Friday, May 22, 2020

Weekly Scoreboard*

S&P 500 2,955.45 +3.09%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,465.15 +3.23%
  • NASDAQ 9,324.59 +3.45%
  • Russell 2000 1,355.53 +7.41%
  • S&P 500 High Beta 36.14 +9.13%
  • Goldman 50 Most Shorted 130.55 +8.0%
  • Wilshire 5000 29,985.34 +3.69%
  • Russell 1000 Growth 1,815.23 +3.04%
  • Russell 1000 Value 1,075.41 +3.81%
  • S&P 500 Consumer Staples 587.98 +.14%
  • MSCI Cyclicals-Defensives Spread 1,162.23 +3.73%
  • NYSE Technology 2,374.93 +3.53%
  • Transports 8,470.09 +9.06%
  • Utilities 763.93 +2.21%
  • Bloomberg European Bank/Financial Services 45.46 +2.55%
  • MSCI Emerging Markets 36.84 +1.20%
  • HFRX Equity Hedge 1,156.04 +1.01%
  • HFRX Equity Market Neutral 865.87 +.68%
Sentiment/Internals
  • NYSE Cumulative A/D Line 393,371 +1.36%
  • Bloomberg New Highs-Lows Index 91 +372
  • Commercial Bullish % Net Position -40.3 -2.6%
  • CFTC Oil Net Speculative Position 541,019 +1.96%
  • CFTC Oil Total Open Interest 2,248,020 +.18%
  • Total Put/Call .82 +3.75%
  • OEX Put/Call 1.23 -13.9%
  • ISE Sentiment 95.0 -20.0
  • NYSE Arms 1.42 +10.5%
  • Volatility(VIX) 28.16 -10.03%
  • S&P 500 Implied Correlation 65.40 -5.12%
  • G7 Currency Volatility (VXY) 7.53 -6.81%
  • Emerging Markets Currency Volatility (EM-VXY) 10.93 -4.52%
  • Smart Money Flow Index 15,715.92 -.52%
  • ICI Money Mkt Mutual Fund Assets $4.788 Trillion n/a
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.354 Million
  • AAII % Bulls 29.0 +24.4%
  • AAII % Bears 45.0 -11.0%
Futures Spot Prices
  • CRB Index 129.53 +3.78%
  • Crude Oil 33.34 +12.2%
  • Reformulated Gasoline 103.24 +6.46%
  • Natural Gas 1.74 +6.05%
  • Heating Oil 98.66 +5.85%
  • Gold 1,733.70 -1.15%
  • Bloomberg Base Metals Index 149.73 +1.86%
  • Copper 239.5 +2.57%
  • US No. 1 Heavy Melt Scrap Steel 248.0 USD/Metric Tonne -.4%
  • China Iron Ore Spot 94.52 USD/Metric Tonne +.31%
  • Lumber 368.60 +8.2%
  • UBS-Bloomberg Agriculture 780.53 +.83%
Economy
  • Atlanta Fed GDPNow Forecast -41.9% -7.0 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -28.8% +3.8 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -22.87 +5.76%
  • US Economic Policy Uncertainty Index 866.86 +121.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 140.27 -.16%
  • Citi US Economic Surprise Index -81.20 +14.1 points
  • Citi Eurozone Economic Surprise Index -256.60 +44.0 points
  • Citi Emerging Markets Economic Surprise Index -1.10 -6.7 points
  • Fed Fund Futures imply 99.3% chance of no change, 0.0% chance of rate cut on 6/10
  • US Dollar Index 99.79 -.59%
  • MSCI Emerging Markets Currency Index 1,572.51 +.72%
  • Bitcoin/USD 9,215.97 -.54%
  • Euro/Yen Carry Return Index 121.63 +1.18%
  • Yield Curve 48.5 +1.25 basis points
  • 10-Year US Treasury Yield .66% +2.0 basis points
  • Federal Reserve's Balance Sheet $6.999 Trillion +1.49%
  • U.S. Sovereign Debt Credit Default Swap 19.53 -2.1%
  • Illinois Municipal Debt Credit Default Swap 563.86 -.76%
  • Italian/German 10Y Yld Spread 208.5 -31.0 basis points
  • China Sovereign Debt Credit Default Swap 52.88 -.9%
  • Brazil Sovereign Debt Credit Default Swap 307.46 -11.7%
  • Israel Sovereign Debt Credit Default Swap 72.72 -2.47%
  • South Korea Sovereign Debt Credit Default Swap 28.52 -14.7%
  • Russia Sovereign Debt Credit Default Swap 130.49 -11.9%
  • iBoxx Offshore RMB China Corporate High Yield Index 166.77 +1.33%
  • 10-Year TIPS Spread 1.11% +2.0 basis points
  • TED Spread 24.5 -3.25 basis points
  • 2-Year Swap Spread 9.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap 8.50 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 87.14 -8.75%
  • America Energy Sector High-Yield Credit Default Swap Index 1,182.0 -6.8%
  • European Financial Sector Credit Default Swap Index 95.05 -13.9%
  • Emerging Markets Credit Default Swap Index 311.01 -9.19%
  • MBS 5/10 Treasury Spread 109.0 +2.0 basis points
  • Markit CMBX BBB-6 63.50 +.79%
  • M1 Money Supply $5.080 Trillion +1.4%
  • Commercial Paper Outstanding 1,057.7 -.4%
  • 4-Week Moving Average of Jobless Claims 3,042,000 -14.1%
  • Continuing Claims Unemployment Rate 17.2% +150.0 basis points
  • Average 30-Year Mortgage Rate 3.24% -4.0 basis points
  • Weekly Mortgage Applications 727.10 -2.62%
  • Bloomberg Consumer Comfort 34.7 -1.1 points
  • Weekly Retail Sales -8.50% -100.0 basis points
  • Nationwide Gas $1.94/gallon +.07/gallon
  • Baltic Dry Index 494.0 +21.4%
  • China (Export) Containerized Freight Index 836.64 +.29%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 -7.1%
  • Truckstop.com Market Demand Index 29.55 +26.6%
  • Rail Freight Carloads 231,700 +1.89%
Best Performing Style
  • Small-Cap Value +8.6%
Worst Performing Style
  • Large-Cap Growth +3.0%
Leading Sectors
  • Airlines +17.8%
  • Homebuilders +17.0%
  • Oil Service +9.4%
  • Road & Rail +9.0%
  • Gaming +9.0%
Lagging Sectors
  • Biotech +.8% 
  • Shipping +.3%
  • Foods -.6%
  • Pharma -1.1%
  • Gold & Silver -1.5%
Weekly High-Volume Stock Gainers (12)
  • RAMP, MAXR, ELF, ATRA, SPLK, BHVN, INSG, DECK, GBX, TWLO, HOG and BJ
Weekly High-Volume Stock Losers (0)
  • None of note
Weekly Charts
ETFs
Stocks
*5-Day Change

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