Friday, April 24, 2020

Weekly Scoreboard*

S&P 500 2,836.74 -1.32%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,775.27 -1.93%
  • NASDAQ 8,634.52 -.18%
  • Russell 2000 1,233.05 +.32%
  • S&P 500 High Beta 32.50 -.12%
  • Goldman 50 Most Shorted 113.63 +4.81%
  • Wilshire 5000 28,507.11 -1.16%
  • Russell 1000 Growth 1,693.58 -.68%
  • Russell 1000 Value 1,055.16 -1.95%
  • S&P 500 Consumer Staples 602.26 -3.19%
  • MSCI Cyclicals-Defensives Spread 1,082.62 -.07%
  • NYSE Technology 2,190.60 -.74%
  • Transports 8,092.40 -1.72%
  • Utilities 795.09 -3.51%
  • Bloomberg European Bank/Financial Services 44.54 -1.34%
  • MSCI Emerging Markets 35.75 -.28%
  • HFRX Equity Hedge 1,137.86 -.47%
  • HFRX Equity Market Neutral 853.94 -.62%
Sentiment/Internals
  • NYSE Cumulative A/D Line 38749 -.19%
  • Bloomberg New Highs-Lows Index 0 +110
  • Commercial Bullish % Net Position -40.27 -8.22%
  • CFTC Oil Net Speculative Position 510,669 +5.32%
  • CFTC Oil Total Open Interest 2,353,955 +.50%
  • Total Put/Call 1.01 +10.99%
  • OEX Put/Call 1.25 +2.15%
  • ISE Sentiment 72.0 +3.0
  • NYSE Arms 1.0 +45.33%
  • Volatility(VIX) 35.93 -5.82%
  • S&P 500 Implied Correlation 72.48 +2.46%
  • G7 Currency Volatility (VXY) 9.01 +1.12%
  • Emerging Markets Currency Volatility (EM-VXY) 11.98 +5.27%
  • Smart Money Flow Index 16,100.99 -2.23%
  • ICI Money Mkt Mutual Fund Assets $4.652 Trillion +2.8%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$8.846 Million
  • AAII % Bulls 24.9 -28.7%
  • AAII % Bears 50.0 +17.0%
Futures Spot Prices
  • CRB Index 112.75 -8.92%
  • Crude Oil 17.09 -5.1%
  • Reformulated Gasoline 66.70 -7.19%
  • Natural Gas 1.73 -1.08%
  • Heating Oil 67.91 -31.21%
  • Gold 1,740.70 +2.58%
  • Bloomberg Base Metals Index 147.19 -1.12%
  • Copper 234.60 +.04%
  • US No. 1 Heavy Melt Scrap Steel 244.0 USD/Metric Tonne -2.4%
  • China Iron Ore Spot 80.89 USD/Metric Tonne -3.22%
  • Lumber 322.50 -5.47%
  • UBS-Bloomberg Agriculture 769.44 -2.39%
Economy
  • Atlanta Fed GDPNow Forecast -.26% unch.
  • ECRI Weekly Leading Economic Index Growth Rate -41.9% +.6 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -7.16 +9.1%
  • US Economic Policy Uncertainty Index 483.69 -10.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.99 -1.45%
  • Citi US Economic Surprise Index -101.80 +27.2 points
  • Citi Eurozone Economic Surprise Index -219.70 -158.30 points
  • Citi Emerging Markets Economic Surprise Index -.2 -1.9 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate cut on 4/29
  • US Dollar Index 100.38 +.67%
  • MSCI Emerging Markets Currency Index 1,560.99 -.33%
  • Bitcoin/USD 7,516.79 +6.5%
  • Euro/Yen Carry Return Index 120.33 -.84%
  • Yield Curve 37.25 -6.75 basis points
  • 10-Year US Treasury Yield .59% -6.0 basis points
  • Federal Reserve's Balance Sheet $6.535 Trillion +3.25%
  • U.S. Sovereign Debt Credit Default Swap 22.81 +3.52%
  • Illinois Municipal Debt Credit Default Swap 510.98 +141.2%
  • Italian/German 10Y Yld Spread 231.25 +4.75 basis points
  • China Sovereign Debt Credit Default Swap 50.24 +14.2%
  • Brazil Sovereign Debt Credit Default Swap 368.50 +26.8%
  • Israel Sovereign Debt Credit Default Swap 75.99 -1.62%
  • South Korea Sovereign Debt Credit Default Swap 38.90 +22.6%
  • Russia Sovereign Debt Credit Default Swap 177.80 +3.9%
  • iBoxx Offshore RMB China Corporate High Yield Index 165.15 +3.02%
  • 10-Year TIPS Spread 1.11% +9.0 basis points
  • TED Spread 88.50 -14.5 basis points
  • 2-Year Swap Spread 16.5 -5.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 21.0 -24.0 basis points
  • N. America Investment Grade Credit Default Swap Index 93.40 +6.55%
  • America Energy Sector High-Yield Credit Default Swap Index 883.0 -33.5%
  • European Financial Sector Credit Default Swap Index 108.44 +6.57%
  • Emerging Markets Credit Default Swap Index 366.19 +7.13%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 1.75 +1.16%
  • Markit CMBX BBB-6 67.0 -1.83%
  • M1 Money Supply $4.733 Trillion +2.79%
  • Commercial Paper Outstanding 1,068.60 +.90%
  • 4-Week Moving Average of Jobless Claims 5,786,500 +1,521,000
  • Continuing Claims Unemployment Rate 11.0% +280.0 basis points
  • Average 30-Year Mortgage Rate 3.33% +2.0 basis points
  • Weekly Mortgage Applications 768,500 -.29%
  • Bloomberg Consumer Comfort 41.4 -3.1 points
  • Weekly Retail Sales -4.40% -240.0 basis points
  • Nationwide Gas $1.79/gallon -.04/gallon
  • Baltic Dry Index 672.0 -10.52%
  • China (Export) Containerized Freight Index 870.33 -1.57%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 110.0 +12.82%
  • Rail Freight Carloads 213,685 -.04%
Best Performing Style
  • Small-Cap Growth +1.0%
Worst Performing Style
  • Large-Cap Value -2.2%
Leading Sectors
  • Gold & Silver +12.2%
  • Oil Service +7.9%
  • Shipping +6.7%
  • Social Media +3.1%
  • Energy +2.9%
Lagging Sectors
  • Utilities -3.6% 
  • REITs -4.1%
  • Insurance -5.5%
  • Airlines -7.4%
  • Coal -16.6%
Weekly High-Volume Stock Gainers (16)
  • TBIO, INO, W, CVM, OZK, BYND, CATS, ARCT, EBS, BLUE, QDEL, GNMK, COF, CRWD, VIR and KEM
Weekly High-Volume Stock Losers (9)
  • KSS, TAL, TEX, EIG, POR, BCO, PRNB, ARCH and MC
Weekly Charts
ETFs
Stocks
*5-Day Change

No comments: