Friday, January 11, 2019

Weekly Scoreboard*

S&P 500 2,591.24 +2.27%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,929.40 +2.09%
  • NASDAQ 6,959.30 +3.24%
  • Russell 2000 1,447.02 +4.71%
  • S&P 500 High Beta 37.88 +5.08%
  • Goldman 50 Most Shorted 148.51 +7.15%
  • Wilshire 5000 26,720.0 +2.69%
  • Russell 1000 Growth 1,364.85 +2.88%
  • Russell 1000 Value 1,131.65 +2.15%
  • S&P 500 Consumer Staples 528.99 +.41%
  • MSCI Cyclicals-Defensives Spread 1,015.02 +1.04%
  • NYSE Technology 1,657.0 +4.56%
  • Transports 9,609.40 +4.17%
  • Utilities 712.34 -.05%
  • Bloomberg European Bank/Financial Services 74.91 +1.05%
  • MSCI Emerging Markets 40.58 +3.54%
  • HFRX Equity Hedge 1,183.35 +1.46%
  • HFRX Equity Market Neutral 971.03 -.29%
Sentiment/Internals
  • NYSE Cumulative A/D Line 320,764 +2.21%
  • Bloomberg New Highs-Lows Index -22 +239
  • Bloomberg Crude Oil % Bulls 52.94 -5.14%
  • CFTC Oil Net Speculative Position 309,608 n/a
  • CFTC Oil Total Open Interest 2,063,376 n/a
  • Total Put/Call 1.11 +24.2%
  • OEX Put/Call 2.60 +146.08%
  • ISE Sentiment 107.0 -2.36%
  • NYSE Arms .91 +123.68%
  • Volatility(VIX) 18.62 -12.7%
  • S&P 500 Implied Correlation 48.01 -5.55%
  • G7 Currency Volatility (VXY) 8.17 -7.37%
  • Emerging Markets Currency Volatility (EM-VXY) 9.56 -.21%
  • Smart Money Flow Index 12,418.85 +5.52%
  • ICI Money Mkt Mutual Fund Assets $3.066 Trillion+.63%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows n/a
  • AAII % Bulls 38.5 +16.5%
  • AAII % Bears 29.4 -31.3%
Futures Spot Prices
  • CRB Index 178.08 +2.57%
  • Crude Oil 51.75 +6.44%
  • Reformulated Gasoline 140.93 +2.82%
  • Natural Gas 3.14 +2.27%
  • Heating Oil 188.53 +5.34%
  • Gold 1,288.50 +.22%
  • Bloomberg Base Metals Index 174.88 +.28%
  • Copper 265.65 +.53%
  • US No. 1 Heavy Melt Scrap Steel 283.0 USD/Metric Tonne +1.07%
  • China Iron Ore Spot 72.29 USD/Metric Tonne +.33%
  • Lumber 343.10 +3.95%
  • UBS-Bloomberg Agriculture 937.02 +1.11%
Economy
  • Atlanta Fed GDPNow Forecast +2.79% +20.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -6.5% -120.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% +5.0 percentage points
  • Philly Fed ADS Real-Time Business Conditions Index .2870 -2.25%
  • US Economic Policy Uncertainty Index 499.64 +119.70%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 172.0 -.7%
  • Citi US Economic Surprise Index -6.10 +5.5 points
  • Citi Eurozone Economic Surprise Index -88.60 -13.5 points
  • Citi Emerging Markets Economic Surprise Index -20.3 -6.3 points
  • Fed Fund Futures imply 99.5% chance of no change, .5% chance of 25 basis point hike on 1/30
  • US Dollar Index 95.67-.6%
  • MSCI Emerging Markets Currency Index 1,637.28 +.79%
  • Bitcoin/USD 3,650.0 -4.73%
  • Euro/Yen Carry Return Index 129.27 +.60%
  • Yield Curve 15.75 -1.75 basis points
  • 10-Year US Treasury Yield 2.70% +4.0 basis points
  • Federal Reserve's Balance Sheet $4.017 Trillion -.05%
  • U.S. Sovereign Debt Credit Default Swap 21.37 +5.58%
  • Illinois Municipal Debt Credit Default Swap 201.25 -.02%
  • Italian/German 10Y Yld Spread 261.50 -7.5 basis points
  • China Sovereign Debt Credit Default Swap 61.41 -10.7%
  • Emerging Markets Sovereign Debt CDS Index 75.20 -3.7%
  • Israel Sovereign Debt Credit Default Swap 65.0 -2.82%
  • South Korea Sovereign Debt Credit Default Swap 36.38 -6.5%
  • Russia Sovereign Debt Credit Default Swap 142.44 -7.96%
  • iBoxx Offshore RMB China Corporate High Yield Index 153.51 +.52%
  • 10-Year TIPS Spread 1.82% +6.0 basis points
  • TED Spread 37.75 -1.75 basis points
  • 2-Year Swap Spread 15.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap .25 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 77.77 -8.52%
  • America Energy Sector High-Yield Credit Default Swap Index 713.0 -13.15%
  • European Financial Sector Credit Default Swap Index 104.59 -7.5%
  • Emerging Markets Credit Default Swap Index 195.67 -1.22%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.750 Trillion -1.3%
  • Commercial Paper Outstanding 1,073.0 +2.60%
  • 4-Week Moving Average of Jobless Claims 221,750 +3,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.45% -6.0 basis points
  • Weekly Mortgage Applications 362.70 +23.5%
  • Bloomberg Consumer Comfort 58.5 -1.1 points
  • Weekly Retail Sales +7.90% +20.0 basis points
  • Nationwide Gas $2.24/gallon -.01/gallon
  • Baltic Dry Index 1,189.0 -5.63%
  • China (Export) Containerized Freight Index 854.81 +1.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.1%
  • Rail Freight Carloads 214,344 +6.5%
Best Performing Style
  • Small-Cap Growth +5.6%
Worst Performing Style
  • Large-Cap Value +2.3%
Leading Sectors
  • Road & Rail +8.4%
  • Homebuilding +8.2%
  • Oil Service +7.7%
  • Disk Drives +7.5%
  • Gaming +7.0%
Lagging Sectors
  • Banks +1.5% 
  • Gold & Silver +.4%
  • Drugs +.3%
  • Utilities +.2%
  • Education -1.8%
Weekly High-Volume Stock Gainers (11)
  • SNX, PVH, GM, BBBY, EYE, COWN, BOLD, IPHI, TPIC, NFLX and APLS
Weekly High-Volume Stock Losers (2)
  • WDR and WTW
Weekly Charts
ETFs
Stocks
*5-Day Change

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