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| S&P 500 2,499.51 -.03% |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 22,331.30 +.25%
- NASDAQ 6,422.63 -.41%
- Russell 2000 1,450.53 +1.35%
- S&P 500 High Beta 38.74 +1.74%
- Goldman 50 Most Shorted 137.91 -.39%
- Wilshire 5000 25,908.33 +.14%
- Russell 1000 Growth 1,248.47 -.31%
- Russell 1000 Value 1,158.61 +.42%
- S&P 500 Consumer Staples 555.33 -2.38%
- Vanda Cyclicals-Defensives 1.3323 +.81%
- NYSE Technology 1,582.14 -.11%
- Transports 9,703.84 +1.66%
- Utilities 727.25 -2.58%
- Bloomberg European Bank/Financial Services 100.92 +1.74%
- MSCI Emerging Markets 45.39 +.02%
- HFRX Equity Hedge 1,231.77 +.30%
- HFRX Equity Market Neutral 1,007.85 -.14%
Sentiment/Internals
- NYSE Cumulative A/D Line 302,434 +.41%
- Bloomberg New Highs-Lows Index 371-22
- Bloomberg Crude Oil % Bulls 47.92 -27.1%
- CFTC Oil Net Speculative Position 374,480 -2.0%
- CFTC Oil Total Open Interest 2,345,125 +.80%
- Total Put/Call .94 -12.15%
- OEX Put/Call .65 +25.0%
- ISE Sentiment 77.0 +1.39%
- NYSE Arms 1.15 -5.0%
- Volatility(VIX) 9.94 -2.16%
- S&P 500 Implied Correlation 23.62 +.72%
- G7 Currency Volatility (VXY) 8.89 +2.07%
- Emerging Markets Currency Volatility (EM-VXY) 7.89 +2.73%
- Smart Money Flow Index 19,684.46 +.21%
- ICI Money Mkt Mutual Fund Assets $2.724 Trillion -.53%
- ICI US Equity Weekly Net New Cash Flow -$3.201 Billion
- AAII % Bulls 40.1 -2.8%
- AAII % Bears 27.2 +23.9%
Futures Spot Prices
- CRB Index 188.47 -.37%
- Crude Oil 50.49 +1.30%
- Reformulated Gasoline 166.22 -.05%
- Natural Gas 2.96 -2.34%
- Heating Oil 181.21 +.82%
- Gold 1,294.10 -1.95%
- Bloomberg Base Metals Index 196.35 +1.13%
- Copper 294.40 -.22%
- US No. 1 Heavy Melt Scrap Steel 287.0 USD/Ton +1.89%
- China Iron Ore Spot 63.56 USD/Ton -11.9%
- Lumber 393.60 +3.76%
- UBS-Bloomberg Agriculture 1,037.78 -.63%
Economy
- Atlanta Fed GDPNow Forecast +2.2 -80.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +0.0% -30.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.4951 +7.26%
- US Economic Policy Uncertainty Index 143.66 +12.85%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.76 +.01%
- Citi US Economic Surprise Index -8.8 +10.2 points
- Citi Eurozone Economic Surprise Index 49.4 +31.0 points
- Citi Emerging Markets Economic Surprise Index 16.50 +.6 point
- Fed Fund Futures imply 85.5% chance of no change, 14.5% chance of 25 basis point hike on 11/1
- US Dollar Index 92.17 +.36%
- MSCI Emerging Markets Currency Index 1,637.57 -.53%
- Euro/Yen Carry Return Index 139.62 +1.12%
- Yield Curve 82.0 unch.
- 10-Year US Treasury Yield 2.26% +6.0 basis points
- Federal Reserve's Balance Sheet $4.418 Trillion -.29%
- U.S. Sovereign Debt Credit Default Swap 25.87 -.17%
- Illinois Municipal Debt Credit Default Swap 338.62 +1.16%
- Western Europe Sovereign Debt Credit Default Swap Index 5.06 +2.33%
- Asia Pacific Sovereign Debt Credit Default Swap Index 16.03 -12.4%
- Emerging Markets Sovereign Debt CDS Index 40.40 -1.25%
- Israel Sovereign Debt Credit Default Swap 55.82 +7.06%
- South Korea Sovereign Debt Credit Default Swap 71.98 +4.96%
- Russia Sovereign Debt Credit Default Swap 146.81 +11.09%
- iBoxx Offshore RMB China Corporate High Yield Index 141.84 +.08%
- 10-Year TIPS Spread 1.85% -1.0 basis point
- TED Spread 30.50 +1.5 basis points
- 2-Year Swap Spread 26.75 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -30.0 -7.25 basis points
- N. America Investment Grade Credit Default Swap Index 60.19 +6.74%
- America Energy Sector High-Yield Credit Default Swap Index 431.0 +3.49%
- European Financial Sector Credit Default Swap Index 59.20 +22.25%
- Emerging Markets Credit Default Swap Index 188.48 +11.3%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 152.0 +2.0 basis points
- M1 Money Supply $3.577 Trillion +.37%
- Commercial Paper Outstanding 1,043.90 +2.0%
- 4-Week Moving Average of Jobless Claims 263,250 +5,500
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.83% +5.0 basis points
- Weekly Mortgage Applications 417.50 -9.7%
- Bloomberg Consumer Comfort 50.60 -1.3 points
- Weekly Retail Sales +4.1% -30.0 basis points
- Nationwide Gas $2.59/gallon -.o5/gallon
- Baltic Dry Index 1,470.0 +6.14%
- China (Export) Containerized Freight Index 812.38 -1.38%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Rail Freight Carloads 270,003 +13.2%
Best Performing Style
- Small-Cap Value +1.5%
Worst Performing Style
- Large-Cap Growth -.4%
Leading Sectors
- Defense +6.0%
- Banks +3.4%
- Energy +2.5%
- Networking +1.4%
- Gaming +1.4%
Lagging Sectors
- Hospitals -2.3%
- Utilities -2.3%
- Gold & Silver -2.8%
- Steel -3.3%
- HMOs -4.3%
Weekly High-Volume Stock Gainers (27)
- MRTX, VERI, CCC, ALNY, SSNI, OA, VSAR, QDEL, MTOR, SELB, COHU, RGR, EGL, BOBE, STML, SCWX, ASMB, FELE, OSBC, ESTE, CACQ, SPAR, UVSP, NVDA, AIR, EBIX and ITRI
Weekly High-Volume Stock Losers (20)
- CLXT, GTHX, ATNI, ANSS, VDSI, WOW, UBNT, SCHL, EVHC, ORCL, AYI, AGN, XLRN, UNIT, RCII, BEAT, ICPT, SMCI, SUPN and BBBY
Weekly Charts
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*5-Day Change
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