Friday, January 10, 2020

Weekly Scoreboard*

S&P 500 3,265.53 +1.2%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 28,819.34 +.83%
  • NASDAQ 9,175.59 +1.95%
  • Russell 2000 1,657.19 +.07%
  • S&P 500 High Beta 47.21 +1.35%
  • Goldman 50 Most Shorted 154.753 +.29%
  • Wilshire 5000 33,333.65 +1.05%
  • Russell 1000 Growth 1,816.03 +2.09%
  • Russell 1000 Value 1,344.44 +.28%
  • S&P 500 Consumer Staples 643.52 +.72%
  • MSCI Cyclicals-Defensives Spread 1,139.02 +.53%
  • NYSE Technology 2,232.10 +2.53%
  • Transports 10,970.46 +.82%
  • Utilities 873.89 +.80%
  • Bloomberg European Bank/Financial Services 78.29 -.89%
  • MSCI Emerging Markets 45.43 +.96%
  • HFRX Equity Hedge 1,264.24 -.69%
  • HFRX Equity Market Neutral 952.09 +.07%
Sentiment/Internals
  • NYSE Cumulative A/D Line 396,332 +.37%
  • Bloomberg New Highs-Lows Index 737 -237
  • Bloomberg Crude Oil % Bulls 36.7 -8.3%
  • CFTC Oil Net Speculative Position 554,857 +.87%
  • CFTC Oil Total Open Interest 2,145,567 +1.46%
  • Total Put/Call .80 -11.6%
  • OEX Put/Call .34 -12.8%
  • ISE Sentiment 91.0 +16.0 points
  • NYSE Arms 1.21 -23.9%
  • Volatility(VIX) 12.61 -12.7%
  • S&P 500 Implied Correlation 38.36 -15.9%
  • G7 Currency Volatility (VXY) 5.13 -11.7%
  • Emerging Markets Currency Volatility (EM-VXY) 6.41 -5.1%
  • Smart Money Flow Index 15,686.32 +2.35%
  • ICI Money Mkt Mutual Fund Assets $3.638 Trillion +.16%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$.520 Billion
  • AAII % Bulls 33.1 -11.2%
  • AAII % Bears 29.9 +36.6%
Futures Spot Prices
  • CRB Index 184.13 -1.4%
  • Crude Oil 59.02 -6.3%
  • Reformulated Gasoline 165.95 -5.11%
  • Natural Gas 2.20 +3.97%
  • Heating Oil 193.01 -6.3%
  • Gold 1,560.50 +.25%
  • Bloomberg Base Metals Index 177.0 +1.68%
  • Copper 281.20 +1.19%
  • US No. 1 Heavy Melt Scrap Steel 299.0 USD/Metric Tonne +.67%
  • China Iron Ore Spot 91.52 USD/Metric Tonne -.42%
  • Lumber 415.60 -2.74%
  • UBS-Bloomberg Agriculture 908.05 +1.33%
Economy
  • Atlanta Fed GDPNow Forecast +2.27% -6.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +3.3% +100.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 30.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0679 +2.72%
  • US Economic Policy Uncertainty Index 76.48 -55.3%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.50 +.23%
  • Citi US Economic Surprise Index .5 +9.8 points
  • Citi Eurozone Economic Surprise Index 43.3 +10.8 points
  • Citi Emerging Markets Economic Surprise Index -6.0 +4.7 points
  • Fed Fund Futures imply 90.9% chance of no change, 0.0% chance of rate cut on 1/29
  • US Dollar Index 97.35 +.48%
  • MSCI Emerging Markets Currency Index 1,666.78 +.43%
  • Bitcoin/USD 8,073.74 +10.8%
  • Euro/Yen Carry Return Index 126.47 +1.02%
  • Yield Curve 25.0 -5.0 basis points
  • 10-Year US Treasury Yield 1.82% +2.0 basis points
  • Federal Reserve's Balance Sheet $4.111 Trillion -.57%
  • U.S. Sovereign Debt Credit Default Swap 14.84 -.84%
  • Illinois Municipal Debt Credit Default Swap 162.01 +.68%
  • Italian/German 10Y Yld Spread 152.0 -10.5 basis points
  • China Sovereign Debt Credit Default Swap 31.92 -3.66%
  • Brazil Sovereign Debt Credit Default Swap 98.80 +.14%
  • Israel Sovereign Debt Credit Default Swap 51.70 +16.96%
  • South Korea Sovereign Debt Credit Default Swap 22.82 +4.37%
  • Russia Sovereign Debt Credit Default Swap 59.92 +3.44%
  • iBoxx Offshore RMB China Corporate High Yield Index 168.63 +.45%
  • 10-Year TIPS Spread 1.76% -1.0 basis point
  • TED Spread 31.75 -8.5 basis points
  • 2-Year Swap Spread 6.5 -2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.75 -4.5 basis points
  • N. America Investment Grade Credit Default Swap Index 44.15 -3.5%
  • America Energy Sector High-Yield Credit Default Swap Index 533.0 +1.17%
  • European Financial Sector Credit Default Swap Index 50.40 -5.99%
  • Emerging Markets Credit Default Swap Index 180.76 -.74%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.984 Trillion -1.25%
  • Commercial Paper Outstanding 1,125.90 unch.
  • 4-Week Moving Average of Jobless Claims 224,000 -9,250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.64% -11.0 basis points
  • Weekly Mortgage Applications 471.30 +13.46%
  • Bloomberg Consumer Comfort 65.1 +1.2 points
  • Weekly Retail Sales +6.1% +20.0 basis points
  • Nationwide Gas $2.60/gallon +.04/gallon
  • Baltic Dry Index 772.0 -14.9%
  • China (Export) Containerized Freight Index 927.06 +3.29%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 65.0 unch
  • Rail Freight Carloads 198,450 +8.96%
Best Performing Style
  • Large-Cap Growth +2.1%
Worst Performing Style
  • Small-Cap Value -1.1%
Leading Sectors
  • Internet +3.0%
  • Software +2.8%
  • Alt Energy +2.7%
  • Biotech +2.6%
  • Homebuilding +2.3%
Lagging Sectors
  • Education -1.6% 
  • Steel -2.0%
  • Shipping -2.1%
  • Gold & Silver -3.1%
  • Oil Service -3.2%
Weekly High-Volume Stock Gainers (24)
  • RARE, NKTR, RVNC, ZYXI, BYND, PRVB, SPCE, APPN, MAXR, INMD, ABMD, TVTY, DERM, ROL, CRWD, LVGO, TXG, ROL, BMRN, PBF, PRPL, APLS and CDXS
Weekly High-Volume Stock Losers (6)
  • ATI, WWE, URBN, EOLS, TRUP and SIX
Weekly Charts
ETFs
Stocks
*5-Day Change

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