S&P 500 2,463.60 -.34% |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 21,812.90 -.60%
- NASDAQ 6,365.48 -.98%
- Russell 2000 1,400.63 -.33%
- S&P 500 High Beta 36.94 -.30%
- Goldman 50 Most Shorted 136.38 +1.16%
- Wilshire 5000 25,465.0 -.36%
- Russell 1000 Growth 1,239.57 -.28%
- Russell 1000 Value 1,130.93 -.48%
- S&P 500 Consumer Staples 564.58 +.47%
- Vanda Cyclicals-Defensives 1.2479 -5.22%
- Morgan Stanley Technology 1,556.03 -.29%
- Transports 9,380.0 +.66%
- Utilities 747.02 +.51%
- Bloomberg European Bank/Financial Services 96.48 -2.23%
- MSCI Emerging Markets 44.88 +.31%
- HFRX Equity Hedge 1,215.62 -.24%
- HFRX Equity Market Neutral 1,006.74 -.26%
Sentiment/Internals
- NYSE Cumulative A/D Line 298,880 +.12%
- Bloomberg New Highs-Lows Index 348 -139
- Bloomberg Crude Oil % Bulls 39.47 -23.3%
- CFTC Oil Net Speculative Position 365,865 -17.9%
- CFTC Oil Total Open Interest 2,247,058 +.45%
- Total Put/Call .89 -3.57%
- OEX Put/Call .59 -86.3%
- ISE Sentiment 103.0 +81.5%
- NYSE Arms 1.6 +55.8%
- Volatility(VIX) 12.51 +13.6%
- S&P 500 Implied Correlation 34.78 +5.66%
- G7 Currency Volatility (VXY) 8.78 +5.30%
- Emerging Markets Currency Volatility (EM-VXY) 8.15 +4.44%
- Smart Money Flow Index 19,512.71 -1.0%
- ICI Money Mkt Mutual Fund Assets $2.727 Trillion +.41%
- ICI US Equity Weekly Net New Cash Flow -$3.606 Billion
- AAII % Bulls 29.3 +17.1%
- AAII % Bears 35.7 -10.4%
Futures Spot Prices
- CRB Index 181.42 +.60%
- Crude Oil 47.71 +2.27%
- Reformulated Gasoline 164.94 -6.67%
- Natural Gas 2.90 -3.76%
- Heating Oil 176.58 +.31%
- Gold 1,347.0 +1.71%
- Bloomberg Base Metals Index 199.49 -1.16%
- Copper 304.15 -1.03%
- US No. 1 Heavy Melt Scrap Steel 281.67 USD/Ton unch.
- China Iron Ore Spot 78.39 USD/Ton -.66%
- Lumber 388.80 +1.22%
- UBS-Bloomberg Agriculture 1,034.78 +.37%
Economy
- Atlanta Fed GDPNow Forecast +2.9 -40.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +.9% -100.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.2991 -4.95%
- US Economic Policy Uncertainty Index 66.59 -37.1%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.46 +.11%
- Citi US Economic Surprise Index -23.80 -5.6 points
- Citi Eurozone Economic Surprise Index 19.6 -6.2 points
- Citi Emerging Markets Economic Surprise Index 25.50 +5.7 points
- Fed Fund Futures imply 88.0% chance of no change, 12.0% chance of 25 basis point hike on 9/20
- US Dollar Index 91.35 -1.55%
- MSCI Emerging Markets Currency Index 1,653.90 +.55%
- Euro/Yen Carry Return Index 135.32 -.86%
- Yield Curve 79.0 -2.0 basis points
- 10-Year US Treasury Yield 2.06% -9.0 basis points
- Federal Reserve's Balance Sheet $4.413 Trillion +.03%
- U.S. Sovereign Debt Credit Default Swap 25.92 +.02%
- Illinois Municipal Debt Credit Default Swap 334.89 -.05%
- Western Europe Sovereign Debt Credit Default Swap Index 5.50 -1.7%
- Asia Pacific Sovereign Debt Credit Default Swap Index 19.46 +9.3%
- Emerging Markets Sovereign Debt CDS Index 43.48 +10.4%
- Israel Sovereign Debt Credit Default Swap 54.91 +3.82%
- South Korea Sovereign Debt Credit Default Swap 70.95 +17.5%
- Russia Sovereign Debt Credit Default Swap 139.75 +.16%
- iBoxx Offshore RMB China Corporate High Yield Index 141.50 +.16%
- 10-Year TIPS Spread 1.81% +2.0 basis points
- TED Spread 31.0 -1.0 basis point
- 2-Year Swap Spread 24.0 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -22.0 +2.75 basis points
- N. America Investment Grade Credit Default Swap Index 59.71 +1.90%
- America Energy Sector High-Yield Credit Default Swap Index 444.0 -4.86%
- European Financial Sector Credit Default Swap Index 51.98 -1.71%
- Emerging Markets Credit Default Swap Index 176.62 -.97%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 149.0 +1.0 basis point
- M1 Money Supply $3.578 Trillion -1.11%
- Commercial Paper Outstanding 1,007.40 -1.6%
- 4-Week Moving Average of Jobless Claims 236,750 -1,000
- Continuing Claims Unemployment Rate 1.4% unch.
- Average 30-Year Mortgage Rate 3.78% -4.0 basis points
- Weekly Mortgage Applications 420.50 +3.27%
- Bloomberg Consumer Comfort 52.60 -.7 point
- Weekly Retail Sales +4.4% +120 basis points
- Nationwide Gas $2.67/gallon +.15/gallon
- Baltic Dry Index 1,296.0 +9.55%
- China (Export) Containerized Freight Index 833.61 -.74%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.1%
- Rail Freight Carloads 277,063 -.92%
Best Performing Style
- Small-Cap Growth +.1%
Worst Performing Style
- Small-Cap Value -.6%
Leading Sectors
- Oil Service +3.9%
- Retail +2.7%
- Gaming +2.7%
- Medical Equipment +2.1%
- Energy +2.0%
Lagging Sectors
- Insurance -2.0%
- Networking -2.1%
- Banks -2.9%
- Telecom -3.4%
- Hospitals -3.5%
Weekly High-Volume Stock Gainers (29)
- INSM, NLNK, RH, VYGR, CLXT, ZGNX, TDW, SGH, CAB, SRPT, NAV, OXM, CLDR, BMS, ATNX, GKOS, LDR, NEO, GPRO, PANW, CISN, TWOU, GMS, PGTI, FUL, USG, GNRC, MTCH and CPT
Weekly High-Volume Stock Losers (14)
- HPE, NWL, SCVL, BOX, FNSR, HIIQ, UIHC, PLAY, ALNY, NCS, AMBA, UVE, HCI and TECD
Weekly Charts
ETFs
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