Weekly Scoreboard*

S&P 500 3,659.16 -1.69%*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

The Weekly Wrap by Briefing.com. 

 

Indices

• DJIA 30,049.44 -.95%

• NASDAQ 12,362.70 -1.47%

• Russell 2000 1,911.31 +.28%

• S&P 500 High Beta 56.98 -2.18%

• Goldman 50 Most Shorted 229.22 +.73%

• Wilshire 5000 38,181.25 -1.22%

• Russell 1000 Growth 2,331.65 -1.76%

• Russell 1000 Value 1,331.12 -1.29%

• S&P 500 Consumer Staples 691.54 -.54%

• MSCI Cyclicals-Defensives Spread 1,340.47 -.64%
  

• NYSE Technology 3,540.35 -1.87%

• Transports 12,689.17 -.95%

• Utilities 854.30 -.37%

• Bloomberg European Bank/Financial Services 58.94 -6.1%

• MSCI Emerging Markets 50.76 -.25%

• HFRX Equity Hedge 1,300.33 +.19%

• HFRX Equity Market Neutral 915.49 -.23%

Sentiment/Internals

• NYSE Cumulative A/D Line 440,135 +.76%

• Bloomberg New Highs-Lows Index 579 -442

• Crude Oil Commercial Bullish % Net Position -46.40 -7.25%

• CFTC Oil Net Speculative Position 517,165 -1.05%

• CFTC Oil Total Open Interest 2,122,605 +1.90%

• Total Put/Call .98 +37.3%

• OEX Put/Call 1.79 -33.7%

• ISE Sentiment 108.0 +21.0 points

• NYSE Arms 1.45 +103.7% 
• Bloomberg Global Risk-On/Risk-Off Index 1,200.0 -378.0 points
  

• Volatility(VIX) 23.40 +19.2%

• S&P 500 Implied Correlation 48.28 +3.5%

• G7 Currency Volatility (VXY) 7.6 +5.3%
  

• Emerging Markets Currency Volatility (EM-VXY) 10.25 -.77%

• Smart Money Flow Index 13,101.60 +.71%

• ICI Money Mkt Mutual Fund Assets $4.343 Trillion +.53%

• ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +$.452 Million

• AAII % Bulls 48.1 -2.1%

• AAII % Bears 26.9 +18.4%

Futures Spot Prices

• CRB Index 161.16 +.95%

• Crude Oil 46.60 +1.1%

• Reformulated Gasoline 130.85 +3.95%

• Natural Gas 2.59 +1.5%

• Heating Oil 143.76 +2.26%

• Gold 1,843.0 +.22%

• Bloomberg Base Metals Index 212.30 +.88%

• Copper 353.05 -.09%

• US No. 1 Heavy Melt Scrap Steel 405.0 USD/Metric Tonne +5.2%

• China Iron Ore Spot 157.34 USD/Metric Tonne +9.4%

• Lumber 793.10 +14.5%

• UBS-Bloomberg Agriculture 973.42 +1.17%

Economy

• Atlanta Fed GDPNow Forecast +11.15% +.06 percentage point
  

• ECRI Weekly Leading Economic Index Growth Rate +12.1% +1.1 percentage points
  
• Bloomberg US Recession Probability Next 12 Months 20.0% -5.0 percentage points
  

• NY Fed Real-Time Weekly Economic Index -2.39 -14.9%

• US Economic Policy Uncertainty Index 233.11 +55.6%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 166.52 +.70%

• Citi US Economic Surprise Index 78.20 +3.9 points

• Citi Eurozone Economic Surprise Index 141.20 +4.5 points

• Citi Emerging Markets Economic Surprise Index 66.7 +6.4 points

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

• US Dollar Index 90.96 +.21%

• MSCI Emerging Markets Currency Index 1,714.47 +.09%

• Bitcoin/USD 17,995.81 -4.4%

• Euro/Yen Carry Return Index 130.33 -.34%

• Yield Curve 77.25 -4.25 basis points
  

• 10-Year US Treasury Yield .89% -8.0 basis points

• Federal Reserve's Balance Sheet $7.203 Trillion +.29%

• U.S. Sovereign Debt Credit Default Swap 15.75 +4.3%

• Illinois Municipal Debt Credit Default Swap 323.24 -.05%
  

• Italian/German 10Y Yld Spread 119.0 +2.0 basis points
  

• China Sovereign Debt Credit Default Swap 29.31 +1.8%
  

• Brazil Sovereign Debt Credit Default Swap 154.96 +1.22%
  

• Israel Sovereign Debt Credit Default Swap 45.82 -2.95%

• South Korea Sovereign Debt Credit Default Swap 21.5 +6.0%

• Russia Sovereign Debt Credit Default Swap 77.82 +3.3%

• iBoxx Offshore RMB China Corporate High Yield Index 181.99 -.02%

• 10-Year TIPS Spread 1.87% -3.0 basis points

• TED Spread 15.5 +.5 basis point

• 2-Year Swap Spread 7.5 -.75 basis point
  

• 3-Month EUR/USD Cross-Currency Basis Swap -21.75 -1.75 basis points

• N. America Investment Grade Credit Default Swap Index 54.08 +8.5%
  

• America Energy Sector High-Yield Credit Default Swap Index 421.0 -3.93%

• European Financial Sector Credit Default Swap Index 62.83 +14.3%
  

• Emerging Markets Credit Default Swap Index 166.77 +4.7%
  

• MBS 5/10 Treasury Spread 70.25 -3.75 basis points
• Markit CMBX BBB-6 72.56 +1.05%

• M1 Money Supply $6.543 Trillion +5.0%

• Commercial Paper Outstanding 990.10 +2.2%

• 4-Week Moving Average of Jobless Claims 776,000 +4.8%

• Continuing Claims Unemployment Rate 3.9% +10.0 basis points
  

• Average 30-Year Mortgage Rate 2.71% unch.

• Weekly Mortgage Applications 8458,200 -1.15%

• Bloomberg Consumer Comfort 49.0 -.3 point

• Weekly Retail Sales +2.1% -160.0 basis points

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

• Baltic Dry Index 1,161 -3.01%

• China (Export) Containerized Freight Index 1,411.98 +6.7%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
• Truckstop.com Market Demand Index 103.45 +28.7%

• Rail Freight Carloads 297,217 +20.6%

Best Performing Style

• Small-Cap Growth +1.3%

Worst Performing Style

• Large-Cap Growth -1.8%
  

Leading Sectors

• Tobacco +5.1%

• Education +2.4%
  

• Shipping +1.4%

• Digital Health +1.2%

• Biotech +.9%
  

Lagging Sectors

• Healthcare Providers -2.4%
  

• Gaming -2.4%

• REITs -3.1%

• Semis -3.9%

• Airlines -4.2%

Weekly High-Volume Stock Gainers (16)

• DIS, FIII, NK, QELL, INSG, CNK, EGHT, CLSK, MP, EIDX, SDGR and EXPI
  

Weekly High-Volume Stock Losers (28)

• BIG, HQY, DLTH, CDMO, COLL, BIGC, EHTH, CCL, QRVO, FSR, ACAD, EGAN, RETA, RH, PEN, CRC, TFFP, PLAY, CONN, SPT, ICPT, JBLU, HA, FIZZ, SABR, UNFI and SRG
  

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change