Friday, April 27, 2018

Weekly Scoreboard*

S&P 500 2,669.91 -.01%*





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,311.10 -.62%
  • NASDAQ 7,119.80 -.37%
  • Russell 2000 1,556.24 -.5%
  • S&P 500 High Beta 42.51 -1.07%
  • Goldman 50 Most Shorted 143.06 +.22%
  • Wilshire 5000 27,677.30 -.15%
  • Russell 1000 Growth 1,379.88 -.21%
  • Russell 1000 Value 1,194.41 +.07%
  • S&P 500 Consumer Staples 520.27 +.46%
  • Vanda Cyclicals-Defensives 1.6098 -1.41%
  • NYSE Technology 1,787.42 -1.05%
  • Transports 10,549.40 -.28%
  • Utilities 708.68 +2.54%
  • Bloomberg European Bank/Financial Services 96.50 -.41%
  • MSCI Emerging Markets 47.17 +.28%
  • HFRX Equity Hedge 1,283.60 -.68%
  • HFRX Equity Market Neutral 1,013.70 -.26%
Sentiment/Internals
  • NYSE Cumulative A/D Line 315,113 -.35%
  • Bloomberg New Highs-Lows Index -49 +48
  • Bloomberg Crude Oil % Bulls 48.6 -17.6%
  • CFTC Oil Net Speculative Position 728,131 +2.98%
  • CFTC Oil Total Open Interest 2,596,578 +4.7%
  • Total Put/Call .86 -10.2%
  • OEX Put/Call .21 -78.57%
  • ISE Sentiment 96.0 +16.47%
  • NYSE Arms .99 -4.76%
  • Volatility(VIX) 15.49 -7.82%
  • S&P 500 Implied Correlation 42.07 +6.18%
  • G7 Currency Volatility (VXY) 7.19 +.14% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.33 +1.96%
  • Smart Money Flow Index 16,565.57 -2.19%
  • ICI Money Mkt Mutual Fund Assets $2.792 Trillion -.05%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.416 Billion
  • AAII % Bulls 36.9 -2.3%
  • AAII % Bears 25.6 -12.6%
Futures Spot Prices
  • CRB Index 201.39 -.26%
  • Crude Oil 68.04 -.4%
  • Reformulated Gasoline 212.0 +1.69%
  • Natural Gas 2.77 +1.06%
  • Heating Oil 214.69 +1.48%
  • Gold 1,325.20 -.87%
  • Bloomberg Base Metals Index 207.14 -4.21%
  • Copper 305.30 -2.84%
  • US No. 1 Heavy Melt Scrap Steel 353.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 65.54 USD/Metric Tonne -1.87%
  • Lumber 571.30 +4.0%
  • UBS-Bloomberg Agriculture 1,026.58 +.91%
Economy
  • Atlanta Fed GDPNow Forecast +2.0% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 3.5% +10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2760 -.54% 
  • US Economic Policy Uncertainty Index 15.58 -78.61%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 162.90 +.43%
  • Citi US Economic Surprise Index 46.0 +16.8 points
  • Citi Eurozone Economic Surprise Index -83.40 +6.5 points
  • Citi Emerging Markets Economic Surprise Index 8.70 +2.6 points
  • Fed Fund Futures imply 65.8% chance of no change, 34.2% chance of 25 basis point hike on 5/2
  • US Dollar Index 91.54 +1.42%
  • MSCI Emerging Markets Currency Index 1,692.30 -1.12%
  • Bitcoin/USD 9,191.20 +8.24%
  • Euro/Yen Carry Return Index 137.60 -.11%
  • Yield Curve 47.75 -2.75 basis points
  • 10-Year US Treasury Yield 2.96% unch.
  • Federal Reserve's Balance Sheet $4.333 Trillion -.29%
  • U.S. Sovereign Debt Credit Default Swap 23.66 -1.81%
  • Illinois Municipal Debt Credit Default Swap 242.12 -7.38%
  • Italian/German 10Y Yld Spread 117.0 -1.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.94 -.13%
  • Emerging Markets Sovereign Debt CDS Index 40.49 -6.88%
  • Israel Sovereign Debt Credit Default Swap 55.33 -.09%
  • South Korea Sovereign Debt Credit Default Swap 44.59 -7.27%
  • Russia Sovereign Debt Credit Default Swap 129.41 -4.66%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.44 +.20%
  • 10-Year TIPS Spread 2.17% +3.0 basis points
  • TED Spread 55.5 -.5 basis point
  • 2-Year Swap Spread 25.0 -3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 -1.0 basis points
  • N. America Investment Grade Credit Default Swap Index 60.56 +.23%
  • America Energy Sector High-Yield Credit Default Swap Index 405.0 -2.25%
  • European Financial Sector Credit Default Swap Index 56.40 -1.22%
  • Emerging Markets Credit Default Swap Index 140.16 +.17%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 177.0 +2.0 basis points
  • M1 Money Supply $3.643 Trillion -.21%
  • Commercial Paper Outstanding 1,056.40 -.8%
  • 4-Week Moving Average of Jobless Claims 229,250 -750
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 4.58% +11.0 basis points
  • Weekly Mortgage Applications 398.50 -.23%
  • Bloomberg Consumer Comfort 57.50 -.6 point
  • Weekly Retail Sales +2.8% -20.0 basis points
  • Nationwide Gas $2.80/gallon +.05/gallon
  • Baltic Dry Index 1,375.0 +7.34%
  • China (Export) Containerized Freight Index 744.06 -.84%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 274,873 -.44%
Best Performing Style
  • Mid-Cap Value +.3%
Worst Performing Style
  • Small-Cap Growth -1.0%
Leading Sectors
  • Homebuilders +4.8%
  • Retail +4.0%
  • REITs +3.0%
  • Utilities +2.4%
  • Oil Service +1.9%
Lagging Sectors
  • Industrials -3.3% 
  • Defense 3.6%
  • Robotics -4.1%
  • Gaming -5.8%
  • Coal -6.3%
Weekly High-Volume Stock Gainers (12)
  • CMG, FFKT, SC, DRNA, HSII, SJW, ELOX, SANM, VVC, WAB, BOX and CNNE
Weekly High-Volume Stock Losers (25)
  • CAT, MAS, JOE, SWK, CVNA, IRBT, GPK, CR, TER, MAN, ARCH, TREE, MRCY, FCX, LMAT, LKQ, HF, AXE, SPB, CASA, ABCD, MGLN, AKRX, SKX and CLW
Weekly Charts
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*5-Day Change

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