Thursday, April 09, 2020

Weekly Scoreboard*

S&P 500 2,789.82 +10.4%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,719.4 +10.8%
  • NASDAQ 8,153.57 +8.9%
  • Russell 2000 1,246.73 +14.8%
  • S&P 500 High Beta 32.59 +16.5%
  • Goldman 50 Most Shorted 8105.68 +23.9%
  • Wilshire 5000 28,075.77 +11.0%
  • Russell 1000 Growth 1,619.15 +9.59%
  • Russell 1000 Value 1,074.16 +12.26%
  • S&P 500 Consumer Staples 597.14 +5.50%
  • MSCI Cyclicals-Defensives Spread 1,096.83 +3.87%
  • NYSE Technology 2,022.95.0 +8.85%
  • Transports 8,236.92 +10.63%
  • Utilities 827.83 +13.5%
  • Bloomberg European Bank/Financial Services 48.40 +8.7%
  • MSCI Emerging Markets 35.88 +7.45%
  • HFRX Equity Hedge 1,114.6 +1.79%
  • HFRX Equity Market Neutral 880.20 +.54%
Sentiment/Internals
  • NYSE Cumulative A/D Line 388,670 +2.25%
  • Bloomberg New Highs-Lows Index -132 +284
  • Commercial Bullish % Net Position -35.1 +4.4%
  • CFTC Oil Net Speculative Position 435,108 -.21%
  • CFTC Oil Total Open Interest 2,340,672 +9.3%
  • Total Put/Call .99 -18.18%
  • OEX Put/Call 1.05 +4.96%
  • ISE Sentiment 43.0 -1
  • NYSE Arms 1.70 +93.2%
  • Volatility(VIX) 41.7 -18.2%
  • S&P 500 Implied Correlation 76.73 -2.69%
  • G7 Currency Volatility (VXY) 8.65 -17.22%
  • Emerging Markets Currency Volatility (EM-VXY) 11.6 -7.37%
  • Smart Money Flow Index 16,008.59 +4.9%
  • ICI Money Mkt Mutual Fund Assets $4.397 Trillion n/a
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows n/a
  • AAII % Bulls 36.6 +6.9%
  • AAII % Bears 44.7 -10.2%
Futures Spot Prices
  • CRB Index 127.82 +2.38%
  • Crude Oil 22.8 -8.0%
  • Reformulated Gasoline 67.73 +3.63%
  • Natural Gas 1.73 +11.7%
  • Heating Oil 97.26 +2.07%
  • Gold 1,752.80 +7.19%
  • Bloomberg Base Metals Index 144.35 +1.83%
  • Copper 225.95 +1.71%
  • US No. 1 Heavy Melt Scrap Steel 248.0 USD/Metric Tonne +10.7%
  • China Iron Ore Spot 82.90 USD/Metric Tonne +4.3%
  • Lumber 322.10 +22.4%
  • UBS-Bloomberg Agriculture 801.40 +1.78%
Economy
  • Atlanta Fed GDPNow Forecast +.96% -29.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -37.2% -1,030.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 40.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -20.62 +5.60%
  • US Economic Policy Uncertainty Index 527.37 -2.92%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 156.65 -3.5%
  • Citi US Economic Surprise Index -67.7 -26.4 points
  • Citi Eurozone Economic Surprise Index -64.7 +7.7 points
  • Citi Emerging Markets Economic Surprise Index 1.7 +3.0 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate cut on 4/29
  • US Dollar Index 99.58 -.49%
  • MSCI Emerging Markets Currency Index 1,566.39 +.54%
  • Bitcoin/USD 7,257.70 +7.7%
  • Euro/Yen Carry Return Index 122.93 +1.17%
  • Yield Curve 49.0 +11.0 basis points
  • 10-Year US Treasury Yield .72% +14.0 basis points
  • Federal Reserve's Balance Sheet $5.772 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 22.32 -8.9%
  • Illinois Municipal Debt Credit Default Swap 266.08 -.05%
  • Italian/German 10Y Yld Spread 193.75 -5.25 basis points
  • China Sovereign Debt Credit Default Swap 44.19 -25.0%
  • Brazil Sovereign Debt Credit Default Swap 266.03 -21.1%
  • Israel Sovereign Debt Credit Default Swap 77.23 -5.8%
  • South Korea Sovereign Debt Credit Default Swap 31.40 -26.9%
  • Russia Sovereign Debt Credit Default Swap 156.51 -16.4%
  • iBoxx Offshore RMB China Corporate High Yield Index 157.34 -4.48%
  • 10-Year TIPS Spread 1.24% +20.0 basis points
  • TED Spread 112.0 -19.0 basis points
  • 2-Year Swap Spread 23.25 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 38.0 -28.5 basis points
  • N. America Investment Grade Credit Default Swap Index 82.58 -33.5%
  • America Energy Sector High-Yield Credit Default Swap Index 1,182.0 +2.5%
  • European Financial Sector Credit Default Swap Index 94.57 -24.5%
  • Emerging Markets Credit Default Swap Index 302.63 -17.4%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 1.91 +.53%
  • M1 Money Supply $4.337 Trillion n/a
  • Commercial Paper Outstanding 1,098.90 -.6%
  • 4-Week Moving Average of Jobless Claims 4,265,500 +1,653,500
  • Continuing Claims Unemployment Rate 5.1% +300.0 basis points
  • Average 30-Year Mortgage Rate 3.33% +3.0 basis points
  • Weekly Mortgage Applications 718,200 -17.9%
  • Bloomberg Consumer Comfort 49.9 -6.4 points
  • Weekly Retail Sales +7.0% -50.0 basis points
  • Nationwide Gas $1.90/gallon -.06/gallon
  • Baltic Dry Index 607.0 -2.7%
  • China (Export) Containerized Freight Index 896.09 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 85.0 -41.4%
  • Rail Freight Carloads 218,184 -5.1%
Best Performing Style
  • Mid-Cap Value +18.3%
Worst Performing Style
  • Large-Cap Growth +10.2%
Leading Sectors
  • Homebuilding +33.2%
  • Airlines +28.3%
  • Gaming +25.9%
  • Retail +23.4%
  • Banks +20.9%
Lagging Sectors
  • Pharma +5.7% 
  • Biotech +5.6%
  • Paper +4.7%
  • Video Gaming +3.6%
  • Coal -6.1%
Weekly High-Volume Stock Gainers (64)
  • SRG, STOR, LOCO, MAC, BIG, BRX, KTB, BCSF, CACC, SIX, VTR, EPR, STWD, EAT, NCLH, EFC, UAL, IAA, MAIN, SFIX, CIT, KSS, SAVE, CVNA, CAR, GIII, ARCC, AYX, SLG, AAL, CHEF, JWN, PLAY, NEWT, RCL, SPG, HOG, PENN, WD, WPC, SEAS, CAKE, HASI, FUN, SPR, CNK, WFC, SBNY, BJRI, CNO, DIN, ALK, WELL, WSM, PAYC, PMT, CCL, BXMT, TDG, OKE and PCTY
Weekly High-Volume Stock Losers (0)

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