Weekly Scoreboard*

S&P 500 2,547.54 +1.08%

The Weekly Wrap by Briefing.com.
 
Indices

• DJIA 22,760.90 +1.61%

• NASDAQ 6,583.57 +1.36%

• Russell 2000 1,508.93 +1.17%

• S&P 500 High Beta 40.01 +1.45%

• Goldman 50 Most Shorted 139.97 +.14%

• Wilshire 5000 26,450.0 +1.16%

• Russell 1000 Growth 1,274.05 +1.24%

• Russell 1000 Value 1,179.65 +.99%

• S&P 500 Consumer Staples 553.28 -.39%

• Vanda Cyclicals-Defensives 1.3786 +.40%
  

• NYSE Technology 1,615.09 +1.82%

• Transports 9,881.0 -.36%

• Utilities 730.41 +.95%

• Bloomberg European Bank/Financial Services 102.25 -.49%

• MSCI Emerging Markets 45.40 +2.01%

• HFRX Equity Hedge 1,233.06 -.07%

• HFRX Equity Market Neutral 1,014.61 -.01%

Sentiment/Internals

• NYSE Cumulative A/D Line 307,246 +.79%

• Bloomberg New Highs-Lows Index 944 +439

• Bloomberg Crude Oil % Bulls 37.5 -8.94%

• CFTC Oil Net Speculative Position 454,108 +8.6%

• CFTC Oil Total Open Interest 2,411,223 +1.4%

• Total Put/Call .83 -18.45%

• OEX Put/Call 1.72 +929.4%

• ISE Sentiment 102.0 +23.3%

• NYSE Arms .82 -30.6%

• Volatility(VIX) 10.01 +1.89%

• S&P 500 Implied Correlation 19.11 -16.5%

• G7 Currency Volatility (VXY) 7.83 -6.93%

• Emerging Markets Currency Volatility (EM-VXY) 7.96 -1.77%

• Smart Money Flow Index 19,680.85 -.03%

• ICI Money Mkt Mutual Fund Assets $2.741 Trillion +.01%

• ICI US Equity Weekly Net New Cash Flow -$7.085 Billion

• AAII % Bulls 35.6 +6.8%

• AAII % Bears 32.8 +14.1%

Futures Spot Prices

• CRB Index 181.0 -1.11%

• Crude Oil 49.40 -4.34%

• Reformulated Gasoline 155.91 -1.8%

• Natural Gas 2.87 -4.9%

• Heating Oil 175.31 -3.51%

• Gold 1,276.20 -.50%

• Bloomberg Base Metals Index 201.24 +1.66%

• Copper 302.50 +2.64%

• US No. 1 Heavy Melt Scrap Steel 288.33 USD/Metric Tonne unch.

• China Iron Ore Spot 62.24 USD/Ton +.31%

• Lumber 412.70 +2.34%

• UBS-Bloomberg Agriculture 1,021.41 -.12%

Economy

• Atlanta Fed GDPNow Forecast +2.5 +20.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate 0.7% +80.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index -.5975 +6.41% 

• US Economic Policy Uncertainty Index 310.40 +349.5%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.44 +.15%

• Citi US Economic Surprise Index 3.3 +11.4 points

• Citi Eurozone Economic Surprise Index 45.8 -4.4 points

• Citi Emerging Markets Economic Surprise Index 17.90 +2.9 points

• Fed Fund Futures imply 87.6% chance of no change, 12.4% chance of 25 basis point hike on 11/1

• US Dollar Index 93.88 +.85%

• MSCI Emerging Markets Currency Index 1,627.14 +.09%

• Euro/Yen Carry Return Index 137.87 -.58%

• Yield Curve 86.0 +1.0 basis point
  

• 10-Year US Treasury Yield 2.36% +4.0 basis points

• Federal Reserve's Balance Sheet $4.421 Trillion +.11%

• U.S. Sovereign Debt Credit Default Swap 24.78 +.02%

• Illinois Municipal Debt Credit Default Swap 338.30 -.05%

• Western Europe Sovereign Debt Credit Default Swap Index 5.43 +6.8%

• Asia Pacific Sovereign Debt Credit Default Swap Index 16.42 -13.6%
  

• Emerging Markets Sovereign Debt CDS Index 39.58 -8.1%
  

• Israel Sovereign Debt Credit Default Swap 47.01 -11.3%

• South Korea Sovereign Debt Credit Default Swap 73.82 -6.5%

• Russia Sovereign Debt Credit Default Swap 131.26 -7.74%

• iBoxx Offshore RMB China Corporate High Yield Index 141.87 -.09%

• 10-Year TIPS Spread 1.87% +1.0 basis point

• TED Spread 28.75 -.25 basis point

• 2-Year Swap Spread 27.5 -1.75 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -39.75 +.25 basis point

• N. America Investment Grade Credit Default Swap Index 53.85 -3.97%

• America Energy Sector High-Yield Credit Default Swap Index 398.0 -1.4%

• European Financial Sector Credit Default Swap Index 60.07 +.9%
  

• Emerging Markets Credit Default Swap Index 178.70 -3.27%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 +2.0 basis points
  

• M1 Money Supply $3.539 Trillion -.03%

• Commercial Paper Outstanding 1,069.20 +.90%

• 4-Week Moving Average of Jobless Claims 268,250 -9,500

• Continuing Claims Unemployment Rate 1.4% unch.
  

• Average 30-Year Mortgage Rate 3.85% +2.0 basis points

• Weekly Mortgage Applications 414.0 -.38%

• Bloomberg Consumer Comfort 49.90 +1.7 points

• Weekly Retail Sales +4.1% unch.

• Nationwide Gas $2.51/gallon -.o6/gallon

• Baltic Dry Index 1,382.0 +1.92%

• China (Export) Containerized Freight Index 803.25 n/a

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%

• Rail Freight Carloads 286,893 +.66%

Best Performing Style

•  Small-Cap Growth +1.5%

Worst Performing Style

•  Small-Cap Value +.8%

Leading Sectors

• Airlines +4.0%

• Homebuilders +2.9%

• I-Banks +2.9%

• Defense +2.1%

• Medical Equipment +2.1%

Lagging Sectors

• Tobacco -.3% 

• Energy -.6%

• Gaming -2.2%

• Road & Rail -2.6%

• Oil Service -3.0%

Weekly High-Volume Stock Gainers (16)

• ZGNX, CTMX, TROX, CMTL, KBH, THR, BGCP, CAMP, FLXN, TRN, PICO, COLL, OFIX, EEQ, PODD and BRCD

Weekly High-Volume Stock Losers (6)

• AEGN, APPN, ANGI, BHVN, MCRB and MNTA

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Slightly Lower into Final Hour on Profit-Taking, Oil Decline, Technical Selling, Energy/Gaming Sector Weakness

Broad Equity Market Tone:

• Advance/Decline Line: Modestly Lower
  

• Sector Performance: Mixed
  

• Volume: Light

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 9.91 +7.83%

• Euro/Yen Carry Return Index 137.83 +.07%

• Emerging Markets Currency Volatility(VXY) 7.96 +2.45%

• S&P 500 Implied Correlation 18.87 +17.3%

• ISE Sentiment Index 102.0 -10.5%
  

• Total Put/Call .83 unch.

• NYSE Arms .82 +5.57%

Credit Investor Angst:

• North American Investment Grade CDS Index 54.20 +1.24%
  

• America Energy Sector High-Yield CDS Index 399.0 -.48%

• European Financial Sector CDS Index 60.2 +1.79%

• Western Europe Sovereign Debt CDS Index 5.43 -.28%

• Asia Pacific Sovereign Debt CDS Index 16.42 -8.78%

• Emerging Market CDS Index 178.82 +1.17%
  

• iBoxx Offshore RMB China Corporate High Yield Index 141.87 -.26%

• 2-Year Swap Spread 27.5 +.25 basis point

• TED Spread 28.75 +.75 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -39.75 -7.75 basis points

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 73.36 -.30%
• 3-Month T-Bill Yield 1.06% unch.
  

• Yield Curve 86.0 unch.

• China Import Iron Ore Spot $62.24/Metric Tonne +1.24%

• Citi US Economic Surprise Index 3.40 -9.8 points

• Citi Eurozone Economic Surprise Index 45.80 +4.3 points

• Citi Emerging Markets Economic Surprise Index 17.90 +.8 basis point

• 10-Year TIPS Spread 1.88 +1.0 basis point
  
• 79.1% chance of Fed rate hike at Dec. 13 meeting, 79.9% chance at Jan. 31 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating +5 open in Japan 
• China A50 Futures: Indicating +403 open in China

• DAX Futures: Indicating -6 open in Germany

Portfolio: 

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

• Disclosed Trades: None

• Market Exposure: 100% Net Long

Bear Radar

Style Underperformer:

• Small-Cap Value -.4%

Sector Underperformers:

• 1) Oil Service -1.7% 2) Gaming -1.3% 3) Steel -1.3%

Stocks Falling on Unusual Volume: 

• COST, SAFM, AMTD, DAR, GIMO and ICPT

Stocks With Unusual Put Option Activity:

• 1) ILG 2) BX 3) SCHW 4) SHLD 5) LUV

Stocks With Most Negative News Mentions:

• 1) DAR 2) SAFM 3) OGE 4) BKH 5) HFC

Charts:

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

Bull Radar

Style Outperformer:

• Large-Cap Growth +.1%

Sector Outperformers:

• 1) Restaurants +.9% 2) Homebuilders +.7% 3) Gold & Silver +.7%

Stocks Rising on Unusual Volume:

• OME, EHIC, SNCR, IMOS, LQ, GSM, FANH, HLF, QGEN, KL, BEDU, PPBI, NFLX, HMNY, YUMC, COUP, COLL, ACIW, JP, TTD, ILG, SIMO, GDOT, NOAH, FIVE, OME and TTD

Stocks With Unusual Call Option Activity:

• 1) ETFC 2) HCLP 3) ILG 4) KKR 5) SNCR

Stocks With Most Positive News Mentions:

• 1) SWCH 2) MSI 3) YUM 4) BMY 5) NVDA

Charts:

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