Friday, May 15, 2020

Weekly Scoreboard*

S&P 500 2,863.70 -2.26%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,685.42 -2.65%
  • NASDAQ 9,014.56 -1.17%
  • Russell 2000 1,256.99 -5.46%
  • S&P 500 High Beta 33.08 -5.94%
  • Goldman 50 Most Shorted 121.43 -2.31%
  • Wilshire 5000 28,903.31 -2.59%
  • Russell 1000 Growth 1,760.49 -.95%
  • Russell 1000 Value 1,033.99 -4.3%
  • S&P 500 Consumer Staples 586.53 -1.53%
  • MSCI Cyclicals-Defensives Spread 1,121.14 -1.87%
  • NYSE Technology 2,295.38 -.99%
  • Transports 7,761.0 -6.86%
  • Utilities 744.49 -2.57%
  • Bloomberg European Bank/Financial Services 44.33 -6.9%
  • MSCI Emerging Markets 36.14 -1.69%
  • HFRX Equity Hedge 1,145.63 -.08%
  • HFRX Equity Market Neutral 859.47 -.50%
Sentiment/Internals
  • NYSE Cumulative A/D Line 388,745 -1.21%
  • Bloomberg New Highs-Lows Index -281 -310
  • Commercial Bullish % Net Position -39.3 +8.8%
  • CFTC Oil Net Speculative Position 530,612 -10.0%
  • CFTC Oil Total Open Interest 2,243,871 -.77%
  • Total Put/Call .80 -5.88%
  • OEX Put/Call 1.37 +7.2%
  • ISE Sentiment 115.0 +18.0
  • NYSE Arms 1.14 +100.0%
  • Volatility(VIX) 31.89 +13.97%
  • S&P 500 Implied Correlation 68.97 +3.17%
  • G7 Currency Volatility (VXY) 8.08 -1.94%
  • Emerging Markets Currency Volatility (EM-VXY) 11.47 -2.8%
  • Smart Money Flow Index 15,797.75 +.03%
  • ICI Money Mkt Mutual Fund Assets $4.788 Trillion +.41%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$15.840 Million
  • AAII % Bulls 23.3 -1.5%
  • AAII % Bears 50.6 -3.9%
Futures Spot Prices
  • CRB Index 124.74 +.01%
  • Crude Oil 29.43 +19.5%
  • Reformulated Gasoline 97.02 +1.66%
  • Natural Gas 1.65 -9.81%
  • Heating Oil 92.04 +2.06%
  • Gold 1,756.30 +3.02%
  • Bloomberg Base Metals Index 146.99 -1.86%
  • Copper 233.05 -3.54%
  • US No. 1 Heavy Melt Scrap Steel 249.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 90.15 USD/Metric Tonne +5.62%
  • Lumber 345.0 -5.51%
  • UBS-Bloomberg Agriculture 774.13 -.54%
Economy
  • Atlanta Fed GDPNow Forecast -34.9% unch.
  • ECRI Weekly Leading Economic Index Growth Rate -32.6% +3.3 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -32.62 +5.57%
  • US Economic Policy Uncertainty Index 613.91 -.19%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.49 -.52%
  • Citi US Economic Surprise Index -95.30 -40.5 points
  • Citi Eurozone Economic Surprise Index -300.60 -.5 point
  • Citi Emerging Markets Economic Surprise Index 5.60 -4.3 points
  • Fed Fund Futures imply 99.3% chance of no change, 0.0% chance of rate cut on 6/10
  • US Dollar Index 100.41 +1.3%
  • MSCI Emerging Markets Currency Index 1,560.60 -.43%
  • Bitcoin/USD 9,410.0 -5.4%
  • Euro/Yen Carry Return Index 120.34 +.36%
  • Yield Curve 47.25 -3.5 basis points
  • 10-Year US Treasury Yield .64% -4.0 basis points
  • Federal Reserve's Balance Sheet $6.896 Trillion +3.19%
  • U.S. Sovereign Debt Credit Default Swap 19.53 -12.7%
  • Illinois Municipal Debt Credit Default Swap 568.17 +5.6%
  • Italian/German 10Y Yld Spread 239.5 +1.25 basis points
  • China Sovereign Debt Credit Default Swap 53.42 +9.0%
  • Brazil Sovereign Debt Credit Default Swap 348.09 +8.96%
  • Israel Sovereign Debt Credit Default Swap 74.56 -2.2%
  • South Korea Sovereign Debt Credit Default Swap 33.87 -2.75%
  • Russia Sovereign Debt Credit Default Swap 148.04 -7.23%
  • iBoxx Offshore RMB China Corporate High Yield Index 164.58 +.35%
  • 10-Year TIPS Spread 1.09% -3.0 basis points
  • TED Spread 27.75 -5.75 basis points
  • 2-Year Swap Spread 9.75 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap 9.50 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 95.29 +4.56%
  • America Energy Sector High-Yield Credit Default Swap Index 1,265.0 -1.51%
  • European Financial Sector Credit Default Swap Index 110.35 +4.98%
  • Emerging Markets Credit Default Swap Index 342.42 +2.68%
  • MBS 5/10 Treasury Spread 107.0 +1.0 basis point
  • Markit CMBX BBB-6 62.50 -1.5%
  • M1 Money Supply $5.008 Trillion +1.8%
  • Commercial Paper Outstanding 1,061.70 -.7%
  • 4-Week Moving Average of Jobless Claims 3,616,500 -13.5%
  • Continuing Claims Unemployment Rate 15.7% +2.0 basis points
  • Average 30-Year Mortgage Rate 3.28% +2.0 basis points
  • Weekly Mortgage Applications 746,700 +.34%
  • Bloomberg Consumer Comfort 35.8 -1.1 points
  • Weekly Retail Sales -7.50% -90.0 basis points
  • Nationwide Gas $1.87/gallon +.04/gallon
  • Baltic Dry Index 393.0 -23.5%
  • China (Export) Containerized Freight Index 834.24 -.08%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Truckstop.com Market Demand Index 23.33 +10.0%
  • Rail Freight Carloads 227,405 -.16%
Best Performing Style
  • Large-Cap Growth -1.4%
Worst Performing Style
  • Small-Cap Value -8.9%
Leading Sectors
  • Gold & Silver +3.2%
  • Video Gaming +2.7%
  • Biotech +2.5%
  • Pharma +.8%
  • Healthcare Providers +.6%
Lagging Sectors
  • Disk Drives -9.0% 
  • Banks -10.0%
  • Steel -10.5%
  • Airlines -13.1%
  • Coal -20.7%
Weekly High-Volume Stock Gainers (17)
  • NVAX, SFIX, DKNG, SRPT, NEWR, BC, RCUS, PRPL, CVET, PTON, ZYXI, SCPL, GTHX, BRKR, ALLO, QDEL and PGNY
Weekly High-Volume Stock Losers (14)
  • BXP, HIW, AFG, SR, SLG, VFC, VREX, TER, LORL, KTB, ANDE, LITE, VVI and SYNA
Weekly Charts
ETFs
Stocks
*5-Day Change

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