Friday, October 04, 2019

Weekly Scoreboard*

S&P 500 2,944.05 -.61%
 























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,501.75 -1.23%
  • NASDAQ 7,966.21 +.32%
  • Russell 2000 1,494.68 -1.72%
  • S&P 500 High Beta 40.53 -1.51%
  • Goldman 50 Most Shorted 142.06 -.95%
  • Wilshire 5000 30,094.92 -.68%
  • Russell 1000 Growth 1,598.83 +.41%
  • Russell 1000 Value 1,239.88 -1.57%
  • S&P 500 Consumer Staples 628.05 +.21%
  • MSCI Cyclicals-Defensives Spread 1,108.20 -.41%
  • NYSE Technology 1,923.69 +1.49%
  • Transports 9,993.37 -3.38%
  • Utilities 878.44 +.19%
  • Bloomberg European Bank/Financial Services 67.69 -5.2%
  • MSCI Emerging Markets 41.04 +.13%
  • HFRX Equity Hedge 1,235.80 -.48%
  • HFRX Equity Market Neutral 958.62 -.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 370,911 -.79%
  • Bloomberg New Highs-Lows Index -413 -322
  • Bloomberg Crude Oil % Bulls 39.3 +37.5%
  • CFTC Oil Net Speculative Position 424,162 -.69%
  • CFTC Oil Total Open Interest 2,048,088 -1.20%
  • Total Put/Call 1.06 unch.
  • OEX Put/Call .33 -15.4%
  • ISE Sentiment 75.0 -1.6%
  • NYSE Arms 1.23 +26.5%
  • Volatility(VIX) 17.4 +.93%
  • S&P 500 Implied Correlation 43.03 +.71%
  • G7 Currency Volatility (VXY) 6.71 -2.19%
  • Emerging Markets Currency Volatility (EM-VXY) 8.02 -1.23%
  • Smart Money Flow Index 14,388.70 -1.27%
  • ICI Money Mkt Mutual Fund Assets $3.463 Trillion -.59%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$13.957 Billion
  • AAII % Bulls 21.4 -27.2%
  • AAII % Bears 39.4 +18.6%
Futures Spot Prices
  • CRB Index 173.49 -1.26%
  • Crude Oil 52.70 -6.19%
  • Reformulated Gasoline 156.95 -2.46%
  • Natural Gas 2.35 -1.88%
  • Heating Oil 189.33 -2.46%
  • Gold 1,512.80 +.63%
  • Bloomberg Base Metals Index 172.73 -.37%
  • Copper 256.15 -1.44%
  • US No. 1 Heavy Melt Scrap Steel 235.0 USD/Metric Tonne -.84%
  • China Iron Ore Spot 88.52 USD/Metric Tonne -.37%
  • Lumber 365.30 -1.54%
  • UBS-Bloomberg Agriculture 859.20 +1.79%
Economy
  • Atlanta Fed GDPNow Forecast +1.76% -35.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate .8% +100.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 35.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0552 -2.99%
  • US Economic Policy Uncertainty Index 124.03 -22.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.40 +.19%
  • Citi US Economic Surprise Index 23.20 +21.1 points
  • Citi Eurozone Economic Surprise Index -76.70 -1.8 points
  • Citi Emerging Markets Economic Surprise Index -9.40 -1.3 points
  • Fed Fund Futures imply 23.0% chance of no change, 77.0% chance of rate cut on 10/30
  • US Dollar Index 98.82 -.28%
  • MSCI Emerging Markets Currency Index 1,609.25 -.09%
  • Bitcoin/USD 8,183.12 +1.51%
  • Euro/Yen Carry Return Index 121.85 +.12%
  • Yield Curve 12.0 +9.0 basis points
  • 10-Year US Treasury Yield 1.51% -18.0 basis points
  • Federal Reserve's Balance Sheet $3.907 Trillion +2.29%
  • U.S. Sovereign Debt Credit Default Swap 15.43 +5.87%
  • Illinois Municipal Debt Credit Default Swap 190.06 -1.01%
  • Italian/German 10Y Yld Spread 141.75 +2.0 basis points
  • China Sovereign Debt Credit Default Swap 49.02 +3.69%
  • Brazil Sovereign Debt Credit Default Swap 138.40 +.03%
  • Israel Sovereign Debt Credit Default Swap 56.47 +.26%
  • South Korea Sovereign Debt Credit Default Swap 33.65 +.48%
  • Russia Sovereign Debt Credit Default Swap 89.79 +7.32%
  • iBoxx Offshore RMB China Corporate High Yield Index 166.11 +.1%
  • 10-Year TIPS Spread 1.50% -4.0 basis points
  • TED Spread 35.25 +2.75 basis points
  • 2-Year Swap Spread +2.75 +3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.75 +5.75 basis points
  • N. America Investment Grade Credit Default Swap Index 60.85 -.6%
  • America Energy Sector High-Yield Credit Default Swap Index 495.0 +13.8%
  • European Financial Sector Credit Default Swap Index 68.18 +2.36%
  • Emerging Markets Credit Default Swap Index 209.26 -1.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.900 Trillion -.38%
  • Commercial Paper Outstanding 1,092.70 -.4%
  • 4-Week Moving Average of Jobless Claims 212,500 +500
  • Continuing Claims Unemployment Rate 1.1% unch.
  • Average 30-Year Mortgage Rate 3.65% +1.0 basis point
  • Weekly Mortgage Applications 553.80 +8.12%
  • Bloomberg Consumer Comfort 62.0 +.3 point
  • Weekly Retail Sales +5.70% unch.
  • Nationwide Gas $2.66/gallon +.01/gallon
  • Baltic Dry Index 1,757 -5.39%
  • China (Export) Containerized Freight Index 807.84 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 45.0 +28.6%
  • Rail Freight Carloads 278,886 +.36%
Best Performing Style
  • Large-Cap Growth -.2%
Worst Performing Style
  • Small-Cap Value -3.0%
Leading Sectors
  • Homebuilding +2.9%
  • Semis +1.4%
  • Video Gaming +1.1%
  • Software +.9%
  • Shipping +.5%
Lagging Sectors
  • Banks -3.8% 
  • Energy -4.0%
  • Road & Rail -4.1%
  • Oil Service -5.3%
  • I-Banks -7.8%
Weekly High-Volume Stock Gainers (6)
  • RNG, SRPT, SGH, ZYXI, ECC and CWEN/A
Weekly High-Volume Stock Losers (6)
  • CLR, ANGO, EGHT, PFGC, HPQ and AVT
Weekly Charts
ETFs
Stocks
*5-Day Change

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