Weekly Scoreboard*

S&P 500 2,581.23 -.04%

The Weekly Wrap by Briefing.com.

 

Indices

• DJIA 23,367.70 -.24%

• NASDAQ 6,785.50 +.55%

• Russell 2000 1,492.74 +1.19%

• S&P 500 High Beta 40.31 +.50%

• Goldman 50 Most Shorted 131.53 +1.4%

• Wilshire 5000 26,738.50 +.12%

• Russell 1000 Growth 1,314. +.11%

• Russell 1000 Value 1,172.44 -.02%

• S&P 500 Consumer Staples 564.25 +1.0%

• Vanda Cyclicals-Defensives 1.3772 -.39%
  

• NYSE Technology 1,712.94 +1.48%

• Transports 9,500.20 unch.

• Utilities 759.10 +.32%

• Bloomberg European Bank/Financial Services 97.73 -1.79%

• MSCI Emerging Markets 46.87 +.99%

• HFRX Equity Hedge 1,235.69 -.75%

• HFRX Equity Market Neutral 1,009.86 -.17%

Sentiment/Internals

• NYSE Cumulative A/D Line 306,441 -.22%

• Bloomberg New Highs-Lows Index 311 +255

• Bloomberg Crude Oil % Bulls 13.89 -58.3%

• CFTC Oil Net Speculative Position 545,206 +8.4%

• CFTC Oil Total Open Interest 2,601,977 +3.67%

• Total Put/Call .76 -33.62%

• OEX Put/Call .55 -36.25%

• ISE Sentiment 89.0 +8.43%

• NYSE Arms .66 -21.59%

• Volatility(VIX) 11.43 +1.15%

• S&P 500 Implied Correlation 16.17 -14.96%

• G7 Currency Volatility (VXY) 7.40 +3.06%

• Emerging Markets Currency Volatility (EM-VXY) 7.95 -2.33%

• Smart Money Flow Index 20,273.28 +.80%

• ICI Money Mkt Mutual Fund Assets $2.739 Trillion -.05%

• ICI US Equity Weekly Net New Cash Flow -$4.313 Billion

• AAII % Bulls 29.4 -34.9%

• AAII % Bears 35.2 +52.6%

Futures Spot Prices

• CRB Index 190.43 -.67%

• Crude Oil 56.55 -.9%

• Reformulated Gasoline 175.02 -4.48%

• Natural Gas 3.1 -3.04%

• Heating Oil 195.02 +.21%

• Gold 1,295.40 +1.50%

• Bloomberg Base Metals Index 199.66 -1.83%

• Copper 307.05 -.16%

• US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.

• China Iron Ore Spot 62.61 USD/Ton +.02%

• Lumber 439.70 -3.02%

• UBS-Bloomberg Agriculture 1,035.81 +.02%

Economy

• Atlanta Fed GDPNow Forecast +3.4% +10.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate 2.7% -50.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index .4297 -6.77% 

• US Economic Policy Uncertainty Index 106.88 -37.87%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.63 +.17%

• Citi US Economic Surprise Index 56.0 +17.5 points

• Citi Eurozone Economic Surprise Index 58.90 unch.

• Citi Emerging Markets Economic Surprise Index 14.50 +.4 point

• Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13

• US Dollar Index 93.61 -.82%

• MSCI Emerging Markets Currency Index 1,629.86 +.32%

• Euro/Yen Carry Return Index 137.80 -.18%

• Yield Curve 62.0 -12.0 basis points
  

• 10-Year US Treasury Yield 2.34% -6.0 basis points

• Federal Reserve's Balance Sheet $4.409 Trillion -.24%

• U.S. Sovereign Debt Credit Default Swap 24.75 unch.

• Illinois Municipal Debt Credit Default Swap 337.30 -.05%

• Western Europe Sovereign Debt Credit Default Swap Index 3.90 -3.7%

• Asia Pacific Sovereign Debt Credit Default Swap Index 15.75 -1.25%
  

• Emerging Markets Sovereign Debt CDS Index 48.70 -6.99%
  

• Israel Sovereign Debt Credit Default Swap 58.87 +1.64%

• South Korea Sovereign Debt Credit Default Swap 65.62 -8.14%

• Russia Sovereign Debt Credit Default Swap 134.01 -4.24%

• iBoxx Offshore RMB China Corporate High Yield Index 145.33 +.08%

• 10-Year TIPS Spread 1.88% -3.0 basis points

• TED Spread 17.0 -1.75 basis points

• 2-Year Swap Spread 16.5 -3.75 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -48.0 -.25 basis point

• N. America Investment Grade Credit Default Swap Index 55.16 -1.16%

• America Energy Sector High-Yield Credit Default Swap Index 380.0 +4.38%

• European Financial Sector Credit Default Swap Index 51.21 -1.65%
  

• Emerging Markets Credit Default Swap Index 184.25 -4.07%
  

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

• M1 Money Supply $3.566 Trillion -.43%

• Commercial Paper Outstanding 1,032.60 -1.8%

• 4-Week Moving Average of Jobless Claims 237,750 +6,500

• Continuing Claims Unemployment Rate 1.3% -10.0 basis points
  

• Average 30-Year Mortgage Rate 3.95% +5.0 basis points

• Weekly Mortgage Applications 401.70 +3.08%

• Bloomberg Consumer Comfort 52.1 +.6 point

• Weekly Retail Sales +2.5% -10.0 basis points

• Nationwide Gas $2.56/gallon unch.

• Baltic Dry Index 1,361.0 -7.04%

• China (Export) Containerized Freight Index 794.47 +1.30%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.

• Rail Freight Carloads 284,215 +4.46%

Best Performing Style

• Small-Cap Growth +1.4%

Worst Performing Style

• Large-Cap Growth +.2%

Leading Sectors

• Airlines +5.0%

• Social Media +4.4%

• Disk Drives +4.1%

• Networking +4.0%

• Retail +3.9%

Lagging Sectors

• Gaming -.9% 

• Construction -1.7%

• Energy -2.6%

• Shipping -3.6%

• Oil Service -6.6%

Weekly High-Volume Stock Gainers (16)

• CCT, TIME, NKTR, ROKU, MRTX, WVE, AYX, ARA, ZOES, IMMU, AAP, TCO, RICK, VREX, DKS and VMI

Weekly High-Volume Stock Losers (22)

• SBH, JCI, LOXO, PETQ, TDW, TPC, INCR, DVAX, PSDO, SOI, WD, APPN, QUOT, MTSI, XON, SD, TTD, PBYI, ESL and NCSM

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,Technical Selling,Yen Strength, Transport/Healthcare Provider Sector Weakness

Broad Equity Market Tone:

• Advance/Decline Line: Higher
  

• Sector Performance: Most Sectors Rising
  

• Volume: Around Average

• Market Leading Stocks: Outperforming
  

Equity Investor Angst:

• Volatility(VIX) 11.46 -2.55%

• Euro/Yen Carry Return Index 137.88 -.59%

• Emerging Markets Currency Volatility(VXY) 7.92 -2.33%

• S&P 500 Implied Correlation 16.30 -15.0%

• ISE Sentiment Index 95.0 +8.4%
  

• Total Put/Call .76 -33.6%

• NYSE Arms .65 -21.59%

Credit Investor Angst:

• North American Investment Grade CDS Index 55.09 -.97%
  

• America Energy Sector High-Yield CDS Index 379.0 -2.53%

• European Financial Sector CDS Index 51.03 -2.30%

• Western Europe Sovereign Debt CDS Index 3.91 -1.76%

• Asia Pacific Sovereign Debt CDS Index 15.87 -1.31%

• Emerging Market CDS Index 186.86 unch.
  

• iBoxx Offshore RMB China Corporate High Yield Index 145.33 -.02%

• 2-Year Swap Spread 16.50 -1.5 basis points

• TED Spread 17.0 +.75 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -48.0 +1.0 basis point

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 72.94 +.36%
• 3-Month T-Bill Yield 1.27% +1.0 basis point
  

• Yield Curve 62.5 -2.75 basis points

• China Import Iron Ore Spot $62.61/Metric Tonne +.02%

• Citi US Economic Surprise Index 56.0 +11.8 points

• Citi Eurozone Economic Surprise Index 58.90 -.7 basis point

• Citi Emerging Markets Economic Surprise Index 14.50 +1.6 points

• 10-Year TIPS Spread 1.89 unch.
  
• 100.0% chance of Fed rate hike at Jan. 31 meeting, 100.0% chance at March 21 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -59 open in Japan 
• China A50 Futures: Indicating -3 open in China

• DAX Futures: Indicating -5 open in Germany

Portfolio: 

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

• Disclosed Trades: None

• Market Exposure: 100% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Growth -.1%

Sector Underperformers:

• 1) Road & Rail -.6% 2) Utilities -.5% 3) Healthcare Providers -.4%

Stocks Falling on Unusual Volume: 

• WSM, BITA, PCAR, ALSN, VERI and ALSN

Stocks With Unusual Put Option Activity:

• 1) ANF 2) WSM 3) SPLK 4) UBNT 5) CBS

Stocks With Most Negative News Mentions:

• 1) WSM 2) FCAU 3) KMX 4) MON 5) BWLD

Charts:

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

Bull Radar

Style Outperformer:

• Small-Cap Value +.6%

Sector Outperformers:

• 1) Retail +2.7% 2) Oil Service +1.8% 3) Social Media +1.6%

Stocks Rising on Unusual Volume:

• SCVL, SPLK, CBS, FL, ANF, CORI, GLOB, HRG, HIBB, NTES, SQ, TLND, FANH, STAA, URBN, GPS, LSXMA, DPLO, FOXA, RVNC, ROST, DERM, BKE, VTWO, LXFT, TELL, VIAB, DSW, CYTK, AXGN, SABR, LGF/A, LTM, FOXA, GES, GDI, TGT, TLRD, HRG, TIME and ETM

Stocks With Unusual Call Option Activity:

• 1) OLN 2) VLO 3) ANF 4) SPLK 5) OCLR

Stocks With Most Positive News Mentions:

• 1) ANF 2) SPLK 3) FL 4) NTES 5) SCVL

Charts:

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

Morning Market Internals

NYSE Composite Index:

• Volume Running +2.7% Above 100-Day Average
• 5 Sectors Rising, 5 Sectors Declining
• 55.5% of Issues Advancing, 40.7% Declining
• 65 New 52-Week Highs, 19 New Lows
• 58.3% of Issues Above 200-day Moving Average
• Average 14-Day RSI 46.6%
• Vix 11.5 -2.6%
• Total Put/Call .84 -11.6%
• TRIN/Arms .79 -33.2%