Weekly Scoreboard*

 The Weekly Wrap by Briefing.com.

 

Indices

• S&P 500 2,445.92 -1.26%

• DJIA 21,887.14 -.94%

• NASDAQ 6,264.18 -1.39%

• Russell 2000 1,3712.73 -2.74%

• S&P 500 High Beta 36.80 -3.16%

• Goldman 50 Most Shorted 131.20 -2.49%

• Wilshire 5000 25,225.0 -1.54%

• Russell 1000 Growth 1,215.12 -.99%

• Russell 1000 Value 1,134.02 -1.70%

• S&P 500 Consumer Staples 567.90 +.30%

• Vanda Cyclicals-Defensives 1.3413 -.03%
  

• Morgan Stanley Technology 1,500.79 -1.59%

• Transports 9,236.71 -.51%

• Utilities 728.65 -.34%

• Bloomberg European Bank/Financial Services 99.02 -4.03%

• MSCI Emerging Markets 42.95 -2.03%

• HFRX Equity Hedge 1,205.30 -.21%

• HFRX Equity Market Neutral 1,002.13 +.12%

Sentiment/Internals

• NYSE Cumulative A/D Line 294,600 -1.30%

• Bloomberg New Highs-Lows Index 168 -417

• Bloomberg Crude Oil % Bulls 50.0 +33.3%

• CFTC Oil Net Speculative Position 486,765 +15.0%

• CFTC Oil Total Open Interest 2,219,691 +3.24%

• Total Put/Call .94 -11.88%

• OEX Put/Call .78 -86.09%

• ISE Sentiment n/a

• NYSE Arms 1.21 +71.05%

• Volatility(VIX) 14.55 +46.36%

• S&P 500 Implied Correlation 39.39 +30.07%

• G7 Currency Volatility (VXY) 8.50 +4.68%

• Emerging Markets Currency Volatility (EM-VXY) 8.04 +7.6%

• Smart Money Flow Index 19,775.87 -.31%

• ICI Money Mkt Mutual Fund Assets $2.693 Trillion +1.24%

• ICI US Equity Weekly Net New Cash Flow -$6.401 Billion

• AAII % Bulls 33.7 -6.8%

• AAII % Bears 32.3 +.7%

Futures Spot Prices

• CRB Index 179.55 -.78%

• Crude Oil 48.67 -2.08%

• Reformulated Gasoline 161.47 -1.82%

• Natural Gas 2.99 +7.64%

• Heating Oil 163.76 -.80%

• Gold 1,289.70 +2.29%

• Bloomberg Base Metals Index 190.43 +2.38%

• Copper 291.15 +.87%

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

• China Iron Ore Spot 75.19 USD/Ton +1.44%

• Lumber 364.60 -2.46%

• UBS-Bloomberg Agriculture 1,061.09 -2.71%

Economy

• Atlanta Fed GDPNow Forecast +3.6 -10.0 basis points
• ECRI Weekly Leading Economic Index Growth Rate +2.7% -10.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index .0487 -4.88% 
• US Economic Policy Uncertainty Index 38.38 -60.5%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 139.49 +.11%

• Citi US Economic Surprise Index -36.60 +4.2 points

• Citi Eurozone Economic Surprise Index 12.6 -5.7 points

• Citi Emerging Markets Economic Surprise Index 19.30 +2.1 points

• Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 9/20

• US Dollar Index 93.08 -.45%
• MSCI Emerging Markets Currency Index 1,619.43 -.07%

• Euro/Yen Carry Return Index 134.55 -1.12%

• Yield Curve 89.0 -2.0 basis points

• 10-Year US Treasury Yield 2.19% -8.0 basis points

• Federal Reserve's Balance Sheet $4.429 Trillion +.06%

• U.S. Sovereign Debt Credit Default Swap 25.95 +4.3%

• Illinois Municipal Debt Credit Default Swap 358.0 -.05%

• Western Europe Sovereign Debt Credit Default Swap Index 5.61 +2.0%

• Asia Pacific Sovereign Debt Credit Default Swap Index 21.77 +15.96%
  

• Emerging Markets Sovereign Debt CDS Index 49.53 +18.53%
  

• Israel Sovereign Debt Credit Default Swap 64.88 -.20%

• South Korea Sovereign Debt Credit Default Swap 68.86 +17.75%

• Russia Sovereign Debt Credit Default Swap 155.63 -.17%

• iBoxx Offshore RMB China Corporate High Yield Index 140.87 +.24%

• 10-Year TIPS Spread 1.80% unch.

• TED Spread 28.0 +4.0 basis points

• 2-Year Swap Spread 26.0 +1.0 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -2.5 basis points

• N. America Investment Grade Credit Default Swap Index 61.13 +6.95%

• America Energy Sector High-Yield Credit Default Swap Index 449.0 -4.42%

• European Financial Sector Credit Default Swap Index 54.99 +9.0%
  

• Emerging Markets Credit Default Swap Index 191.47 +2.67%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 148.0 +1.0 basis point
  

• M1 Money Supply $3.544 Trillion +1.64%

• Commercial Paper Outstanding 969.60 -.8%

• 4-Week Moving Average of Jobless Claims 241,000 -750

• Continuing Claims Unemployment Rate 1.4% unch.
  

• Average 30-Year Mortgage Rate 3.90% -3.0 basis points

• Weekly Mortgage Applications 418.70 +2.98%

• Bloomberg Consumer Comfort 51.40 +1.8 points

• Weekly Retail Sales +2.7% +40 basis points

• Nationwide Gas $2.36/gallon +.02/gallon

• Baltic Dry Index 1,092.0 +5.8%

• China (Export) Containerized Freight Index 856.50 -1.04%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 23.0 -8.0%

• Rail Freight Carloads 280,350 +.45%

Best Performing Style

•  Large-Cap Growth -1.1%

Worst Performing Style

•  Small-Cap Value -3.6%

Leading Sectors

• Road and Rail +2.2%

• Gold & Silver +2.1%

• Hospitals +1.1%

• Defense +.7%

• Foods +.2%

Lagging Sectors

• Alt Energy -3.2% 

• Biotech -3.4%

• Banks -3.5%

• Retail -4.0%

• Oil Service -7.6%

Weekly High-Volume Stock Gainers (30)

• MYOK, WTW, STS, CUTR, YELP, NXTM, WIFI, FGEN, OSTK, ETSY, SSNI, TPIC, ANET, SNHY, JOUT, AJRD, ENV, RL, SEM, HVT, VNTV, OFIX, TCMD, PLNT, ESPR, COL, LYV, RRGB, WHF and TRIP

Weekly High-Volume Stock Losers (62)

• VIA, KSS, HZNP, ALB, HSIC, LOB, MYL, PDCE, EVBG, HRTG, VSAT, ABCO, NSTG, SPXC, IT, PCLN, IESC, JELD, CUB, ZEN, BBSI, AAXN, MTZ, TCAP, UNIT, VRX, ADMS, W, Z, BIO, FLR, ZG, ESL, CCC, PRAA, PEGA, SRCL, NGHC, CBM, RILY, JCOM, CARB, DERM, TRUE, AFI, BNFT, PAGP, BL, SYNA, AXDX, THC, BRG, SYKE, DF, DOOR, CORE, FTD, EVH, VECO, PI, EFII and SGRY

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Higher into Afternoon on Declining Rate-Hike Odds, Oil Gain, Bargain-Hunting, Road&Rail/Tech Sector Strength

Broad Equity Market Tone:

• Advance/Decline Line: Slightly Higher
  

• Sector Performance: Most Sectors Rising
  

• Volume: Around Average

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 14.78 -7.92%

• Euro/Yen Carry Return Index 134.58 +.34%

• Emerging Markets Currency Volatility(VXY) 8.04 +1.26%

• S&P 500 Implied Correlation 39.45 -4.4%

• ISE Sentiment Index n/a
  

• Total Put/Call .97 +3.19%

• NYSE Arms 1.30 +29.79%

Credit Investor Angst:

• North American Investment Grade CDS Index 61.44 +.02%
  

• America Energy Sector High-Yield CDS Index 449.0 +1.16%

• European Financial Sector CDS Index 55.30 -.74%

• Western Europe Sovereign Debt CDS Index 5.61 +3.41%

• Asia Pacific Sovereign Debt CDS Index 21.77 +3.72%

• Emerging Market CDS Index 191.19 -.74%
  

• iBoxx Offshore RMB China Corporate High Yield Index 140.87 +.04%

• 2-Year Swap Spread 26.0 +.0 basis point

• TED Spread 27.75 +1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -2.5 basis points

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 73.69 +.28%
• 3-Month T-Bill Yield 1.03% unch.
  

• Yield Curve 90.0 +2.0 basis points

• China Import Iron Ore Spot $75.19/Metric Tonne -1.94%

• Citi US Economic Surprise Index -36.60 -6.6 points

• Citi Eurozone Economic Surprise Index 12.60 unch.

• Citi Emerging Markets Economic Surprise Index 19.30 -5.2 basis points

• 10-Year TIPS Spread 1.80 -2.0 basis points
  
• 13.8% chance of Fed rate hike at Nov. 1 meeting, 37.9% chance at Dec. 13 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating n/a open in Japan 
• China A50 Futures: Indicating -37 open in China

• DAX Futures: Indicating -9 open in Germany

Portfolio: 

• Higher: On gains in my retail/biotech/tech/medical sector longs 

• Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges

• Market Exposure: Moved to 75% Net Long

Bear Radar

Style Underperformer:

• Small-Cap Value -.4%

Sector Underperformers:

• 1) Steel -1.1% 2) REITs -.6% 3) Utilities -.6%

Stocks Falling on Unusual Volume: 

• LXFT, GOLF, SNAP, ZTO, UNIT, MYOK, NVDA and DDS

Stocks With Unusual Put Option Activity:

• 1) PAA 2) LB 3) JCP 4) ADM 5) MDXG

Stocks With Most Negative News Mentions:

• 1) LXFT 2) SNAP 3) CECE 4) HDSN 5) DDS

Charts:

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

Bull Radar

Style Outperformer:

• Large-Cap Growth +.7%

Sector Outperformers:

• 1) Hospitals +4.8% 2) Road & Rail +1.7% 3) Computer Hardware +1.3%

Stocks Rising on Unusual Volume:

• ACRS, TTD, CWH, CRSP, CUDA, EFII, EPAY, AXTA, AZPN, EDIT, CHEF, VEC, PCTY, CHL, ATHM, DIN, HUBG, ZAGG, VSTO, TNC, FMS, BSM, AOSL, SGMO, BOLD, KRO, TISI, AXDX, THC and SGRY

Stocks With Unusual Call Option Activity:

• 1) CBS 2) CYH 3) OPK 4) SMH 5) EEM

Stocks With Most Positive News Mentions:

• 1) EPAY 2) TTD 3) PCTY 4) AXAS 5) PRGO

Charts:

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

Morning Market Internals

NYSE Composite Index:

• Volume Running +18.0% Above 100-Day Average
• 8 Sectors Rising, 2 Sectors Declining
• 46.5% of Issues Advancing, 49.7% Declining
• 8 New 52-Week Highs, 131 New Lows
• 40.7% of Issues Above 200-day Moving Average
• Average 14-Day RSI 32.0%
• Vix 14.9 -6.8%
• Total Put/Call .92 -2.1%
• TRIN/Arms 1.08 +7.9%