Friday, August 11, 2017

Weekly Scoreboard*

 The Weekly Wrap by Briefing.com.
 
Indices
  • S&P 500 2,445.92 -1.26%
  • DJIA 21,887.14 -.94%
  • NASDAQ 6,264.18 -1.39%
  • Russell 2000 1,3712.73 -2.74%
  • S&P 500 High Beta 36.80 -3.16%
  • Goldman 50 Most Shorted 131.20 -2.49%
  • Wilshire 5000 25,225.0 -1.54%
  • Russell 1000 Growth 1,215.12 -.99%
  • Russell 1000 Value 1,134.02 -1.70%
  • S&P 500 Consumer Staples 567.90 +.30%
  • Vanda Cyclicals-Defensives 1.3413 -.03%
  • Morgan Stanley Technology 1,500.79 -1.59%
  • Transports 9,236.71 -.51%
  • Utilities 728.65 -.34%
  • Bloomberg European Bank/Financial Services 99.02 -4.03%
  • MSCI Emerging Markets 42.95 -2.03%
  • HFRX Equity Hedge 1,205.30 -.21%
  • HFRX Equity Market Neutral 1,002.13 +.12%
Sentiment/Internals
  • NYSE Cumulative A/D Line 294,600 -1.30%
  • Bloomberg New Highs-Lows Index 168 -417
  • Bloomberg Crude Oil % Bulls 50.0 +33.3%
  • CFTC Oil Net Speculative Position 486,765 +15.0%
  • CFTC Oil Total Open Interest 2,219,691 +3.24%
  • Total Put/Call .94 -11.88%
  • OEX Put/Call .78 -86.09%
  • ISE Sentiment n/a
  • NYSE Arms 1.21 +71.05%
  • Volatility(VIX) 14.55 +46.36%
  • S&P 500 Implied Correlation 39.39 +30.07%
  • G7 Currency Volatility (VXY) 8.50 +4.68%
  • Emerging Markets Currency Volatility (EM-VXY) 8.04 +7.6%
  • Smart Money Flow Index 19,775.87 -.31%
  • ICI Money Mkt Mutual Fund Assets $2.693 Trillion +1.24%
  • ICI US Equity Weekly Net New Cash Flow -$6.401 Billion
  • AAII % Bulls 33.7 -6.8%
  • AAII % Bears 32.3 +.7%
Futures Spot Prices
  • CRB Index 179.55 -.78%
  • Crude Oil 48.67 -2.08%
  • Reformulated Gasoline 161.47 -1.82%
  • Natural Gas 2.99 +7.64%
  • Heating Oil 163.76 -.80%
  • Gold 1,289.70 +2.29%
  • Bloomberg Base Metals Index 190.43 +2.38%
  • Copper 291.15 +.87%
  • US No. 1 Heavy Melt Scrap Steel 265.67 USD/Ton unch.
  • China Iron Ore Spot 75.19 USD/Ton +1.44%
  • Lumber 364.60 -2.46%
  • UBS-Bloomberg Agriculture 1,061.09 -2.71%
Economy
  • Atlanta Fed GDPNow Forecast +3.6 -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +2.7% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0487 -4.88% 
  • US Economic Policy Uncertainty Index 38.38 -60.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 139.49 +.11%
  • Citi US Economic Surprise Index -36.60 +4.2 points
  • Citi Eurozone Economic Surprise Index 12.6 -5.7 points
  • Citi Emerging Markets Economic Surprise Index 19.30 +2.1 points
  • Fed Fund Futures imply 86.0% chance of no change, 14.0% chance of 25 basis point hike on 9/20
  • US Dollar Index 93.08 -.45%
  • MSCI Emerging Markets Currency Index 1,619.43 -.07%
  • Euro/Yen Carry Return Index 134.55 -1.12%
  • Yield Curve 89.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.19% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.429 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 25.95 +4.3%
  • Illinois Municipal Debt Credit Default Swap 358.0 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 5.61 +2.0%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 21.77 +15.96%
  • Emerging Markets Sovereign Debt CDS Index 49.53 +18.53%
  • Israel Sovereign Debt Credit Default Swap 64.88 -.20%
  • South Korea Sovereign Debt Credit Default Swap 68.86 +17.75%
  • Russia Sovereign Debt Credit Default Swap 155.63 -.17%
  • iBoxx Offshore RMB China Corporate High Yield Index 140.87 +.24%
  • 10-Year TIPS Spread 1.80% unch.
  • TED Spread 28.0 +4.0 basis points
  • 2-Year Swap Spread 26.0 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 61.13 +6.95%
  • America Energy Sector High-Yield Credit Default Swap Index 449.0 -4.42%
  • European Financial Sector Credit Default Swap Index 54.99 +9.0%
  • Emerging Markets Credit Default Swap Index 191.47 +2.67%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 148.0 +1.0 basis point
  • M1 Money Supply $3.544 Trillion +1.64%
  • Commercial Paper Outstanding 969.60 -.8%
  • 4-Week Moving Average of Jobless Claims 241,000 -750
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 3.90% -3.0 basis points
  • Weekly Mortgage Applications 418.70 +2.98%
  • Bloomberg Consumer Comfort 51.40 +1.8 points
  • Weekly Retail Sales +2.7% +40 basis points
  • Nationwide Gas $2.36/gallon +.02/gallon
  • Baltic Dry Index 1,092.0 +5.8%
  • China (Export) Containerized Freight Index 856.50 -1.04%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 23.0 -8.0%
  • Rail Freight Carloads 280,350 +.45%
Best Performing Style
  •  Large-Cap Growth -1.1%
Worst Performing Style
  •  Small-Cap Value -3.6%
Leading Sectors
  • Road and Rail +2.2%
  • Gold & Silver +2.1%
  • Hospitals +1.1%
  • Defense +.7%
  • Foods +.2%
Lagging Sectors
  • Alt Energy -3.2% 
  • Biotech -3.4%
  • Banks -3.5%
  • Retail -4.0%
  • Oil Service -7.6%
Weekly High-Volume Stock Gainers (30)
  • MYOK, WTW, STS, CUTR, YELP, NXTM, WIFI, FGEN, OSTK, ETSY, SSNI, TPIC, ANET, SNHY, JOUT, AJRD, ENV, RL, SEM, HVT, VNTV, OFIX, TCMD, PLNT, ESPR, COL, LYV, RRGB, WHF and TRIP
Weekly High-Volume Stock Losers (62)
  • VIA, KSS, HZNP, ALB, HSIC, LOB, MYL, PDCE, EVBG, HRTG, VSAT, ABCO, NSTG, SPXC, IT, PCLN, IESC, JELD, CUB, ZEN, BBSI, AAXN, MTZ, TCAP, UNIT, VRX, ADMS, W, Z, BIO, FLR, ZG, ESL, CCC, PRAA, PEGA, SRCL, NGHC, CBM, RILY, JCOM, CARB, DERM, TRUE, AFI, BNFT, PAGP, BL, SYNA, AXDX, THC, BRG, SYKE, DF, DOOR, CORE, FTD, EVH, VECO, PI, EFII and SGRY
Weekly Charts
ETFs
Stocks
*5-Day Change

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