Weekly Scoreboard*

S&P 500 2,873.84 +.83%

The Weekly Wrap by Briefing.com.

 
Indices

• DJIA 25,794.88 +.42%

• NASDAQ 7,942.86 +1.51%

• Russell 2000 1,723.74 +1.83%

• S&P 500 High Beta 44.73 +2.11%

• Goldman 50 Most Shorted 176.09 +2.82%

• Wilshire 5000 29,899.70 +.90%

• Russell 1000 Growth 1,535.23 +1.34%

• Russell 1000 Value 1,244.69 +.52%

• S&P 500 Consumer Staples 554.40 -1.68%

• Vanda Cyclicals-Defensives 1.5928 -2.62%
  

• NYSE Technology 1,899.43 +2.64%

• Transports 11,289.10 +.54%

• Utilities 729.37 -2.0%

• Bloomberg European Bank/Financial Services 85.34 +.42%

• MSCI Emerging Markets 42.99 +2.27%

• HFRX Equity Hedge 1,268.69 +.74%

• HFRX Equity Market Neutral 1,003.67 -.33%

Sentiment/Internals

• NYSE Cumulative A/D Line 332,218 +.96%

• Bloomberg New Highs-Lows Index 160 +344

• Bloomberg Crude Oil % Bulls 19.44 n/a

• CFTC Oil Net Speculative Position 573,428 -5.83%

• CFTC Oil Total Open Interest 2,329,989 -.54%

• Total Put/Call .91 -10.68%

• OEX Put/Call 2.33 +11.70%

• ISE Sentiment 119.0 -43.19%

• NYSE Arms .87 +42.86%

• Volatility(VIX) 12.05 -5.30%

• S&P 500 Implied Correlation 29.92 +4.74%

• G7 Currency Volatility (VXY) 7.62 -3.3% 

• Emerging Markets Currency Volatility (EM-VXY) 12.35 -.96%

• Smart Money Flow Index 16,270.65 -.26%

• ICI Money Mkt Mutual Fund Assets $2.864 Trillion +.13%

• ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$.012 Billion

• AAII % Bulls 38.5 +6.3%

• AAII % Bears 27.1 -6.9%

Futures Spot Prices

• CRB Index 192.1 +1.93%

• Crude Oil 68.60 +4.63%

• Reformulated Gasoline 198.10 +5.3%

• Natural Gas 2.92 -.61%

• Heating Oil 220.14 +5.16%

• Gold 1,207.80 +1.77%

• Bloomberg Base Metals Index 184.04 +3.22%

• Copper 269.25 +1.43%

• US No. 1 Heavy Melt Scrap Steel 321.67 USD/Metric Tonne -.82%

• China Iron Ore Spot 66.74 USD/Metric Tonne -1.71%

• Lumber 447.10 -4.7%

• UBS-Bloomberg Agriculture 910.79 -2.25%

Economy

• Atlanta Fed GDPNow Forecast +4.59% +24.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate 0.0% -30.0 basis points
  

• Philly Fed ADS Real-Time Business Conditions Index .1072 -2.46%

• US Economic Policy Uncertainty Index 142.70 +42.59%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.94 +.19%

• Citi US Economic Surprise Index -19.20 -2.9 points

• Citi Eurozone Economic Surprise Index -5.0 +11.3 points

• Citi Emerging Markets Economic Surprise Index -9.7 -.3 point

• Fed Fund Futures imply 5.4% chance of no change, 94.6% chance of 25 basis point hike on 9/26

• US Dollar Index 95.14 -1.09%

• MSCI Emerging Markets Currency Index 1,593.39 +.21%

• Bitcoin/USD 6,586.74 +1.52%

• Euro/Yen Carry Return Index 134.41 +2.21%

• Yield Curve 19.75 -5.0 basis points
  

• 10-Year US Treasury Yield 2.82% -4.0 basis points

• Federal Reserve's Balance Sheet $4.189 Trillion -.01%

• U.S. Sovereign Debt Credit Default Swap 20.42 -7.6%

• Illinois Municipal Debt Credit Default Swap 196.0 -5.49%

• Italian/German 10Y Yld Spread 280.75 -.75 basis point

• Asia Pacific Sovereign Debt Credit Default Swap Index 10.60 -4.51%
  

• Emerging Markets Sovereign Debt CDS Index 142.93 -3.16%
  

• Israel Sovereign Debt Credit Default Swap 70.94 +1.67%

• South Korea Sovereign Debt Credit Default Swap 40.59 -3.15%

• Russia Sovereign Debt Credit Default Swap 163.21 +.12%

• iBoxx Offshore RMB China Corporate High Yield Index 151.07 +.21%

• 10-Year TIPS Spread 2.09% unch.

• TED Spread 22.25 -6.75 basis points

• 2-Year Swap Spread 18.0 -2.0 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -10.25 -.75 basis point

• N. America Investment Grade Credit Default Swap Index 59.81 -3.13%

• America Energy Sector High-Yield Credit Default Swap Index 400.0 -3.9%

• European Financial Sector Credit Default Swap Index 81.17 -6.22%
  

• Emerging Markets Credit Default Swap Index 208.42 +1.11%
  

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

• M1 Money Supply $3.691 Trillion +1.15%

• Commercial Paper Outstanding 1,067.20 +1.1%

• 4-Week Moving Average of Jobless Claims 213,750 -1,750

• Continuing Claims Unemployment Rate 1.2% unch.
  

• Average 30-Year Mortgage Rate 4.51% -2.0 basis points

• Weekly Mortgage Applications 349.90 +4.2%

• Bloomberg Consumer Comfort 58.6 -.3 point

• Weekly Retail Sales +4.60% +10.0 basis points

• Nationwide Gas $2.84/gallon -.01/gallon

• Baltic Dry Index 1,709.0 -.81%

• China (Export) Containerized Freight Index 840.41 +1.1%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.

• Rail Freight Carloads 288,776 +1.26%

Best Performing Style

• Small-Cap Growth +2.4%

Worst Performing Style

• Mid-Cap Value +.5%

Leading Sectors

• Oil Service +5.7%

• Energy +3.8%

• Semis +3.7%

• Internet +3.4%

• Gold & Silver +3.3%

Lagging Sectors

• Restaurants -.3% 

• REITs -.9%

• Computer Hardware -1.2%

• Tobacco -1.7%

• Utilities -2.0%

Weekly High-Volume Stock Gainers (16)

• SPLK, ADSK, VEEV, BRY, ICHR, TLRY, ANET, PTLA, OPRA, PLAB, SAFM, AMD, PANW, NOW, SEP and BL

Weekly High-Volume Stock Losers (1)

• SMCI

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Surging into Final Hour on Less Emerging Markets Debt/Currency Angst, Earnings Optimism, Oil Gain, Tech/Commodity Sector Strength

 Broad Equity Market Tone:

• Advance/Decline Line: Higher
  

• Sector Performance: Almost Every Sector Rising
  

• Volume: Light

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 12.0 -3.3%

• Euro/Yen Carry Return Index 134.40 +.56%

• Emerging Markets Currency Volatility(VXY) 12.35 +.73%

• S&P 500 Implied Correlation 29.89 -3.95%

• ISE Sentiment Index 119.0 +29.35%
  

• Total Put/Call .92 -8.91%

• NYSE Arms .90 -36.34%

Credit Investor Angst:

• North American Investment Grade CDS Index 59.89 -.93%
  

• America Energy Sector High-Yield CDS Index 400.0 +.28%

• European Financial Sector CDS Index 80.52 -2.19%

• Italian/German 10Y Yld Spread 280.75 +6.0 basis points
  

• Asia Pacific Sovereign Debt CDS Index 10.58 -.56%

• Emerging Market CDS Index 207.41 -1.71%
  

• iBoxx Offshore RMB China Corporate High Yield Index 151.07 +.05%

• 2-Year Swap Spread 18.0 -.5 basis point

• TED Spread 22.25 -2.0 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -10.25 +1.0 basis point

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 66.84 +.61%
• 3-Month T-Bill Yield 2.09% +2.0 basis points

• Yield Curve 20.0 -1.0 basis point

• China Iron Ore Spot 66.93 USD/Metric Tonne +1.01%

• Citi US Economic Surprise Index -19.20 +1.0 point

• Citi Eurozone Economic Surprise Index -5.0 +.6 point

• Citi Emerging Markets Economic Surprise Index -9.70 -1.1 points

• 10-Year TIPS Spread 2.09 unch.
  
• 94.6% chance of Fed rate hike at Nov. 8th meeting, 98.2% chance at Dec. 19th meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating +34 open in Japan 
• China A50 Futures: Indicating +70 open in China

• DAX Futures: Indicating +3 open in Germany

Portfolio: 

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

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

• Market Exposure: Moved to 100% Net Long

Bear Radar

Style Underperformer:

• Small-Cap Value -.5%

Sector Underperformers:

• 1) Tobacco -1.1% 2) Retail -1.1% 3) Computer Hardware -.3%

Stocks Falling on Unusual Volume: 

• HIBB, FL, CBPO, GPS, ACIA, BKE, TUSK, DKS, PTCT and SMCI

Stocks With Unusual Put Option Activity:

• 1) DF 2) FL 3) VMW 4) GPS 5) SPLK

Stocks With Most Negative News Mentions:

• 1) TUSK 2) SCWX 3) CLW 4) LB 5) PM

Charts:

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

Bull Radar

Style Outperformer:

• Mid-Cap Growth +1.0%

Sector Outperformers:

• 1) Gold & Silver +4.1% 2) Internet +1.7% 3) Energy +1.6%

Stocks Rising on Unusual Volume:

• SEP, CGC, SPLK, ANET, IGV, ADSK, BRY, ICHR, VEEV, VEDL, PZZA, MSTR, AMD, KOP, CATO, FCAU, EIGR, RAVN, AVX, OSIS, BL, FDT, KL, PLCE, EFG, TLRY, PTLA, PLAB, OPRA, NOW and QNST

Stocks With Unusual Call Option Activity:

• 1) ROST 2) VMW 3) VEEV 4) INTU 5) RL

Stocks With Most Positive News Mentions:

• 1) SPLK 2) AMD 3) ADSK 4) GERN 5) PYPL

Charts:

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