Friday, June 07, 2019

Weekly Scoreboard*

S&P 500 2,878.14 +4.72%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,011.21 +4.88%
  • NASDAQ 7,748.54 +4.08%
  • Russell 2000 1,517.24 +3.58%
  • S&P 500 High Beta 41.08 +5.28%
  • Goldman 50 Most Shorted 148.61 +3.85%
  • Wilshire 5000 29,570.17 +4.57%
  • Russell 1000 Growth 1,553.05 +4.60%
  • Russell 1000 Value 1,227.14 +4.77%
  • S&P 500 Consumer Staples 599.94 +5.51%
  • MSCI Cyclicals-Defensives Spread 1,082.08 -.21%
  • NYSE Technology 1,848.06 +4.63%
  • Transports 10,177.73 +4.59%
  • Utilities 813.79 +4.38%
  • Bloomberg European Bank/Financial Services 71.71 +.21%
  • MSCI Emerging Markets 41.34 +1.70%
  • HFRX Equity Hedge 1,208.28 +.42%
  • HFRX Equity Market Neutral 960.16 -.08%
Sentiment/Internals
  • NYSE Cumulative A/D Line 352,727 +.77%
  • Bloomberg New Highs-Lows Index -24 +233
  • Bloomberg Crude Oil % Bulls 47.1 +35.3%
  • CFTC Oil Net Speculative Position 438,938 -8.25%
  • CFTC Oil Total Open Interest 2,102,854 +.85%
  • Total Put/Call .72 -40.23%
  • OEX Put/Call .30 -21.1%
  • ISE Sentiment 108.0 +52.11%
  • NYSE Arms 1.25 -1.67%
  • Volatility(VIX) 16.4 -12.7%
  • S&P 500 Implied Correlation 39.21 -12.4%
  • G7 Currency Volatility (VXY) 6.34 +2.42%
  • Emerging Markets Currency Volatility (EM-VXY) 8.70 +2.23%
  • Smart Money Flow Index 15,269.90 +2.64%
  • ICI Money Mkt Mutual Fund Assets $3.163 Trillion +.45%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.412 Billion
  • AAII % Bulls 22.5 -9.1%
  • AAII % Bears 42.6 +6.2%
Futures Spot Prices
  • CRB Index 174.14 -.55%
  • Crude Oil 53.56 +.49%
  • Reformulated Gasoline 172.17 -2.47%
  • Natural Gas 2.34 -5.07%
  • Heating Oil 181.37 -1.33%
  • Gold 1,345.40 +3.25%
  • Bloomberg Base Metals Index 171.01 -.59%
  • Copper 262.35 -.23%
  • US No. 1 Heavy Melt Scrap Steel 299.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 95.50 USD/Metric Tonne -2.35%
  • Lumber 312.80 +2.33%
  • UBS-Bloomberg Agriculture 901.53 -.78%
Economy
  • Atlanta Fed GDPNow Forecast +1.47% +30.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -1.3% -100.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.3486 +5.61%
  • US Economic Policy Uncertainty Index 469.32 +189.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 175.17 +.19%
  • Citi US Economic Surprise Index -56.40 -24.1 points
  • Citi Eurozone Economic Surprise Index -25.20 -4.9 points
  • Citi Emerging Markets Economic Surprise Index -31.20 -4.7 points
  • Fed Fund Futures imply 73.9% chance of no change, 26.1% chance of 25 basis point cut on 6/19
  • US Dollar Index 96.54 -1.13%
  • MSCI Emerging Markets Currency Index 1,621.92 +.27%
  • Bitcoin/USD 8,098.72 -4.98%
  • Euro/Yen Carry Return Index 127.39 +1.38%
  • Yield Curve 23.75 +4.25 basis points
  • 10-Year US Treasury Yield 2.09% -6.0 basis points
  • Federal Reserve's Balance Sheet $3.808 Trillion -.10%
  • U.S. Sovereign Debt Credit Default Swap 16.44 +11.84%
  • Illinois Municipal Debt Credit Default Swap 135.0 +3.77%
  • Italian/German 10Y Yld Spread 261.5 -25.75 basis points
  • China Sovereign Debt Credit Default Swap 54.89 -5.64%
  • Emerging Markets Sovereign Debt CDS Index 69.97 -8.54%
  • Israel Sovereign Debt Credit Default Swap 67.78 -1.72%
  • South Korea Sovereign Debt Credit Default Swap 33.79 -9.07%
  • Russia Sovereign Debt Credit Default Swap 126.06 -3.97%
  • iBoxx Offshore RMB China Corporate High Yield Index 163.45 +.14%
  • 10-Year TIPS Spread 1.74% -1.0 basis point
  • TED Spread 18.0 +1.25 basis points
  • 2-Year Swap Spread 6.75 +1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 +4.5 basis points
  • N. America Investment Grade Credit Default Swap Index 62.59 -10.32%
  • America Energy Sector High-Yield Credit Default Swap Index 621.0 +3.29%
  • European Financial Sector Credit Default Swap Index 80.50 -11.59%
  • Emerging Markets Credit Default Swap Index 197.85 -6.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.808 Trillion +.93%
  • Commercial Paper Outstanding 1,100.0 +1.4%
  • 4-Week Moving Average of Jobless Claims 215,000 -1,750
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.82% -17.0 basis points
  • Weekly Mortgage Applications 417,800 +1.53%
  • Bloomberg Consumer Comfort 61.7 +.9 point
  • Weekly Retail Sales +5.50% +10.0 basis points
  • Nationwide Gas $2.77/gallon -.06/gallon
  • Baltic Dry Index 1,138.0 +3.83%
  • China (Export) Containerized Freight Index 795.58 -.89%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 -2.6%
  • Rail Freight Carloads 241,167 -10.0%
Best Performing Style
  • Mid-Cap Growth +5.1%
Worst Performing Style
  • Small-Cap Value +3.4%
Leading Sectors
  • Tobacco +6.8%
  • Networking +6.6%
  • Semis +6.4%
  • Gold & Silver +6.4%
  • Homebuilding +6.1%
Lagging Sectors
  • Internet +2.8% 
  • Computer Hardware +2.1%
  • Oil Service +1.5%
  • Shipping +.6%
  • Coal -.2%
Weekly High-Volume Stock Gainers (13)
  • BYND, MDB, MTN, ATNX, DATA, AYX, SFIX, STAA, ERI, CDLX, APO, HGV and FCX
Weekly High-Volume Stock Losers (4)
  • APPN, GES, DOCU and DOMO
Weekly Charts
ETFs
Stocks
*5-Day Change

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