Friday, July 27, 2018

Weekly Scoreboard*

S&P 500 2,817.46 +.39%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,444.44 +1.40%
  • NASDAQ 7,734.37 -1.24%
  • Russell 2000 1,664.91 -2.03%
  • S&P 500 High Beta 44.24 +.18%
  • Goldman 50 Most Shorted 162.57 -3.46%
  • Wilshire 5000 29,240.70 +.06%
  • Russell 1000 Growth 1,492.62 -.85%
  • Russell 1000 Value 1,225.42 +1.15%
  • S&P 500 Consumer Staples 547.44 +.86%
  • Vanda Cyclicals-Defensives 1.6383 +.03%
  • NYSE Technology 1,907.55 -1.66%
  • Transports 10,953.0 +1.85%
  • Utilities 719.27 +.72%
  • Bloomberg European Bank/Financial Services 90.29 +3.90%
  • MSCI Emerging Markets 44.64 +1.79%
  • HFRX Equity Hedge 1,292.28 +.33%
  • HFRX Equity Market Neutral 1,013.22 +.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 328,867 +.20%
  • Bloomberg New Highs-Lows Index 147 +171
  • Bloomberg Crude Oil % Bulls 74.19 +162.99%
  • CFTC Oil Net Speculative Position 631,294 -3.54%
  • CFTC Oil Total Open Interest 2,440,486 -2.35%
  • Total Put/Call 1.04 +6.19%
  • OEX Put/Call .46 -31.52%
  • ISE Sentiment 101.0 -5.62%
  • NYSE Arms .68 -29.13%
  • Volatility(VIX) 13.72 +7.93%
  • S&P 500 Implied Correlation 31.30 +1.21%
  • G7 Currency Volatility (VXY) 7.28 -2.15% 
  • Emerging Markets Currency Volatility (EM-VXY) 10.02 -1.18%
  • Smart Money Flow Index 16,356.07 +1.51%
  • ICI Money Mkt Mutual Fund Assets $2.843 Trillion -.11%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$1.297 Billion
  • AAII % Bulls 31.5 -9.1%
  • AAII % Bears 26.9 +7.9%
Futures Spot Prices
  • CRB Index 194.16 +.74%
  • Crude Oil 68.72 -2.53%
  • Reformulated Gasoline 216.11 +4.85%
  • Natural Gas 2.82 +1.56%
  • Heating Oil 215.68 +2.62%
  • Gold 1,222.70 -.70%
  • Bloomberg Base Metals Index 189.0 +1.24%
  • Copper 279.65 +1.56%
  • US No. 1 Heavy Melt Scrap Steel 341.67 USD/Metric Tonne unch.
  • China Iron Ore Spot 66.89 USD/Metric Tonne +2.67%
  • Lumber 463.30 -4.87%
  • UBS-Bloomberg Agriculture 945.46 +1.09%
Economy
  • Atlanta Fed GDPNow Forecast +3.8% -70.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate .8% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1977 -7.0% 
  • US Economic Policy Uncertainty Index 35.76 -76.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 169.74 +.49%
  • Citi US Economic Surprise Index -5.1 -5.0 points
  • Citi Eurozone Economic Surprise Index -31.80 +5.0 points
  • Citi Emerging Markets Economic Surprise Index -.7 -.6 point
  • Fed Fund Futures imply 98.8% chance of no change, 1.3% chance of 25 basis point hike on 8/1
  • US Dollar Index 94.70 +.21%
  • MSCI Emerging Markets Currency Index 1,626.63 +.60%
  • Bitcoin/USD 8,176.72 +11.24%
  • Euro/Yen Carry Return Index 134.58 -.97%
  • Yield Curve 28.75 -1.25 basis points
  • 10-Year US Treasury Yield 2.96% +7.0 basis points
  • Federal Reserve's Balance Sheet $4.238 Trillion -.33%
  • U.S. Sovereign Debt Credit Default Swap 24.0 -.37%
  • Illinois Municipal Debt Credit Default Swap 186.71 -5.83%
  • Italian/German 10Y Yld Spread 234.0 +12.0 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.97 -7.31%
  • Emerging Markets Sovereign Debt CDS Index 71.71 -2.1%
  • Israel Sovereign Debt Credit Default Swap 67.40 -4.19%
  • South Korea Sovereign Debt Credit Default Swap 39.77 -8.6%
  • Russia Sovereign Debt Credit Default Swap 132.70 -1.47%
  • iBoxx Offshore RMB China Corporate High Yield Index 149.54 +1.34%
  • 10-Year TIPS Spread 2.12% unch.
  • TED Spread 35.25 -2.5 basis points
  • 2-Year Swap Spread 20.0 -3.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.75 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 58.48 -4.85%
  • America Energy Sector High-Yield Credit Default Swap Index 364.0 -3.67%
  • European Financial Sector Credit Default Swap Index 73.93 -8.88%
  • Emerging Markets Credit Default Swap Index 163.64 -5.85%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.670 Trillion +.06%
  • Commercial Paper Outstanding 1,068.30 +.6%
  • 4-Week Moving Average of Jobless Claims 218,000 -2,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.54% +2.0 basis points
  • Weekly Mortgage Applications 362.40 -.25%
  • Bloomberg Consumer Comfort 59.0 +.2 point
  • Weekly Retail Sales +3.50% +20.0 basis points
  • Nationwide Gas $2.86/gallon +.01/gallon
  • Baltic Dry Index 1,708.0 +1.13%
  • China (Export) Containerized Freight Index 820.79 -1.28%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +14.29%
  • Rail Freight Carloads 287,686 -.06%
Best Performing Style
  • Large-Cap Value +1.2%
Worst Performing Style
  • Small-Cap Growth -2.8%
Leading Sectors
  • Steel +6.9%
  • Energy +3.4%
  • Airlines +2.5%
  • Road & Rail +2.3%
  • Drugs +2.2%
Lagging Sectors
  • Computer Hardware -2.9% 
  • Disk Drives -3.0%
  • Gold & Silver -3.3%
  • Homebuilding -4.8%
  • Social Media -6.0%
Weekly High-Volume Stock Gainers (11)
  • INT, HF, CIR, ZBH, B, VIAB, SKYW, CVA, DLR, FTI and AFL
Weekly High-Volume Stock Losers (42)
  • BAX, PHM, TAL, SGMO, LAD, PZZA, CCS, FSLR, VTR, TACO, RTRX, CRI, EQT, GV, FLXN,UNFI, Z, QLYS, DXCM, EA, LXRX, EDIT, TPH, IRTC, NCR, PFPT, WDC, UIS, BZH, DRQ, DDD, SNBR, COLM, AXGN, ENTA, IMPV, ENVA, VIRT, TWTR, MGLN, CLUB and LOGM
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