Friday, January 26, 2018

Weekly Scoreboard*

S&P 500 Index 2,861.56 +1.82%















 
The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 26,518.30 +1.70%
  • NASDAQ 7,474.71 +1.89%
  • Russell 2000 1,604.08 +.42%
  • S&P 500 High Beta 45.76 +.44%
  • Goldman 50 Most Shorted 150.96 +2.77%
  • Wilshire 5000 29,514.50 +1.41%
  • Russell 1000 Growth 1,462.31 +1.64%
  • Russell 1000 Value 1,289.59 +1.32%
  • S&P 500 Consumer Staples 602.45 +.56%
  • Vanda Cyclicals-Defensives 1.5813 -.27%
  • NYSE Technology 1,886.76 +2.72%
  • Transports 11,083.77 -2.49%
  • Utilities 696.61 +1.70%
  • Bloomberg European Bank/Financial Services 106.97 +1.35%
  • MSCI Emerging Markets 51.69 +3.14%
  • HFRX Equity Hedge 1,320.49 +1.05%
  • HFRX Equity Market Neutral 1,013.61 -.36%
Sentiment/Internals
  • NYSE Cumulative A/D Line 317,163 +.58%
  • Bloomberg New Highs-Lows Index 1,128 +467
  • Bloomberg Crude Oil % Bulls 35.3 +1.9%
  • CFTC Oil Net Speculative Position 707,787 +7.6%
  • CFTC Oil Total Open Interest 2,611,581 +2.6%
  • Total Put/Call .79 -8.14%
  • OEX Put/Call .64 -54.87%
  • ISE Sentiment 131.0 +23.3%
  • NYSE Arms .58 -41.44%
  • Volatility(VIX) 11.33 -.09%
  • S&P 500 Implied Correlation 32.18 -4.88%
  • G7 Currency Volatility (VXY) 8.03 +7.0% 
  • Emerging Markets Currency Volatility (EM-VXY) 8.21 +3.1%
  • Smart Money Flow Index 20,616.12 +.82%
  • ICI Money Mkt Mutual Fund Assets $2.824 Trillion +.3%
  • ICI US Equity Weekly Net New Cash Flow -$2.696 Billion
  • AAII % Bulls 45.5 -16.0%
  • AAII % Bears 24.0 +12.3%
Futures Spot Prices
  • CRB Index 200.69 +2.32%
  • Crude Oil 66.19 +3.95%
  • Reformulated Gasoline 194.31 +2.82%
  • Natural Gas 3.59 +10.72%
  • Heating Oil 213.87 +3.22%
  • Gold 1,351.80 +1.54%
  • Bloomberg Base Metals Index 215.29 +.80%
  • Copper 320.0 +.31%
  • US No. 1 Heavy Melt Scrap Steel 321.0 USD/Metric Tonne +2.0%
  • China Iron Ore Spot 73.08 USD/Metric Tonne -1.9%
  • Lumber 486.0 +1.65%
  • UBS-Bloomberg Agriculture 1,012.20 +1.02%
Economy
  • Atlanta Fed GDPNow Forecast +3.4% unch.
  • ECRI Weekly Leading Economic Index Growth Rate 5.8% +130.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2772 -8.24% 
  • US Economic Policy Uncertainty Index 144.92 +9.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 155.23 +1.6%
  • Citi US Economic Surprise Index 37.50 -24.0 points
  • Citi Eurozone Economic Surprise Index 56.40 +1.8 points
  • Citi Emerging Markets Economic Surprise Index .5 -5.5 points
  • Fed Fund Futures imply 80.0% chance of no change, 20.0% chance of 25 basis point hike on 1/31
  • US Dollar Index 88.91 -1.83%
  • MSCI Emerging Markets Currency Index 1,727.55 +1.29%
  • Bitcoin/USD 11,025.0 -2.15%
  • Euro/Yen Carry Return Index 140.49 -.40%
  • Yield Curve 54.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.66% +3.0 basis points
  • Federal Reserve's Balance Sheet $4.400 Trillion +.04%
  • U.S. Sovereign Debt Credit Default Swap 19.27 -18.9%
  • Illinois Municipal Debt Credit Default Swap 251.71 -.03%
  • Italian/German 10Y Yld Spread 137.75 -1.75 basis points
  • Asia Pacific Sovereign Debt Credit Default Swap Index 10.69 +1.33%
  • Emerging Markets Sovereign Debt CDS Index 33.16 +2.40%
  • Israel Sovereign Debt Credit Default Swap 53.25 +3.95%
  • South Korea Sovereign Debt Credit Default Swap 45.70 +1.29%
  • Russia Sovereign Debt Credit Default Swap 113.0 -.59%
  • iBoxx Offshore RMB China Corporate High Yield Index 146.43 -.26%
  • 10-Year TIPS Spread 2.09% +3.0 basis points
  • TED Spread 35.75 +4.0 basis points
  • 2-Year Swap Spread 18.5 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 45.63 -3.55%
  • America Energy Sector High-Yield Credit Default Swap Index 295.0 -9.32%
  • European Financial Sector Credit Default Swap Index 41.20 -5.11%
  • Emerging Markets Credit Default Swap Index 113.60 -.14%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 158.0 -3.0 basis points
  • M1 Money Supply $3.681 Trillion +1.57%
  • Commercial Paper Outstanding 1,128.60 +.9%
  • 4-Week Moving Average of Jobless Claims 240,000 -4,500
  • Continuing Claims Unemployment Rate 1.4% unch.
  • Average 30-Year Mortgage Rate 4.15% +11.0 basis points
  • Weekly Mortgage Applications 424.40 +4.45%
  • Bloomberg Consumer Comfort 53.7 -.1 point
  • Weekly Retail Sales +3.30% +30.0 basis points
  • Nationwide Gas $2.57/gallon +.03/gallon
  • Baltic Dry Index 1,217.0 +8.17%
  • China (Export) Containerized Freight Index 819.59 +.81%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 266,981 -1.33%
Best Performing Style
  • Large-Cap Growth +1.6%
Worst Performing Style
  • Small-Cap Value -.5%
Leading Sectors
  • Biotech +5.3%
  • Internet +4.1%
  • Gold & Silver +3.0%
  • Drugs +2.9%
  • Software +2.9%
Lagging Sectors
  • Restaurants -1.3% 
  • Alt Energy -2.2%
  • Road & Rail -2.8%
  • Airlines -4.6%
  • Homebuilders -4.9%
Weekly High-Volume Stock Gainers (31)
  • BIVV, IOVA, MDCO, GWW, RCKT, HZO, CARA, JNCE, RARE, MGNX, COLL, JUNO, WRLD, KURA, STML, ALBO, BG, RMD, LOB, AGIO, NYT, ATKR, TBK, ADMS, WHR, MAT, HNGR, GDENCPK, FE and MSCC
Weekly High-Volume Stock Losers (15)
  • PI, WWD, PETS, MRCY, ALK, IPHI, RES, ATNX, UAL, LITE, RDFN, OLED, NWL, SANM and PBYI
Weekly Charts
ETFs
Stocks
*5-Day Change

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