Friday, January 19, 2018

Weekly Scoreboard*

S&P 500 Index 2,802.20 +1.28%










 
The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,979.90 +1.48%
  • NASDAQ 7,324.63 +1.5%
  • Russell 2000 1,592.54 +.3%
  • S&P 500 High Beta 45.23 +1.03%
  • Goldman 50 Most Shorted 146.07 -.68%
  • Wilshire 5000 28,959.60 +1.10%
  • Russell 1000 Growth 1,431.89 +1.62%
  • Russell 1000 Value 1,264.67 +.81%
  • S&P 500 Consumer Staples 597.34 +2.09%
  • Vanda Cyclicals-Defensives 1.5855 +.96%
  • NYSE Technology 1,828.50 +2.36%
  • Transports 11,262.20 -.28%
  • Utilities 683.60 -.86%
  • Bloomberg European Bank/Financial Services 105.55 +.09%
  • MSCI Emerging Markets 50.05 +2.82%
  • HFRX Equity Hedge 1,303.70 -.28%
  • HFRX Equity Market Neutral 1,011.16 +.19%
Sentiment/Internals
  • NYSE Cumulative A/D Line 315,338 -.39%
  • Bloomberg New Highs-Lows Index 661 -767
  • Bloomberg Crude Oil % Bulls 34.6 -39.4%
  • CFTC Oil Net Speculative Position 657,590 +5.4%
  • CFTC Oil Total Open Interest 2,545,313 +2.6%
  • Total Put/Call .87 +17.6%
  • OEX Put/Call .97 +206.3%
  • ISE Sentiment 124.0 +23.7%
  • NYSE Arms 1.43 +101.44%
  • Volatility(VIX) 11.5 +16.5%
  • S&P 500 Implied Correlation 33.29 -4.4%
  • G7 Currency Volatility (VXY) 7.54 +6.1% 
  • Emerging Markets Currency Volatility (EM-VXY) 7.98 +5.98%
  • Smart Money Flow Index 20,448.55 -.29%
  • ICI Money Mkt Mutual Fund Assets $2.816 Trillion -.71%
  • ICI US Equity Weekly Net New Cash Flow -$3.065 Billion
  • AAII % Bulls 54.1 +11.2%
  • AAII % Bears 21.4 -14.7%
Futures Spot Prices
  • CRB Index 195.48 +.21%
  • Crude Oil 63.37 -.3%
  • Reformulated Gasoline 186.17 +1.68%
  • Natural Gas 3.18 +2.17%
  • Heating Oil 205.50 -1.13%
  • Gold 1,333.50 +.81%
  • Bloomberg Base Metals Index 213.59 +.95%
  • Copper 318.60 -1.19%
  • US No. 1 Heavy Melt Scrap Steel 314.60 USD/Metric Tonne +8.5%
  • China Iron Ore Spot 522.0 CNY/100 Metric Tonnes +2.8%
  • Lumber 479.50 +3.23%
  • UBS-Bloomberg Agriculture 998.45 -.63%
Economy
  • Atlanta Fed GDPNow Forecast +3.4% +60.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +120.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .4191 -.4% 
  • US Economic Policy Uncertainty Index 69.4 -61.3%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 152.86 +.93%
  • Citi US Economic Surprise Index 61.50 -8.9 points
  • Citi Eurozone Economic Surprise Index 54.60 -3.7 points
  • Citi Emerging Markets Economic Surprise Index 6.0 -.4 point
  • Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point hike on 1/31
  • US Dollar Index 90.62 -.35%
  • MSCI Emerging Markets Currency Index 1,702.41 +.42%
  • Bitcoin/USD 11,315.90 -17.8%
  • Euro/Yen Carry Return Index 140.90 -.20%
  • Yield Curve 58.0 +3.0 basis points
  • 10-Year US Treasury Yield 2.63% +8.0 basis points
  • Federal Reserve's Balance Sheet $4.399 Trillion -.16%
  • U.S. Sovereign Debt Credit Default Swap 23.75 unch.
  • Illinois Municipal Debt Credit Default Swap 251.79 -.03%
  • Italian/German 10Y Yld Spread 139.5 -.75 basis point
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.53 +4.0%
  • Emerging Markets Sovereign Debt CDS Index 32.37 +.19%
  • Israel Sovereign Debt Credit Default Swap 51.35 -9.16%
  • South Korea Sovereign Debt Credit Default Swap 44.92 +3.42%
  • Russia Sovereign Debt Credit Default Swap 113.0 +2.56%
  • iBoxx Offshore RMB China Corporate High Yield Index 146.81 +.25%
  • 10-Year TIPS Spread 2.06% +4.0 basis points
  • TED Spread 31.75 +3.75 basis points
  • 2-Year Swap Spread 20.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -25.50 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 47.87 +1.79%
  • America Energy Sector High-Yield Credit Default Swap Index 325.0 +1.37%
  • European Financial Sector Credit Default Swap Index 43.25 +1.53%
  • Emerging Markets Credit Default Swap Index 113.97 +3.93%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 161.0 -2.0 basis points
  • M1 Money Supply $3.657 Trillion +2.79%
  • Commercial Paper Outstanding 1,118.6 +.7%
  • 4-Week Moving Average of Jobless Claims 244,500 -6,250
  • Continuing Claims Unemployment Rate 1.4% +10.0 basis points
  • Average 30-Year Mortgage Rate 4.04% +5.0 basis points
  • Weekly Mortgage Applications 406.30 +4.1%
  • Bloomberg Consumer Comfort 53.8 +.3 point
  • Weekly Retail Sales +3.0% -40.0 basis points
  • Nationwide Gas $2.54/gallon +.02/gallon
  • Baltic Dry Index 1,139.0 -10.94%
  • China (Export) Containerized Freight Index 813.0 +2.73%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.5 +12.5%
  • Rail Freight Carloads 270,586 +30.6%
Best Performing Style
  • Large-Cap Growth +1.6%
Worst Performing Style
  • Small-Cap Value unch.
Leading Sectors
  • Gaming +5.5%
  • Semis +4.3%
  • Robotics +3.8%
  • Computer Hardware +3.1%
  • Healthcare Providers +2.9%
Lagging Sectors
  • Steel -.7% 
  • Utilities -.9%
  • Shipping -1.2%
  • Alt Energy -1.9%
  • Oil Service -2.4%
Weekly High-Volume Stock Gainers (16)
  • JUNO, EXPI, ESIO, JNCE, HAWK, MRTX, COUP, RLH, VIA, LADR, LQ, BLK, ENR, WIFI, WOW and VICI
Weekly High-Volume Stock Losers (24)
  • PLYA, AVXS, ETH, AFL, DMRC, AGIO, SYF, PBI, PLXS, PNFP, BOOT, HTZ, FRAC, F, KBH, GME, ADNT, TSRO, EXAS, GDEN, ALB, PRTK, SCOR and CNCE
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