Friday, October 27, 2017

Weekly Scoreboard*

S&P 500 2,580.84 +.21%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,434.60 +.40%
  • NASDAQ 6,701.81 +.95%
  • Russell 2000 1,505.55 -.22%
  • S&P 500 High Beta 40.15 -1.16%
  • Goldman 50 Most Shorted 135.60 -1.21%
  • Wilshire 5000 26,731.90 +.09%
  • Russell 1000 Growth 1,304.41 +.86%
  • Russell 1000 Value 1,179.87 -.58%
  • S&P 500 Consumer Staples 546.50 -1.55%
  • Vanda Cyclicals-Defensives 1.3923 +1.24%
  • NYSE Technology 1,672.34 +1.53%
  • Transports 9,920.68 -.50%
  • Utilities 750.80 +.27%
  • Bloomberg European Bank/Financial Services 101.47 -.21%
  • MSCI Emerging Markets 45.80 -.69%
  • HFRX Equity Hedge 1,243.39 -.21%
  • HFRX Equity Market Neutral 1,012.23 +.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line 307,026 -.47%
  • Bloomberg New Highs-Lows Index 313 +79
  • Bloomberg Crude Oil % Bulls 43.75 +16.7%
  • CFTC Oil Net Speculative Position 429,525 +2.99%
  • CFTC Oil Total Open Interest 2,440,472 +.12%
  • Total Put/Call .85 +2.44%
  • OEX Put/Call .66 +17.3%
  • ISE Sentiment 147.0 +20.5%
  • NYSE Arms 1.15 +26.0%
  • Volatility(VIX) 9.93 +.4%
  • S&P 500 Implied Correlation 16.60 +14.77%
  • G7 Currency Volatility (VXY) 7.70 -.13%
  • Emerging Markets Currency Volatility (EM-VXY) 8.32 +2.97%
  • Smart Money Flow Index 19,993.36 -.54%
  • ICI Money Mkt Mutual Fund Assets $2.748 Trillion +.13%
  • ICI US Equity Weekly Net New Cash Flow -$3.118 Billion
  • AAII % Bulls 39.6 +4.5%
  • AAII % Bears 33.0 +18.3%
Futures Spot Prices
  • CRB Index 186.83 +1.33%
  • Crude Oil 53.80 +3.91%
  • Reformulated Gasoline 177.11 +4.57%
  • Natural Gas 2.75 -3.57%
  • Heating Oil 187.20 +3.12%
  • Gold 1,271.80 -.80%
  • Bloomberg Base Metals Index 202.17 -2.21%
  • Copper 310.20 -2.15%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 60.08 USD/Ton -3.81%
  • Lumber 450.90 +5.65%
  • UBS-Bloomberg Agriculture 1,027.62 +.96%
Economy
  • Atlanta Fed GDPNow Forecast +2.5% -20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 2.8% +50.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1052 +3.58% 
  • US Economic Policy Uncertainty Index 185.13 +69.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 142.42 +.23%
  • Citi US Economic Surprise Index 38.2 +36.7 points
  • Citi Eurozone Economic Surprise Index 59.50 +5.4 points
  • Citi Emerging Markets Economic Surprise Index 21.30 +4.1 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 94.97 +1.45%
  • MSCI Emerging Markets Currency Index 1,623.38 -.37%
  • Euro/Yen Carry Return Index 137.58 -1.29%
  • Yield Curve 83.0 +2.0 basis points
  • 10-Year US Treasury Yield 2.43% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.422 Trillion -.19%
  • U.S. Sovereign Debt Credit Default Swap 24.78 -.02%
  • Illinois Municipal Debt Credit Default Swap 337.82 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 4.68 +.21%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 15.57 -.06%
  • Emerging Markets Sovereign Debt CDS Index 44.48 +12.4%
  • Israel Sovereign Debt Credit Default Swap 48.03 -1.67%
  • South Korea Sovereign Debt Credit Default Swap 71.65 +3.99%
  • Russia Sovereign Debt Credit Default Swap 129.76 -.67%
  • iBoxx Offshore RMB China Corporate High Yield Index 144.76 +.1%
  • 10-Year TIPS Spread 1.90% +2.0 basis points
  • TED Spread 28.5 +2.0 basis points
  • 2-Year Swap Spread 22.75 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -42.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 53.49 +1.75%
  • America Energy Sector High-Yield Credit Default Swap Index 399.0 +3.32%
  • European Financial Sector Credit Default Swap Index 54.47 -7.99%
  • Emerging Markets Credit Default Swap Index 174.79 +1.84%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 154.0 -1.0 basis point
  • M1 Money Supply $3.578 Trillion -.4%
  • Commercial Paper Outstanding 1,067.30 +.5%
  • 4-Week Moving Average of Jobless Claims 239,500 -8,750
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 3.88% -3.0 basis points
  • Weekly Mortgage Applications 400.3 -4.62%
  • Bloomberg Consumer Comfort 51.0 -.1 point
  • Weekly Retail Sales +3.4% unch.
  • Nationwide Gas $2.47/gallon +.o1/gallon
  • Baltic Dry Index 1,555.0 -1.46%
  • China (Export) Containerized Freight Index 775.54 +.42%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 291,046 +2.44%
Best Performing Style
  • Large-Cap Growth +.9%
Worst Performing Style
  • Mid-Cap Value -.7%
Leading Sectors
  • Software +3.3%
  • Homebuilding +2.3%
  • Road & Rail +2.1%
  • Semis +2.0%
  • Construction +1.9%
Lagging Sectors
  • Oil Service -3.7% 
  • Drugs -3.9%
  • Gold & Silver -4.4%
  • Airlines -4.5%
  • Biotech -5.4%
Weekly High-Volume Stock Gainers (24)
  • SKX, NEOS, OSTK, EXAC, TUSK, DYN, TLRD, AIMT, CAI, PII, GRUB, TWTR, STX, BWLD, KNL, USNA, MHO, GPK, SCOR, MGNX, UHAL,GLW, DEL and SEM
Weekly High-Volume Stock Losers (27)
  • MNRO, MDSO, CWH, IBKC, EW, LHO, AAXN, WHR, GE, CHTR, LBRDA, ALXN, WMK, CVLT, SFLY, NCR, CMG, CUBI, HNI, IRBT, TACO, BC, AXE, OII, CELG, ACHC and OMER
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