Friday, October 26, 2018

Weekly Scoreboard*

S&P 500 2,645.80 -3.92%

























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,656.90 -3.34%
  • NASDAQ 7,156.09 -4.19%
  • Russell 2000 1,480.62 -3.53%
  • S&P 500 High Beta 37.84 -6.27%
  • Goldman 50 Most Shorted 147.85 -3.84%
  • Wilshire 5000 27,399.9 -4.33%
  • Russell 1000 Growth 1,396.0 -3.89%
  • Russell 1000 Value 1,148.94 -3.93%
  • S&P 500 Consumer Staples 554.05 -1.75%
  • MSCI Cyclicals-Defensives Spread 1,005.89 +1.05%
  • NYSE Technology 1,663.88 -3.43%
  • Transports 9,923.45 -4.93%
  • Utilities 745.48 -2.87%
  • Bloomberg European Bank/Financial Services 76.01 -4.19%
  • MSCI Emerging Markets 38.64 -3.12%
  • HFRX Equity Hedge 1,188.88 -2.42%
  • HFRX Equity Market Neutral 990.83 -.55%
Sentiment/Internals
  • NYSE Cumulative A/D Line 319,651 -.90%
  • Bloomberg New Highs-Lows Index -959 -220
  • Bloomberg Crude Oil % Bulls 26.47 -4.72%
  • CFTC Oil Net Speculative Position 493,229 -6.59%
  • CFTC Oil Total Open Interest 2,218,887 +.08%
  • Total Put/Call 1.27 +12.39%
  • OEX Put/Call .15 -87.29%
  • ISE Sentiment 83.0 +7.79%
  • NYSE Arms 1.03 +24.69%
  • Volatility(VIX) 25.87 +29.11%
  • S&P 500 Implied Correlation 46.91 +4.4%
  • G7 Currency Volatility (VXY) 7.94 +3.35%
  • Emerging Markets Currency Volatility (EM-VXY) 10.03 +.2%
  • Smart Money Flow Index 13,662.40 -8.83%
  • ICI Money Mkt Mutual Fund Assets $2.882 Trillion +.34%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$14.426 Billion
  • AAII % Bulls 28.0 -17.6%
  • AAII % Bears 41.0 +17.0%
Futures Spot Prices
  • CRB Index 195.50 -.76%
  • Crude Oil 67.56 -2.78%
  • Reformulated Gasoline 182.09 -5.37%
  • Natural Gas 3.19 -2.32%
  • Heating Oil 230.45 -.58%
  • Gold 1,237.10 +.91%
  • Bloomberg Base Metals Index 183.03 -1.32%
  • Copper 274.40 -1.42%
  • US No. 1 Heavy Melt Scrap Steel 334.0 USD/Metric Tonne +2.14%
  • China Iron Ore Spot 73.25 USD/Metric Tonne +2.05%
  • Lumber 309.0 -5.96%
  • UBS-Bloomberg Agriculture 955.87 -.67%
Economy
  • Atlanta Fed GDPNow Forecast +3.55% -30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -.4% -50.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0290 +12.4%
  • US Economic Policy Uncertainty Index 26.04 -75.57%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 174.52 +.20%
  • Citi US Economic Surprise Index -3.5 -2.8 points
  • Citi Eurozone Economic Surprise Index -42.30 -13.1 points
  • Citi Emerging Markets Economic Surprise Index -6.1 -2.1 points
  • Fed Fund Futures imply 95.2% chance of no change, 4.8% chance of 25 basis point hike on 11/8
  • US Dollar Index 96.40 +.73%
  • MSCI Emerging Markets Currency Index 1,591.84 -.26%
  • Bitcoin/USD 6,406.25 +.32%
  • Euro/Yen Carry Return Index 132.73 -1.61%
  • Yield Curve 27.25 -3.25 basis points
  • 10-Year US Treasury Yield 3.08% -6.0 basis points
  • Federal Reserve's Balance Sheet $4.134 Trillion -.05%
  • U.S. Sovereign Debt Credit Default Swap 20.10 -1.2%
  • Illinois Municipal Debt Credit Default Swap 206.49 unch.
  • Italian/German 10Y Yld Spread 309.5 +7.25 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.25 +.5%
  • Emerging Markets Sovereign Debt CDS Index 96.85 +2.8%
  • Israel Sovereign Debt Credit Default Swap 69.56 unch.
  • South Korea Sovereign Debt Credit Default Swap 40.62 +.9%
  • Russia Sovereign Debt Credit Default Swap 148.40 -3.6%
  • iBoxx Offshore RMB China Corporate High Yield Index 150.22 +.20%
  • 10-Year TIPS Spread 2.07% -5.0 basis points
  • TED Spread 19.25 +3.75 basis points
  • 2-Year Swap Spread 20.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -46.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 70.91 +3.08%
  • America Energy Sector High-Yield Credit Default Swap Index 478.0 +14.3%
  • European Financial Sector Credit Default Swap Index 92.90 +1.18%
  • Emerging Markets Credit Default Swap Index 203.30 +.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.742 Trillion +1.07%
  • Commercial Paper Outstanding 1,087.80 +.5%
  • 4-Week Moving Average of Jobless Claims 211,750 unch.
  • Continuing Claims Unemployment Rate 1.1% -10.0 basis points
  • Average 30-Year Mortgage Rate 4.86% +1.0 basis point
  • Weekly Mortgage Applications 337.80 +4.87%
  • Bloomberg Consumer Comfort 60.1 -.7 point
  • Weekly Retail Sales +5.60% -30.0 basis points
  • Nationwide Gas $2.84/gallon -.03/gallon
  • Baltic Dry Index 1,516.0 -3.81%
  • China (Export) Containerized Freight Index 829.24 +.08%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Rail Freight Carloads 289,330 +1.17%
Best Performing Style
  • Large-Cap Value -4.6%
Worst Performing Style
  • Small-Cap Growth -5.7%
Leading Sectors
  • Papers +1.7%
  • Homebuilding +.5%
  • Restaurants +.01%
  • REITs -1.0%
  • Retail -1.4%
Lagging Sectors
  • Casino Gaming -8.2% 
  • Video Gaming -8.4%
  • Computer Hardware -8.9%
  • Disk Drives -9.1%
  • Oil Service -11.3%
Weekly High-Volume Stock Gainers (6)
  • FII, TEN, TAL, LRN, PHM and THRM
Weekly High-Volume Stock Losers (86)
  • CLF, ZEN, TRN, VMC, ARCB, FND, RJF, HA, ALGN, ON, MSCI, BLUE, FICO, PFG, EQM, NFLX, XPO, INGN, GE, MSG, SPGI, ARCB, FTV, INGN, HD, BX, SQ, MCRN, NOW, PFG, WDAY, NOV, SWK, GLIBA, NVDA, RRR, CURO, PRTY, NGL, SPLK, NTAP, ZBH, AKCA, ANDX, ATUS, DCOM, PENN, R, USAC, W, TTD, MLM, NTNX, DFS, DISH, NXGN, ENLC, MMSI, BABY, LBRDK, GRUB, NVCR, CVA, HUN, TILE, FSLR, CHTR, BGG, WWE, MCO, MAS, CONE, SIEN, PSTG, COR, LEG, POWI, AMED, CBLK, HEES, BYD, SIVB, CERN, RARE, PFPT, SGEN, ELLI, WDC and MHK
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: