Friday, June 15, 2018

Weekly Scoreboard*

S&P 500 2,779.66 +.02%















   
The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,090.45 -.89%
  • NASDAQ 7,746.38 +1.32%
  • Russell 2000 1,683.91 +.68%
  • S&P 500 High Beta 45.20 -.07%
  • Goldman 50 Most Shorted 164.04 +3.13%
  • Wilshire 5000 28,967.10 +.11%
  • Russell 1000 Growth 1,482.24 +.69%
  • Russell 1000 Value 1,207.29 -.69%
  • S&P 500 Consumer Staples 530.12 +1.93%
  • Vanda Cyclicals-Defensives 1.6963 -.09%
  • NYSE Technology 1,977.44 +1.47%
  • Transports 11,073.90 +1.24%
  • Utilities 678.31 +2.16%
  • Bloomberg European Bank/Financial Services 88.95 +.05%
  • MSCI Emerging Markets 45.53 -1.95%
  • HFRX Equity Hedge 1,291.67 -.20%
  • HFRX Equity Market Neutral 1,010.73 -.31%
Sentiment/Internals
  • NYSE Cumulative A/D Line 324,365 -.23%
  • Bloomberg New Highs-Lows Index 56 +150
  • Bloomberg Crude Oil % Bulls 25.0 -18.19%
  • CFTC Oil Net Speculative Position 583,576 -3.99%
  • CFTC Oil Total Open Interest 2,546,827 -2.83%
  • Total Put/Call .93 -1.06%
  • OEX Put/Call .39 -47.30%
  • ISE Sentiment 112.0 -11.11%
  • NYSE Arms 1.16 +70.59%
  • Volatility(VIX) 11.98 -1.64%
  • S&P 500 Implied Correlation 34.67 +2.21%
  • G7 Currency Volatility (VXY) 7.39 -2.38% 
  • Emerging Markets Currency Volatility (EM-VXY) 9.83 +2.50%
  • Smart Money Flow Index 15,924.02 -.57%
  • ICI Money Mkt Mutual Fund Assets $2.855 Trillion -.79%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.531 Billion
  • AAII % Bulls 44.8 +15.0%
  • AAII % Bears 21.7 -18.8%
Futures Spot Prices
  • CRB Index 196.24 -1.90%
  • Crude Oil 65.06 -.76%
  • Reformulated Gasoline 202.32 -4.17%
  • Natural Gas 3.02 +4.02%
  • Heating Oil 208.70 -3.47%
  • Gold 1,278.50 -1.92%
  • Bloomberg Base Metals Index 213.59 -1.45%
  • Copper 314.45 -4.70%
  • US No. 1 Heavy Melt Scrap Steel 338.60 USD/Metric Tonne -.51%
  • China Iron Ore Spot 65.86 USD/Metric Tonne +1.51%
  • Lumber 558.20 -5.31%
  • UBS-Bloomberg Agriculture 985.83 -3.05%
Economy
  • Atlanta Fed GDPNow Forecast +4.8% +20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 2.7% +10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0419 +6.08% 
  • US Economic Policy Uncertainty Index 94.74 -47.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 166.94 +.04%
  • Citi US Economic Surprise Index 15.10 +4.9 points
  • Citi Eurozone Economic Surprise Index -97.20 +2.9 points
  • Citi Emerging Markets Economic Surprise Index -27.10 -12.2 points
  • Fed Fund Futures imply 83.5% chance of no change, 16.5% chance of 25 basis point hike on 8/1
  • US Dollar Index 94.78 +1.33%
  • MSCI Emerging Markets Currency Index 1,666.01 -.04%
  • Bitcoin/USD 6,548.34 -14.3%
  • Euro/Yen Carry Return Index 133.60 -.40%
  • Yield Curve 37.25 -7.75 basis points
  • 10-Year US Treasury Yield 2.92% -3.0 basis points
  • Federal Reserve's Balance Sheet $4.285 Trillion +.13%
  • U.S. Sovereign Debt Credit Default Swap 20.12 -.15%
  • Illinois Municipal Debt Credit Default Swap 212.70 -.04%
  • Italian/German 10Y Yld Spread 220.75 -9.5 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.96 -1.74%
  • Emerging Markets Sovereign Debt CDS Index 78.41 +18.35%
  • Israel Sovereign Debt Credit Default Swap 70.21 +3.23%
  • South Korea Sovereign Debt Credit Default Swap 43.76 +.60%
  • Russia Sovereign Debt Credit Default Swap 144.84 +6.69%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.86 +.05%
  • 10-Year TIPS Spread 2.13% unch.
  • TED Spread 41.75 -.25 basis point
  • 2-Year Swap Spread 26.5 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +9.25 basis points
  • N. America Investment Grade Credit Default Swap Index 61.66 -7.76%
  • America Energy Sector High-Yield Credit Default Swap Index 382.0 +1.6%
  • European Financial Sector Credit Default Swap Index 76.64 -13.94%
  • Emerging Markets Credit Default Swap Index 186.50 +7.07%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.714 Trillion +1.28%
  • Commercial Paper Outstanding 1,109.1 +1.0%
  • 4-Week Moving Average of Jobless Claims 224,250 1,250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.62% +8.0 basis points
  • Weekly Mortgage Applications 365.30 -1.48%
  • Bloomberg Consumer Comfort 55.80 +1.0 point
  • Weekly Retail Sales +4.30% +20.0 basis points
  • Nationwide Gas $2.90/gallon -.03/gallon
  • Baltic Dry Index 1,433.0 +3.02%
  • China (Export) Containerized Freight Index 814.83 +2.28%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 289,420 +12.36%
Best Performing Style
  • Small-Cap Growth +1.8%
Worst Performing Style
  • Large-Cap Value -.7%
Leading Sectors
  • Internet +3.4%
  • Healthcare Providers +2.8%
  • Networking +2.5%
  • Utilities +1.8%
  • Disk Drives +1.2%
Lagging Sectors
  • Steel -2.9% 
  • Papers -3.2%
  • Energy -3.4%
  • Homebuilding -3.5%
  • Oil Service -3.8%
Weekly High-Volume Stock Gainers (16)
  • ZUO, VKTX, CBLK, SCHN, DBX, NAV, MSGN, AVT, CAKE, APPN, LGF/B, DISCA, BRKS, FIZZ, HOG and ATNX
Weekly High-Volume Stock Losers (14)
  • BPMP, FTI, ENBL, CEQP, AI, COHR, TSRO, CISN, MIK, STLD, NAVI, EPZM, HCC and GBT
Weekly Charts
ETFs
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*5-Day Change

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