Friday, October 13, 2017

Weekly Scoreboard*


S&P 500 2,555.89 +.22%

































The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 22,888.04 +.46%
  • NASDAQ 6,611.82 +.28%
  • Russell 2000 1,504.84 -.42%
  • S&P 500 High Beta 40.16 +.31%
  • Goldman 50 Most Shorted 137.39 -1.79%
  • Wilshire 5000 26,517.63 +.04%
  • Russell 1000 Growth 1,283.40 +.64%
  • Russell 1000 Value 1,178.13 -.23%
  • S&P 500 Consumer Staples 562.91 +1.62%
  • Vanda Cyclicals-Defensives 1.3665 -1.20%
  • NYSE Technology 1,625.60 +.49%
  • Transports 9,954.48 +.76%
  • Utilities 738.29 +.79%
  • Bloomberg European Bank/Financial Services 100.55 -1.66%
  • MSCI Emerging Markets 46.39 +2.12%
  • HFRX Equity Hedge 1,247.54 +.20%
  • HFRX Equity Market Neutral 1,011.14 -.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 308,249 +.33%
  • Bloomberg New Highs-Lows Index 724 -220
  • Bloomberg Crude Oil % Bulls 53.33 +42.21%
  • CFTC Oil Net Speculative Position 444,316 -2.16%
  • CFTC Oil Total Open Interest 2,471,226 +2.49%
  • Total Put/Call .85 unch.
  • OEX Put/Call 1.52 -1.94%
  • ISE Sentiment 128.0 +43.68%
  • NYSE Arms .81 +3.85%
  • Volatility(VIX) 9.67 +5.0%
  • S&P 500 Implied Correlation 15.97 -10.62%
  • G7 Currency Volatility (VXY) 7.70 -1.66%
  • Emerging Markets Currency Volatility (EM-VXY) 8.09 +2.53%
  • Smart Money Flow Index 19,920.68 +.17%
  • ICI Money Mkt Mutual Fund Assets $2.741 Trillion +.01%
  • ICI US Equity Weekly Net New Cash Flow -$9.792 Billion
  • AAII % Bulls 39.8 +11.7%
  • AAII % Bears 26.9 -18.0%
Futures Spot Prices
  • CRB Index 184.36 +.98%
  • Crude Oil 51.03 +4.47%
  • Reformulated Gasoline 160.99 +3.92%
  • Natural Gas 3.01 +5.06%
  • Heating Oil 178.67 +3.13%
  • Gold 1,304.0.20 +1.9%
  • Bloomberg Base Metals Index 205.55 +2.14%
  • Copper 313.0 +3.64%
  • US No. 1 Heavy Melt Scrap Steel 288.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 62.53 USD/Ton +.47%
  • Lumber 425.0 +2.91%
  • UBS-Bloomberg Agriculture 1,036.77 +1.17%
Economy
  • Atlanta Fed GDPNow Forecast +2.7 +20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 1.2% +50.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.4439 +8.19% 
  • US Economic Policy Uncertainty Index 95.83 +3.32%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.66 +.16%
  • Citi US Economic Surprise Index 3.9 +.6 point
  • Citi Eurozone Economic Surprise Index 55.7 +9.9 points
  • Citi Emerging Markets Economic Surprise Index 22.30 +4.4 points
  • Fed Fund Futures imply 85.5% chance of no change, 14.5% chance of 25 basis point hike on 11/1
  • US Dollar Index 93.06 -.89%
  • MSCI Emerging Markets Currency Index 1,633.56 +.71%
  • Euro/Yen Carry Return Index 137.92 +.29%
  • Yield Curve 78.0 -8.0 basis points
  • 10-Year US Treasury Yield 2.27% -9.0 basis points
  • Federal Reserve's Balance Sheet $4.420 Trillion -.02%
  • U.S. Sovereign Debt Credit Default Swap 24.78 unch.
  • Illinois Municipal Debt Credit Default Swap 338.13 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 5.09 -6.08%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 16.09 -2.0%
  • Emerging Markets Sovereign Debt CDS Index 38.31 -3.21%
  • Israel Sovereign Debt Credit Default Swap 51.0 +8.78%
  • South Korea Sovereign Debt Credit Default Swap 69.56 -.2%
  • Russia Sovereign Debt Credit Default Swap 130.74 +.02%
  • iBoxx Offshore RMB China Corporate High Yield Index 142.30 +.31%
  • 10-Year TIPS Spread 1.86% -1.0 basis point
  • TED Spread 29.25 +.5 basis point
  • 2-Year Swap Spread 25.75 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -41.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 54.67 +1.52%
  • America Energy Sector High-Yield Credit Default Swap Index 396.0 -1.28%
  • European Financial Sector Credit Default Swap Index 58.69 -2.11%
  • Emerging Markets Credit Default Swap Index 177.53 -.65%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 155.0 unch.
  • M1 Money Supply $3.540 Trillion +.01%
  • Commercial Paper Outstanding 1,063.80 -.5%
  • 4-Week Moving Average of Jobless Claims 257,500 -11,250
  • Continuing Claims Unemployment Rate 1.3% -10.0 basis points
  • Average 30-Year Mortgage Rate 3.91% +6.0 basis points
  • Weekly Mortgage Applications 405.20 -2.13%
  • Bloomberg Consumer Comfort 49.50 -.4 point
  • Weekly Retail Sales +3.2% -90.0 basis pointss
  • Nationwide Gas $2.48/gallon -.o3/gallon
  • Baltic Dry Index 1,458.0 +3.77%
  • China (Export) Containerized Freight Index 772.65 -3.81%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 285,490 -.49%
Best Performing Style
  •  Large-Cap Growth +.7%
Worst Performing Style
  •  Small-Cap Growth -.7%
Leading Sectors
  • Tobacco +4.1%
  • Semis +2.5%
  • Robotics +2.1%
  • Paper +2.0%
  • Steel +2.0%
Lagging Sectors
  • Construction -1.4% 
  • Banks -1.6%
  • Gaming -2.9%
  • Coal -3.1%
  • Retail -3.4%
Weekly High-Volume Stock Gainers (7)
  • ANAB, MTEM, OME, HLF, DERM, OMF and NMIH
Weekly High-Volume Stock Losers (13)
  • FLXN, HELE, COST, CZR, AXDX, YEXT, JNPR, PTGX, CUDA, ULTA, KTWO, HAWK and NSTG
Weekly Charts
ETFs
Stocks
*5-Day Change

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