Friday, February 21, 2020

Weekly Scoreboard*

S&P 500 3,337.75 -1.16%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 28,992.41 -1.49%
  • NASDAQ 9,576.59 -1.45%
  • Russell 2000 1,678.61 -.92%
  • S&P 500 High Beta 46.74 -2.16%
  • Goldman 50 Most Shorted 157.43 +1.77%
  • Wilshire 5000 34,167.21 -.98%
  • Russell 1000 Growth 1,890.03 -1.26%
  • Russell 1000 Value 1,352.65 -.76%
  • S&P 500 Consumer Staples 664.57 +.14%
  • MSCI Cyclicals-Defensives Spread 1,181.57 +.22%
  • NYSE Technology 2,400.69 -1.73%
  • Transports 10,908.94 -.72%
  • Utilities 948.74 +.52%
  • Bloomberg European Bank/Financial Services 78.61 -2.42%
  • MSCI Emerging Markets 43.48 -2.39%
  • HFRX Equity Hedge 1,280.23 -.13%
  • HFRX Equity Market Neutral 935.69 -.21%
Sentiment/Internals
  • NYSE Cumulative A/D Line 404,186 +.17%
  • Bloomberg New Highs-Lows Index 393 -170
  • Bloomberg Crude Oil % Bulls 26.7 n/a
  • CFTC Oil Net Speculative Position 396,769 -.15%
  • CFTC Oil Total Open Interest 2,213,522 -2.56%
  • Total Put/Call 1.09 +31.71%
  • OEX Put/Call 1.28 -35.57%
  • ISE Sentiment 80.0 +1
  • NYSE Arms 1.11 -16.79%
  • Volatility(VIX) 17.08 +25.8%
  • S&P 500 Implied Correlation 39.47 +13.05%
  • G7 Currency Volatility (VXY) 5.48 +7.66%
  • Emerging Markets Currency Volatility (EM-VXY) 6.91 +4.08%
  • Smart Money Flow Index 14,984.23 -.75%
  • ICI Money Mkt Mutual Fund Assets $3.633 Trillion +.23%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$4.353 Billion
  • AAII % Bulls 40.6 -1.9%
  • AAII % Bears 28.7 +8.6%
Futures Spot Prices
  • CRB Index 174.65  +1.38%
  • Crude Oil 53.46 +3.69%
  • Reformulated Gasoline 165.06 +4.07%
  • Natural Gas 1.91 +4.65%
  • Heating Oil 168.66 +.34%
  • Gold 1,648.80 +4.26%
  • Bloomberg Base Metals Index 166.40 -1.88%
  • Copper 260.80 -.54%
  • US No. 1 Heavy Melt Scrap Steel 272.0 USD/Metric Tonne +.37%
  • China Iron Ore Spot 91.51 USD/Metric Tonne +4.49%
  • Lumber 460.10 +1.29%
  • UBS-Bloomberg Agriculture 892.80 +.08%
Economy
  • Atlanta Fed GDPNow Forecast +2.57% +22.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +3.8% -100.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% -5.0 percentage points
  • Philly Fed ADS Real-Time Business Conditions Index -.2514 +5.52%
  • US Economic Policy Uncertainty Index 144.56 +6.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 178.16 +.17%
  • Citi US Economic Surprise Index 50.7 +5.4 points
  • Citi Eurozone Economic Surprise Index -5.7 +16.6 points
  • Citi Emerging Markets Economic Surprise Index 20.9 -1.2 points
  • Fed Fund Futures imply 90.0% chance of no change, 10.0% chance of rate cut on 3/18
  • US Dollar Index 99.26 +.11%
  • MSCI Emerging Markets Currency Index 1,635.70 -.77%
  • Bitcoin/USD 9,655.58 -6.43%
  • Euro/Yen Carry Return Index 125.70 +1.92%
  • Yield Curve 12.0 -5.0 basis points
  • 10-Year US Treasury Yield 1.46% -12.0 basis points
  • Federal Reserve's Balance Sheet $4.133 Trillion -.26%
  • U.S. Sovereign Debt Credit Default Swap 15.01 -1.61%
  • Illinois Municipal Debt Credit Default Swap 151.83 -.01%
  • Italian/German 10Y Yld Spread 134.25 +2.0 basis points
  • China Sovereign Debt Credit Default Swap 35.36 +4.32%
  • Brazil Sovereign Debt Credit Default Swap 92.74 -2.23%
  • Israel Sovereign Debt Credit Default Swap 45.39 +.58%
  • South Korea Sovereign Debt Credit Default Swap 24.27 +8.3%
  • Russia Sovereign Debt Credit Default Swap 60.88 +1.97%
  • iBoxx Offshore RMB China Corporate High Yield Index 170.80 +.41%
  • 10-Year TIPS Spread 1.61% -6.0 basis point
  • TED Spread 13.25 +1.25 basis points
  • 2-Year Swap Spread 1.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.25 unch.
  • N. America Investment Grade Credit Default Swap Index 46.81 +5.84%
  • America Energy Sector High-Yield Credit Default Swap Index 635.0 +2.33%
  • European Financial Sector Credit Default Swap Index 48.79 +2.95%
  • Emerging Markets Credit Default Swap Index 194.50 +2.66%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $4.028 Trillion -1.48%
  • Commercial Paper Outstanding 1,123.40 +.90%
  • 4-Week Moving Average of Jobless Claims 209,000 -3,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.49% +2.0 basis points
  • Weekly Mortgage Applications 645.50 -6.4%
  • Bloomberg Consumer Comfort 65.6 -.1 point
  • Weekly Retail Sales +5.30% +50.0 basis points
  • Nationwide Gas $2.47/gallon +.03/gallon
  • Baltic Dry Index 480.0 +12.94%
  • China (Export) Containerized Freight Index 936.65 -2.97%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 251,690 -.60%
Best Performing Style
  • Mid-Cap Value -.5%
Worst Performing Style
  • Large-Cap Growth -1.3%
Leading Sectors
  • Gold & Silver +7.8%
  • Alt Energy +5.4%
  • Telecom +3.6%
  • Retail +2.1%
  • REITs +1.1%
Lagging Sectors
  • Airlines -3.7% 
  • Networking -3.8%
  • Computer Hardware -3.8%
  • Disk Drives -3.99%
  • Coal -11.9%
Weekly High-Volume Stock Gainers (17)
  • DBX, STMP, SFM, AERI, TXRH, ZYXI, MAG, BMRN, S, AVX, BTAI, FND, PNW, CHWY, SDGR, GILD and EHTH
Weekly High-Volume Stock Losers (44)
  • TPX, GEL, IRWD, COHU, STAA, INT, W, VCYT, MSFT, RPD, GT, SAIL, RCL, VSAT, ATRC, BNFT, LRCX, ET, INOV, SNPS, MED, DT, MU, AAN, CGNX, DVN, COHR, NVTA, PPC, NGVT, HCAT, OLED, SPWR, RETA, VC, MD, TVTY, ESPR, TXG, CODI, CATM, LASR, PGNY and HMSY
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