Friday, November 03, 2017

Weekly Scoreboard*

S&P 500 2,587.19 +.21%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,529.4 +.42%
  • NASDAQ 6,761.40 +.91%
  • Russell 2000 1,495.69 -.83%
  • S&P 500 High Beta 40.29 +.31%
  • Goldman 50 Most Shorted 130.51 -3.80%
  • Wilshire 5000 26,786.70 +.11%
  • Russell 1000 Growth 1,311.81 +.56%
  • Russell 1000 Value 1,179.15 -.23%
  • S&P 500 Consumer Staples 547.59 +.28%
  • Vanda Cyclicals-Defensives 1.3981 +.42%
  • NYSE Technology 1,687.63 +.41%
  • Transports 9,765.04 -1.61%
  • Utilities 754.78 +.33%
  • Bloomberg European Bank/Financial Services 100.02 -1.45%
  • MSCI Emerging Markets 46.36 +1.13%
  • HFRX Equity Hedge 1,248.93 +.33%
  • HFRX Equity Market Neutral 1,014.48 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 307,908 +.29%
  • Bloomberg New Highs-Lows Index 276 -37
  • Bloomberg Crude Oil % Bulls 39.53 -9.65%
  • CFTC Oil Net Speculative Position 446,827 +4.03%
  • CFTC Oil Total Open Interest 2,371,940 -2.81%
  • Total Put/Call .94 +10.47%
  • OEX Put/Call 4.61 +808.0%
  • ISE Sentiment 105.0 -29.3%
  • NYSE Arms 1.03 -5.5%
  • Volatility(VIX) 9.24 -5.71%
  • S&P 500 Implied Correlation 16.60 +14.77%
  • G7 Currency Volatility (VXY) 7.17 -6.88%
  • Emerging Markets Currency Volatility (EM-VXY) 8.16 -.85%
  • Smart Money Flow Index 20,045.79 +.26%
  • ICI Money Mkt Mutual Fund Assets $2.730 Trillion -.65%
  • ICI US Equity Weekly Net New Cash Flow -$5.161 Billion
  • AAII % Bulls 45.1 +4.5%
  • AAII % Bears 28.6 -13.5%
Futures Spot Prices
  • CRB Index 189.02 +.99%
  • Crude Oil 55.36 +1.64%
  • Reformulated Gasoline 178.25 +3.11%
  • Natural Gas 2.99 +8.57%
  • Heating Oil 188.08 +.15%
  • Gold 1,268.80 -.44%
  • Bloomberg Base Metals Index 202.17 -2.21%
  • Copper 311.90 +.5%
  • US No. 1 Heavy Melt Scrap Steel 258.33 USD/Metric Tonne unch.
  • China Iron Ore Spot 59.88 USD/Ton -.33%
  • Lumber 441.50 -1.5%
  • UBS-Bloomberg Agriculture 1,022.72 -.62%
Economy
  • Atlanta Fed GDPNow Forecast +3.3% +80.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 3.2% +40.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0249 +21.94% 
  • US Economic Policy Uncertainty Index 192.03 +89.73%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.14 +.51%
  • Citi US Economic Surprise Index 40.9 +2.7 points
  • Citi Eurozone Economic Surprise Index 58.70 -.8 point
  • Citi Emerging Markets Economic Surprise Index 18.30 -3.0 points
  • Fed Fund Futures imply 0.0% chance of no change, 100.0% chance of 25 basis point hike on 12/13
  • US Dollar Index 94.97 +.18%
  • MSCI Emerging Markets Currency Index 1,629.95 +.72%
  • Euro/Yen Carry Return Index 138.23 +.51%
  • Yield Curve 72.0 -11.0 basis points
  • 10-Year US Treasury Yield 2.34% -9.0 basis points
  • Federal Reserve's Balance Sheet $4.416 Trillion -.12%
  • U.S. Sovereign Debt Credit Default Swap 24.79 +.04%
  • Illinois Municipal Debt Credit Default Swap 337.65 -.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 3.97 -16.6%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 14.85 -4.56%
  • Emerging Markets Sovereign Debt CDS Index 44.65 +.38%
  • Israel Sovereign Debt Credit Default Swap 50.17 +4.45%
  • South Korea Sovereign Debt Credit Default Swap 71.65 -3.94%
  • Russia Sovereign Debt Credit Default Swap 134.25 +2.55%
  • iBoxx Offshore RMB China Corporate High Yield Index 144.98 +.15%
  • 10-Year TIPS Spread 1.87% -3.0 basis points
  • TED Spread 22.25 -6.25 basis points
  • 2-Year Swap Spread 20.75 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -43.25 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 53.16 -.62%
  • America Energy Sector High-Yield Credit Default Swap Index 369.0 -6.94%
  • European Financial Sector Credit Default Swap Index 50.29 -7.42%
  • Emerging Markets Credit Default Swap Index 179.19 +2.86%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 152.0 -2.0 basis point
  • M1 Money Supply $3.623 Trillion +.87%
  • Commercial Paper Outstanding 1,047.50 -1.9%
  • 4-Week Moving Average of Jobless Claims 232,500 -7,000
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Average 30-Year Mortgage Rate 3.94% +6.0 basis points
  • Weekly Mortgage Applications 389.80 -2.62%
  • Bloomberg Consumer Comfort 51.7 +.7 point
  • Weekly Retail Sales +3.5% +10.0 basis points
  • Nationwide Gas $2.52/gallon +.o5/gallon
  • Baltic Dry Index 1,482.0 -4.14%
  • China (Export) Containerized Freight Index 775.54 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 283,518 -2.59%
Best Performing Style
  • Large-Cap Growth +.6%
Worst Performing Style
  • Small-Cap Value -1.2%
Leading Sectors
  • Oil Service +4.7%
  • Gaming +3.6%
  • Energy +3.3%
  • Coal +3.2%
  • Computer Hardware +2.2%
Lagging Sectors
  • Airlines -1.2% 
  • Healthcare Providers -1.4%
  • Gold & Silver -1.5%
  • Steel -1.8%
  • Telecom -2.9%
Weekly High-Volume Stock Gainers (55)
  • ADMS, JUO, FARO, STML, EHTH, CPLA, CSU, MBIO, ESIO, NBIX, APTI, CAA, FSLR, HZO, SSD, TVTY, AXTA, WLH, HSII, PLT, AN, MPO, INTC, SIVB, TDC, AFAM, SFM, CRCM, FIX, EXAS, FLT, KMT, MB, SC, BOOM, DYN, MGPI, GIMO, ULTI, ALSN, CNA, HYH, EL, BRCD, VRSK, LMNX, HUN, KAI, SSTK, ROK, MTRN, COMM, PICO, RMD and MHO
Weekly High-Volume Stock Losers (62)
  • WRLD, COTV, PRO, ANET, LEN, SMCI, ACIA, VST, CHGG, BKU, ZBH, SYMC, PZZA, DNOW, FDP, CCOI, AEIS, TNC, MDC, VCRA, SPSC, HTLD, ATH, MRK, TEN, CTB, ORBC, OHI, GT, ADSW, QUOT, HBI, FLS, BCOR, SANM, LMAT, LL, JBSS, MAT, ITRI, AAN, LEXEA, HSKA, TMST, EXPE, TPX, LPNT, ITG, INT, PBI, NTLA, CIR, NLS, NWL, UA, EFII, UAA, OSUR, OMI, THS, EVHC and PI
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*5-Day Change

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