Weekly Scoreboard^

 The Weekly Wrap by Briefing.com.

 

Indices

• S&P 500 2,474.98 +.16%

• DJIA 22,071.30 +1.12%

• NASDAQ 6,348.98 -.42%

• Russell 2000 1,411.41 -1.19%

• S&P 500 High Beta 37.99 -.13%

• Goldman 50 Most Shorted 137.91 -.28%

• Wilshire 5000 25,594.15 +.03%

• Russell 1000 Growth 1,226.85 -.01%

• Russell 1000 Value 1,152.97 +.26%

• S&P 500 Consumer Staples 565.93 -.60%

• Vanda Cyclicals-Defensives 1.3417 -.17%
  

• Morgan Stanley Technology 1,525.56 +.03%

• Transports 9,281.15 +.54%

• Utilities 730.80 +.91%

• Bloomberg European Bank/Financial Services 103.18 +1.16%

• MSCI Emerging Markets 43.84 +.29%

• HFRX Equity Hedge 1,208.80 -.12%

• HFRX Equity Market Neutral 1,000.00 +.11%

Sentiment/Internals

• NYSE Cumulative A/D Line 298,487 -.02%

• Bloomberg New Highs-Lows Index 249 -360

• Bloomberg Crude Oil % Bulls 37.5 -35.9%

• CFTC Oil Net Speculative Position 423,338 +6.78%

• CFTC Oil Total Open Interest 2,149,971 +.46%

• Total Put/Call .94 +10.98%

• OEX Put/Call 2.87 +485.0%

• ISE Sentiment n/a

• NYSE Arms .78 -48.93%

• Volatility(VIX) 9.99 -5.05%

• S&P 500 Implied Correlation 29.98 +3.67%

• G7 Currency Volatility (VXY) 8.12 +.37%

• Emerging Markets Currency Volatility (EM-VXY) 7.48 -.27%

• Smart Money Flow Index 19,836.94 +.64%

• ICI Money Mkt Mutual Fund Assets $2.660 Trillion +.77%

• ICI US Equity Weekly Net New Cash Flow -$3.124 Billion

• AAII % Bulls 36.1 +4.8%

• AAII % Bears 32.1 +32.0%

Futures Spot Prices

• CRB Index 180.68 -.98%

• Crude Oil 49.50 -1.04%

• Reformulated Gasoline 164.56 -.80%

• Natural Gas 2.78 -4.85%

• Heating Oil 164.68 -.08%

• Gold 1,261.10 -.65%

• Bloomberg Base Metals Index 186.01 +.76%

• Copper 288.50 +.17%

• US No. 1 Heavy Melt Scrap Steel 265.67 USD/Ton unch.

• China Iron Ore Spot 74.12 USD/Ton +7.84%

• Lumber 373.80 -.95%

• UBS-Bloomberg Agriculture 1,061.09 -2.71%

Economy

• Atlanta Fed GDPNow Forecast +3.7 +90.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +2.8% unch.
  

• Philly Fed ADS Real-Time Business Conditions Index .0505 -5.25% 
• US Economic Policy Uncertainty Index 121.94 -6.7%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 139.33 +.27%

• Citi US Economic Surprise Index -40.80 +3.7 points

• Citi Eurozone Economic Surprise Index 18.3 +2.2 points

• Citi Emerging Markets Economic Surprise Index 17.20 +1.5 points

• Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 9/20

• US Dollar Index 93.59 +.26%
• MSCI Emerging Markets Currency Index 1,619.99 unch.

• Euro/Yen Carry Return Index 135.86 +.17%

• Yield Curve 91.0 -3.0 basis points

• 10-Year US Treasury Yield 2.27% +1.0 basis point

• Federal Reserve's Balance Sheet $4.427 Trillion +.02%

• U.S. Sovereign Debt Credit Default Swap 24.87 +8.2%

• Illinois Municipal Debt Credit Default Swap 358.0 -3.13%

• Western Europe Sovereign Debt Credit Default Swap Index 5.50 +21.82%

• Asia Pacific Sovereign Debt Credit Default Swap Index 18.77 -5.96%
  

• Emerging Markets Sovereign Debt CDS Index 41.78 -13.68%
  

• Israel Sovereign Debt Credit Default Swap 65.01 -5.05%

• South Korea Sovereign Debt Credit Default Swap 58.41 +1.81%

• Russia Sovereign Debt Credit Default Swap 156.40 -4.51%

• iBoxx Offshore RMB China Corporate High Yield Index 140.53 +.03%

• 10-Year TIPS Spread 1.80% -2.0 basis points

• TED Spread 24.0 +.5 basis point

• 2-Year Swap Spread 25.0 +.25 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -25.25 +3.25 basis points

• N. America Investment Grade Credit Default Swap Index 57.16 -1,19%

• America Energy Sector High-Yield Credit Default Swap Index 471.0 +8.76%

• European Financial Sector Credit Default Swap Index 50.35 +.35%
  

• Emerging Markets Credit Default Swap Index 186.55 -2.27%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.0 unch.
  

• M1 Money Supply $3.544 Trillion +1.64%

• Commercial Paper Outstanding 969.60 -.8%

• 4-Week Moving Average of Jobless Claims 241,750 -2,250

• Continuing Claims Unemployment Rate 1.4% unch.
  

• Average 30-Year Mortgage Rate 3.93% +1.0 basis point

• Weekly Mortgage Applications 406.60 -2.84%

• Bloomberg Consumer Comfort 49.60 +1.0 point

• Weekly Retail Sales +2.3% +10 basis points

• Nationwide Gas $2.34/gallon +.04/gallon

• Baltic Dry Index 1,023.0 +9.65%

• China (Export) Containerized Freight Index 865.50 -1.02%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.

• Rail Freight Carloads 280,350 +1.10%

Best Performing Style

•  Large-Cap Value +.3%

Worst Performing Style

•  Small-Cap Growth -1.6%

Leading Sectors

• Banks +2.5%

• Homebuilders +2.3%

• Steel +1.8%

• HMOs +1.0%

• Utilities +.9%

Lagging Sectors

• Tobacco -3.1% 

• Hospitals -3.9%

• Gold & Silver -3.9%

• Computer Hardware -4.4%

• Coal -4.5%

Weekly High-Volume Stock Gainers (24)

• DVAX, LL, SYX, STMP, HZN, SPR, UBNT, TNET, OMCL, PMC, AAN, LOPE, AGIO, SAM, CACC, FMC, COL, SERV, GNBC, DATA, IRTC, CGNX, NVTA and HYH

Weekly High-Volume Stock Losers (70)

• SKT, INVA, UAA, DISCK, ETN, SBUX, FEYE, WMS, MLM, IDTI, SABR, RGR, VGR, EHTH, LTRPA, BECN, ENR, AXTA, OZRK, EGHT, MOH, GGP, HOLX, WAGE, TCO, GKOS, ICHR, MAT, NLS, ULTI, FLS, FARO, MO, TNC, ABC, AXL, GNMK, SBGI, TCAP, GT, THS, PE, ATRO, BOJA, INT, GLT, TBI, ICPT, PDFS, ECHO, NUVA, PXD, NCI, HURN, ELLI, PBI, QUAD, CASH, COHR, MULE, SSTK, HABT, MD, VRTV, TTMI, AMC, MTSI and MSTR

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Slightly Higher into Afternoon on Economic Optimism, Oil Gain, Yen Weakness, Financial/Retail Sector Strength

Broad Equity Market Tone:

• Advance/Decline Line: Modestly Higher
  

• Sector Performance: Most Sectors Rising
  

• Volume: Around Average

• Market Leading Stocks: Outperforming
  

Equity Investor Angst:

• Volatility(VIX) 9.82 -5.94%

• Euro/Yen Carry Return Index 135.85 -.29%

• Emerging Markets Currency Volatility(VXY) 7.48 -1.06%

• S&P 500 Implied Correlation 29.51 -2.51%

• ISE Sentiment Index n/a
  

• Total Put/Call .93 -7.0%

• NYSE Arms .73 -36.36%

Credit Investor Angst:

• North American Investment Grade CDS Index 57.56 +.68%
  

• America Energy Sector High-Yield CDS Index 470.0 +8.51%

• European Financial Sector CDS Index 50.34 +.25%

• Western Europe Sovereign Debt CDS Index 5.50 +.73%

• Asia Pacific Sovereign Debt CDS Index 18.77 +.29%

• Emerging Market CDS Index 186.42 +.24%
  

• iBoxx Offshore RMB China Corporate High Yield Index 140.53 -.07%

• 2-Year Swap Spread 25.0 +.5 basis point

• TED Spread 24.0 -.25 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -25.25 unch.

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 73.77 -.25%

• 3-Month T-Bill Yield 1.07% unch.
  

• Yield Curve 91.0 +1.0 basis point

• China Import Iron Ore Spot $74.12/Metric Tonne +1.63%

• Citi US Economic Surprise Index -40.80 +3.3 points

• Citi Eurozone Economic Surprise Index 18.30 +1.2 basis points

• Citi Emerging Markets Economic Surprise Index 17.20 -1.7 basis points

• 10-Year TIPS Spread 1.80 +2.0 basis points
  

• 19.5% chance of Fed rate hike at Nov. 1 meeting, 48.4% chance at Dec. 13 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating +97 open in Japan 

• China A50 Futures: Indicating +41 open in China

• DAX Futures: Indicating +7 open in Germany

Portfolio: 

• Slightly Lower: On losses in my tech sector longs 

• Disclosed Trades: None

• Market Exposure: 75% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Growth +.2%

Sector Underperformers:

• 1) Gold & Silver -2.1% 2) Utilities -.5% 3) HMOs -.5%

Stocks Falling on Unusual Volume: 

• EFII, APLP, TEVA, BRG, TRVG, PI, MELI, VECO, FLR, BGS, VIAB, AXDX, ACXM, BL, SYNA, SPXC, REV, CBM, LOCO, SRCL, CSOD, SYNA and AAOI

Stocks With Unusual Put Option Activity:

• 1) GPRO 2) VIAB 3) KEY 4) STZ 5) SEAS

Stocks With Most Negative News Mentions:

• 1) EFII 2) FLR 3) CTV 4) ABTL 5) VIAB

Charts:

• ETFs Falling on Unusual Volume
• Stocks Falling on Unusual Volume

Bull Radar

Style Outperformer:

• Small-Cap Value +.8%

Sector Outperformers:

• 1) Hospitals +1.9% 2) Steel +1.6% 3) Banks +1.6%

Stocks Rising on Unusual Volume:

• GPRO, WTW, KBWB, WIFI, ANET, YELP, HDP, AJRD, MDRX, CBB, UTHR, ESIO, ELY, WING, GRUB, JOBS, COL, SWIR, AMC, DQ, SODA, ETSY, GWPH, IBP, HCC, SAGE, ECPG, NBIX, PODD, SVU, GBT, AL, LTRPA, SRG, SNAP, RTTX, LGIH, KMT, MCHP and CXO

Stocks With Unusual Call Option Activity:

• 1) GPRO 2) WTW 3) COG 4) XBI 5) IYR

Stocks With Most Positive News Mentions:

• 1) ANET 2) YELP 3) GPRO 4) WTW 5) JOBS

Charts:

• ETFs Rising on Unusual Volume
• Stocks Rising on Unusual Volume