Friday, August 10, 2018

Weekly Scoreboard*

S&P 500 2,830.09 -.43%





















The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,237.80 -.43%
  • NASDAQ 7,823.94 +.24%
  • Russell 2000 1,688.39 +.86%
  • S&P 500 High Beta 43.86 -.91%
  • Goldman 50 Most Shorted 172.99 +5.91%
  • Wilshire 5000 29,401.70 -.17%
  • Russell 1000 Growth 1,507.87 +.08%
  • Russell 1000 Value 1,226.32 -.71%
  • S&P 500 Consumer Staples 545.22 -2.0%
  • Vanda Cyclicals-Defensives 1.6398 +1.09%
  • NYSE Technology 1,891.73 -.68%
  • Transports 11,070.90 -.16%
  • Utilities 725.50 -.45%
  • Bloomberg European Bank/Financial Services 87.63 -2.17%
  • MSCI Emerging Markets 43.38 -1.33%
  • HFRX Equity Hedge 1,280.60 -.05%
  • HFRX Equity Market Neutral 1,004.27 +.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 329,619 +.39%
  • Bloomberg New Highs-Lows Index 74 +181
  • Bloomberg Crude Oil % Bulls 25.0 -33.3%
  • CFTC Oil Net Speculative Position 613,400 +.48%
  • CFTC Oil Total Open Interest 2,349,169 -.50%
  • Total Put/Call 1.20 +33.3%
  • OEX Put/Call .39 -73.65%
  • ISE Sentiment 89.0 -34.1%
  • NYSE Arms 1.57 +116.43%
  • Volatility(VIX) 13.40 +15.03%
  • S&P 500 Implied Correlation 32.96 +7.05%
  • G7 Currency Volatility (VXY) 8.01 +8.83% 
  • Emerging Markets Currency Volatility (EM-VXY) 12.16 +6.71%
  • Smart Money Flow Index 16,233.99 +.55%
  • ICI Money Mkt Mutual Fund Assets $2.864 Trillion +.46%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.130 Billion
  • AAII % Bulls 36.4 +24.9%
  • AAII % Bears 31.0 -3.3%
Futures Spot Prices
  • CRB Index 191.73 -.61%
  • Crude Oil 67.59 -1.47%
  • Reformulated Gasoline 203.44 -1.22%
  • Natural Gas 2.94 +2.84%
  • Heating Oil 214.02 +.44%
  • Gold 1,215.10 -.07%
  • Bloomberg Base Metals Index 186.02 -.39%
  • Copper 274.0 -.25%
  • US No. 1 Heavy Melt Scrap Steel 341.67 USD/Metric Tonne unch.
  • China Iron Ore Spot 69.40 USD/Metric Tonne +2.13%
  • Lumber 413.80 -2.98%
  • UBS-Bloomberg Agriculture 932.66 -1.97%
Economy
  • Atlanta Fed GDPNow Forecast +4.3% -10.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate .6% -40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0471 +6.3%
  • US Economic Policy Uncertainty Index 96.0 -32.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.18 +.25%
  • Citi US Economic Surprise Index -11.90 +3.1 points
  • Citi Eurozone Economic Surprise Index -32.90 -1.4 points
  • Citi Emerging Markets Economic Surprise Index -2.7 +.4 point
  • Fed Fund Futures imply 10.0% chance of no change, 90.0% chance of 25 basis point hike on 9/26
  • US Dollar Index 96.45 +1.16%
  • MSCI Emerging Markets Currency Index 1,616.32 -.15%
  • Bitcoin/USD 6,410.29 -13.1%
  • Euro/Yen Carry Return Index 131.17 -1.98%
  • Yield Curve 26.25 -4.75 basis points
  • 10-Year US Treasury Yield 2.86% -9.0 basis points
  • Federal Reserve's Balance Sheet $4.219 Trillion +.06%
  • U.S. Sovereign Debt Credit Default Swap 19.49 -5.65%
  • Illinois Municipal Debt Credit Default Swap 201.62 +3.54%
  • Italian/German 10Y Yld Spread 267.75 +15.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.47 -3.01%
  • Emerging Markets Sovereign Debt CDS Index 105.47 +34.34%
  • Israel Sovereign Debt Credit Default Swap 69.85 +1.82%
  • South Korea Sovereign Debt Credit Default Swap 42.02 -.4%
  • Russia Sovereign Debt Credit Default Swap 170.98 +24.82%
  • iBoxx Offshore RMB China Corporate High Yield Index 150.82 +.42%
  • 10-Year TIPS Spread 2.10% -2.0 basis points
  • TED Spread 30.25 -3.75 basis points
  • 2-Year Swap Spread 19.25 -3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.75 -5.25 basis points
  • N. America Investment Grade Credit Default Swap Index 61.03 +2.80%
  • America Energy Sector High-Yield Credit Default Swap Index 370.0 +1.66%
  • European Financial Sector Credit Default Swap Index 84.53 +7.89%
  • Emerging Markets Credit Default Swap Index 197.84 +16.67%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.670 Trillion +.02%
  • Commercial Paper Outstanding 1,072.10 +.5%
  • 4-Week Moving Average of Jobless Claims 214,250 -250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.59% -1.0 basis point
  • Weekly Mortgage Applications 342.50 -3.0%
  • Bloomberg Consumer Comfort 59.3 +.7 point
  • Weekly Retail Sales +4.20% +50.0 basis points
  • Nationwide Gas $2.87/gallon unch.
  • Baltic Dry Index 1,694.0 -4.46%
  • China (Export) Containerized Freight Index 823.77 +.32%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
  • Rail Freight Carloads 291,088 +1.1%
Best Performing Style
  • Small-Cap Growth +1.8%
Worst Performing Style
  • Large-Cap Value -.4%
Leading Sectors
  • Telecom +4.4%
  • Retail +2.7%
  • Internet +2.4%
  • Software +1.7%
  • Homebuilding +1.7%
Lagging Sectors
  • Oil Service -1.6% 
  • Gold and Silver -2.7%
  • Foods -3.1%
  • Steel -5.0%
  • Tobacco -5.4%
Weekly High-Volume Stock Gainers (30)
  • TTD, OSTK, WOW, OLED, CDNA, RUTH, DDD, BXC, PLNT, IONS, APPN, AAOI, ANGI, IAC, ETSY, MPAA, YELP, EPAY, ROKU, HDP, ACXM, PCTY, TISI, ALTR, CBAY, AGS, MTCH, W, SGRY and VRS
Weekly High-Volume Stock Losers (15)
  • ZG, Z, RLGY, SCHN, CY, NEO, OMI, PBYI, GSKY, LJPC, PTLA, RUN, FOSL, OMER and RDFN
Weekly Charts
ETFs
Stocks
*5-Day Change

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