Weekly Scoreboard*

S&P 500 2,497.67 +1.45%

The Weekly Wrap by Briefing.com.
 
Indices

• DJIA 22,259.30 +2.13%

• NASDAQ 6,446.90 +1.36%

• Russell 2000 1,429.54 +2.14%

• S&P 500 High Beta 38.03 +3.06%

• Goldman 50 Most Shorted 138.21 +1.48%

• Wilshire 5000 25,839.40 +1.55%

• Russell 1000 Growth 1,251.75 +1.02%

• Russell 1000 Value 1,152.08 +1.94%

• S&P 500 Consumer Staples 568.29 +.63%

• Vanda Cyclicals-Defensives 1.3323 +.81%
  

• NYSE Technology 1,556.03 +1.8%

• Transports 9,519.67 +1.43%

• Utilities 745.29 -.24%

• Bloomberg European Bank/Financial Services 99.19 +2.8%

• MSCI Emerging Markets 45.37 +1.07%

• HFRX Equity Hedge 1,224.74 +.64%

• HFRX Equity Market Neutral 1,010.63 +.06%

Sentiment/Internals

• NYSE Cumulative A/D Line 301,211 +.78%

• Bloomberg New Highs-Lows Index 393 +55

• Bloomberg Crude Oil % Bulls 65.71 +66.5%

• CFTC Oil Net Speculative Position 382,113 +4.44%

• CFTC Oil Total Open Interest 2,326,586 +3.54%

• Total Put/Call 1.08 -2.78%

• OEX Put/Call .34 -75.69%

• ISE Sentiment 76.0 -3.8%

• NYSE Arms 1.18 -7.52%

• Volatility(VIX) 10.3 -14.7%

• S&P 500 Implied Correlation 25.78 -22.7%

• G7 Currency Volatility (VXY) 8.71 -.8%

• Emerging Markets Currency Volatility (EM-VXY) 7.70 -5.41%

• Smart Money Flow Index 19,643.41 +.67%

• ICI Money Mkt Mutual Fund Assets $2.739 Trillion +.62%

• ICI US Equity Weekly Net New Cash Flow -$4.280 Billion

• AAII % Bulls 41.3 +41.0%

• AAII % Bears 22.0 -39.0%

Futures Spot Prices

• CRB Index 183.87 +1.42%

• Crude Oil 49.78 +4.46%

• Reformulated Gasoline 166.54 +1.0%

• Natural Gas 3.02 +3.97%

• Heating Oil 179.22 +1.51%

• Gold 1,322.0 -1.92%

• Bloomberg Base Metals Index 194.16 -2.67%

• Copper 295.15 -2.91%

• US No. 1 Heavy Melt Scrap Steel 281.67 USD/Ton unch.

• China Iron Ore Spot 72.13 USD/Ton -3.0%

• Lumber 379.10 -2.29%

• UBS-Bloomberg Agriculture 1,045.24 +1.25%

Economy

• Atlanta Fed GDPNow Forecast +3.0 +10.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate +.3% -60.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index -.6935 +7.26% 

• US Economic Policy Uncertainty Index 97.90 +1.25%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.75 +.21%

• Citi US Economic Surprise Index -19.0 +4.8 points

• Citi Eurozone Economic Surprise Index 18.4 -1.2 points

• Citi Emerging Markets Economic Surprise Index 15.90 -9.6 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 91.90 +.65%

• MSCI Emerging Markets Currency Index 1,644.22 -.8%

• Euro/Yen Carry Return Index 138.0 +1.93%

• Yield Curve 82.0 +3.0 basis points
  

• 10-Year US Treasury Yield 2.20% +14.0 basis points

• Federal Reserve's Balance Sheet $4.431 Trillion +.41%

• U.S. Sovereign Debt Credit Default Swap 25.91 -.02%

• Illinois Municipal Debt Credit Default Swap 334.75 -.04%

• Western Europe Sovereign Debt Credit Default Swap Index 4.95 -10.0%

• Asia Pacific Sovereign Debt Credit Default Swap Index 18.32 -5.83%
  

• Emerging Markets Sovereign Debt CDS Index 40.91 -5.91%
  

• Israel Sovereign Debt Credit Default Swap 52.14 -5.1%

• South Korea Sovereign Debt Credit Default Swap 68.98 -2.53%

• Russia Sovereign Debt Credit Default Swap 132.15 -5.44%

• iBoxx Offshore RMB China Corporate High Yield Index 141.73 +.16%

• 10-Year TIPS Spread 1.86% +5.0 basis points

• TED Spread 29.0 -2.0 basis points

• 2-Year Swap Spread 25.25 +1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -.75 basis point

• N. America Investment Grade Credit Default Swap Index 56.39 -5.56%

• America Energy Sector High-Yield Credit Default Swap Index 419.0 -5.8%

• European Financial Sector Credit Default Swap Index 48.37 -7.17%
  

• Emerging Markets Credit Default Swap Index 169.48 -3.88%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 150.0 +1.0 basis point
  

• M1 Money Supply $3.563 Trillion -.41%

• Commercial Paper Outstanding 1,023.40 +1.6%

• 4-Week Moving Average of Jobless Claims 263,250 +13,000

• Continuing Claims Unemployment Rate 1.4% unch.
  

• Average 30-Year Mortgage Rate 3.78% unch.

• Weekly Mortgage Applications 462.10 +9.9%

• Bloomberg Consumer Comfort 51.90 -.7 point

• Weekly Retail Sales +4.4% unch.

• Nationwide Gas $2.64/gallon -.o3/gallon

• Baltic Dry Index 1,361.0 +2.18%

• China (Export) Containerized Freight Index 823.76 -1.18%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.

• Rail Freight Carloads 238,544 -13.9%

Best Performing Style

•  Small-Cap Value +2.6%

Worst Performing Style

•  Large-Cap Growth +1.1%

Leading Sectors

• Oil Service +6.3%

• Alt Energy +5.6%

• Semis +4.8%

• Banks +3.7%

• Computer Hardware +3.1%

Lagging Sectors

• HMOs -.6% 

• Biotech -.7%

• Gaming -.9%

• Steel -2.0%

• Gold & Silver -3.3%

Weekly High-Volume Stock Gainers (24)

• KURA, YERR, HRTG, UVE, HCI, ZUMZ, HALO, INOV, CASH, DLB, LOXO, AAC, PARR, UNFI, CPE, IBTX, SGBK, MPO, YEXT, OKTA, JBLU, LBAI, HOMB and ARRY

Weekly High-Volume Stock Losers (15)

• PHH, KTOS, AYX, CLDR, TRU, EPZM, IRBT, LXRX, AOBC, SAIC, GKOS, SAGE, ICPT, HIIQ and EFX

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Reversing Slightly Higher into Final Hour on Less Emerging Markets Debt Angst, Oil Gain, Yen Weakness, Tech/Road & Rail Sector Strength

Broad Equity Market Tone:

• Advance/Decline Line: Higher
  

• Sector Performance: Mixed
  

• Volume: Above Average

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 10.25 -1.82%

• Euro/Yen Carry Return Index 138.05 +.76%

• Emerging Markets Currency Volatility(VXY) 7.70 -.26%

• S&P 500 Implied Correlation 25.7 +14.3%

• ISE Sentiment Index 76.0 -34.5%
  

• Total Put/Call 1.08 +35.0%

• NYSE Arms 1.19 +24.9%

Credit Investor Angst:

• North American Investment Grade CDS Index 56.35 -.43%
  

• America Energy Sector High-Yield CDS Index 419.0 +.22%

• European Financial Sector CDS Index 48.41 -1.59%

• Western Europe Sovereign Debt CDS Index 4.95 +.3%

• Asia Pacific Sovereign Debt CDS Index 18.31 -.62%

• Emerging Market CDS Index 168.81 -2.22%
  

• iBoxx Offshore RMB China Corporate High Yield Index 141.73 -.10%

• 2-Year Swap Spread 25.25 +.5 basis point

• TED Spread 29.0 +1.25 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -22.75 +.25 basis point

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 74.77 unch.

• 3-Month T-Bill Yield 1.03% -2.0 basis points
  

• Yield Curve 82.0 -1.0 basis point

• China Import Iron Ore Spot $72.13/Metric Tonne -2.51%

• Citi US Economic Surprise Index -19.0 -13.4 points

• Citi Eurozone Economic Surprise Index 18.40 -.2 point

• Citi Emerging Markets Economic Surprise Index 15.90 +1.8 basis points

• 10-Year TIPS Spread 1.86 +1.0 basis point
  

• 15.6% chance of Fed rate hike at Nov. 1 meeting, 52.6% chance at Dec. 13 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -35 open in Japan 

• China A50 Futures: Indicating +32 open in China

• DAX Futures: Indicating -5 open in Germany

Portfolio: 

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

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

• Market Exposure: Moved to 100% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Value unch.

Sector Underperformers:

• 1) Software -.9% 2) Oil Service -.6% 3) Airlines -.5%

Stocks Falling on Unusual Volume: 

• ALDX, EFX, BEAT, GKOS, ORCL, SMCI, ANSS, CCL, TRU, CPE, AYI, IMMU and HSIC

Stocks With Unusual Put Option Activity:

• 1) CL 2) SIRI 3) NBR 4) PEP 5) FOLD

Stocks With Most Negative News Mentions:

• 1) BEAT 2) EFX 3) ATUS 4) CCL 5) AYI

Charts:

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

Bull Radar

Style Outperformer:

• Small-Cap Growth +.3%

Sector Outperformers:

• 1) Semis +1.7% 2) Alt Energy +1.3% 3) Agriculture +1.0%

Stocks Rising on Unusual Volume:

• MRTX, AZUL, TSG, ABEO, HALO, ICPT, PLSE, GNRC, VERI, VNDA, SUPV, BLCM, SKM, SHPG, PRGS, LYB, FSLR, WEN, DQ, UNFI, HSIC, SQM, NVDA, SCWX, MGEE, REN, IGT, AMC, LTRPA, UCTT and ZAGG

Stocks With Unusual Call Option Activity:

• 1) IGT 2) HST 3) GLUU 4) IYR 5) TAHO

Stocks With Most Positive News Mentions:

• 1) MRTX 2) CCNI 3) NVDA 4) FSLR 5) TNK

Charts:

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