Friday, February 07, 2020

Weekly Scoreboard*

S&P 500 3,327.71 +3.16%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 29,102.51 +3.01%
  • NASDAQ 9,520.51 +3.96%
  • Russell 2000 1,656.78 +2.65%
  • S&P 500 High Beta 46.38 +3.74%
  • Goldman 50 Most Shorted 154.03 +3.29%
  • Wilshire 5000 33,966.22 +3.07%
  • Russell 1000 Growth 1,876.58 +3.69%
  • Russell 1000 Value 1,348.33 +2.47%
  • S&P 500 Consumer Staples 660.01 +1.87%
  • MSCI Cyclicals-Defensives Spread 1,165.30 +1.11%
  • NYSE Technology 2,350.29 +5.26%
  • Transports 10,857.73 +2.96%
  • Utilities 931.83 -.56%
  • Bloomberg European Bank/Financial Services 79.19 +6.74%
  • MSCI Emerging Markets 43.62 +3.01%
  • HFRX Equity Hedge 1,278.41 +.65%
  • HFRX Equity Market Neutral 941.09 +.14%
Sentiment/Internals
  • NYSE Cumulative A/D Line 401,473 +.64%
  • Bloomberg New Highs-Lows Index 29 +460
  • Bloomberg Crude Oil % Bulls n/a
  • CFTC Oil Net Speculative Position 461,762 -11.3%
  • CFTC Oil Total Open Interest 2,172,019 +1.17%
  • Total Put/Call .96 -10.3%
  • OEX Put/Call 1.85 +33.0%
  • ISE Sentiment 64.0 -6
  • NYSE Arms 1.48 -36.8%
  • Volatility(VIX) 15.49 -17.0%
  • S&P 500 Implied Correlation 36.85 -11.01%
  • G7 Currency Volatility (VXY) 5.15 -5.68%
  • Emerging Markets Currency Volatility (EM-VXY) 6.93 +1.47%
  • Smart Money Flow Index 15,186.01 -1.32%
  • ICI Money Mkt Mutual Fund Assets $3.617 Trillion -.11%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$12.580 Billion
  • AAII % Bulls 33.9 +5.9%
  • AAII % Bears 35.2 -4.5%
Futures Spot Prices
  • CRB Index 170.12 -.11%
  • Crude Oil 50.39 -2.27%
  • Reformulated Gasoline 152.73 +1.59%
  • Natural Gas 1.85 +.60%
  • Heating Oil 164.25 +1.21%
  • Gold 1,573.40 -.89%
  • Bloomberg Base Metals Index 164.36 +.04%
  • Copper 254.85 +1.39%
  • US No. 1 Heavy Melt Scrap Steel 262.0 USD/Metric Tonne -9.3%
  • China Iron Ore Spot 78.77 USD/Metric Tonne +1.51%
  • Lumber 439.60 +1.06%
  • UBS-Bloomberg Agriculture 889.03 +.97%
Economy
  • Atlanta Fed GDPNow Forecast +2.68% -6.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +5.9% unch.
  • Bloomberg US Recession Probability Next 12 Months 30.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .0411 +23.1%
  • US Economic Policy Uncertainty Index 263.68 +157.73%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 177.69 -.09%
  • Citi US Economic Surprise Index 45.4 +37.8 points
  • Citi Eurozone Economic Surprise Index -9.5 -30.6 points
  • Citi Emerging Markets Economic Surprise Index 23.5 +2.7 points
  • Fed Fund Futures imply 89.7% chance of no change, 10.3% chance of rate cut on 3/18
  • US Dollar Index 98.70 +1.37%
  • MSCI Emerging Markets Currency Index 1,650.87 +.25%
  • Bitcoin/USD 9,755.91 +4.32%
  • Euro/Yen Carry Return Index 124.66 -.06%
  • Yield Curve 20.0 +2.0 basis points
  • 10-Year US Treasury Yield 1.58% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.128 Trillion +.38%
  • U.S. Sovereign Debt Credit Default Swap 14.85 -.24%
  • Illinois Municipal Debt Credit Default Swap 161.91 -.02%
  • Italian/German 10Y Yld Spread 133.0 -4.0 basis points
  • China Sovereign Debt Credit Default Swap 35.49 -15.5%
  • Brazil Sovereign Debt Credit Default Swap 99.23 -2.87%
  • Israel Sovereign Debt Credit Default Swap 45.65 -.07%
  • South Korea Sovereign Debt Credit Default Swap 25.56 -8.81%
  • Russia Sovereign Debt Credit Default Swap 64.09 -.34%
  • iBoxx Offshore RMB China Corporate High Yield Index 169.82 -.05%
  • 10-Year TIPS Spread 1.66% +2.0 basis points
  • TED Spread 18.25 -3.5 basis points
  • 2-Year Swap Spread 5.25 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.25 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 45.98 -7.23%
  • America Energy Sector High-Yield Credit Default Swap Index 626.0 -.61%
  • European Financial Sector Credit Default Swap Index 49.04 -9.28%
  • Emerging Markets Credit Default Swap Index 189.87 -3.0%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.968 Trillion -.34%
  • Commercial Paper Outstanding 1,119.4 unch.
  • 4-Week Moving Average of Jobless Claims 211,750 -1,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.45% -6.0 basis points
  • Weekly Mortgage Applications 682.0 +4.96%
  • Bloomberg Consumer Comfort 66.5 -.8 point
  • Weekly Retail Sales +5.4% +10.0 basis points
  • Nationwide Gas $2.45/gallon -.04/gallon
  • Baltic Dry Index 431.0 -11.5%
  • China (Export) Containerized Freight Index n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -25.0%
  • Rail Freight Carloads 268,822 +6.27%
Best Performing Style
  • Large-Cap Growth +3.7%
Worst Performing Style
  • Small-Cap Value +2.1%%
Leading Sectors
  • Biotech +6.7%
  • Alt Energy +6.4%
  • Computer Services +5.4%
  • Video Gaming +5.3%
  • Software +5.3%
Lagging Sectors
  • Restaurants -.2% 
  • Utilities -.6%
  • Tobacco -1.0%
  • Gold & Silver -2.3%
  • Shipping -2.5%
Weekly High-Volume Stock Gainers (22)
  • COLL, SYNA, BILL, NOV, AAWW, PINS, TWOU, CCS, UBER, PFSI, HUBG, ESPR, VRTU, NVTA, ALEC, ABBV, VCRA, FDX, TWST, LGND and TPIC
Weekly High-Volume Stock Losers (12)
  • WWE, WEX, RCL, AIMT, OLLI, COLM, NTGR, FNF, TDC, PRO, BHE, DLX,
Weekly Charts
ETFs
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*5-Day Change

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