Friday, September 07, 2018

Weekly Scoreboard*

S&P 500 2,875.62 -.93%

























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,932.90 -.16%
  • NASDAQ 7,915.40 -2.08%
  • Russell 2000 1,711.21 -1.22%
  • S&P 500 High Beta 44.15 -2.47%
  • Goldman 50 Most Shorted 169.53 -2.96%
  • Wilshire 5000 29,856.40 -.97%
  • Russell 1000 Growth 1,538.43 -1.29%
  • Russell 1000 Value 1,241.04 -.60%
  • S&P 500 Consumer Staples 556.81 +1.03%
  • Vanda Cyclicals-Defensives 1.6305 -1.72%
  • NYSE Technology 1,864.57 -2.93%
  • Transports 11,359.0 +.47%
  • Utilities 733.18 +.56%
  • Bloomberg European Bank/Financial Services 83.71 -.41%
  • MSCI Emerging Markets 41.80 -3.45%
  • HFRX Equity Hedge 1,267.80 -.96%
  • HFRX Equity Market Neutral 1,002.90 -.48%
Sentiment/Internals
  • NYSE Cumulative A/D Line 332,107 -.58%
  • Bloomberg New Highs-Lows Index -186 -325
  • Bloomberg Crude Oil % Bulls 26.92 -48.85%
  • CFTC Oil Net Speculative Position 550,313 +2.14%
  • CFTC Oil Total Open Interest 2,240,977 +.23%
  • Total Put/Call 1.08 +2.91%
  • OEX Put/Call .60 -85.6%
  • ISE Sentiment 122.0 +42.2%
  • NYSE Arms .63 -61.45%
  • Volatility(VIX) 14.58 +9.61%
  • S&P 500 Implied Correlation 30.54 -4.95%
  • G7 Currency Volatility (VXY) 7.88 +2.47% 
  • Emerging Markets Currency Volatility (EM-VXY) 12.85 +2.64%
  • Smart Money Flow Index 16,400.73 +.34%
  • ICI Money Mkt Mutual Fund Assets $2.881 Trillion +.60%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$.495 Billion
  • AAII % Bulls 42.2 -2.9%
  • AAII % Bears 26.3 +7.8%
Futures Spot Prices
  • CRB Index 190.36 -1.26%
  • Crude Oil 67.71 -3.38%
  • Reformulated Gasoline 197.43 -1.80%
  • Natural Gas 2.78 -3.82%
  • Heating Oil 222.04 -1.17%
  • Gold 1,196.30 -.35%
  • Bloomberg Base Metals Index 179.59 -2.9%
  • Copper 262.30 -1.93%
  • US No. 1 Heavy Melt Scrap Steel 321.67 USD/Metric Tonne unch.
  • China Iron Ore Spot 68.05 USD/Metric Tonne +3.1%
  • Lumber 382.50 -10.32%
  • UBS-Bloomberg Agriculture 916.47 +1.33%
Economy
  • Atlanta Fed GDPNow Forecast +4.36% +28.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -.2% unch.
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0911 +1.0%
  • US Economic Policy Uncertainty Index 104.20 +1.41%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 172.61 +.19%
  • Citi US Economic Surprise Index -3.60 +14.1 points
  • Citi Eurozone Economic Surprise Index 3.90 -5.3 points
  • Citi Emerging Markets Economic Surprise Index -6.3 +.1 point
  • Fed Fund Futures imply 3.7% chance of no change, 96.3% chance of 25 basis point hike on 9/26
  • US Dollar Index 95.38 +.72%
  • MSCI Emerging Markets Currency Index 1,580.52 -.82%
  • Bitcoin/USD 6,417.68 -8.78%
  • Euro/Yen Carry Return Index 133.59 -.31%
  • Yield Curve 23.75 +2.25 basis points
  • 10-Year US Treasury Yield 2.94% +10.0 basis points
  • Federal Reserve's Balance Sheet $4.169 Trillion -.25%
  • U.S. Sovereign Debt Credit Default Swap 20.58 +.05%
  • Illinois Municipal Debt Credit Default Swap 189.90 -.02%
  • Italian/German 10Y Yld Spread 264.75 -26.25 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 12.50 +16.65%
  • Emerging Markets Sovereign Debt CDS Index 162.87 -6.69%
  • Israel Sovereign Debt Credit Default Swap 69.71 -1.43%
  • South Korea Sovereign Debt Credit Default Swap 39.80 -5.78%
  • Russia Sovereign Debt Credit Default Swap 178.35 +6.07%
  • iBoxx Offshore RMB China Corporate High Yield Index 151.42 +.04%
  • 10-Year TIPS Spread 2.11% +2.0 basis points
  • TED Spread 19.75 -2.5 basis points
  • 2-Year Swap Spread 19.0 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.25 +.75 basis point
  • N. America Investment Grade Credit Default Swap Index 59.91 -.5%
  • America Energy Sector High-Yield Credit Default Swap Index 419.0 +.91%
  • European Financial Sector Credit Default Swap Index 75.98 -10.47%
  • Emerging Markets Credit Default Swap Index 226.80 -3.76%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.704 Trillion +.75%
  • Commercial Paper Outstanding 1,065.80 +.20%
  • 4-Week Moving Average of Jobless Claims 209,500 -2,750
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.54% +2.0 basis points
  • Weekly Mortgage Applications 343.50 -.15%
  • Bloomberg Consumer Comfort 58.0 -.3 point
  • Weekly Retail Sales +5.20% +40.0 basis points
  • Nationwide Gas $2.85/gallon +.01/gallon
  • Baltic Dry Index 1,484.0 -6.02%
  • China (Export) Containerized Freight Index 856.06 +.93%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 287,515 -.98%
Best Performing Style
  • Mid-Cap Growth -.6%
Worst Performing Style
  • Small-Cap Value -1.3%
Leading Sectors
  • Coal +4.4%
  • Defense +3.5%
  • Tobacco +3.2%
  • Road & Rail +2.4%
  • Paper +2.3%
Lagging Sectors
  • Disk Drives -4.4% 
  • Gold & Silver -5.3%
  • Social Media -5.4%
  • Oil Service -7.3%
  • Gaming -8.8%
Weekly High-Volume Stock Gainers (4)
  • FNKO, DCI, SFM and ULTA
Weekly High-Volume Stock Losers (12)
  • ADI, RH, RS, TROW, LGIH, GDEN, ANF, HOME, LE, TSLA, CCXI and KFY
Weekly Charts
ETFs
Stocks
*5-Day Change

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