Friday, April 17, 2020

Weekly Scoreboard*

S&P 500 2,874.56 +3.04%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,242.49 +2.21%
  • NASDAQ 8,650.14 +6.09%
  • Russell 2000 1,229.10 -1.41%
  • S&P 500 High Beta 32.54 -.15%
  • Goldman 50 Most Shorted 108.42 +2.59%
  • Wilshire 5000 28,840.28 +2.72%
  • Russell 1000 Growth 1,705.17 +5.31%
  • Russell 1000 Value 1,076.15 +.19%
  • S&P 500 Consumer Staples 622.12 +4.18%
  • MSCI Cyclicals-Defensives Spread 1,088.67 -1.66%
  • NYSE Technology 2,206.83 +9.11%
  • Transports 8,233.81 -.04%
  • Utilities 823.98 -.47%
  • Bloomberg European Bank/Financial Services 45.4 -6.1%
  • MSCI Emerging Markets 36.48 +2.72%
  • HFRX Equity Hedge 1,135.84 +1.32%
  • HFRX Equity Market Neutral 860.14 -2.91%
Sentiment/Internals
  • NYSE Cumulative A/D Line 388,241 -.11%
  • Bloomberg New Highs-Lows Index -110 +22
  • Commercial Bullish % Net Position -37.2 -5.98%
  • CFTC Oil Net Speculative Position 484,895 +11.44%
  • CFTC Oil Total Open Interest 2,342,227 +.07%
  • Total Put/Call .91 -8.08%
  • OEX Put/Call 1.20 +8.08%
  • ISE Sentiment 69.0 +26.0
  • NYSE Arms .75 -55.88%
  • Volatility(VIX) 38.15 -8.45%
  • S&P 500 Implied Correlation 70.74 -7.81%
  • G7 Currency Volatility (VXY) 8.91 +4.33%
  • Emerging Markets Currency Volatility (EM-VXY) 11.38 -.61%
  • Smart Money Flow Index 16,008.59 n/a
  • ICI Money Mkt Mutual Fund Assets $4.522 Trillion +1.1%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$6.224 Million
  • AAII % Bulls 34.9 -4.8%
  • AAII % Bears 42.8 -4.3%
Futures Spot Prices
  • CRB Index 123.80 -3.14%
  • Crude Oil 18.27 -21.22%
  • Reformulated Gasoline 71.07 +3.22%
  • Natural Gas 1.75 +.4%
  • Heating Oil 95.63 -3.41%
  • Gold 1,698.80 -2.4%
  • Bloomberg Base Metals Index 148.77 +3.06%
  • Copper 234.45 +3.3%
  • US No. 1 Heavy Melt Scrap Steel 250.0 USD/Metric Tonne +2.46%
  • China Iron Ore Spot 83.20 USD/Metric Tonne +.85%
  • Lumber 341.70 +6.1%
  • UBS-Bloomberg Agriculture 788.28 -.96%
Economy
  • Atlanta Fed GDPNow Forecast -.26% -110.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -42.5% -5.3 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% +60.0 percentage points
  • Philly Fed ADS Real-Time Business Conditions Index -11.08 +9.7%
  • US Economic Policy Uncertainty Index 561.33 +19.06%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 146.11 -6.73%
  • Citi US Economic Surprise Index -129.0 -61.3 points
  • Citi Eurozone Economic Surprise Index -61.4 +3.3 points
  • Citi Emerging Markets Economic Surprise Index 1.7 -7.3 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate cut on 4/29
  • US Dollar Index 99.79 +.21%
  • MSCI Emerging Markets Currency Index 1,563.79 -.69%
  • Bitcoin/USD 7,040.54 +1.84%
  • Euro/Yen Carry Return Index 121.24 -1.5%
  • Yield Curve 44.0 -5.0 basis points
  • 10-Year US Treasury Yield .65% -7.0 basis points
  • Federal Reserve's Balance Sheet $6.329 Trillion +4.71%
  • U.S. Sovereign Debt Credit Default Swap 22.03 -1.85%
  • Illinois Municipal Debt Credit Default Swap 211.90 -20.4%
  • Italian/German 10Y Yld Spread 226.5 +32.75 basis points
  • China Sovereign Debt Credit Default Swap 43.09 +1.34%
  • Brazil Sovereign Debt Credit Default Swap 291.38 +8.98%
  • Israel Sovereign Debt Credit Default Swap 77.24 -.66%
  • South Korea Sovereign Debt Credit Default Swap 30.84 +3.55%
  • Russia Sovereign Debt Credit Default Swap 171.07 +9.3%
  • iBoxx Offshore RMB China Corporate High Yield Index 160.30 +2.2%
  • 10-Year TIPS Spread 1.02% -22.0 basis points
  • TED Spread 103.0 -9.0 basis points
  • 2-Year Swap Spread 21.5 -1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 45.0 +7.0 basis points
  • N. America Investment Grade Credit Default Swap Index 86.99 +6.15%
  • America Energy Sector High-Yield Credit Default Swap Index 1,319.0 +3.32%
  • European Financial Sector Credit Default Swap Index 101.78 +7.5%
  • Emerging Markets Credit Default Swap Index 345.50 +14.6%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 1.73 -1.7%
  • Markit CMBX BBB-6 68.50 -8.97%
  • M1 Money Supply $4.599 Trillion +1.75%
  • Commercial Paper Outstanding 1,058.70 -3.7%
  • 4-Week Moving Average of Jobless Claims 4,265,500 +1,243,000
  • Continuing Claims Unemployment Rate 8.2% +310.0 basis points
  • Average 30-Year Mortgage Rate 3.31% -2.0 basis points
  • Weekly Mortgage Applications 770,700 +7.31%
  • Bloomberg Consumer Comfort 44.5 -5.4 points
  • Weekly Retail Sales -2.0% -900.0 basis points
  • Nationwide Gas $1.83/gallon -.07/gallon
  • Baltic Dry Index 726.0 +19.6%
  • China (Export) Containerized Freight Index 896.09 -1.1%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 97.50 -2.5%
  • Rail Freight Carloads 213,777 -2.02%
Best Performing Style
  • Large-Cap Growth +4.2%
Worst Performing Style
  • Small-Cap Value -5.1%
Leading Sectors
  • Biotech +7.6%
  • Video Gaming +6.5%
  • Software +5.9%
  • Gold & Silver +5.5%
  • Semis +5.5%
Lagging Sectors
  • Homebuilding -5.1% 
  • Energy -5.4%
  • Steel -6.1%
  • Banks -8.4%
  • Oil Service -9.6%
Weekly High-Volume Stock Gainers (21)
  • MRNA, CNK, SCPL, HESM, REAL, WMS, EPR, GILD, BSX, TRU, URGN, BLUE, TREE, EXAS, SIX, DSPG, UAL, FUN, JACK, GTS and HQH
Weekly High-Volume Stock Losers (1)
  • FIXX
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: