Friday, April 06, 2018

Weekly Scoreboard*


S&P 500 2,604.47 -1.38*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,932.76 -.71%
  • NASDAQ 6,915.11 -2.1%
  • Russell 2000 1,513.29 -1.06%
  • S&P 500 High Beta 41.53 -2.28%
  • Goldman 50 Most Shorted 140.37 -.01%
  • Wilshire 5000 27,011.29 -1.36%
  • Russell 1000 Growth 1,345.87 -1.55%
  • Russell 1000 Value 1,166.66 -1.21%
  • S&P 500 Consumer Staples 540.22 -.28%
  • Vanda Cyclicals-Defensives 1.5813 +.47%
  • NYSE Technology 1,748.38 -2.84%
  • Transports 10,146.37 -2.41%
  • Utilities 691.59 -.15%
  • Bloomberg European Bank/Financial Services 94.20 +.1%
  • MSCI Emerging Markets 47.29 -.89%
  • HFRX Equity Hedge 1,284.64 -.08%
  • HFRX Equity Market Neutral 1,011.96 +.02%
Sentiment/Internals
  • NYSE Cumulative A/D Line 314,623 +.67%
  • Bloomberg New Highs-Lows Index 59 +282
  • Bloomberg Crude Oil % Bulls 40.0 +66.7%
  • CFTC Oil Net Speculative Position 715,770 +1.71%
  • CFTC Oil Total Open Interest 2,513,575 +5.1%
  • Total Put/Call 1.02 unch.
  • OEX Put/Call 1.04 +506.90%
  • ISE Sentiment 77.0 n/a
  • NYSE Arms 2.25 +156.50%
  • Volatility(VIX) 22.23 +9.87%
  • S&P 500 Implied Correlation 50.34 +2.83%
  • G7 Currency Volatility (VXY) 7.23 -5.37% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.23 +3.26%
  • Smart Money Flow Index 17,775.35 +2.58%
  • ICI Money Mkt Mutual Fund Assets $2.832 Trillion +.11%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$12.554 Billion
  • AAII % Bulls 31.9 unch.
  • AAII % Bears 36.6 +3.7%
Futures Spot Prices
  • CRB Index 192.25 -1.59%
  • Crude Oil 61.94 -4.58%
  • Reformulated Gasoline 194.72 -3.44%
  • Natural Gas 2.70 -1.21%
  • Heating Oil 195.45 -3.24%
  • Gold 1,336.20 +.77%
  • Bloomberg Base Metals Index 198.90 -1.02%
  • Copper 304.05 +.55%
  • US No. 1 Heavy Melt Scrap Steel 338.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 63.09 USD/Metric Tonne -1.42%
  • Lumber 534.60 +3.50%
  • UBS-Bloomberg Agriculture 1,030.51 +1.53%
Economy
  • Atlanta Fed GDPNow Forecast +2.3% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -70.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1865 -3.8% 
  • US Economic Policy Uncertainty Index 109.71 -7.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 161.32 +.20%
  • Citi US Economic Surprise Index 35.90 -13.9 points
  • Citi Eurozone Economic Surprise Index -79.2 -22.4 points
  • Citi Emerging Markets Economic Surprise Index 22.40 -9.4 points
  • Fed Fund Futures imply 72.2% chance of no change, 27.8% chance of 25 basis point hike on 5/2
  • US Dollar Index 90.15 +.06%
  • MSCI Emerging Markets Currency Index 1,724.11 +.03%
  • Bitcoin/USD 6,623.15 -3.49%
  • Euro/Yen Carry Return Index 136.74 +.20%
  • Yield Curve 50.75 -6.5 basis points
  • 10-Year US Treasury Yield 2.78% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.345 Trillion -.13%
  • U.S. Sovereign Debt Credit Default Swap 24.37 +4.48%
  • Illinois Municipal Debt Credit Default Swap 261.33 +.02%
  • Italian/German 10Y Yld Spread 128.75 -.25 basis point
  • Asia Pacific Sovereign Debt Credit Default Swap Index 13.12 -1.06%
  • Emerging Markets Sovereign Debt CDS Index 33.01 -4.54%
  • Israel Sovereign Debt Credit Default Swap 51.73 -1.73%
  • South Korea Sovereign Debt Credit Default Swap 50.48 -1.92%
  • Russia Sovereign Debt Credit Default Swap 123.83 +.56%
  • iBoxx Offshore RMB China Corporate High Yield Index 148.67 +.05%
  • 10-Year TIPS Spread 2.08% +2.0 basis points
  • TED Spread 62.0 +1.25 basis points
  • 2-Year Swap Spread 32.25 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 64.21 -1.90%
  • America Energy Sector High-Yield Credit Default Swap Index 455.0 +1.88%
  • European Financial Sector Credit Default Swap Index 62.84 -4.33%
  • Emerging Markets Credit Default Swap Index 138.17 +.28%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 172.0 +2.0 basis points
  • M1 Money Supply $3.648 Trillion +.03%
  • Commercial Paper Outstanding 1,047.80 -1.3%
  • 4-Week Moving Average of Jobless Claims 228,250 +3,750
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 4.40% -4.0 basis points
  • Weekly Mortgage Applications 388.10 -3.29%
  • Bloomberg Consumer Comfort 57.2 +.4 point
  • Weekly Retail Sales +3.50% +30.0 basis points
  • Nationwide Gas $2.66/gallon +.01/gallon
  • Baltic Dry Index 953.0 -11.76%
  • China (Export) Containerized Freight Index 757.66 -3.94%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.1%
  • Rail Freight Carloads 269,281 +3.27%
Best Performing Style
  • Small-Cap Value unch.
Worst Performing Style
  • Mid-Cap Growth -1.4%
Leading Sectors
  • Homebuilding +3.8%
  • Tobacco +2.9%
  • Papers +2.3%
  • Restaurants +2.1%
  • Telecom +1.4%
Lagging Sectors
  • Gaming -3.0% 
  • Social Media -3.2%
  • Road & Rail -3.2%
  • Semis -4.2%
  • Biotech-5.1%
Weekly High-Volume Stock Gainers (15)
  • ALNA, MNOV, ICPT, LHCG, LFIN, KEX, LEN, LNDC, CALM, GME, ACXM, ADUS, CNXN, TCAP and LW
Weekly High-Volume Stock Losers (9)
  • TITN, SWCH, ISCA, EEFT, CONN, SSNC, SNX, ALNY and CLDR
Weekly Charts
ETFs
Stocks
*5-Day Change




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