Saturday, March 17, 2018

Weekly Scoreboard*

S&P 500 2,752.01 -1.24%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,946.51 -1.54%
  • NASDAQ 7,481.99 -1.04%
  • Russell 2000 1,586.05 -.70%
  • S&P 500 High Beta 44.70 -1.35%
  • Goldman 50 Most Shorted 146.89 +.41%
  • Wilshire 5000 28,505.36 -1.14%
  • Russell 1000 Growth 1,434.88 -1.08%
  • Russell 1000 Value 1,219.16 -1.28%
  • S&P 500 Consumer Staples 548.78 -2.12%
  • Vanda Cyclicals-Defensives 1.6341 +.04%
  • NYSE Technology 1,938.21 -.48%
  • Transports 10,683.82 -.52%
  • Utilities 691.82 +2.91%
  • Bloomberg European Bank/Financial Services 98.54 -.15%
  • MSCI Emerging Markets 49.32 -.78%
  • HFRX Equity Hedge 1,300.41 -.48%
  • HFRX Equity Market Neutral 1,014.62 +.27%
Sentiment/Internals
  • NYSE Cumulative A/D Line 315,574 -.19%
  • Bloomberg New Highs-Lows Index -24 -280
  • Bloomberg Crude Oil % Bulls 33.33 +66.7%
  • CFTC Oil Net Speculative Position 668,533 -2.62%
  • CFTC Oil Total Open Interest 2,403,162 -1.97%
  • Total Put/Call .96 +18.52%
  • OEX Put/Call 1.10 +161.90%
  • ISE Sentiment 80.0 -21.67%
  • NYSE Arms .75 +19.0%
  • Volatility(VIX) 15.80 +7.92%
  • S&P 500 Implied Correlation 43.01 +8.33%
  • G7 Currency Volatility (VXY) 7.82 +3.58% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.86 +1.68%
  • Smart Money Flow Index 18,576.19 -4.04%
  • ICI Money Mkt Mutual Fund Assets $2.820 Trillion -1.32%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$11.000 Billion
  • AAII % Bulls 36.8 +39.6%
  • AAII % Bears 21.3 -24.8%
Futures Spot Prices
  • CRB Index 194.46 -.36%
  • Crude Oil 62.34 +.35%
  • Reformulated Gasoline 194.59 +2.49%
  • Natural Gas 2.69 -1.07%
  • Heating Oil 191.18 +1.34%
  • Gold 1,312.30 -.88%
  • Bloomberg Base Metals Index 205.90 +1.21%
  • Copper 310.75 -1.18%
  • US No. 1 Heavy Melt Scrap Steel 328.33 USD/Metric Tonne +3.14%
  • China Iron Ore Spot 67.10 USD/Metric Tonne -1.69%
  • Lumber 489.10 +1.05%
  • UBS-Bloomberg Agriculture 1,036.86 -.71%
Economy
  • Atlanta Fed GDPNow Forecast +1.8% -70.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 5.6% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1423 -2.93% 
  • US Economic Policy Uncertainty Index 80.14 -55.14%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 160.36 n/a
  • Citi US Economic Surprise Index 45.80 -2.1 points
  • Citi Eurozone Economic Surprise Index -31.7 -10.1 points
  • Citi Emerging Markets Economic Surprise Index 39.30 +7.6 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 90.23 +.14%
  • MSCI Emerging Markets Currency Index 1,717.34 -.04%
  • Bitcoin/USD 8,524.17 -5.3%
  • Euro/Yen Carry Return Index 135.66 -.91%
  • Yield Curve 55.25 -7.5 basis points
  • 10-Year US Treasury Yield 2.85% -4.0 basis points
  • Federal Reserve's Balance Sheet $4.367 Trillion +.26%
  • U.S. Sovereign Debt Credit Default Swap 21.83 +8.23%
  • Illinois Municipal Debt Credit Default Swap 252.55 -.03%
  • Italian/German 10Y Yld Spread 141.25 +5.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.35 -2.66%
  • Emerging Markets Sovereign Debt CDS Index 34.17 +1.79%
  • Israel Sovereign Debt Credit Default Swap 49.02 -.37%
  • South Korea Sovereign Debt Credit Default Swap 45.5 +4.88%
  • Russia Sovereign Debt Credit Default Swap 108.42 +4.96%
  • iBoxx Offshore RMB China Corporate High Yield Index 148.41 +.22%
  • 10-Year TIPS Spread 2.08% -5.0 basis points
  • TED Spread 40.75 +.5 basis point
  • 2-Year Swap Spread 32.25 +2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.5 +6.0 basis points
  • N. America Investment Grade Credit Default Swap Index 53.89 -1.71%
  • America Energy Sector High-Yield Credit Default Swap Index 398.0 -.51%
  • European Financial Sector Credit Default Swap Index 51.84 +2.51%
  • Emerging Markets Credit Default Swap Index 118.82 +4.7%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 167.0 +1.0 basis point
  • M1 Money Supply $3.677 Trillion +1.61%
  • Commercial Paper Outstanding 1,080.90 -1.20%
  • 4-Week Moving Average of Jobless Claims 221,500 -1,000
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 4.44% -2.0 basis points
  • Weekly Mortgage Applications 387.40 +.86%
  • Bloomberg Consumer Comfort 56.2 -.6 point
  • Weekly Retail Sales +2.90% -50.0 basis points
  • Nationwide Gas $2.53/gallon unch.
  • Baltic Dry Index 1,150.0 -4.25%
  • China (Export) Containerized Freight Index 809.75 -2.54%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 16.50 -5.71%
  • Rail Freight Carloads 278,207 -.48%
Best Performing Style
  • Small-Cap Value -.4%
Worst Performing Style
  • Large-Cap Value -1.3%
Leading Sectors
  • Coal +4.2%
  • Utilities +2.9%
  • Papers +2.2%
  • Airlines +1.5%
  • Restaurants +1.4%
Lagging Sectors
  • Industrials -2.4% 
  • Banks -2.7%
  • Tobacco -2.8%
  • Agriculture -3.0%
  • Defense -3.3%
Weekly High-Volume Stock Gainers (31)
  • BXC, LFIN, SNDX, ASNS, LOOP, MRSN, CTRN, SMTC, REV, CTWS, CASA, APLS, NTRA, AVD, DSW, PETQ, CARB, ZUMZ, CAL, JBL, DKS, AVYA, NMRK, AVA, SHEN, EFII, BXG, DNLI, RDNT, IDA and AGS
Weekly High-Volume Stock Losers (34)
  • MDP, QTRX, NINE, RPD, CTT, HGV, TORC, EYE, TTWO, SBT, BL, MANT, SFIX, TTEC, AQUA, BHVN, RAVN, HONE, SCPH, TLYS, AMWD, TACO, MTG, ESNT, RYTM, MLNT, RDN, TISI, MDGL, ODT, SIG, STML, ARNA and NTLA
Weekly Charts
ETFs
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*5-Day Change

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