827 +.65%

• Bloomberg New Highs-Lows Index 1,021 +100

• Crude Oil Commercial Bullish % Net Position -43.26 unch.

• CFTC Oil Net Speculative Position 522,639 +8.7%

• CFTC Oil Total Open Interest 2,083,018 -.04%

• Total Put/Call .65 -12.2%

• OEX Put/Call 2.54 -4.52%

• ISE Sentiment 129.0 -58.0 points

• NYSE Arms .92 -45.2% 
• Bloomberg Global Risk-On/Risk-Off Index 1,578.0 +259.0 points
  

• Volatility(VIX) 20.70 -.43%

• S&P 500 Implied Correlation 47.78 -4.23%

• G7 Currency Volatility (VXY) 7.2 +6.96%
  

• Emerging Markets Currency Volatility (EM-VXY) 10.35 +1.4%

• Smart Money Flow Index 13,009.39 -.88%

• ICI Money Mkt Mutual Fund Assets $4.320 Trillion -.09%

• ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -$.487 Million

• AAII % Bulls 49.1 +3.9%

• AAII % Bears 22.7 -17.4%

Futures Spot Prices

• CRB Index 159.89 -1.02%

• Crude Oil 46.05 +.59%

• Reformulated Gasoline 126.51 +.04%

• Natural Gas 2.55 -9.7%

• Heating Oil 139.93 +.71%

• Gold 1,840.0 +3.1%

• Bloomberg Base Metals Index 210.45 +2.07%

• Copper 352.5 +3.4%

• US No. 1 Heavy Melt Scrap Steel 385.0 USD/Metric Tonne +21.8%

• China Iron Ore Spot 144.4 USD/Metric Tonne +14.7%

• Lumber 678.30 +7.3%

• UBS-Bloomberg Agriculture 962.57 -2.3%

Economy

• Atlanta Fed GDPNow Forecast +11.17% +.06 percentage point
  

• ECRI Weekly Leading Economic Index Growth Rate +11.0% +1.4 percentage points
  
• Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  

• NY Fed Real-Time Weekly Economic Index -2.31 +19.5%

• US Economic Policy Uncertainty Index 180.42 +23.5%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 165.37 +.38%

• Citi US Economic Surprise Index 74.30 -5.7 points

• Citi Eurozone Economic Surprise Index 136.70 +19.0 points

• Citi Emerging Markets Economic Surprise Index 60.3 -3.2 points

• Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 12/16

• US Dollar Index 90.63 -1.2%

• MSCI Emerging Markets Currency Index 1,705.83 +.66%

• Bitcoin/USD 19,009.06 +11.8%

• Euro/Yen Carry Return Index 130.93 +1.5%

• Yield Curve 81.5 +13.0 basis points
  

• 10-Year US Treasury Yield .97% +13.0 basis points

• Federal Reserve's Balance Sheet $7.182 Trillion +.07%

• U.S. Sovereign Debt Credit Default Swap 15.08 +1.35%

• Illinois Municipal Debt Credit Default Swap 323.40 -.84%
  

• Italian/German 10Y Yld Spread 117.0 -1.25 basis points
  

• China Sovereign Debt Credit Default Swap 28.9 -4.1%
  

• Brazil Sovereign Debt Credit Default Swap 153.02 -7.5%
  

• Israel Sovereign Debt Credit Default Swap 47.22 +2.2%

• South Korea Sovereign Debt Credit Default Swap 19.76 -3.8%

• Russia Sovereign Debt Credit Default Swap 75.08 -5.6%

• iBoxx Offshore RMB China Corporate High Yield Index 182.04 +.78%

• 10-Year TIPS Spread 1.90% +14.0 basis points

• TED Spread 15.0 unch.

• 2-Year Swap Spread 8.25 -1.5 basis points
  

• 3-Month EUR/USD Cross-Currency Basis Swap -20.0 -1.5 basis points

• N. America Investment Grade Credit Default Swap Index 49.88 -3.22%
  

• America Energy Sector High-Yield Credit Default Swap Index 438.0 -5.83%

• European Financial Sector Credit Default Swap Index 54.90 -8.75%
  

• Emerging Markets Credit Default Swap Index 158.32 -4.19%
  

• MBS 5/10 Treasury Spread 70.25 -3.75 basis points
• Markit CMBX BBB-6 71.0 -.18%

• M1 Money Supply $6.231 Trillion +8.68%

• Commercial Paper Outstanding 968.90 -1.5%

• 4-Week Moving Average of Jobless Claims 739,500 -1.5%

• Continuing Claims Unemployment Rate 3.8% -80.0 basis points
  

• Average 30-Year Mortgage Rate 2.71% -1.0 basis point

• Weekly Mortgage Applications 8458,200 -.63%

• Bloomberg Consumer Comfort 49.3 -.3 point

• Weekly Retail Sales +3.7% +180.0 basis points

• Nationwide Gas $2.16/gallon +.03/gallon

• Baltic Dry Index 1,189 -3.33%

• China (Export) Containerized Freight Index 1,145.67 +3.47%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 +16.7%
• Truckstop.com Market Demand Index 80.4 -17.9%

• Rail Freight Carloads 246,504 -18.1%

Best Performing Style

• Mid-Cap Growth +2.2%

Worst Performing Style

• Large-Cap Growth +.5%
  

Leading Sectors

• Disk Drives +8.3%

• Computer Hardware +7.4%
  

• Airlines +6.4%

• Oil Service +6.2%

• Semis +5.6%
  

Lagging Sectors

• Telecom unch. 

• Education -.2%

• Utilities -1.7%

• Homebuilding -3.8%

• Alt Energy -7.2%

Weekly High-Volume Stock Gainers (31)

• STRO, CPE, DOMO, SNOW, SUMO, TRNE, NCR, VERI, ARCT, X, CLDR, HCAC, APLS, NVCR, TWST, RMG, ROAD, PSTG, FEAC, LCA, DOCU, SI, RMBS, MU, RMBS, NS, DOCU and FTAI
  

Weekly High-Volume Stock Losers (2)

• EPR and OLLI
  

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change