Friday, April 13, 2018

Weekly Scoreboard*

S&P 500 2,656.30 +1.99*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,360.14 +1.79%
  • NASDAQ 7,106.65 +2.77%
  • Russell 2000 1,549.50 +2.39%
  • S&P 500 High Beta 42.58 +2.53%
  • Goldman 50 Most Shorted 143.53 +2.25%
  • Wilshire 5000 27,544.31 +1.97%
  • Russell 1000 Growth 1,374.08 +2.10%
  • Russell 1000 Value 1,187.03 +1.75%
  • S&P 500 Consumer Staples 541.50 +.24%
  • Vanda Cyclicals-Defensives 1.6070 +1.63%
  • NYSE Technology 1,811.16 +3.59%
  • Transports 10,369.49 +2.20%
  • Utilities 682.78 -1.27%
  • Bloomberg European Bank/Financial Services 95.47 +1.35%
  • MSCI Emerging Markets 47.64 +.57%
  • HFRX Equity Hedge 1,292.42 +1.05%
  • HFRX Equity Market Neutral 1,019.75 +.52%
Sentiment/Internals
  • NYSE Cumulative A/D Line 314,629 unch.
  • Bloomberg New Highs-Lows Index 43 -16
  • Bloomberg Crude Oil % Bulls 52.94 +32.35%
  • CFTC Oil Net Speculative Position 699,545 -2.27%
  • CFTC Oil Total Open Interest 2,547,337 +1.34%
  • Total Put/Call .94 -4.95%
  • OEX Put/Call 1.45 +21.0%
  • ISE Sentiment 90.0 -32.23%
  • NYSE Arms 1.07 -69.36%
  • Volatility(VIX) 17.66 -18.43%
  • S&P 500 Implied Correlation 45.05 -13.28%
  • G7 Currency Volatility (VXY) 7.04 -2.63% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.32 +1.09%
  • Smart Money Flow Index 17,118.26 -3.7%
  • ICI Money Mkt Mutual Fund Assets $2.827 Trillion -.19%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$6.018 Billion
  • AAII % Bulls 26.1 -18.2%
  • AAII % Bears 42.8 +16.7%
Futures Spot Prices
  • CRB Index 199.70 +3.89%
  • Crude Oil 67.25 +8.85%
  • Reformulated Gasoline 206.14 +5.83%
  • Natural Gas 2.74 +1.74%
  • Heating Oil 209.70 +7.37%
  • Gold 1,347.10 +.91%
  • Bloomberg Base Metals Index 209.23 +5.19%
  • Copper 306.35 +1.05%
  • US No. 1 Heavy Melt Scrap Steel 338.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 65.15 USD/Metric Tonne +1.72%
  • Lumber 529.50 -1.61%
  • UBS-Bloomberg Agriculture 1,030.92 -.08%
Economy
  • Atlanta Fed GDPNow Forecast +2.0% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.9% -60.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1052 +12.0% 
  • US Economic Policy Uncertainty Index 30.84 -79.55%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 161.65 +.20%
  • Citi US Economic Surprise Index 25.20 -10.7 points
  • Citi Eurozone Economic Surprise Index -88.9 -9.7 points
  • Citi Emerging Markets Economic Surprise Index 7.80 -14.6 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 89.77 -.37%
  • MSCI Emerging Markets Currency Index 1,716.66 -.10%
  • Bitcoin/USD 8,108.61 +22.3%
  • Euro/Yen Carry Return Index 138.02 +.95%
  • Yield Curve 46.25 -4.5 basis points
  • 10-Year US Treasury Yield 2.82% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.343 Trillion -.05%
  • U.S. Sovereign Debt Credit Default Swap 22.79 -6.46%
  • Illinois Municipal Debt Credit Default Swap 261.37 +.01%
  • Italian/German 10Y Yld Spread 128.5 -.25 basis point
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.44 -.92%
  • Emerging Markets Sovereign Debt CDS Index 43.8 +32.68%
  • Israel Sovereign Debt Credit Default Swap 56.56 +9.33%
  • South Korea Sovereign Debt Credit Default Swap 48.97 -5.03%
  • Russia Sovereign Debt Credit Default Swap 143.29 +15.72%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.22 +.37%
  • 10-Year TIPS Spread 2.14% +6.0 basis points
  • TED Spread 59.75 -2.25 basis points
  • 2-Year Swap Spread 31.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 61.18 -4.72%
  • America Energy Sector High-Yield Credit Default Swap Index 431.0 -5.94%
  • European Financial Sector Credit Default Swap Index 57.61 -8.23%
  • Emerging Markets Credit Default Swap Index 139.55 +1.19%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 174.0 +2.0 basis points
  • M1 Money Supply $3.641 Trillion -.21%
  • Commercial Paper Outstanding 1,057.80 +1.0%
  • 4-Week Moving Average of Jobless Claims 230,000 +1,750
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 4.42% +2.0 basis points
  • Weekly Mortgage Applications 380.60 -1.93%
  • Bloomberg Consumer Comfort 58.0 +.8 point
  • Weekly Retail Sales +3.40% -10.0 basis points
  • Nationwide Gas $2.70/gallon +.04/gallon
  • Baltic Dry Index 993.0 +4.75%
  • China (Export) Containerized Freight Index 748.16 -1.25%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 263,007 -2.33%
Best Performing Style
  • Small-Cap Growth +3.0%
Worst Performing Style
  • Mid-Cap Value +1.3%
Leading Sectors
  • Oil Service +11.2%
  • Energy +6.2%
  • Semis +5.7%
  • Disk Drives +5.7%
  • Computer Hardware +5.3%
Lagging Sectors
  • Paper -.2% 
  • Utilities -.8%
  • REITs -1.0%
  • Airlines -1.6%
  • Homebuilders -3.9%
Weekly High-Volume Stock Gainers (13)
  • AVXS, PAY, SPPI, RGNX, CLVS, PCRX, CBAY, SAGE, SELB, SEND, CDXS, MPMQ and GRA
Weekly High-Volume Stock Losers (6)
  • QNST, APOG, CARG, ACAD, INCY and BBBY
Weekly Charts
ETFs
Stocks
*5-Day Change

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