Friday, September 27, 2019

Weekly Scoreboard*

S&P 500 2,948.29 -1.45%
 























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,780.68 -.75%
  • NASDAQ 7,922.21 -2.69%
  • Russell 2000 1,515.58 -2.80%
  • S&P 500 High Beta 40.91 -2.94%
  • Goldman 50 Most Shorted 143.13 -5.26%
  • Wilshire 5000 30,219.15 -1.66%
  • Russell 1000 Growth 1,585.97 -2.04%
  • Russell 1000 Value 1,254.90 -1.06%
  • S&P 500 Consumer Staples 624.21 +.72%
  • MSCI Cyclicals-Defensives Spread 1,115.96 +.91%
  • NYSE Technology 1,885.19 -3.18%
  • Transports 10,338.98 -1.23%
  • Utilities 874.07 +1.25%
  • Bloomberg European Bank/Financial Services 71.21 -1.77%
  • MSCI Emerging Markets 40.77 -2.08%
  • HFRX Equity Hedge 1,242.03 -.16%
  • HFRX Equity Market Neutral 957.59 +.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 373,871 -1.05%
  • Bloomberg New Highs-Lows Index -91 -340
  • Bloomberg Crude Oil % Bulls 28.6 -56.2%
  • CFTC Oil Net Speculative Position 427,105 -.26%
  • CFTC Oil Total Open Interest 2,073,041 -.38%
  • Total Put/Call 1.06 +1.92%
  • OEX Put/Call .32 -87.7%
  • ISE Sentiment 78.0 -12.3%
  • NYSE Arms 1.18 -6.3%
  • Volatility(VIX) 18.5 +21.1%
  • S&P 500 Implied Correlation 45.23 +14.84%
  • G7 Currency Volatility (VXY) 6.86 unch.
  • Emerging Markets Currency Volatility (EM-VXY) 8.12 -1.34%
  • Smart Money Flow Index 14,573.36 -1.73%
  • ICI Money Mkt Mutual Fund Assets $3.443 Trillion +1.19%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$11.807 Billion
  • AAII % Bulls 29.4 -16.9%
  • AAII % Bears 33.3 +19.6%
Futures Spot Prices
  • CRB Index 175.72 -.91%
  • Crude Oil 55.92 -3.92%
  • Reformulated Gasoline 164.88 -1.99%
  • Natural Gas 2.40 -5.21%
  • Heating Oil 194.06 -2.97%
  • Gold 1,497.20 -1.19%
  • Bloomberg Base Metals Index 173.4 -1.58%
  • Copper 259.60 +.12%
  • US No. 1 Heavy Melt Scrap Steel 237.0 USD/Metric Tonne -.84%
  • China Iron Ore Spot 87.51 USD/Metric Tonne -2.3%
  • Lumber 371.0 -3.31%
  • UBS-Bloomberg Agriculture 844.06 +1.26%
Economy
  • Atlanta Fed GDPNow Forecast +2.11% +17.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -.2% +130.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1265 -4.96%
  • US Economic Policy Uncertainty Index 130.09 -3.54%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.06 -.12%
  • Citi US Economic Surprise Index 44.30 +2.6 points
  • Citi Eurozone Economic Surprise Index -74.90 -48.5 points
  • Citi Emerging Markets Economic Surprise Index -8.10 +1.2 points
  • Fed Fund Futures imply 54.5% chance of no change, 45.5% chance of rate cut on 10/30
  • US Dollar Index 99.11 +.66%
  • MSCI Emerging Markets Currency Index 1,609.28 -.37%
  • Bitcoin/USD 8,032.22 -20.9%
  • Euro/Yen Carry Return Index 122.58 -.32%
  • Yield Curve 3.0 -1.0 basis point
  • 10-Year US Treasury Yield 1.69% -5.0 basis points
  • Federal Reserve's Balance Sheet $3.819 Trillion +.35%
  • U.S. Sovereign Debt Credit Default Swap 14.57 -3.38%
  • Illinois Municipal Debt Credit Default Swap 191.99 +.98%
  • Italian/German 10Y Yld Spread 139.75 -4.75 basis points
  • China Sovereign Debt Credit Default Swap 47.28 +6.2%
  • Brazil Sovereign Debt Credit Default Swap 138.57 +5.05%
  • Israel Sovereign Debt Credit Default Swap 56.32 -4.05%
  • South Korea Sovereign Debt Credit Default Swap 33.27 +1.05%
  • Russia Sovereign Debt Credit Default Swap 84.73 +5.37%
  • iBoxx Offshore RMB China Corporate High Yield Index 166.0 +.21%
  • 10-Year TIPS Spread 1.54% -6.0 basis points
  • TED Spread 32.5 +6.5 basis points
  • 2-Year Swap Spread -.75 +3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -31.5 -30.25 basis points
  • N. America Investment Grade Credit Default Swap Index 61.83 +3.54%
  • America Energy Sector High-Yield Credit Default Swap Index 436.0 +15.9%
  • European Financial Sector Credit Default Swap Index 66.66 +5.19%
  • Emerging Markets Credit Default Swap Index 212.47 +3.89%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.876 Trillion -.38%
  • Commercial Paper Outstanding 1,097.40 +.4%
  • 4-Week Moving Average of Jobless Claims 212,000 -250
  • Continuing Claims Unemployment Rate 1.1% -10.0 basis points
  • Average 30-Year Mortgage Rate 3.64% -9.0 basis points
  • Weekly Mortgage Applications 512.20 -10.1%
  • Bloomberg Consumer Comfort 61.7 -1.0 point
  • Weekly Retail Sales +5.70% -20.0 basis points
  • Nationwide Gas $2.65/gallon -.02/gallon
  • Baltic Dry Index 1,963 -7.88%
  • China (Export) Containerized Freight Index 807.84 -1.28%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 277,876 +1.26%
Best Performing Style
  • Mid-Cap Value -.5%
Worst Performing Style
  • Small-Cap Growth -3.1%
Leading Sectors
  • Airlines +2.0%
  • Utilities +1.4%
  • Papers +1.4%
  • Homebuilding +.7%
  • Retail +.6%
Lagging Sectors
  • Education -4.5% 
  • Biotech -5.4%
  • Alt Energy -5.4%
  • Healthcare Providers -5.5%
  • Oil Service -8.8%
Weekly High-Volume Stock Gainers (1)
  • DRNA
Weekly High-Volume Stock Losers (18)
  • MSGN, MCO, ROKU, GWRE, MCK, BMRN, EVBG, BK, CYRX, SPWR, FSLR, BOX, CRWD, SMAR, AXDX, GKOS, MU and INMD
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