Friday, March 15, 2019

Weekly Scoreboard*

S&P 500 2,823.86 +3.07%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,842.51 +1.66%
  • NASDAQ 7,688.78 +4.01%
  • Russell 2000 1,557.30 +2.62%
  • S&P 500 High Beta 41.58 +4.05%
  • Goldman 50 Most Shorted 158.99 +2.28%
  • Wilshire 5000 29,107.71 +2.92%
  • Russell 1000 Growth 1,505.33 +3.42%
  • Russell 1000 Value 1,220.42 +2.62%
  • S&P 500 Consumer Staples 567.25 +2.40%
  • MSCI Cyclicals-Defensives Spread 1,050.25 -.14%
  • NYSE Technology 1,852.41 +4.20%
  • Transports 10,309.57 +2.30%
  • Utilities 780.56 +2.06%
  • Bloomberg European Bank/Financial Services 78.61 +3.59%
  • MSCI Emerging Markets 42.91 +2.57%
  • HFRX Equity Hedge 1,219.65 +1.12%
  • HFRX Equity Market Neutral 970.24 +.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line 341,745 +1.0%
  • Bloomberg New Highs-Lows Index -92 +224
  • Bloomberg Crude Oil % Bulls 57.90 +84.2%
  • CFTC Oil Net Speculative Position 348,801 +6.45%
  • CFTC Oil Total Open Interest 2,067,851 +2.07%
  • Total Put/Call .80 -20.62%
  • OEX Put/Call 3.06 +927.92%
  • ISE Sentiment 78.0 unch.
  • NYSE Arms 1.32 +10.68%
  • Volatility(VIX) 12.88 -20.75%
  • S&P 500 Implied Correlation 38.72 -10.55%
  • G7 Currency Volatility (VXY) 6.45 -7.33%
  • Emerging Markets Currency Volatility (EM-VXY) 7.89 -4.13%
  • Smart Money Flow Index 13,799.91 +2.91%
  • ICI Money Mkt Mutual Fund Assets $3.112 Trillion -.02%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$2.640 Billion
  • AAII % Bulls 32.4 -13.3%
  • AAII % Bears 31.1 +16.1%
Futures Spot Prices
  • CRB Index 183.87 +1.77%
  • Crude Oil 58.41 +4.46%
  • Reformulated Gasoline 184.58 +3.28%
  • Natural Gas 2.80 -1.85%
  • Heating Oil 196.44 -1.30%
  • Gold 1,301.80 +.30%
  • Bloomberg Base Metals Index 187.81 +.68%
  • Copper 290.75 +.34%
  • US No. 1 Heavy Melt Scrap Steel 327.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 85.11 USD/Metric Tonne +5.16%
  • Lumber 389.80 -1.71%
  • UBS-Bloomberg Agriculture 905.27 +1.86%
Economy
  • Atlanta Fed GDPNow Forecast +.38% -14.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -2.90% +80.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.3488 +5.47%
  • US Economic Policy Uncertainty Index 86.15 -39.16%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 171.75 +.20%
  • Citi US Economic Surprise Index -36.20 +5.9 points
  • Citi Eurozone Economic Surprise Index -34.10 +15.4 points
  • Citi Emerging Markets Economic Surprise Index -28.50 -3.4 points
  • Fed Fund Futures imply 97.7% chance of no change, 0.0% chance of 25 basis point hike on 3/20
  • US Dollar Index 96.59 -.79%
  • MSCI Emerging Markets Currency Index 1,640.78 +.34%
  • Bitcoin/USD 3,899.41 +.81%
  • Euro/Yen Carry Return Index 131.13 +1.02%
  • Yield Curve 15.25 -1.75 basis points
  • 10-Year US Treasury Yield 2.6% -2.0 basis points
  • Federal Reserve's Balance Sheet $3.933 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 17.84 +10.74%
  • Illinois Municipal Debt Credit Default Swap 194.74 -.03%
  • Italian/German 10Y Yld Spread 241.25 -2.25 basis points
  • China Sovereign Debt Credit Default Swap 50.25 -2.09%
  • Emerging Markets Sovereign Debt CDS Index 47.98 -8.3%
  • Israel Sovereign Debt Credit Default Swap 62.50 -1.7%
  • South Korea Sovereign Debt Credit Default Swap 29.74 -4.44%
  • Russia Sovereign Debt Credit Default Swap 126.57 -2.03%
  • iBoxx Offshore RMB China Corporate High Yield Index 159.86 +.42%
  • 10-Year TIPS Spread 1.95% +5.0 basis points
  • TED Spread 18.0 +2.5 basis points
  • 2-Year Swap Spread 11.5 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.75 +3.5 basis point
  • N. America Investment Grade Credit Default Swap Index 57.94 -9.15%
  • America Energy Sector High-Yield Credit Default Swap Index 512.0 -3.53%
  • European Financial Sector Credit Default Swap Index 71.66 -7.42%
  • Emerging Markets Credit Default Swap Index 167.75 -4.7%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.767 Trillion +.92%
  • Commercial Paper Outstanding 1,067.70 -.50%
  • 4-Week Moving Average of Jobless Claims 223,750 -2,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 4.31% -10.0 basis points
  • Weekly Mortgage Applications 384.0 +2.32%
  • Bloomberg Consumer Comfort 60.80 -1.3 points
  • Weekly Retail Sales +4.4% -40.0 basis points
  • Nationwide Gas $2.53/gallon +.07/gallon
  • Baltic Dry Index 677.0 +13.2%
  • China (Export) Containerized Freight Index 821.04 -1.14%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 270,854 -2.44%
Best Performing Style
  • Large-Cap Growth +3.4%
Worst Performing Style
  • Small-Cap Value +2.3%
Leading Sectors
  • Oil Service +6.4%
  • Semis +5.6%
  • Biotech +5.0%
  • Computer Hardware +4.8%
  • Healthcare Providers +4.2%
Lagging Sectors
  • Industrials +.1% 
  • Papers unch.
  • Defense -.6%
  • Gold & Silver -.8%
  • Gaming -1.6%
Weekly High-Volume Stock Gainers (15)
  • SYNH, CURO, ULTA, VYGR, DOMO, NANO, CREE, MKSI, IRDM, PEN, LRCX, NX, RCKT, YETI and MRCY
Weekly High-Volume Stock Losers (3)
  • TEN, MBUU and AVAV
Weekly Charts
ETFs
Stocks
*5-Day Change

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