S&P 500 2,497.67 +1.45% |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 22,259.30 +2.13%
- NASDAQ 6,446.90 +1.36%
- Russell 2000 1,429.54 +2.14%
- S&P 500 High Beta 38.03 +3.06%
- Goldman 50 Most Shorted 138.21 +1.48%
- Wilshire 5000 25,839.40 +1.55%
- Russell 1000 Growth 1,251.75 +1.02%
- Russell 1000 Value 1,152.08 +1.94%
- S&P 500 Consumer Staples 568.29 +.63%
- Vanda Cyclicals-Defensives 1.3323 +.81%
- NYSE Technology 1,556.03 +1.8%
- Transports 9,519.67 +1.43%
- Utilities 745.29 -.24%
- Bloomberg European Bank/Financial Services 99.19 +2.8%
- MSCI Emerging Markets 45.37 +1.07%
- HFRX Equity Hedge 1,224.74 +.64%
- HFRX Equity Market Neutral 1,010.63 +.06%
Sentiment/Internals
- NYSE Cumulative A/D Line 301,211 +.78%
- Bloomberg New Highs-Lows Index 393 +55
- Bloomberg Crude Oil % Bulls 65.71 +66.5%
- CFTC Oil Net Speculative Position 382,113 +4.44%
- CFTC Oil Total Open Interest 2,326,586 +3.54%
- Total Put/Call 1.08 -2.78%
- OEX Put/Call .34 -75.69%
- ISE Sentiment 76.0 -3.8%
- NYSE Arms 1.18 -7.52%
- Volatility(VIX) 10.3 -14.7%
- S&P 500 Implied Correlation 25.78 -22.7%
- G7 Currency Volatility (VXY) 8.71 -.8%
- Emerging Markets Currency Volatility (EM-VXY) 7.70 -5.41%
- Smart Money Flow Index 19,643.41 +.67%
- ICI Money Mkt Mutual Fund Assets $2.739 Trillion +.62%
- ICI US Equity Weekly Net New Cash Flow -$4.280 Billion
- AAII % Bulls 41.3 +41.0%
- AAII % Bears 22.0 -39.0%
Futures Spot Prices
- CRB Index 183.87 +1.42%
- Crude Oil 49.78 +4.46%
- Reformulated Gasoline 166.54 +1.0%
- Natural Gas 3.02 +3.97%
- Heating Oil 179.22 +1.51%
- Gold 1,322.0 -1.92%
- Bloomberg Base Metals Index 194.16 -2.67%
- Copper 295.15 -2.91%
- US No. 1 Heavy Melt Scrap Steel 281.67 USD/Ton unch.
- China Iron Ore Spot 72.13 USD/Ton -3.0%
- Lumber 379.10 -2.29%
- UBS-Bloomberg Agriculture 1,045.24 +1.25%
Economy
- Atlanta Fed GDPNow Forecast +3.0 +10.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +.3% -60.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.6935 +7.26%
- US Economic Policy Uncertainty Index 97.90 +1.25%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.75 +.21%
- Citi US Economic Surprise Index -19.0 +4.8 points
- Citi Eurozone Economic Surprise Index 18.4 -1.2 points
- Citi Emerging Markets Economic Surprise Index 15.90 -9.6 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 91.90 +.65%
- MSCI Emerging Markets Currency Index 1,644.22 -.8%
- Euro/Yen Carry Return Index 138.0 +1.93%
- Yield Curve 82.0 +3.0 basis points
- 10-Year US Treasury Yield 2.20% +14.0 basis points
- Federal Reserve's Balance Sheet $4.431 Trillion +.41%
- U.S. Sovereign Debt Credit Default Swap 25.91 -.02%
- Illinois Municipal Debt Credit Default Swap 334.75 -.04%
- Western Europe Sovereign Debt Credit Default Swap Index 4.95 -10.0%
- Asia Pacific Sovereign Debt Credit Default Swap Index 18.32 -5.83%
- Emerging Markets Sovereign Debt CDS Index 40.91 -5.91%
- Israel Sovereign Debt Credit Default Swap 52.14 -5.1%
- South Korea Sovereign Debt Credit Default Swap 68.98 -2.53%
- Russia Sovereign Debt Credit Default Swap 132.15 -5.44%
- iBoxx Offshore RMB China Corporate High Yield Index 141.73 +.16%
- 10-Year TIPS Spread 1.86% +5.0 basis points
- TED Spread 29.0 -2.0 basis points
- 2-Year Swap Spread 25.25 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -.75 basis point
- N. America Investment Grade Credit Default Swap Index 56.39 -5.56%
- America Energy Sector High-Yield Credit Default Swap Index 419.0 -5.8%
- European Financial Sector Credit Default Swap Index 48.37 -7.17%
- Emerging Markets Credit Default Swap Index 169.48 -3.88%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 150.0 +1.0 basis point
- M1 Money Supply $3.563 Trillion -.41%
- Commercial Paper Outstanding 1,023.40 +1.6%
- 4-Week Moving Average of Jobless Claims 263,250 +13,000
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.78% unch.
- Weekly Mortgage Applications 462.10 +9.9%
- Bloomberg Consumer Comfort 51.90 -.7 point
- Weekly Retail Sales +4.4% unch.
- Nationwide Gas $2.64/gallon -.o3/gallon
- Baltic Dry Index 1,361.0 +2.18%
- China (Export) Containerized Freight Index 823.76 -1.18%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Rail Freight Carloads 238,544 -13.9%
Best Performing Style
- Small-Cap Value +2.6%
Worst Performing Style
- Large-Cap Growth +1.1%
Leading Sectors
- Oil Service +6.3%
- Alt Energy +5.6%
- Semis +4.8%
- Banks +3.7%
- Computer Hardware +3.1%
Lagging Sectors
- HMOs -.6%
- Biotech -.7%
- Gaming -.9%
- Steel -2.0%
- Gold & Silver -3.3%
Weekly High-Volume Stock Gainers (24)
- KURA, YERR, HRTG, UVE, HCI, ZUMZ, HALO, INOV, CASH, DLB, LOXO, AAC, PARR, UNFI, CPE, IBTX, SGBK, MPO, YEXT, OKTA, JBLU, LBAI, HOMB and ARRY
Weekly High-Volume Stock Losers (15)
- PHH, KTOS, AYX, CLDR, TRU, EPZM, IRBT, LXRX, AOBC, SAIC, GKOS, SAGE, ICPT, HIIQ and EFX
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