Weekly Scoreboard*

S&P 500 2,714.61 -.45%

The Weekly Wrap by Briefing.com.

 
Indices

• DJIA 24,733.60 -.39%

• NASDAQ 7,361.66 -.44%

• Russell 2000 1,627.04 +1.39%

• S&P 500 High Beta 44.27 +1.33%

• Goldman 50 Most Shorted 151.24 +1.09%

• Wilshire 5000 28,241.0 -.21%

• Russell 1000 Growth 1,421.11 -.4%

• Russell 1000 Value 1,199.92 -.35%

• S&P 500 Consumer Staples 507.40 -.15%

• Vanda Cyclicals-Defensives 1.6731 +1.87%
  

• NYSE Technology 1,854.77 -1.29%

• Transports 10,747.20 +.43%

• Utilities 665.57 -3.82%

• Bloomberg European Bank/Financial Services 95.33 +2.4%

• MSCI Emerging Markets 46.34 -2.2%

• HFRX Equity Hedge 1,291.41 +.02%

• HFRX Equity Market Neutral 1,019.74 +.03%

Sentiment/Internals

• NYSE Cumulative A/D Line 319,672 +.12%

• Bloomberg New Highs-Lows Index 270 -32

• Bloomberg Crude Oil % Bulls 67.44 unch.

• CFTC Oil Net Speculative Position 679.928 -1.56%

• CFTC Oil Total Open Interest 2,658,229 +1.39%

• Total Put/Call .98 unch.

• OEX Put/Call .63 -58.7%

• ISE Sentiment 94.0 -19.13%

• NYSE Arms 2.03 +74.55%

• Volatility(VIX) 13.59 +6.25%

• S&P 500 Implied Correlation 35.88 +2.99%

• G7 Currency Volatility (VXY) 7.17 +.84% 

• Emerging Markets Currency Volatility (EM-VXY) 9.22 +7.71%

• Smart Money Flow Index 16,902.83 +.01%

• ICI Money Mkt Mutual Fund Assets $2.818 Trillion +.41%

• ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$1.302 Billion

• AAII % Bulls 36.7 +9.5%

• AAII % Bears 20.6 -19.4%

Futures Spot Prices

• CRB Index 203.93 +.18%

• Crude Oil 71.40 +1.16%

• Reformulated Gasoline 224.18 +3.08%

• Natural Gas 2.85 +1.53%

• Heating Oil 227.21 +2.62%

• Gold 1,291.20 -2.09%

• Bloomberg Base Metals Index 208.19 +.10%

• Copper 306.30 -1.51%

• US No. 1 Heavy Melt Scrap Steel 343.53 USD/Metric Tonne -2.77%

• China Iron Ore Spot 65.40 USD/Metric Tonne -4.48%

• Lumber 624.0 +4.78%

• UBS-Bloomberg Agriculture 1,019.61 +.75%

Economy

• Atlanta Fed GDPNow Forecast +4.1%+10.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate 4.3% -20.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index .3387 -7.0% 

• US Economic Policy Uncertainty Index 64.81 -14.4%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 165.26 +.38%

• Citi US Economic Surprise Index 12.30 -9.1 points

• Citi Eurozone Economic Surprise Index -91.70 +6.2 points

• Citi Emerging Markets Economic Surprise Index -4.8 -4.6 points

• Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 6/13

• US Dollar Index 93.62 +1.15%

• MSCI Emerging Markets Currency Index 1,675.09 -.96%

• Bitcoin/USD 8,112.82 -3.83%

• Euro/Yen Carry Return Index 135.68 -.21%

• Yield Curve 51.75 +8.25 basis points
  

• 10-Year US Treasury Yield 3.07% +10.0 basis points

• Federal Reserve's Balance Sheet $4.298 Trillion -.47%

• U.S. Sovereign Debt Credit Default Swap 18.93 -4.47%

• Illinois Municipal Debt Credit Default Swap 223.65 -.03%

• Italian/German 10Y Yld Spread 165.0 +33.75 basis points

• Asia Pacific Sovereign Debt Credit Default Swap Index 12.97 +7.15%
  

• Emerging Markets Sovereign Debt CDS Index 60.79 +30.3%
  

• Israel Sovereign Debt Credit Default Swap 66.55 +11.29%

• South Korea Sovereign Debt Credit Default Swap 44.27 +9.32%

• Russia Sovereign Debt Credit Default Swap 137.0 +4.76%

• iBoxx Offshore RMB China Corporate High Yield Index 149.19 -.14%

• 10-Year TIPS Spread 2.17% unch.

• TED Spread 44.25 unch.

• 2-Year Swap Spread 24.0 +1.75 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -7.0 -5.25 basis points

• N. America Investment Grade Credit Default Swap Index 61.52 +4.54%

• America Energy Sector High-Yield Credit Default Swap Index 358.0 -1.31%

• European Financial Sector Credit Default Swap Index 64.78 +10.9%
  

• Emerging Markets Credit Default Swap Index 170.74 +10.7%
  

• CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  

• M1 Money Supply $3.615 Trillion -1.75%

• Commercial Paper Outstanding 1,068.90 +.9%

• 4-Week Moving Average of Jobless Claims 213,250 -2,750

• Continuing Claims Unemployment Rate 1.2% -10.0 basis points
  

• Average 30-Year Mortgage Rate 4.61% +6.0 basis points

• Weekly Mortgage Applications 376.50 -2.74%

• Bloomberg Consumer Comfort 54.60 -1.2 points

• Weekly Retail Sales +4.90% +160.0 basis points

• Nationwide Gas $2.91/gallon +.05/gallon

• Baltic Dry Index 1,305.0 -11.3%

• China (Export) Containerized Freight Index 785.63 +2.95%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.

• Rail Freight Carloads 282,833 +.88%

Best Performing Style

• Small-Cap Value +1.4%

Worst Performing Style

• Large-Cap Growth -.4%

Leading Sectors

• Oil Service +4.8%

• Retail +2.4%

• Energy +2.4%

• Paper +2.2%

• Healthcare Providers +2.0%

Lagging Sectors

• Gold & Silver -2.0% 

• Foods -2.1%

• Homebuilders -2.2%

• REITs -2.3%

• Utilities -3.8%

Weekly High-Volume Stock Gainers (27)

• TTD, EXPI, ARCB, LOXO, CTSO, OMER, BOLD, REGI, ABAX, BOOT, MCFT, IMMR, ALTR, WWE, M, FNHC, EOLS, RCKT, CHDN, CBIO, FARM, OPTN, BCEI, ALBO, CVG, GTXI and LIND

Weekly High-Volume Stock Losers (16)

• YELP, AMBA, AYR, FPH, WRD, A, HALO, JACK, AVAV, KELYA, FLO, PSDO, ITRI, SWCH, SYMC and JNCE

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 Earnings Jitters, European/Emerging Markets Debt Angst, Technical Selling, Financial/Retail Sector Weakness

Broad Equity Market Tone:

• Advance/Decline Line: Around Even
  

• Sector Performance: Mixed
  

• Volume: Below Average

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 13.44 +.07%

• Euro/Yen Carry Return Index 135.71 -.23%

• Emerging Markets Currency Volatility(VXY) 9.22 +2.56%

• S&P 500 Implied Correlation 35.95 +2.86%

• ISE Sentiment Index 98.0 -31.47%
  

• Total Put/Call .96 +15.7%

• NYSE Arms 1.87 +92.72%

Credit Investor Angst:

• North American Investment Grade CDS Index 61.63 +1.16%
  

• America Energy Sector High-Yield CDS Index 358.0 -1.26%

• European Financial Sector CDS Index 65.50 +6.2%

• Italian/German 10Y Yld Spread 165.0 +17.5 basis points
  

• Asia Pacific Sovereign Debt CDS Index 12.96 +.54%

• Emerging Market CDS Index 170.69 +3.48%
  

• iBoxx Offshore RMB China Corporate High Yield Index 149.19 -.11%

• 2-Year Swap Spread 24.0 -1.0 basis point

• TED Spread 44.25 +3.0 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -7.0 -1.75 basis points

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 71.01 -.48%
• 3-Month T-Bill Yield 1.89% -1.0 basis point
  

• Yield Curve 52.0 -1.75 basis points

• China Iron Ore Spot 65.11 USD/Metric Tonne -2.62%

• Citi US Economic Surprise Index 12.30 -.2 point

• Citi Eurozone Economic Surprise Index -91.70 +1.9 points

• Citi Emerging Markets Economic Surprise Index -4.80 +.1 point

• 10-Year TIPS Spread 2.17 -3.0 basis points
  
• 100.0% chance of Fed rate hike at August 1 meeting, 100.0% chance at September 26 meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -79  open in Japan 
• China A50 Futures: Indicating -39 open in China

• DAX Futures: Indicating -3 open in Germany

Portfolio: 

• Higher: On gains in my medical/industrial/biotech sector longs and emerging market shorts

• Disclosed Trades: None

• Market Exposure: 50% Net Long

Bear Radar

Style Underperformer:

• Large-Cap Value -.3%

Sector Underperformers:

• 1) Steel -2.6% 2) Foods -1.8% 3) Banks -1.0%

Stocks Falling on Unusual Volume: 

• MYE, EIGR, CPB, BOOT, JWN, BIDU, ABEO, AMAT, AZUL, COHR, BOLD, SEP, GME, HTZ, VYGR, EDIT and UCTT

Stocks With Unusual Put Option Activity:

• 1) FOXA 2) CPB 3) CY 4) AMAT 5) GPRO

Stocks With Most Negative News Mentions:

• 1) AMAT 2) INSY 3) CPRT 4) BIDU 5) CPB

Charts:

• ETFs Falling on Unusual Volume

• Stocks Falling on Unusual Volume

Bull Radar

Style Outperformer:

• Small-Cap Growth +.3%

Sector Outperformers:

• 1) Homebuilders +.7% 2) Industrials +.5% 3) Agriculture +.5%

Stocks Rising on Unusual Volume:

• PRMW, PCOM, EOLS, IQV, LGND, CRY, DE, NEWR, LX, GEOS, IGV, DVMT, NXPI, TTD, CVRR, ENV, BZUN, GDS, AMRC, PYPL, MOMO, IRTC, NGG and CERN

Stocks With Unusual Call Option Activity:

• 1) CPB 2) ZNGA 3) FOXA 4) PAGP 5) DE

Stocks With Most Positive News Mentions:

• 1) VLRX 2) ZEN 3) YELP 4) DE 5) PYPL

Charts:

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