Friday, June 05, 2020

Weekly Scoreboard*

S&P 500 3,193.93 +4.91%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 27,110.98 +6.81%
  • NASDAQ 9,814.08 +3.42%
  • Russell 2000 1,507.15 +8.11%
  • S&P 500 High Beta 46.0 +20.9%
  • Goldman 50 Most Shorted 145.84 +11.4%
  • Wilshire 5000 32,538.05 +5.27%
  • Russell 1000 Growth 1,913.61 +3.22%
  • Russell 1000 Value 1,206.82 +7.52%
  • S&P 500 Consumer Staples 617.24 +1.89%
  • MSCI Cyclicals-Defensives Spread 1,191.17 +3.47%
  • NYSE Technology 2,499.34 +3.70%
  • Transports 9,872.96 +10.1%
  • Utilities 826.52 +2.43%
  • Bloomberg European Bank/Financial Services 56.72 +16.7%
  • MSCI Emerging Markets 40.86 +6.06%
  • HFRX Equity Hedge 1,183.69 +1.32%
  • HFRX Equity Market Neutral 896.06 +.72%
Sentiment/Internals
  • NYSE Cumulative A/D Line 407,277 +2.30%
  • Bloomberg New Highs-Lows Index 196 +23
  • Commercial Bullish % Net Position -44.0 -1.3%
  • CFTC Oil Net Speculative Position 542,574 -.19%
  • CFTC Oil Total Open Interest 2,135,678 -1.07%
  • Total Put/Call .65 -29.4%
  • OEX Put/Call 1.17 -8.56%
  • ISE Sentiment 124.0 +10.0
  • NYSE Arms .58 -66.08%
  • Volatility(VIX) 24.52 -10.87%
  • S&P 500 Implied Correlation 61.19 +.59%
  • G7 Currency Volatility (VXY) 7.05 unch.
  • Emerging Markets Currency Volatility (EM-VXY) 9.48 -12.6%
  • Smart Money Flow Index 16,174.95 +2.22%
  • ICI Money Mkt Mutual Fund Assets $4.788 Trillion unch.
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$1.612 Million
  • AAII % Bulls 34.6 +4.5%
  • AAII % Bears 38.9 -7.7%
Futures Spot Prices
  • CRB Index 138.98 +5.09%
  • Crude Oil 39.55 +11.98%
  • Reformulated Gasoline 121.36 +13.0%
  • Natural Gas 1.78 -3.15%
  • Heating Oil 115.06 +15.41%
  • Gold 1,683 -2.81%
  • Bloomberg Base Metals Index 159.0 +4.43%
  • Copper 255.55 +4.63%
  • US No. 1 Heavy Melt Scrap Steel 263.0 USD/Metric Tonne +5.6%
  • China Iron Ore Spot 98.5 USD/Metric Tonne +1.6%
  • Lumber 368.80 +1.82%
  • UBS-Bloomberg Agriculture 814.96 +3.57%
Economy
  • Atlanta Fed GDPNow Forecast -53.8% -13.4 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -22.1% +3.0 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -10.08 -7.7%
  • US Economic Policy Uncertainty Index 224.34 -55.1%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.67 +.53%
  • Citi US Economic Surprise Index 66.30 +121.4 points
  • Citi Eurozone Economic Surprise Index -215.20 +60.4 points
  • Citi Emerging Markets Economic Surprise Index 41.40 +21.8 points
  • Fed Fund Futures imply 92.1% chance of no change, 7.9% chance of rate hike on 6/10
  • US Dollar Index 99.79 -1.5%
  • MSCI Emerging Markets Currency Index 1,591.33 +1.25%
  • Bitcoin/USD 9,737.08 +2.59%
  • Euro/Yen Carry Return Index 128.39 +3.63%
  • Yield Curve 63.0 +12.5 basis points
  • 10-Year US Treasury Yield .92% +26.0 basis points
  • Federal Reserve's Balance Sheet $7.126 Trillion +.95%
  • U.S. Sovereign Debt Credit Default Swap 18.41 -3.28%
  • Illinois Municipal Debt Credit Default Swap 548.59 -.14%
  • Italian/German 10Y Yld Spread 169.0 -23.25 basis points
  • China Sovereign Debt Credit Default Swap 46.82 -17.1%
  • Brazil Sovereign Debt Credit Default Swap 203.02 -28.5%
  • Israel Sovereign Debt Credit Default Swap 69.57 -4.65%
  • South Korea Sovereign Debt Credit Default Swap 22.88 -17.0%
  • Russia Sovereign Debt Credit Default Swap 81.46 -31.21%
  • iBoxx Offshore RMB China Corporate High Yield Index 169.12 +1.94%
  • 10-Year TIPS Spread 1.26% +11.0 basis points
  • TED Spread 17.0 -4.5 basis points
  • 2-Year Swap Spread 9.0 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.0 -24.75 basis points
  • N. America Investment Grade Credit Default Swap Index 65.16 -16.7%
  • America Energy Sector High-Yield Credit Default Swap Index 1,021.0 -3.3%
  • European Financial Sector Credit Default Swap Index 67.19 -21.1%
  • Emerging Markets Credit Default Swap Index 288.54 -23.5%
  • MBS 5/10 Treasury Spread 110.0 -8.0 basis points
  • Markit CMBX BBB-6 69.0 +4.3%
  • M1 Money Supply $5.098 Trillion +.66%
  • Commercial Paper Outstanding 1,037.20 -1.3%
  • 4-Week Moving Average of Jobless Claims 2,284,000 -12.5%
  • Continuing Claims Unemployment Rate 14.8% -30.0 basis points
  • Average 30-Year Mortgage Rate 3.18% +3.0 basis points
  • Weekly Mortgage Applications 717.70 -3.86%
  • Bloomberg Consumer Comfort 37.0 +1.5 points
  • Weekly Retail Sales -7.50% unch.
  • Nationwide Gas $2.00/gallon +.06/gallon
  • Baltic Dry Index 632.0 +25.4%
  • China (Export) Containerized Freight Index 841.18 +.23%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 -13.3%
  • Truckstop.com Market Demand Index 39.61 +16.4%
  • Rail Freight Carloads 215,741 -9.4%
Best Performing Style
  • Small-Cap Value +12.7%
Worst Performing Style
  • Large-Cap Growth +3.0%
Leading Sectors
  • Airlines +45.5%
  • Oil Service +26.4%
  • Banks +19.4%
  • Gaming +19.0%
  • Energy +16.3%
Lagging Sectors
  • Medical Equipment +1.1% 
  • Software +.8%
  • Pharma -.8%
  • Biotech -1.9%
  • Gold & Silver -6.9%
Weekly High-Volume Stock Gainers (38)
  • OXY, SRG, RCL, NCLH, IHRT, ATRO, XHR, SPG, CUK, CCH, MAC, TRIP, MCS, NMIH, BA, SPWH, AAL, PK, SAVE, GTHX, UAL, HST, RUTH, SPR, JBLU, DAL, JWN, CSFL, WFC, AA, SCPL, SHO, ALK, LUV and WOR
Weekly High-Volume Stock Losers (9)
  • CPB, IPHI, QDEL, NEM, APPN, EVBG, CLX, CUE and FSCT
Weekly Charts
ETFs
Stocks
*5-Day Change

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