Friday, August 09, 2019

Weekly Scoreboard*

S&P 500 2,918.65 -.46%
 
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,287.44 -.75%
  • NASDAQ 7,959.14 -.56%
  • Russell 2000 1,513.04 -1.34%
  • S&P 500 High Beta 40.52 -1.75%
  • Goldman 50 Most Shorted 143.19 +.56%
  • Wilshire 5000 29,959.66 -.48%
  • Russell 1000 Growth 1,596.05 +.05%
  • Russell 1000 Value 1,227.91 -.92%
  • S&P 500 Consumer Staples 609.05 +.01%
  • MSCI Cyclicals-Defensives Spread 1,107.84 -.51%
  • NYSE Technology 1,884.84 -1.82%
  • Transports 10,207.21 -1.61%
  • Utilities 826.30 +1.03%
  • Bloomberg European Bank/Financial Services 65.92 -3.95%
  • MSCI Emerging Markets 40.02 +1.66%
  • HFRX Equity Hedge 1,221.26 -.62%
  • HFRX Equity Market Neutral 948.33 -.61%
Sentiment/Internals
  • NYSE Cumulative A/D Line 363,898 -.12%
  • Bloomberg New Highs-Lows Index -17 +109
  • Bloomberg Crude Oil % Bulls 52.0 -15.2%
  • CFTC Oil Net Speculative Position 387,291 -2.65%
  • CFTC Oil Total Open Interest 2,069,072 +.61%
  • Total Put/Call 1.0 -10.7%
  • OEX Put/Call 1.18 +257.6%
  • ISE Sentiment 88.0 +41.9%
  • NYSE Arms 1.84 +55.9%
  • Volatility(VIX) 17.97 +2.04%
  • S&P 500 Implied Correlation 41.77 +1.75%
  • G7 Currency Volatility (VXY) 7.80 +8.03%
  • Emerging Markets Currency Volatility (EM-VXY) 8.38 +5.41%
  • Smart Money Flow Index 15,428.94 +4.19%
  • ICI Money Mkt Mutual Fund Assets $3.336 Trillion +1.76%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$9.045 Billion
  • AAII % Bulls 21.7 -43.7%
  • AAII % Bears 48.2 +100.3%
Futures Spot Prices
  • CRB Index 172.09 -.73%
  • Crude Oil 54.40 -1.12%
  • Reformulated Gasoline 166.99 -5.43%
  • Natural Gas 2.11 -1.31%
  • Heating Oil 180.66 -3.54%
  • Gold 1,501.80 +3.86%
  • Bloomberg Base Metals Index 172.53 +.4%
  • Copper 259.40 +1.01%
  • US No. 1 Heavy Melt Scrap Steel 288.0 USD/Metric Tonne -.52%
  • China Iron Ore Spot 85.0 USD/Metric Tonne -17.5%
  • Lumber 352.0 -4.85%
  • UBS-Bloomberg Agriculture 867.12 +.64%
Economy
  • Atlanta Fed GDPNow Forecast +1.95% -28.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate .1% -10.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 34.2% +13.8%
  • Philly Fed ADS Real-Time Business Conditions Index -.0404 +17.1%
  • US Economic Policy Uncertainty Index 63.71 -24.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 175.26 -.05%
  • Citi US Economic Surprise Index -30.90 +4.2 points
  • Citi Eurozone Economic Surprise Index -54.10 -3.2 points
  • Citi Emerging Markets Economic Surprise Index -20.30 +.1 point
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of rate cut on 9/18
  • US Dollar Index 97.50 -.6%
  • MSCI Emerging Markets Currency Index 1,613.28 -.89%
  • Bitcoin/USD 11,870.24 +13.56%
  • Euro/Yen Carry Return Index 122.90 -.09%
  • Yield Curve 10.75 -2.75 basis points
  • 10-Year US Treasury Yield 1.73% -12.0 basis points
  • Federal Reserve's Balance Sheet $3.742 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 15.84 +4.07%
  • Illinois Municipal Debt Credit Default Swap 184.95 -.01%
  • Italian/German 10Y Yld Spread 238.25 +35.5 basis points
  • China Sovereign Debt Credit Default Swap 50.66 +9.77%
  • Brazil Sovereign Debt Credit Default Swap 132.37 +.55%
  • Israel Sovereign Debt Credit Default Swap 59.86 -1.66%
  • South Korea Sovereign Debt Credit Default Swap 32.11 +6.46%
  • Russia Sovereign Debt Credit Default Swap 109.17 +5.42%
  • iBoxx Offshore RMB China Corporate High Yield Index 164.72 -.18%
  • 10-Year TIPS Spread 1.66% unch.
  • TED Spread 19.25 +.25 basis point
  • 2-Year Swap Spread -1.25 -4.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.5 +4.25 basis points
  • N. America Investment Grade Credit Default Swap Index 59.10 +4.54%
  • America Energy Sector High-Yield Credit Default Swap Index 393.0 -25.9%
  • European Financial Sector Credit Default Swap Index 71.31 +7.62%
  • Emerging Markets Credit Default Swap Index 177.98 +4.6%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.871 Trillion -.13%
  • Commercial Paper Outstanding 1,139.80 -1.1%
  • 4-Week Moving Average of Jobless Claims 212,250 +250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.60% -15.0 basis points
  • Weekly Mortgage Applications 509.80 +5.33%
  • Bloomberg Consumer Comfort 62.9 -1.8 points
  • Weekly Retail Sales +4.80% +10.0 basis points
  • Nationwide Gas $2.67/gallon -.05/gallon
  • Baltic Dry Index 1,720 -3.8%
  • China (Export) Containerized Freight Index 817.64 -.65%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 275,119 +.85%
Best Performing Style
  • Mid-Cap Growth +.7%
Worst Performing Style
  • Small-Cap Value -1.5%
Leading Sectors
  • Gold & Silver +5.7%
  • Restaurants +2.4%
  • Education +2.1%
  • Hombuilding +1.7%
  • Defense +1.4%
Lagging Sectors
  • Banks -3.5% 
  • I-Banks -4.2%
  • Computer Services -4.7%
  • Steel -4.8%
  • Oil Service -9.5%
Weekly High-Volume Stock Gainers (8)
  • OSTK, APPN, OMER, AMAG, YELP, CVNA, SONO and LAUR
Weekly High-Volume Stock Losers (25)
  • STAY, ENV, UBNT, RVLV, REAL, QNST, DXC, NKTR, MNST, AVT, ARNA, GPK, SRPT, KHC, NYT, Z, ZG, CDNA, ADVM, TSE, SSP, AAXN, RUN, DBX and MAT
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