Friday, September 15, 2017

Weekly Scoreboard*

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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