Friday, July 28, 2017

Weekly Scoreboard*

 The Weekly Wrap by Briefing.com.
 
Indices
  • S&P 500 2,470.96 -.1%
  • DJIA 21,821.80 +1.1%
  • NASDAQ 6,371.68 -.18%
  • Russell 2000 1,428.22 -.53%
  • S&P 500 High Beta 38.17 -.21%
  • Goldman 50 Most Shorted 139.20 +1.36%
  • Wilshire 5000 25,585.40 -.12%
  • Russell 1000 Growth 1,226.10 -.35%
  • Russell 1000 Value 1,150.42 +.11%
  • S&P 500 Consumer Staples 568.51 +.14%
  • Vanda Cyclicals-Defensives 1.3440 -.78%
  • Morgan Stanley Technology 1,526.51 -.74%
  • Transports 9,225.45 -2.63%
  • Utilities 723.01 -.32%
  • Bloomberg European Bank/Financial Services 102.0 +1.96%
  • MSCI Emerging Markets 43.69 +.35%
  • HFRX Equity Hedge 1,215.57 +.36%
  • HFRX Equity Market Neutral 1,000.94 +.30%
Sentiment/Internals
  • NYSE Cumulative A/D Line 298,544 -.03%
  • Bloomberg New Highs-Lows Index 609-176
  • Bloomberg Crude Oil % Bulls 58.5 -9.2%
  • CFTC Oil Net Speculative Position 396,459 +10.7%
  • CFTC Oil Total Open Interest 2,140,060 +.30%
  • Total Put/Call .80 +8.1%
  • OEX Put/Call .56 +16.7%
  • ISE Sentiment 99.0 +65.0%
  • NYSE Arms 1.39 +.7%
  • Volatility(VIX) 10.53 +13.78%
  • S&P 500 Implied Correlation 29.06 +4.95%
  • G7 Currency Volatility (VXY) 8.09 +3.32%
  • Emerging Markets Currency Volatility (EM-VXY) 7.52 +.13%
  • Smart Money Flow Index 19,711.30 +.24%
  • ICI Money Mkt Mutual Fund Assets $2.640 Trillion +.89%
  • ICI US Equity Weekly Net New Cash Flow -$3.327 Billion
  • AAII % Bulls 34.5 -2.9%
  • AAII % Bears 24.3 -5.8%
Futures Spot Prices
  • CRB Index 182.12 +3.09%
  • Crude Oil 49.77 +9.1%
  • Reformulated Gasoline 167.84 +7.85%
  • Natural Gas 2.94 -.44%
  • Heating Oil 164.21 +8.33%
  • Gold 1,269.10 +1.15%
  • Bloomberg Base Metals Index 184.60 +2.94%
  • Copper 287.90 +5.75%
  • US No. 1 Heavy Melt Scrap Steel 265.67 USD/Ton +.3%
  • China Iron Ore Spot 65.74 USD/Ton +4.68%
  • Lumber 377.40 -2.78%
  • UBS-Bloomberg Agriculture 1,091.06  -.8%
Economy
  • Atlanta Fed GDPNow Forecast +2.8 +20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +2.8% +20.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1253 -8.27% 
  • US Economic Policy Uncertainty Index 124.86 -4.43%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 138.96 +.04%
  • Citi US Economic Surprise Index -44.50 +8.1 points
  • Citi Eurozone Economic Surprise Index 16.1 -10.3 points
  • Citi Emerging Markets Economic Surprise Index 15.70 +.7 point
  • Fed Fund Futures imply 84.0% chance of no change, 16.0% chance of 25 basis point hike on 9/20
  • US Dollar Index 93.41 -.70%
  • MSCI Emerging Markets Currency Index 1,622.64 +.27%
  • Euro/Yen Carry Return Index 135.80 +.53%
  • Yield Curve 94.0 +4.0 basis points
  • 10-Year US Treasury Yield 2.29% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.426 Trillion -.26%
  • U.S. Sovereign Debt Credit Default Swap 22.99 +13.2%
  • Illinois Municipal Debt Credit Default Swap 370.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 4.52 +18.0%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 19.95 -4.36%
  • Emerging Markets Sovereign Debt CDS Index 48.41 -9.45%
  • Israel Sovereign Debt Credit Default Swap 68.47 +3.06%
  • South Korea Sovereign Debt Credit Default Swap 57.10 +.23%
  • Russia Sovereign Debt Credit Default Swap 163.79 +1.49%
  • iBoxx Offshore RMB China Corporate High Yield Index 140.50 +.12%
  • 10-Year TIPS Spread 1.82% +6.0 basis points
  • TED Spread 23.5 +8.0 basis points
  • 2-Year Swap Spread 24.75 +1.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -28.50 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 57.85 +1.45%
  • America Energy Sector High-Yield Credit Default Swap Index 433.0 -1.79%
  • European Financial Sector Credit Default Swap Index 50.22 +1.69%
  • Emerging Markets Credit Default Swap Index 191.34 -.81%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 147.0 +.5 basis point
  • M1 Money Supply $3.487 Trillion -1.35%
  • Commercial Paper Outstanding 977.8 +.8%
  • 4-Week Moving Average of Jobless Claims 244,000 unch.
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.92% +4.0 basis points
  • Weekly Mortgage Applications 418.50 +.43%
  • Bloomberg Consumer Comfort 48.60 +1.0 point
  • Weekly Retail Sales +2.2% unch.
  • Nationwide Gas $2.30/gallon +.02/gallon
  • Baltic Dry Index 942.0 -3.58%
  • China (Export) Containerized Freight Index 874.38 -.34%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 277,289 +.06%
Best Performing Style
  •  Large-Cap Value +.1%
Worst Performing Style
  •  Small-Cap Growth -.9%
Leading Sectors
  • Coal +2.8%
  • Energy +2.6%
  • Gold & Silver +2.2%
  • Retail +1.9%
  • Oil Service +.9%
Lagging Sectors
  • Tobacco -3.9% 
  • Disk Drives -4.5%
  • Airlines -5.3%
  • Education -7.2%
  • Hospitals -8.9%
Weekly High-Volume Stock Gainers (24)
  • SGMS, PETS, IRBT, DDS, WBMD, IVC, GNC, HCCI, BA, SNC, NTGR, ADP, BCO, CAI, SYRS, FBC, CHCT, BMI, CTAS, RETA, CNCE, CDNS, CLGX and PAH
Weekly High-Volume Stock Losers (47)
  • ASB, AI, MMI, POL, ANAB, MMM, FELE, ABG, ASTE, GOLF, DFRG, HAS, SXT, CSV, CR, FFBC, AAON, IART, ASGN, BWLD, MAN, USNA, TUP, UHS, HSTM, HAYN, AKAM, SANM, WNC, BLMN, HUBG, DPZ, WAB, DXPE, AFAM, IPG, STX, HSII, PCRX, AMED, CPLA, SAVE, HIBB, BPI, TGI, EGRX and TISI
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*5-Day Change

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