Friday, February 23, 2018

Weekly Scoreboard*

S&P 500 2,736.01 +.15%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,216.0 +.10%
  • NASDAQ 7,315.90 +.83%
  • Russell 2000 1,543.64 +.42%
  • S&P 500 High Beta 43.56 +.63%
  • Goldman 50 Most Shorted 143.53 -1.46%
  • Wilshire 5000 28,282.30 +.25%
  • Russell 1000 Growth 1,417.38 +.55%
  • Russell 1000 Value 1,217.15 -.30%
  • S&P 500 Consumer Staples 558.02 -2.0%
  • Vanda Cyclicals-Defensives 1.6036 +.66%
  • NYSE Technology 1,867.98 +1.61%
  • Transports 10,545.30 -.11%
  • Utilities 683.57 +1.03%
  • Bloomberg European Bank/Financial Services 101.10 -.37%
  • MSCI Emerging Markets 49.43 +.83%
  • HFRX Equity Hedge 1,300.71 -.21%
  • HFRX Equity Market Neutral 1,016.88 +.46%
Sentiment/Internals
  • NYSE Cumulative A/D Line 311,690 -.17%
  • Bloomberg New Highs-Lows Index 10 -149
  • Bloomberg Crude Oil % Bulls 32.14 -17.9%
  • CFTC Oil Net Speculative Position 712,261 -3.63%
  • CFTC Oil Total Open Interest 2,530,604 -2.27%
  • Total Put/Call 1.10 +19.57%
  • OEX Put/Call .93 -6.59%
  • ISE Sentiment 102.0 +10.87%
  • NYSE Arms .97 +20.0%
  • Volatility(VIX) 16.84 -10.51%
  • S&P 500 Implied Correlation 37.86 -10.57%
  • G7 Currency Volatility (VXY) 8.17 -6.52% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.26 -3.39%
  • Smart Money Flow Index 19,009.55 -1.48%
  • ICI Money Mkt Mutual Fund Assets $2.844 Trillion +.55%
  • ICI US Equity Weekly Net New Cash Flow -$1.249 Billion
  • AAII % Bulls 44.7 -8.0%
  • AAII % Bears 22.8 +6.5%
Futures Spot Prices
  • CRB Index 195.99 +1.33%
  • Crude Oil 63.54 +3.48%
  • Reformulated Gasoline 180.88 +3.90%
  • Natural Gas 2.63 +1.63%
  • Heating Oil 197.0 +4.02%
  • Gold 1,331.20 -1.82%
  • Bloomberg Base Metals Index 214.54 -.97%
  • Copper 320.65 -1.14%
  • US No. 1 Heavy Melt Scrap Steel 318.33 USD/Metric Tonne -.34%
  • China Iron Ore Spot 78.09 USD/Metric Tonne +.96%
  • Lumber 526.90 +3.5%
  • UBS-Bloomberg Agriculture 1,034.78 +.33%
Economy
  • Atlanta Fed GDPNow Forecast +3.2% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 7.5% -100.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0002 +103.07% 
  • US Economic Policy Uncertainty Index 79.21 -28.99%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 159.50 +.09%
  • Citi US Economic Surprise Index 50.10 -.1 point
  • Citi Eurozone Economic Surprise Index -4.10 -39.8 points
  • Citi Emerging Markets Economic Surprise Index 4.4 +1.9 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 89.88 +.92%
  • MSCI Emerging Markets Currency Index 1,712.02 -.45%
  • Bitcoin/USD 10,200.70 +1.17%
  • Euro/Yen Carry Return Index 136.58 -.57%
  • Yield Curve 63.5 -5.0 basis points
  • 10-Year US Treasury Yield 2.86% -1.0 basis point
  • Federal Reserve's Balance Sheet $4.371 Trillion -.53%
  • U.S. Sovereign Debt Credit Default Swap 20.17 +.1%
  • Illinois Municipal Debt Credit Default Swap 252.72 -.04%
  • Italian/German 10Y Yld Spread 141.50 +13.5 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.66 +.20%
  • Emerging Markets Sovereign Debt CDS Index 33.90 +3.22%
  • Israel Sovereign Debt Credit Default Swap 50.44 -4.91%
  • South Korea Sovereign Debt Credit Default Swap 51.35 -1.05%
  • Russia Sovereign Debt Credit Default Swap 107.30 -2.0%
  • iBoxx Offshore RMB China Corporate High Yield Index 147.92 +.31%
  • 10-Year TIPS Spread 2.11% +1.0 basis point
  • TED Spread 30.5 +2.75 basis points
  • 2-Year Swap Spread 25.0 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -31.75 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 58.02 +10.11%
  • America Energy Sector High-Yield Credit Default Swap Index 370.0 -2.96%
  • European Financial Sector Credit Default Swap Index 57.45 +11.75%
  • Emerging Markets Credit Default Swap Index 121.86 +2.05%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 160.0 +1.0 basis point
  • M1 Money Supply $3.613 Trillion -.61%
  • Commercial Paper Outstanding 1,094.50 -2.1%
  • 4-Week Moving Average of Jobless Claims 226,000 -2,500
  • Continuing Claims Unemployment Rate 1.3% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.40% +2.0 basis points
  • Weekly Mortgage Applications 372.90 -6.63%
  • Bloomberg Consumer Comfort 56.60 +.4 point
  • Weekly Retail Sales +3.2% +40.0 basis points
  • Nationwide Gas $2.52/gallon -.02/gallon
  • Baltic Dry Index 1,167.0 +7.66%
  • China (Export) Containerized Freight Index 848.32 +.44%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 -12.5%
  • Rail Freight Carloads 279,509 +4.11%
Best Performing Style
  • Small-Cap Growth +.3%
Worst Performing Style
  • Large-Cap Value -.5%
Leading Sectors
  • Paper -3.2%
  • Oil Service +2.8%
  • Agriculture +2.1%
  • Semis +1.2%
  • Airlines +1.2%
Lagging Sectors
  • Biotech -1.0% 
  • Homebuilders -2.3%
  • Foods -2.3%
  • Networking -3.5%
  • Gold & Silver -6.0%
Weekly High-Volume Stock Gainers (16)
  • QUAD, NYGR, DIN, SAIL, FOGO, BAND, MULE, ECOL, BLMN, VRNS, SMHI, WEN, HSTM, AMAG, SBT and THS
Weekly High-Volume Stock Losers (20)
  • ROKU, CBRL, SHAK, MDRX, JELD, TGH, WMT, LOGM, R, AAOI, COHU, AIMT, SLCA, SRCL, ADMS, ANET, W, QTS, UBNT, MIC,
Weekly Charts
ETFs
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*5-Day Change

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