Friday, February 16, 2018

Weekly Scoreboard*

S&P 500 2,732.22 +4.30%*















 
The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,219.38 +4.25%
  • NASDAQ 7,239.46 +5.31%
  • Russell 2000 1,543.55 +4.45%
  • S&P 500 High Beta 43.17 +4.66%
  • Goldman 50 Most Shorted 145.70 +6.16%
  • Wilshire 5000 28,221.77 +4.34%
  • Russell 1000 Growth 1,411.48 +5.0%
  • Russell 1000 Value 1,226.40 +4.17%
  • S&P 500 Consumer Staples 572.90 +3.54%
  • Vanda Cyclicals-Defensives 1.6230 +.63%
  • NYSE Technology 1,840.52 +6.90%
  • Transports 10,534.20 +4.0%
  • Utilities 682.20 +3.18%
  • Bloomberg European Bank/Financial Services 101.47 +2.42%
  • MSCI Emerging Markets 48.85 +4.87%
  • HFRX Equity Hedge 1,297.73 +1.43%
  • HFRX Equity Market Neutral 1,012.19 +.59%
Sentiment/Internals
  • NYSE Cumulative A/D Line 312,231 +1.48%
  • Bloomberg New Highs-Lows Index 159 +521
  • Bloomberg Crude Oil % Bulls 19.1 +4.79%
  • CFTC Oil Net Speculative Position 739,097 +.62%
  • CFTC Oil Total Open Interest 2,589,270 -2.06%
  • Total Put/Call .92 -30.30%
  • OEX Put/Call .78 -59.38%
  • ISE Sentiment 96.0 +37.14%
  • NYSE Arms 1.05 +82.76%
  • Volatility(VIX) 19.90 -30.87%
  • S&P 500 Implied Correlation 41.47 -11.66%
  • G7 Currency Volatility (VXY) 8.74 -3.53% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.55 -8.2%
  • Smart Money Flow Index 19,294.16 +4.58%
  • ICI Money Mkt Mutual Fund Assets $2.829 Trillion +.07%
  • ICI US Equity Weekly Net New Cash Flow -$15.176 Billion
  • AAII % Bulls 48.5 +31.0%
  • AAII % Bears 21.4 -38.9%
Futures Spot Prices
  • CRB Index 193.58 +2.71%
  • Crude Oil 61.64 +4.32%
  • Reformulated Gasoline 175.14 +2.75%
  • Natural Gas 2.57 -1.57%
  • Heating Oil 191.30 +3.15%
  • Gold 1,348.40 +2.58%
  • Bloomberg Base Metals Index 216.64 +4.85%
  • Copper 323.95 +6.15%
  • US No. 1 Heavy Melt Scrap Steel 319.40 USD/Metric Tonne-.5%
  • China Iron Ore Spot 76.44 USD/Metric Tonne +2.95%
  • Lumber 510.0 +4.87%
  • UBS-Bloomberg Agriculture 1,025.15 +1.23%
Economy
  • Atlanta Fed GDPNow Forecast +3.2% -80.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 8.5% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0675 +4.53% 
  • US Economic Policy Uncertainty Index 153.03 +10.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 159.36 +.72%
  • Citi US Economic Surprise Index 50.20 +7.5 points
  • Citi Eurozone Economic Surprise Index 35.70 -7.0 points
  • Citi Emerging Markets Economic Surprise Index 2.5 +3.4 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 3/21
  • US Dollar Index 89.10 -1.44%
  • MSCI Emerging Markets Currency Index 1,719.08 +.84%
  • Bitcoin/USD 10,005.81 +16.6%
  • Euro/Yen Carry Return Index 137.51 -1.0%
  • Yield Curve 68.5 -9.25 basis points
  • 10-Year US Treasury Yield 2.87% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.394 Trillion +.32%
  • U.S. Sovereign Debt Credit Default Swap 20.14 unch.
  • Illinois Municipal Debt Credit Default Swap 252.80 -.03%
  • Italian/German 10Y Yld Spread 128.0 -2.25 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.62 -8.25%
  • Emerging Markets Sovereign Debt CDS Index 32.84 -5.60%
  • Israel Sovereign Debt Credit Default Swap 52.97 -1.12%
  • South Korea Sovereign Debt Credit Default Swap 52.20 -11.78%
  • Russia Sovereign Debt Credit Default Swap 109.49 -15.12%
  • iBoxx Offshore RMB China Corporate High Yield Index 147.72 +.21%
  • 10-Year TIPS Spread 2.10% +4.0 basis points
  • TED Spread 27.75 +2.0 basis points
  • 2-Year Swap Spread 27.0 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -32.75 +8.5 basis points
  • N. America Investment Grade Credit Default Swap Index 52.70 -12.59%
  • America Energy Sector High-Yield Credit Default Swap Index 382.0 -5.99%
  • European Financial Sector Credit Default Swap Index 51.39 -6.4%
  • Emerging Markets Credit Default Swap Index 119.33 -10.95%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 159.0 +1.0 basis point
  • M1 Money Supply $3.635 Trillion -.13%
  • Commercial Paper Outstanding 1,117.60 -1.1%
  • 4-Week Moving Average of Jobless Claims 228,500 +4,000
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.38% +6.0 basis points
  • Weekly Mortgage Applications 399.40 -4.06%
  • Bloomberg Consumer Comfort 57.0 +2.6 points
  • Weekly Retail Sales +2.8% -40.0 basis points
  • Nationwide Gas $2.54/gallon -.06/gallon
  • Baltic Dry Index 1,089.0 -3.2%
  • China (Export) Containerized Freight Index 844.58 +1.88%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +14.29%
  • Rail Freight Carloads 268,487 -5.07%
Best Performing Style
  • Small-Cap Growth +5.1%
Worst Performing Style
  • Small-Cap Value +4.0%
Leading Sectors
  • Steel +12.5%
  • Alt Energy +8.2%
  • Social Media +7.8%
  • Defense +7.0%
  • Computer Hardware +6.6%
Lagging Sectors
  • Healthcare Providers +2.9% 
  • Foods +2.4%
  • REITs +2.0%
  • Oil Service +1.7%
  • Restaurants +1.5%
Weekly High-Volume Stock Gainers (33)
  • FOSL, AMAG, HIIQ, UAA, UA, TWLO, UIS, IO, CARB, CSRA, RM, IPCC, LAYN, QUOT, ACCO, QLYS, CBIO, SHLM, CHGG, FEYE, INST, KFRC, SUM, WMS, MCFT, CRL, IMPV, CADE, UFCS, REI, TRIP, HSTM and VIRT
Weekly High-Volume Stock Losers (11)
  • NMRK, LGF/B, THS, PSDO, FET, CIVI, LEXEA, DSKE, EXPE, WEB and OMER
Weekly Charts
ETFs
Stocks
*5-Day Change

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