Friday, December 27, 2019

Weekly Scoreboard*

S&P 500 3,242.21 +1.11%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 28,672.24 +1.07%
  • NASDAQ 9,016.98 +1.48%
  • Russell 2000 1,671.73 +.26%
  • S&P 500 High Beta 46.83 +.84%
  • Goldman 50 Most Shorted 158.89 +.02%
  • Wilshire 5000 33,147.49 +1.08%
  • Russell 1000 Growth 1,780.82 +1.37%
  • Russell 1000 Value 1,350.05 +.79%
  • S&P 500 Consumer Staples 649.83 +.83%
  • MSCI Cyclicals-Defensives Spread 1,116.28 +.35%
  • NYSE Technology 2,172.97 +1.58%
  • Transports 10,948.01 +1.29%
  • Utilities 875.17 +.26%
  • Bloomberg European Bank/Financial Services 78.58 -.53%
  • MSCI Emerging Markets 44.94 +1.05%
  • HFRX Equity Hedge 1,273.06 +.30%
  • HFRX Equity Market Neutral 959.13 -.49%
Sentiment/Internals
  • NYSE Cumulative A/D Line 394,889 +.78%
  • Bloomberg New Highs-Lows Index 640 +10
  • Bloomberg Crude Oil % Bulls 32.3 unch.
  • CFTC Oil Net Speculative Position 536,377 +8.2%
  • CFTC Oil Total Open Interest 2,166,584 -2.8%
  • Total Put/Call .84 +8.97%
  • OEX Put/Call .34 -12.82%
  • ISE Sentiment 92.0 +10.0 points
  • NYSE Arms 1.55 +50.5%
  • Volatility(VIX) 13.3 +6.2%
  • S&P 500 Implied Correlation 42.60 +4.2%
  • G7 Currency Volatility (VXY) 5.4 +3.0%
  • Emerging Markets Currency Volatility (EM-VXY) 6.5 +.31%
  • Smart Money Flow Index 14,974.33 +.03%
  • ICI Money Mkt Mutual Fund Assets $3.600 Trillion unch.
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$.609 Billion
  • AAII % Bulls 41.9 -5.0%
  • AAII % Bears 21.5 +5.2%
Futures Spot Prices
  • CRB Index 187.18 +1.03%
  • Crude Oil 61.72 +.72%
  • Reformulated Gasoline 174.65 +2.54%
  • Natural Gas 2.16 -5.2%
  • Heating Oil 205.07 +.96%
  • Gold 1,516.70 +2.29%
  • Bloomberg Base Metals Index 177.24 +.33%
  • Copper 282.65 +.04%
  • US No. 1 Heavy Melt Scrap Steel 295.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 90.60 USD/Metric Tonne +.6%
  • Lumber 409.0 -1.73%
  • UBS-Bloomberg Agriculture 901.67 +.91%
Economy
  • Atlanta Fed GDPNow Forecast +2.28% -6.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +2.4%+20.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 30.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .3005 -3.03%
  • US Economic Policy Uncertainty Index 279.41 +40.1%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.39 -.14%
  • Citi US Economic Surprise Index -8.3 -.7 point
  • Citi Eurozone Economic Surprise Index 27.9 +11.6 points
  • Citi Emerging Markets Economic Surprise Index -15.90 +.3 point
  • Fed Fund Futures imply 95.7% chance of no change, 0.0% chance of rate cut on 1/29
  • US Dollar Index 96.96 -.46%
  • MSCI Emerging Markets Currency Index 1,657.0 +.21%
  • Bitcoin/USD 7,198.96 -.23%
  • Euro/Yen Carry Return Index 127.01 +.94%
  • Yield Curve 27.0 -2.0 basis points
  • 10-Year US Treasury Yield 1.87% -5.0 basis points
  • Federal Reserve's Balance Sheet $4.127 Trillion +.7%
  • U.S. Sovereign Debt Credit Default Swap 14.86 -.67%
  • Illinois Municipal Debt Credit Default Swap 162.06 -.02%
  • Italian/German 10Y Yld Spread 163.0 -3.0 basis points
  • China Sovereign Debt Credit Default Swap 31.20 -.91%
  • Brazil Sovereign Debt Credit Default Swap 100.65 -2.48%
  • Israel Sovereign Debt Credit Default Swap 44.19 unch.
  • South Korea Sovereign Debt Credit Default Swap 21.86 -.5%
  • Russia Sovereign Debt Credit Default Swap 55.77 -.85%
  • iBoxx Offshore RMB China Corporate High Yield Index 167.34 +.13%
  • 10-Year TIPS Spread 1.74% -4.0 basis points
  • TED Spread 40.5 +3.75 basis points
  • 2-Year Swap Spread 9.25 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -.75 +11.5 basis points
  • N. America Investment Grade Credit Default Swap Index 43.92 -2.85%
  • America Energy Sector High-Yield Credit Default Swap Index 546.0 +.86%
  • European Financial Sector Credit Default Swap Index 52.19 -.5%
  • Emerging Markets Credit Default Swap Index 174.79 -4.05%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $4.028 Trillion +.63%
  • Commercial Paper Outstanding 1,131.10 +.2%
  • 4-Week Moving Average of Jobless Claims 228,000 +2,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.74% +1.0 basis point
  • Weekly Mortgage Applications 478.70 -5.3%
  • Bloomberg Consumer Comfort 62.3 +1.2 points
  • Weekly Retail Sales +5.3% +50.0 basis points
  • Nationwide Gas $2.56/gallon +.01/gallon
  • Baltic Dry Index 1,090 -14.9%
  • China (Export) Containerized Freight Index 854.4 +2.1%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 67.50 +3.85%
  • Rail Freight Carloads 277,299 unch.
Best Performing Style
  • Large-Cap Growth +1.6%
Worst Performing Style
  • Small-Cap Value unch.
Leading Sectors
  • Gold & Silver +6.6%
  • Oil Service +2.7%
  • Computer Hardware +2.2%
  • Alt Energy +2.1%
  • Social Media +2.0%
Lagging Sectors
  • Utilities +.3% 
  • Steel +.1%
  • Insurance -.5%
  • I-Banks -.5%
  • Airlines -1.2%
Weekly High-Volume Stock Gainers (6)
  • RAD, FLXN, SPCE, TXG, ATRA and AXE
Weekly High-Volume Stock Losers (2)
  • DDOG and HIIQ
Weekly Charts
ETFs
Stocks
*5-Day Change

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