Friday, July 05, 2019

Weekly Scoreboard*

S&P 500 2,990.41 +2.17%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,933.29 +1.49%
  • NASDAQ 8,164.68 +2.40%
  • Russell 2000 1,573.09 +1.76%
  • S&P 500 High Beta 43.17 +1.79%
  • Goldman 50 Most Shorted 156.25 +3.4%
  • Wilshire 5000 30,735.83 +2.26%
  • Russell 1000 Growth 1,618.74 +2.41%
  • Russell 1000 Value 1,269.41 +2.0%
  • S&P 500 Consumer Staples 609.85 +2.16%
  • MSCI Cyclicals-Defensives Spread 1,096.86 +.42%
  • NYSE Technology 1,952.38 +2.25%
  • Transports 10,492.89 +1.72%
  • Utilities 823.30 +2.11%
  • Bloomberg European Bank/Financial Services 75.07 +3.89%
  • MSCI Emerging Markets 43.06 +.38%
  • HFRX Equity Hedge 1,227.82 +.79%
  • HFRX Equity Market Neutral 962.86 +.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line 364,625 +1.77%
  • Bloomberg New Highs-Lows Index 591 -216
  • Bloomberg Crude Oil % Bulls 57.1 -16.0%
  • CFTC Oil Net Speculative Position 378,803 +4.3%
  • CFTC Oil Total Open Interest 2,004,961 +.07%
  • Total Put/Call .91 +19.1%
  • OEX Put/Call .14 -95.1%
  • ISE Sentiment 121.0 +25.5%
  • NYSE Arms .63 -46.1%
  • Volatility(VIX) 13.3 -10.24%
  • S&P 500 Implied Correlation 31.89 -8.56%
  • G7 Currency Volatility (VXY) 5.64 -9.54%
  • Emerging Markets Currency Volatility (EM-VXY) 7.62 -6.8%
  • Smart Money Flow Index 15,140.18 +1.46%
  • ICI Money Mkt Mutual Fund Assets $3.192 Trillion +.25%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$5.028 Billion
  • AAII % Bulls 33.2 +12.1%
  • AAII % Bears 32.4 +.9%
Futures Spot Prices
  • CRB Index 180.68 -1.03%
  • Crude Oil 57.31 -3.8%
  • Reformulated Gasoline 192.88 -.59%
  • Natural Gas 2.43 +4.35%
  • Heating Oil 190.74 -2.92%
  • Gold 1,400.30 -.98%
  • Bloomberg Base Metals Index 171.79 -2.1%
  • Copper 266.25 -2.0%
  • US No. 1 Heavy Melt Scrap Steel 310.0 USD/Metric Tonne +7.64%
  • China Iron Ore Spot 108.99 USD/Metric Tonne -3.69%
  • Lumber 384.50 +1.08%
  • UBS-Bloomberg Agriculture 899.10 -.92%
Economy
  • Atlanta Fed GDPNow Forecast +1.31% -57.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -1.9% +40.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 30.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0312 +16.0%
  • US Economic Policy Uncertainty Index 57.1 -53.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 175.02 -.14%
  • Citi US Economic Surprise Index -58.50 +9.8 points
  • Citi Eurozone Economic Surprise Index -9.90 -5.5 points
  • Citi Emerging Markets Economic Surprise Index -35.60 -3.6 points
  • Fed Fund Futures imply .5% chance of no change, 99.5% chance of 25 basis point cut on 7/31
  • US Dollar Index 97.31 +1.11%
  • MSCI Emerging Markets Currency Index 1,651.14 +.08%
  • Bitcoin/USD 11,092.65 -6.82%
  • Euro/Yen Carry Return Index 126.47 -.77%
  • Yield Curve 17.5 -7.5 basis points
  • 10-Year US Treasury Yield 2.04% -2.0 basis points
  • Federal Reserve's Balance Sheet $3.787 Trillion -.46%
  • U.S. Sovereign Debt Credit Default Swap 14.87 -.13%
  • Illinois Municipal Debt Credit Default Swap 130.98 -.01%
  • Italian/German 10Y Yld Spread 211.0 -32.0 basis points
  • China Sovereign Debt Credit Default Swap 41.19 -5.36%
  • Emerging Markets Sovereign Debt CDS Index 58.56 n/a
  • Israel Sovereign Debt Credit Default Swap 65.86 +6.5%
  • South Korea Sovereign Debt Credit Default Swap 31.15 -4.53%
  • Russia Sovereign Debt Credit Default Swap 111.82 -2.07%
  • iBoxx Offshore RMB China Corporate High Yield Index 164.55 +.26%
  • 10-Year TIPS Spread 1.68% -2.0 basis points
  • TED Spread 13.0 -9.25 basis points
  • 2-Year Swap Spread 3.25 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.0 -5.75 basis points
  • N. America Investment Grade Credit Default Swap Index 52.68 -1.74%
  • America Energy Sector High-Yield Credit Default Swap Index 604.0 +.5%
  • European Financial Sector Credit Default Swap Index 60.37 -5.23%
  • Emerging Markets Credit Default Swap Index 163.89 -2.67%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.832 Trillion -.46%
  • Commercial Paper Outstanding 1,163.90 +3.0%
  • 4-Week Moving Average of Jobless Claims 222,250 +7,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.75% +2.0 basis points
  • Weekly Mortgage Applications 518.10 -.12%
  • Bloomberg Consumer Comfort 62.6 +.8 point
  • Weekly Retail Sales +5.20% +10.0 basis points
  • Nationwide Gas $2.76/gallon +.05/gallon
  • Baltic Dry Index 1,700.0 +25.6%
  • China (Export) Containerized Freight Index 815.01 -.48%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 271,749 +1.67%
Best Performing Style
  • Large-Cap Growth +1.8%
Worst Performing Style
  • Small-Cap Value +1.0%
Leading Sectors
  • Gaming +4.1%
  • Banks +3.7%
  • Shipping +3.3%
  • Biotech +3.1%
  • Telecom +3.1%
Lagging Sectors
  • Semis -.2% 
  • Video Gaming -.5%
  • Energy -.8%
  • Gold & Silver -2.0%
  • Steel -2.0%
Weekly High-Volume Stock Gainers (1)
  • ADVM
Weekly High-Volume Stock Losers (1)
  • CGNX
Weekly Charts
ETFs
Stocks
*5-Day Change

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