Friday, November 24, 2017

Weekly Scoreboard*

S&P 500 2,602.42 +.65%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,557.99 +.43%
  • NASDAQ 6,889.16 +1.41%
  • Russell 2000 1,519.16 +2.17%
  • S&P 500 High Beta 40.65 +1.20%
  • Goldman 50 Most Shorted 134.56 +3.32%
  • Wilshire 5000 26,990.54 +.87%
  • Russell 1000 Growth 1,332.69 +1.11%
  • Russell 1000 Value 1,177.13 +.40%
  • S&P 500 Consumer Staples 564.25 +1.0%
  • Vanda Cyclicals-Defensives 1.3907 +1.77%
  • NYSE Technology 1,743.42 +2.06%
  • Transports 9,620.20 +.28%
  • Utilities 759.07 -.67%
  • Bloomberg European Bank/Financial Services 98.25 +.53%
  • MSCI Emerging Markets 47.51 +2.43%
  • HFRX Equity Hedge 1,251.90 +.65%
  • HFRX Equity Market Neutral 1,013.05 +.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 309,279 +1.41%
  • Bloomberg New Highs-Lows Index 711 +400
  • Bloomberg Crude Oil % Bulls 47.50 +241.97%
  • CFTC Oil Net Speculative Position 596,466 +9.40%
  • CFTC Oil Total Open Interest 2,627,570 +.98%
  • Total Put/Call .85 +7.59%
  • OEX Put/Call 5.25 +600.0%
  • ISE Sentiment 125.0 +27.6%
  • NYSE Arms 1.07 -8.55%
  • Volatility(VIX) 9.67 -17.77%
  • S&P 500 Implied Correlation 16.28 -5.23%
  • G7 Currency Volatility (VXY) 7.23 -2.3%
  • Emerging Markets Currency Volatility (EM-VXY) 7.95 -1.26%
  • Smart Money Flow Index 20,227.11 +.04%
  • ICI Money Mkt Mutual Fund Assets $2.739 Trillion -.05%
  • ICI US Equity Weekly Net New Cash Flow -$6.547Billion
  • AAII % Bulls 35.5 +20.9%
  • AAII % Bears 29.0 -17.6%
Futures Spot Prices
  • CRB Index 192.22 +2.11%
  • Crude Oil 58.95 +6.68%
  • Reformulated Gasoline 178.80 +4.0%
  • Natural Gas 2.81 -7.98%
  • Heating Oil 195.29 +2.44%
  • Gold 1,287.30 +.69%
  • Bloomberg Base Metals Index 205.09 +2.72%
  • Copper 316.90 +3.82%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 67.94 USD/Ton +8.51%
  • Lumber 420.70 -6.11%
  • UBS-Bloomberg Agriculture 1,037.24 +1.0%
Economy
  • Atlanta Fed GDPNow Forecast +3.4% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 2.6% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .4604 -4.22% 
  • US Economic Policy Uncertainty Index 66.97 -44.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.63 n/a
  • Citi US Economic Surprise Index 50.6 -5.4 points
  • Citi Eurozone Economic Surprise Index 92.90 +37.0 points
  • Citi Emerging Markets Economic Surprise Index 12.8-1.7 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13
  • US Dollar Index 92.76 -.97%
  • MSCI Emerging Markets Currency Index 1,647.78 +.86%
  • Euro/Yen Carry Return Index 138.73 +.70%
  • Yield Curve 60.0 -2.0 basis points
  • 10-Year US Treasury Yield 2.34% unch.
  • Federal Reserve's Balance Sheet $4.409 Trillion -.24%
  • U.S. Sovereign Debt Credit Default Swap 24.79 +.02%
  • Illinois Municipal Debt Credit Default Swap 337.12 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.67 -6.38%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 14.94 -5.79%
  • Emerging Markets Sovereign Debt CDS Index 48.2 -1.0%
  • Israel Sovereign Debt Credit Default Swap 56.95 -3.06%
  • South Korea Sovereign Debt Credit Default Swap 63.40 -3.39%
  • Russia Sovereign Debt Credit Default Swap 130.98 -2.60%
  • iBoxx Offshore RMB China Corporate High Yield Index 145.66 +.22%
  • 10-Year TIPS Spread 1.87% -1.0 basis point
  • TED Spread 20.25 +2.0 basis points
  • 2-Year Swap Spread 17.25 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -45.25  +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 52.50 -4.96%
  • America Energy Sector High-Yield Credit Default Swap Index 370.0 -2.73%
  • European Financial Sector Credit Default Swap Index 47.62 -7.18%
  • Emerging Markets Credit Default Swap Index 181.92 -1.44%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 157.0 +2.0 basis points
  • M1 Money Supply $3.566 Trillion -.43%
  • Commercial Paper Outstanding 1,028.60 -.4%
  • 4-Week Moving Average of Jobless Claims 239,750 +2,000
  • Continuing Claims Unemployment Rate 1.4% +10.0 basis points
  • Average 30-Year Mortgage Rate 3.92% -3.0 basis points
  • Weekly Mortgage Applications 402.30 +.15%
  • Bloomberg Consumer Comfort 51.7 -.4 point
  • Weekly Retail Sales +3.0% +50.0 basis points
  • Nationwide Gas $2.52/gallon -4.0 basis points
  • Baltic Dry Index 1,445 +5.40%
  • China (Export) Containerized Freight Index 785.20 -1.17%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 287,139 +1.03%
Best Performing Style
  • Small-Cap Growth +2.4%
Worst Performing Style
  • Large-Cap Value +.4%
Leading Sectors
  • Steel +7.2%
  • Disk Drives +6.3%
  • Homebuilding +4.4%
  • Social Media +4.2%
  • Robotics +4.1%
Lagging Sectors
  • Banks -.2% 
  • Restaurants -.2%
  • Insurance -.3%
  • Papers -.3%
  • Utilities -.7%
Weekly High-Volume Stock Gainers (35)
  • SGH, SCVL, HIBB, ANF, TIME, FL, MRTX, SPLK, NTAP, AFAM, SQ, DY, EZPW, CTRN, CUB, CAVM, URBN, GDI, JELD, CORI, MODN, UPLD, PANW, SD, PDFS, GME, BECN, PSDO, WMT, ETM, CAL, ACM, IVR, TCMD and FND
Weekly High-Volume Stock Losers (6)
  • GES, CBRL, WSM, DPLO, MPMQ and SIG
Weekly Charts
ETFs
Stocks
*5-Day Change

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