Friday, December 21, 2018

Weekly Scoreboard*


S&P 500 2,416.62 -7.05%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 22,445.30 -6.87%
  • NASDAQ 6,332.99 -8.36%
  • Russell 2000 1,292.08 -8.42%
  • S&P 500 High Beta 33.75 -8.24%
  • Goldman 50 Most Shorted 128.09 -10.3%
  • Wilshire 5000 24,779.90 -7.22%
  • Russell 1000 Growth 1,253.79 -7.82%
  • Russell 1000 Value 1,064.52 -6.45%
  • S&P 500 Consumer Staples 515.96 -7.13%
  • MSCI Cyclicals-Defensives Spread 995.24 +1.08%
  • NYSE Technology 1,499.42 -8.2%
  • Transports 8,874.79 -6.72%
  • Utilities 722.38 -4.68%
  • Bloomberg European Bank/Financial Services 71.34 -4.5%
  • MSCI Emerging Markets 38.65 -2.84%
  • HFRX Equity Hedge 1,137.53 -1.82%
  • HFRX Equity Market Neutral 973.62 -.1%
Sentiment/Internals
  • NYSE Cumulative A/D Line 307,189 -2.88%
  • Bloomberg New Highs-Lows Index -3,126 -2,251
  • Bloomberg Crude Oil % Bulls 28.21 -41.6%
  • CFTC Oil Net Speculative Position 309,506 -6.25%
  • CFTC Oil Total Open Interest 2,050,634 +.09%
  • Total Put/Call 1.43 +26.55%
  • OEX Put/Call .63 -44.25%
  • ISE Sentiment 52.0 -44.09%
  • NYSE Arms 1.83 +42.97%
  • Volatility(VIX) 30.1 +39.20%
  • S&P 500 Implied Correlation 45.33 -10.7%
  • G7 Currency Volatility (VXY) 8.36 +6.77%
  • Emerging Markets Currency Volatility (EM-VXY) 9.55 -4.12%
  • Smart Money Flow Index 11,115.1 -13.13%
  • ICI Money Mkt Mutual Fund Assets $3.008 Trillion +.2%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$11.904 Billion
  • AAII % Bulls 24.9 +19.0%
  • AAII % Bears 47.3 -3.2%
Futures Spot Prices
  • CRB Index 172.13 -4.41%
  • Crude Oil 45.39 -10.35%
  • Reformulated Gasoline 131.0 -8.55%
  • Natural Gas 3.71 +.03%
  • Heating Oil 172.95 -5.75%
  • Gold 1,258.20 +1.27%
  • Bloomberg Base Metals Index 177.80 -.46%
  • Copper 266.70 -3.0%
  • US No. 1 Heavy Melt Scrap Steel 302.0 USD/Metric Tonne +.33%
  • China Iron Ore Spot 69.35 USD/Metric Tonne +.89%
  • Lumber 336.0 +4.30%
  • UBS-Bloomberg Agriculture 920.39 -1.91%
Economy
  • Atlanta Fed GDPNow Forecast +2.71%+33.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -3.9% unch.
  • Bloomberg US Recession Probability Next 12 Months 20.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1421 -6.64%
  • US Economic Policy Uncertainty Index 396.94 +112.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 173.80 -.41%
  • Citi US Economic Surprise Index -16.30 -9.0 points
  • Citi Eurozone Economic Surprise Index -77.50 -1.3 points
  • Citi Emerging Markets Economic Surprise Index -3.9 -2.4 points
  • Fed Fund Futures imply 2.7% chance of no change, 97.9% chance of 25 basis point hike on 1/30
  • US Dollar Index 96.95 -.45%
  • MSCI Emerging Markets Currency Index 1,609.14 +.5%
  • Bitcoin/USD 3,814.56 +24.7%
  • Euro/Yen Carry Return Index 131.57 -1.24%
  • Yield Curve 15.0 -.75 basis point
  • 10-Year US Treasury Yield 2.79% -10.0 basis points
  • Federal Reserve's Balance Sheet $4.045 Trillion -.1%
  • U.S. Sovereign Debt Credit Default Swap 19.88 +9.5%
  • Illinois Municipal Debt Credit Default Swap 201.39 -.02%
  • Italian/German 10Y Yld Spread 258.0 -11.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 11.62 +19.67%
  • Emerging Markets Sovereign Debt CDS Index 79.96 -6.37%
  • Israel Sovereign Debt Credit Default Swap 69.54 +1.47%
  • South Korea Sovereign Debt Credit Default Swap 39.93 +3.91%
  • Russia Sovereign Debt Credit Default Swap 152.71 +3.48%
  • iBoxx Offshore RMB China Corporate High Yield Index 150.86 +.84%
  • 10-Year TIPS Spread 1.77% -6.0 basis points
  • TED Spread 42.5 +4.5 basis points
  • 2-Year Swap Spread 15.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.75 +7.75 basis points
  • N. America Investment Grade Credit Default Swap Index 91.71 +15.02%
  • America Energy Sector High-Yield Credit Default Swap Index 789.0 +17.5%
  • European Financial Sector Credit Default Swap Index 111.02 +8.06%
  • Emerging Markets Credit Default Swap Index 211.32 +5.45%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.817 Trillion -.39%
  • Commercial Paper Outstanding 1,074.30 +1.4%
  • 4-Week Moving Average of Jobless Claims 200,000 -2,750
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.62% -1.0 basis point
  • Weekly Mortgage Applications 325.90 -5.81%
  • Bloomberg Consumer Comfort 58.8 -.6 point
  • Weekly Retail Sales +6.80% +20.0 basis points
  • Nationwide Gas $2.35/gallon -.04/gallon
  • Baltic Dry Index 1,318.0 -5.9%
  • China (Export) Containerized Freight Index 841.65 -1.52%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -6.67%
  • Rail Freight Carloads 301,407 -.6%
Best Performing Style
  • Large-Cap Value -6.5%
Worst Performing Style
  • Small-Cap Growth -9.5%
Leading Sectors
  • Gold & Silver +1.2%
  • Homebuilders -1.8%
  • Steel -1.9%
  • Insurance -2.4%
  • Papers -3.0%
Lagging Sectors
  • Alt Energy -9.3% 
  • Internet -9.4%
  • Biotech -9.7%
  • Oil Service -11.9%
  • Gaming -12.5%
Weekly High-Volume Stock Gainers (1)
  • ATSG
Weekly High-Volume Stock Losers (61)
  • MDP, RCKT, KNX, FFWM, GLT, MAXR, SAIC, GS, AXGN, WBA, VSAT, AEL, NXST, ALXN, TRGP, DOCU, DCP, CJ, PTLA, FIVE, SMAR, NFJ, AMZN, LTRPA, LMNX, PRIM, SRG, HCSG, KBR, MTDR, BC, USAC, SOI, FB, CBLK, KRA, OSPN, VRNT, WLL, AMGP, BRKR, OSUR, VEEV, GTHX, BHVN, INSP, PCTY, DK, EBS, FSCT, CAMP, COUP, MDB, CAG, SLCA, NTLA and EDIT
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