Thursday, March 29, 2018

Weekly Scoreboard*

S&P 500 2,649.55 +.16%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,215.30 +1.28%
  • NASDAQ 7,070.66 -.78%
  • Russell 2000 1,536.55 -.39%
  • S&P 500 High Beta 42.70 -.84%
  • Goldman 50 Most Shorted 140.63 -.74%
  • Wilshire 5000 27,391.60 +.27%
  • Russell 1000 Growth 1,374.07 -.09%
  • Russell 1000 Value 1,183.01 +.34%
  • S&P 500 Consumer Staples 541.49 +2.35%
  • Vanda Cyclicals-Defensives 1.5558 -4.65%
  • NYSE Technology 1,808.07 -2.34%
  • Transports 10,400.30 +1.13%
  • Utilities 692.73 +1.51%
  • Bloomberg European Bank/Financial Services 94.11 -.71%
  • MSCI Emerging Markets 47.68 -1.93%
  • HFRX Equity Hedge 1,283.74 -.53%
  • HFRX Equity Market Neutral 1,014.59 -.39%
Sentiment/Internals
  • NYSE Cumulative A/D Line 310,872 -.98%
  • Bloomberg New Highs-Lows Index -223 -74
  • Bloomberg Crude Oil % Bulls 44.0 n/a
  • CFTC Oil Net Speculative Position 703,708 +5.3%
  • CFTC Oil Total Open Interest 2,392,391 -.45%
  • Total Put/Call .94 -22.76%
  • OEX Put/Call .26 -61.76%
  • ISE Sentiment 121.0 +37.5%
  • NYSE Arms .83 -49.52%
  • Volatility(VIX) 19.70 -14.1%
  • S&P 500 Implied Correlation 47.07 +4.92%
  • G7 Currency Volatility (VXY) 7.63 -1.04% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.96 +2.18%
  • Smart Money Flow Index 17,181.30 -6.76%
  • ICI Money Mkt Mutual Fund Assets $2.825 Trillion +.18%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$17.122 Billion
  • AAII % Bulls 31.9 -3.9%
  • AAII % Bears 35.3 +24.0%
Futures Spot Prices
  • CRB Index 195.36 +.07%
  • Crude Oil 64.93 +.95%
  • Reformulated Gasoline 201.79 +.50%
  • Natural Gas 2.73 +4.16%
  • Heating Oil 202.84 +1.97%
  • Gold 1,323.90 -.47%
  • Bloomberg Base Metals Index 200.94 -.64%
  • Copper 303.20 +.30%
  • US No. 1 Heavy Melt Scrap Steel 338.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 64.41 USD/Metric Tonne +1.92%
  • Lumber 517.0 +6.76%
  • UBS-Bloomberg Agriculture 1,031.47 +.27%
Economy
  • Atlanta Fed GDPNow Forecast +2.4% +60.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 5.2% -30.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2321 -2.3% 
  • US Economic Policy Uncertainty Index 14.21 -72.38%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 160.99 +.16%
  • Citi US Economic Surprise Index 49.80 +3.5 points
  • Citi Eurozone Economic Surprise Index -56.8 +.9 point
  • Citi Emerging Markets Economic Surprise Index 31.80 -3.6 points
  • Fed Fund Futures imply 74.3% chance of no change, 25.7% chance of 25 basis point hike on 5/2
  • US Dollar Index 90.05 +.26%
  • MSCI Emerging Markets Currency Index 1,722.06 +.26%
  • Bitcoin/USD 7,439.28 -13.4%
  • Euro/Yen Carry Return Index 136.48 +1.20%
  • Yield Curve 57.25 -9.25 basis points
  • 10-Year US Treasury Yield 2.74% -9.0 basis points
  • Federal Reserve's Balance Sheet $4.361 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 23.04 -1.2%
  • Illinois Municipal Debt Credit Default Swap 261.29 +2.79%
  • Italian/German 10Y Yld Spread 129.0 -16.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.25 +2.11%
  • Emerging Markets Sovereign Debt CDS Index 34.64 +25.8%
  • Israel Sovereign Debt Credit Default Swap 53.73 +7.07%
  • South Korea Sovereign Debt Credit Default Swap 51.66 -.95%
  • Russia Sovereign Debt Credit Default Swap 123.49 +2.09%
  • iBoxx Offshore RMB China Corporate High Yield Index 148.62 +.05%
  • 10-Year TIPS Spread 2.06% -2.0 basis points
  • TED Spread 60.75 +20.0 basis points
  • 2-Year Swap Spread 30.75 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.50 +3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 65.86 +2.81%
  • America Energy Sector High-Yield Credit Default Swap Index 448.0 +3.27%
  • European Financial Sector Credit Default Swap Index 66.19 +1.6%
  • Emerging Markets Credit Default Swap Index 137.46 -4.85%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 170.0 +2.0 basis points
  • M1 Money Supply $3.688 Trillion n/a
  • Commercial Paper Outstanding 1,061.50 -.40%
  • 4-Week Moving Average of Jobless Claims 224,500 +3,000
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 4.44% -1.0 basis point
  • Weekly Mortgage Applications 401.30 +4.78%
  • Bloomberg Consumer Comfort 56.8 unch.
  • Weekly Retail Sales +3.20% +20.0 basis points
  • Nationwide Gas $2.65/gallon +.06/gallon
  • Baltic Dry Index 1,080.0 -3.31%
  • China (Export) Containerized Freight Index 788.74 -2.59%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 +28.6%
  • Rail Freight Carloads 260,765 -4.83%
Best Performing Style
  • Mid-Cap Value +.4%
Worst Performing Style
  • Small-Cap Growth -.9%
Leading Sectors
  • Paper +2.4%
  • Retail +2.3%
  • Gold & Silver +1.9%
  • Defense +1.8%
  • REITs +1.8%
Lagging Sectors
  • Shipping -2.6% 
  • Internet -2.8%
  • Semis -3.0%
  • Disk Drives -3.0%
  • Social Media -3.1%
Weekly High-Volume Stock Gainers (11)
  • FINL, LE, GES, RH, USG, HOME, RSPP, SHPG, MGPI, LHO and SGH
Weekly High-Volume Stock Losers (12)
  • RHT, MIK, SCOR, ANAB, CXO, FDS, BDC, EVR, BHVN, ABBV, MLHR and MGNX
Weekly Charts
ETFs
Stocks
*5-Day Change

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