Weekly Scoreboard*

S&P 500 2,931.31 +1.0%

The Weekly Wrap by Briefing.com.

 
Indices

• DJIA 26,725.90 +2.22%

• NASDAQ 8,012.58 unch.

• Russell 2000 1,715.30 -.27%

• S&P 500 High Beta 45.75 +1.87%

• Goldman 50 Most Shorted 173.41 +.75%

• Wilshire 5000 30,376.90 +.74%

• Russell 1000 Growth 1,559.94 +.24%

• Russell 1000 Value 1,269.79 +1.44%

• S&P 500 Consumer Staples 566.97 +1.04%

• Vanda Cyclicals-Defensives 1.6766 +1.50%
  

• NYSE Technology 1,899.57 +.26%

• Transports 11,533.05 -.10%

• Utilities 728.89 -1.20%

• Bloomberg European Bank/Financial Services 88.23 +3.98%

• MSCI Emerging Markets 43.11 +2.41%

• HFRX Equity Hedge 1,265.57 +.36%

• HFRX Equity Market Neutral 998.96 -.43%

Sentiment/Internals

• NYSE Cumulative A/D Line 333,584 +.27%

• Bloomberg New Highs-Lows Index 164 +58

• Bloomberg Crude Oil % Bulls 50.0 +9.1%

• CFTC Oil Net Speculative Position 543,845 -3.87%

• CFTC Oil Total Open Interest 2,281,869 -.92%

• Total Put/Call .94 +7.32%

• OEX Put/Call 2.07 +898.18%

• ISE Sentiment 80.0 -27.6%

• NYSE Arms .88 -5.3%

• Volatility(VIX) 11.46 -5.47%

• S&P 500 Implied Correlation 34.35 -1.44%

• G7 Currency Volatility (VXY) 7.70 +.92% 

• Emerging Markets Currency Volatility (EM-VXY) 11.58 -2.6%

• Smart Money Flow Index 16,473.21 +.65%

• ICI Money Mkt Mutual Fund Assets $2.866 Trillion -.62%

• ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$3.830 Billion

• AAII % Bulls 32.0 -.2%

• AAII % Bears 32.0 -2.4%

Futures Spot Prices

• CRB Index 193.98 +1.88%

• Crude Oil 70.73 +2.97%

• Reformulated Gasoline 201.30 +2.39%

• Natural Gas 2.98 +7.55%

• Heating Oil 222.14 +.81%

• Gold 1,197.10 +.24%

• Bloomberg Base Metals Index 184.50 +2.65%

• Copper 284.50 +8.9%

• US No. 1 Heavy Melt Scrap Steel 303.0 USD/Metric Tonne -5.8%

• China Iron Ore Spot 68.86 USD/Metric Tonne unch.

• Lumber 342.0 -9.19%

• UBS-Bloomberg Agriculture 910.14 +.03%

Economy

• Atlanta Fed GDPNow Forecast +4.45% +2.0 basis points

• ECRI Weekly Leading Economic Index Growth Rate 0.2% +20.0 basis points
• Bloomberg US Recession Probability Next 12 Months 15.0% unch.

• Philly Fed ADS Real-Time Business Conditions Index .2121 -3.94%

• US Economic Policy Uncertainty Index 106.21 +7.9%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.35 +.17%

• Citi US Economic Surprise Index -2.80 +5.7 points

• Citi Eurozone Economic Surprise Index -26.50 -13.1 points

• Citi Emerging Markets Economic Surprise Index -9.80 +.8 point

• Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 9/26

• US Dollar Index 94.25 -.75%

• MSCI Emerging Markets Currency Index 1,593.24 +.30%

• Bitcoin/USD 6,702.77 +2.5%

• Euro/Yen Carry Return Index 137.57 +1.47%

• Yield Curve 26.25 +5.5 basis points
  

• 10-Year US Treasury Yield 3.07% +9.0 basis points

• Federal Reserve's Balance Sheet $4.169 Trillion -.06%

• U.S. Sovereign Debt Credit Default Swap 21.20 +3.62% (new series)

• Illinois Municipal Debt Credit Default Swap 199.91 +5.3%

• Italian/German 10Y Yld Spread 236.75 -16.5 basis points

• Asia Pacific Sovereign Debt Credit Default Swap Index 9.25 -23.0%
  

• Emerging Markets Sovereign Debt CDS Index 93.60 -25.9%
  

• Israel Sovereign Debt Credit Default Swap 70.06 -6.6%

• South Korea Sovereign Debt Credit Default Swap 38.88 +1.99%

• Russia Sovereign Debt Credit Default Swap 156.13 -5.06%

• iBoxx Offshore RMB China Corporate High Yield Index 150.61 -.38%

• 10-Year TIPS Spread 2.15% +4.0 basis points

• TED Spread 20.0 +1.0 basis point

• 2-Year Swap Spread 17.25 -.25 basis point

• 3-Month EUR/USD Cross-Currency Basis Swap -13.75 +.25 basis point

• N. America Investment Grade Credit Default Swap Index 61.43 +10.7%

• America Energy Sector High-Yield Credit Default Swap Index 403.0 +.17%

• European Financial Sector Credit Default Swap Index 78.48 +14.75%
  

• Emerging Markets Credit Default Swap Index 199.51 -3.62%
  

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

• M1 Money Supply $3.749 Trillion -2.36%

• Commercial Paper Outstanding 1,074.40 +.70%

• 4-Week Moving Average of Jobless Claims 205,750 -2,250

• Continuing Claims Unemployment Rate 1.2% unch.
  

• Average 30-Year Mortgage Rate 4.65% +5.0 basis points

• Weekly Mortgage Applications 342.70 +1.57%

• Bloomberg Consumer Comfort 60.2 +1.2 points

• Weekly Retail Sales +5.90% -40.0 basis points

• Nationwide Gas $2.85/gallon unch.

• Baltic Dry Index 1,396.0 +2.20%

• China (Export) Containerized Freight Index 851.55 -.68%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.

• Rail Freight Carloads 284,391 +14.25%

Best Performing Style

• Large-Cap Value +1.4%

Worst Performing Style

• Small-Cap Growth -.9%

Leading Sectors

• Steel +7.8%

• Oil Service +4.7%

• Agriculture +2.6%

• Banks +2.3%

• Robotics +2.2%

Lagging Sectors

• Utilities -1.2% 

• Internet -1.3%

• Paper -1.5%

• Coal -2.7%

• Homebuilders -3.4%

Weekly High-Volume Stock Gainers (11)

• SCS, HIIQ, IIN, BX, LAD, DO, ACAD, AAL, SIR, DAL and KBR

Weekly High-Volume Stock Losers (10)

• QDEL, GPI, BCC, CCS, PAG, TACO, CPRT, EGOV, GDEN and ABEO

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change

Stocks Slightly Higher into Final Hour on Economic Optimism, Oil Gain, Technical Buying, Energy/Restaurant Sector Strength

 Broad Equity Market Tone:

• Advance/Decline Line: Modestly Lower
  

• Sector Performance: Mixed
  

• Volume: Heavy

• Market Leading Stocks: Performing In Line
  

Equity Investor Angst:

• Volatility(VIX) 11.46 -2.88%

• Euro/Yen Carry Return Index 137.55 -.19%

• Emerging Markets Currency Volatility(VXY) 11.58 -.52%

• S&P 500 Implied Correlation 33.83 +1.32%

• ISE Sentiment Index 85.0 -57.7%
  

• Total Put/Call .92 +5.8%

• NYSE Arms .89 +70.7%

Credit Investor Angst:

• North American Investment Grade CDS Index 61.62 +.92%
  

• America Energy Sector High-Yield CDS Index 403.0 +2.25%

• European Financial Sector CDS Index 78.58 -.20%

• Italian/German 10Y Yld Spread 236.75 -4.25 basis points
  

• Asia Pacific Sovereign Debt CDS Index 9.31 -16.50%

• Emerging Market CDS Index 199.10 -.12%
  

• iBoxx Offshore RMB China Corporate High Yield Index 150.61 +.17%

• 2-Year Swap Spread 17.25 -1.5 basis points

• TED Spread 20.0 +2.75 basis points

• 3-Month EUR/USD Cross-Currency Basis Swap -13.75 -1.75 basis points

Economic Gauges:

• Bloomberg Emerging Markets Currency Index 66.56 -.11%
• 3-Month T-Bill Yield 2.16% unch.

• Yield Curve 26.25 -.5 basis point

• China Iron Ore Spot 68.86 USD/Metric Tonne unch.

• Citi US Economic Surprise Index -2.8 +2.3 points

• Citi Eurozone Economic Surprise Index -26.50 -5.8 points

• Citi Emerging Markets Economic Surprise Index -9.8 -.3 point

• 10-Year TIPS Spread 2.15 unch.
• 100.0% chance of Fed rate hike at Nov. 8th meeting, 100.0% chance at Dec. 19th meeting

Overseas Futures:

• Nikkei 225 Futures: Indicating -59 open in Japan 
• China A50 Futures: Indicating +20 open in China

• DAX Futures: Indicating -15 open in Germany

Portfolio: 

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

• Disclosed Trades: None

• Market Exposure: 100% Net Long

Bear Radar

Style Underperformer:

• Small-Cap Growth -.3%

Sector Underperformers:

• 1) Tobacco -1.0% 2) Gold & Silver -.7% 3) Papers -.7%

Stocks Falling on Unusual Volume: 

• WMC, UNFI, CRSP, BZH, ABEO, NTLA, CPRT, EGOV and TBK

Stocks With Unusual Put Option Activity:

• 1) MDXG 2) ADP 3) SYF 4) ARNC 5) AFL

Stocks With Most Negative News Mentions:

• 1) NBEV 2) GTXI 3) RAD 4) AR 5) BZH

Charts:

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

Bull Radar

Style Outperformer:

• Large-Cap Growth +.3%

Sector Outperformers:

• 1) Steel +1.5% 2) Restaurants +1.3% 3) Oil Service +1.3%

Stocks Rising on Unusual Volume:

• AWSM, MZOR, ALT, SCS, FTV, ACAD, KALV, KNL, KRNT, IIPR, FRGI, AIN, RYTM, ELOX, SYKE, APTV, KBR, RIG, ORIG, LAD, FSCT, LASR, GMED, BX, HIIQ, IIN, LAD, GMED, DAL, AJRD, BX, UAA and DENN

Stocks With Unusual Call Option Activity:

• 1) S 2) ACAD 3) ACXM 4) RSX 5) XLNX

Stocks With Most Positive News Mentions:

• 1) SCS 2) RIG 3) UAA 4) NE 5) ADT

Charts:

• ETFs Rising on Unusual Volume

• Stocks Rising on Unusual Volume