Weekly Scoreboard*

S&P 500 3,285.39 -1.60%

 

 

 

The Weekly Wrap by Briefing.com.  

Indices

• DJIA 27,075.10 -2.59%

• NASDAQ 10,867.60 +.16%

• Russell 2000 1,471.22 -4.65%

• S&P 500 High Beta 40.58 -7.3%

• Goldman 50 Most Shorted 168.56 -4.2%

• Wilshire 5000 33,498.06 -1.67%

• Russell 1000 Growth 2,127.59 +.28%

• Russell 1000 Value 1,145.81 -3.57%

• S&P 500 Consumer Staples 646.11 -1.03%

• MSCI Cyclicals-Defensives Spread 1,295.41 +.92%
  

• NYSE Technology 3,016.85 -.44%

• Transports 11,262.31 -1.62%

• Utilities 804.09 +.41%

• Bloomberg European Bank/Financial Services 43.87 -8.0%

• MSCI Emerging Markets 42.90 -4.24%

• HFRX Equity Hedge 1,225.26 -.47%

• HFRX Equity Market Neutral 889.04 -1.17%

Sentiment/Internals

• NYSE Cumulative A/D Line 412,741 -1.65%

• Bloomberg New Highs-Lows Index -247 -372

• Crude Oil Commercial Bullish % Net Position -42.99 +5.43%

• CFTC Oil Net Speculative Position 449,744 +.08%

• CFTC Oil Total Open Interest 2,108,987 +3.05%

• Total Put/Call .90 -5.4%

• OEX Put/Call 1.40 -13.2%

• ISE Sentiment 97.0 -15.0 points

• NYSE Arms 1.63 +154.6% 
• Bloomberg Global Risk-On/Risk-Off Index 40.0 -139.0 points
  

• Volatility(VIX) 26.87 -5.75%

• S&P 500 Implied Correlation 57.71 +11.4%

• G7 Currency Volatility (VXY) 8.82 +1.26%
  

• Emerging Markets Currency Volatility (EM-VXY) 12.17 +7.7%

• Smart Money Flow Index 14,465.93 -1.83%

• ICI Money Mkt Mutual Fund Assets $4.414 Trillion -.05%

• ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$9.266 Million

• AAII % Bulls 24.9 -22.3%

• AAII % Bears 46.0 +13.9%

Futures Spot Prices

• CRB Index 148.33 -2.09%

• Crude Oil 40.12 -1.78%

• Reformulated Gasoline 120.82 -2.18%

• Natural Gas 2.25 +7.58%

• Heating Oil 112.03 -2.97%

• Gold 1,857.20 -4.77%

• Bloomberg Base Metals Index 180.22 -4.1%

• Copper 296.70 -4.4%

• US No. 1 Heavy Melt Scrap Steel 295.0 USD/Metric Tonne -.34%

• China Iron Ore Spot 113.80 USD/Metric Tonne -1.95%

• Lumber 607.60 +5.01%

• UBS-Bloomberg Agriculture 876.85 -2.14%

Economy

• Atlanta Fed GDPNow Forecast +32.0% unch.
  

• ECRI Weekly Leading Economic Index Growth Rate 3.0% +.7 percentage point
  
• Bloomberg US Recession Probability Next 12 Months 100.0% unch.

• NY Fed Real-Time Weekly Economic Index -4.5 +23.9%

• US Economic Policy Uncertainty Index 258.9 +37.7%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 155.88 +.33%

• Citi US Economic Surprise Index 170.4 -2.1 points

• Citi Eurozone Economic Surprise Index 47.8 -21.9 points

• Citi Emerging Markets Economic Surprise Index 50.5 +.2 point

• Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/5

• US Dollar Index 94.70 +1.79%

• MSCI Emerging Markets Currency Index 1,626.79 -1.39%

• Bitcoin/USD 10,666.17 -2.2%

• Euro/Yen Carry Return Index 127.22 -.88%

• Yield Curve 54.0 -.5 basis point
  

• 10-Year US Treasury Yield .66% -3.0 basis points

• Federal Reserve's Balance Sheet $7.053 Trillion +.41%

• U.S. Sovereign Debt Credit Default Swap 18.0 +.25%

• Illinois Municipal Debt Credit Default Swap 329.78 +7.5%
  

• Italian/German 10Y Yld Spread 142.0 -2.0 basis points
  

• China Sovereign Debt Credit Default Swap 51.0 +41.1% (new series)
  

• Brazil Sovereign Debt Credit Default Swap 251.75 +24.3%
  

• Israel Sovereign Debt Credit Default Swap 57.76 +8.6%

• South Korea Sovereign Debt Credit Default Swap 28.28 +22.5%

• Russia Sovereign Debt Credit Default Swap 130.87 +25.3%

• iBoxx Offshore RMB China Corporate High Yield Index 178.16 +.11%

• 10-Year TIPS Spread 1.58% -9.0 basis points

• TED Spread 14.25 -.25 basis point

• 2-Year Swap Spread 9.25 +1.0 basis point
  

• 3-Month EUR/USD Cross-Currency Basis Swap -4.5 -1.75 basis points

• N. America Investment Grade Credit Default Swap Index 59.75 -15.96%
  

• America Energy Sector High-Yield Credit Default Swap Index 507.0 +5.95%

• European Financial Sector Credit Default Swap Index 81.89 +32.8%
  

• Emerging Markets Credit Default Swap Index 241.16 +34.1%
  

• MBS 5/10 Treasury Spread 94.75 -.75 basis point
• Markit CMBX BBB-6 66.31 -1.03%

• M1 Money Supply $5.574 Trillion +3.2%

• Commercial Paper Outstanding 985.5 +.2%

• 4-Week Moving Average of Jobless Claims 878,250 -3.86%

• Continuing Claims Unemployment Rate 8.6% unch.
  

• Average 30-Year Mortgage Rate 2.90% +3.0 basis points

• Weekly Mortgage Applications 808.50 +6.77%

• Bloomberg Consumer Comfort 49.8 +2.1 points

• Weekly Retail Sales +.1% +70.0 basis points

• Nationwide Gas $2.19/gallon +.01/gallon

• Baltic Dry Index 1,605.0 +23.8%

• China (Export) Containerized Freight Index 1,007.44 +2.23%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 -12.5%
• Truckstop.com Market Demand Index 104.31 +8.2%

• Rail Freight Carloads 295,269 +13.3%

Best Performing Style

• Mid-Cap Growth +.4%

Worst Performing Style

• Small-Cap Value -6.2%

Leading Sectors

• Software +2.4%

• Internet +1.8%

• Utilities +.4%

• Semis +.2%

• Education unch.

Lagging Sectors

• Banks -7.4% 

• Steel -8.6%

• Airlines -9.0%

• Energy -9.5%

• Oil Service -17.6%

Weekly High-Volume Stock Gainers (10)

• ZI, PTON, NTRA, MDB, ZM, SGMS, SLP, NLS, EXAS and OMI
  

Weekly High-Volume Stock Losers (5)

• COWN, OXY, SLB, APA and RETA
  

Weekly Charts

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change