Friday, February 14, 2020

Weekly Scoreboard*

S&P 500 3,380.16 +1.58%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 29,398.08 +1.02%
  • NASDAQ 9,731.18 +2.21%
  • Russell 2000 1,687.58 +1.86%
  • S&P 500 High Beta 47.44 +2.29%
  • Goldman 50 Most Shorted 153.76 -.17%
  • Wilshire 5000 34,547.36 +1.71%
  • Russell 1000 Growth 1,919.43 +2.28%
  • Russell 1000 Value 1,362.22 +1.03%
  • S&P 500 Consumer Staples 665.85 +.81%
  • MSCI Cyclicals-Defensives Spread 1,179.97 +.73%
  • NYSE Technology 2,436.17 +3.7%
  • Transports 10,863.20 +.02%
  • Utilities 953.96 +2.32%
  • Bloomberg European Bank/Financial Services 80.56 +1.73%
  • MSCI Emerging Markets 44.33 +1.57%
  • HFRX Equity Hedge 1,281.90 +.14%
  • HFRX Equity Market Neutral 942.03 -.03%
Sentiment/Internals
  • NYSE Cumulative A/D Line 403,505 +.51%
  • Bloomberg New Highs-Lows Index 563 +534
  • Bloomberg Crude Oil % Bulls 26.7 +18.1%
  • CFTC Oil Net Speculative Position 397,374 -13.9%
  • CFTC Oil Total Open Interest 2,271,741 +4.6%
  • Total Put/Call .80 -16.7%
  • OEX Put/Call 1.78 -10.44%
  • ISE Sentiment 79.0 +15
  • NYSE Arms 1.53 +2.0%
  • Volatility(VIX) 14.3 -8.73%
  • S&P 500 Implied Correlation 37.99 +1.97%
  • G7 Currency Volatility (VXY) 5.09 -1.17%
  • Emerging Markets Currency Volatility (EM-VXY) 6.63 -4.33%
  • Smart Money Flow Index 15,094.55 -.58%
  • ICI Money Mkt Mutual Fund Assets $3.625 Trillion +.22%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$5.894 Billion
  • AAII % Bulls 41.3 +22.0%
  • AAII % Bears 26.4 -25.0%
Futures Spot Prices
  • CRB Index 172.95 +1.67%
  • Crude Oil 52.0 +3.1%
  • Reformulated Gasoline 158.45 +3.57%
  • Natural Gas 1.85 -.32%
  • Heating Oil 169.84 +3.02%
  • Gold 1,586.0 +.81%
  • Bloomberg Base Metals Index 166.40 +1.24%
  • Copper 259.85 +2.02%
  • US No. 1 Heavy Melt Scrap Steel 271.0 USD/Metric Tonne +3.44%
  • China Iron Ore Spot 85.45 USD/Metric Tonne +7.89%
  • Lumber 450.70 +2.22%
  • UBS-Bloomberg Agriculture 888.28 -.09%
Economy
  • Atlanta Fed GDPNow Forecast +2.35% -33.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +4.8% -110.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% -5.0 percentage points
  • Philly Fed ADS Real-Time Business Conditions Index -.2739 +5.88%
  • US Economic Policy Uncertainty Index 70.83 -36.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 177.85 +.09%
  • Citi US Economic Surprise Index 45.3 -.1 point
  • Citi Eurozone Economic Surprise Index -22.3 -12.8 points
  • Citi Emerging Markets Economic Surprise Index 22.1 -1.4 points
  • Fed Fund Futures imply 89.7% chance of no change, 10.3% chance of rate cut on 3/18
  • US Dollar Index 99.13 +.42%
  • MSCI Emerging Markets Currency Index 1,647.90 +.26%
  • Bitcoin/USD 10,380.02 +6.3%
  • Euro/Yen Carry Return Index 123.46 -.97%
  • Yield Curve 17.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.58% +5.0 basis points
  • Federal Reserve's Balance Sheet $4.144 Trillion +.39%
  • U.S. Sovereign Debt Credit Default Swap 15.26 +2.76%
  • Illinois Municipal Debt Credit Default Swap 151.85 -6.21%
  • Italian/German 10Y Yld Spread 132.25 -.75 basis point
  • China Sovereign Debt Credit Default Swap 33.77 -4.65%
  • Brazil Sovereign Debt Credit Default Swap 94.77 -5.0%
  • Israel Sovereign Debt Credit Default Swap 45.39 -.56%
  • South Korea Sovereign Debt Credit Default Swap 22.51 -11.6%
  • Russia Sovereign Debt Credit Default Swap 58.85 -8.2%
  • iBoxx Offshore RMB China Corporate High Yield Index 170.11 +.17%
  • 10-Year TIPS Spread 1.67% +1.0 basis point
  • TED Spread 12.0 -6.25 basis points
  • 2-Year Swap Spread 2.75 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.25 +-3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 44.24 -3.74%
  • America Energy Sector High-Yield Credit Default Swap Index 623.0 -.30%
  • European Financial Sector Credit Default Swap Index 47.38 -3.37%
  • Emerging Markets Credit Default Swap Index 189.66 -.08%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $4.089 Trillion +3.1%
  • Commercial Paper Outstanding 1,113.1 -.5%
  • 4-Week Moving Average of Jobless Claims 212,000 +250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.47% +2.0 basis points
  • Weekly Mortgage Applications 689.50 +1.10%
  • Bloomberg Consumer Comfort 65.7 -.8 point
  • Weekly Retail Sales +4.80% -60.0 basis points
  • Nationwide Gas $2.44/gallon -.01/gallon
  • Baltic Dry Index 421.0 +1.45%
  • China (Export) Containerized Freight Index 965.31 +4.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 253,213 -5.81%
Best Performing Style
  • Small-Cap Growth +2.2%
Worst Performing Style
  • Large-Cap Value +.8%
Leading Sectors
  • Alt Energy +7.0%
  • Telecom +6.7%
  • Semis +4.7%
  • Education +4.0%
  • Video Gaming +3.5%
Lagging Sectors
  • Computer Services -.8% 
  • Pharma -.9%
  • Steel -1.5%
  • Tobacco -3.9%
  • Coal -12.8%
Weekly High-Volume Stock Gainers (21)
  • BTAI, CC, SPCE, DXCM, VECO, GDDY, AMN, BE, AYX, NVDA, MHK, GTLS, BIO, WORK, APPN, TLRA, BL, TW, RDFN, OLLI and DLR
Weekly High-Volume Stock Losers (19)
  • MOS, EPRT, MRO, KHC, GT, CNXM, CARS, LYFT, AIG, YETI, KPTI, DCPH, BBBY, APLT, SXT, XBIT, R, CAL and CARG
Weekly Charts
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*5-Day Change

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