Friday, June 19, 2020

Weekly Scoreboard*

S&P 500 3,111.75 +2.11%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25.995.18 +1.6%
  • NASDAQ 9,951.18 +3.86%
  • Russell 2000 1,423.27 +2.52%
  • S&P 500 High Beta 41.45 +.19%
  • Goldman 50 Most Shorted 143.80 +4.5%
  • Wilshire 5000 31,688.58 +2.48%
  • Russell 1000 Growth 1,911.28 +3.2%
  • Russell 1000 Value 1,130.42 +.93%
  • S&P 500 Consumer Staples 609.91 +2.98%
  • MSCI Cyclicals-Defensives Spread 1,219.64 +.58%
  • NYSE Technology 2,574.13 +5.0%
  • Transports 9,121.07 +.3%
  • Utilities 792.25 -.02%
  • Bloomberg European Bank/Financial Services 51.68 +.62%
  • MSCI Emerging Markets 40.22 +.7%
  • HFRX Equity Hedge 1,187.03 +.60%
  • HFRX Equity Market Neutral 902.19 +.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 406,987 +1.02%
  • Bloomberg New Highs-Lows Index 205 +164
  • Crude Oil Commercial Bullish % Net Position -46.22 -1.09%
  • CFTC Oil Net Speculative Position 567,909 -.07%
  • CFTC Oil Total Open Interest 2,126,629 -.05%
  • Total Put/Call .91 -11.3%
  • OEX Put/Call 2.32 +84.8%
  • ISE Sentiment 93.0 +17.0
  • NYSE Arms 1.39 +218.2%
  • Volatility(VIX) 33.28 -9.9%
  • S&P 500 Implied Correlation 71.12 +4.91%
  • G7 Currency Volatility (VXY) 7.84 -4.9%
  • Emerging Markets Currency Volatility (EM-VXY) 10.7 +6.1%
  • Smart Money Flow Index 15,798.13 +1.4%
  • ICI Money Mkt Mutual Fund Assets $4.685 Trillion -.7%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$15.883 Million
  • AAII % Bulls 24.4 -28.9%
  • AAII % Bears 47.8 +25.6%
Futures Spot Prices
  • CRB Index 137.97 +2.59%
  • Crude Oil 39.82 +7.9%
  • Reformulated Gasoline 127.0 +12.25%
  • Natural Gas 1.67 -4.36%
  • Heating Oil 121.12 +8.74%
  • Gold 1,754.60 +.91%
  • Bloomberg Base Metals Index 163.76 +1.4%
  • Copper 261.15 -.21%
  • US No. 1 Heavy Melt Scrap Steel 259.0 USD/Metric Tonne -2.26%
  • China Iron Ore Spot 100.7 USD/Metric Tonne +.2%
  • Lumber 415.0 +17.8%
  • UBS-Bloomberg Agriculture 801.64 -.38%
Economy
  • Atlanta Fed GDPNow Forecast -45.5% +3.0 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -14.9% +3.6 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -8.39 +9.1%
  • US Economic Policy Uncertainty Index 264.90 -29.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.0 +.56%
  • Citi US Economic Surprise Index 128.60 +46.4 points
  • Citi Eurozone Economic Surprise Index -186.90 +29.0 points
  • Citi Emerging Markets Economic Surprise Index -3.80 -24.7 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 7/29
  • US Dollar Index 97.59 +.51%
  • MSCI Emerging Markets Currency Index 1,590.33 -.43%
  • Bitcoin/USD 9,296.95 -1.43%
  • Euro/Yen Carry Return Index 123.91 -1.12%
  • Yield Curve 50.75 +.75 basis point
  • 10-Year US Treasury Yield .69% +1.0 basis point
  • Federal Reserve's Balance Sheet $7.056 Trillion -1.04%
  • U.S. Sovereign Debt Credit Default Swap 17.03 -4.5%
  • Illinois Municipal Debt Credit Default Swap 376.52 -13.5%
  • Italian/German 10Y Yld Spread 177.25 -11.5 basis points
  • China Sovereign Debt Credit Default Swap 48.39 -5.7%
  • Brazil Sovereign Debt Credit Default Swap 263.48 -1.25%
  • Israel Sovereign Debt Credit Default Swap 59.19 -6.3%
  • South Korea Sovereign Debt Credit Default Swap 27.08 -2.28%
  • Russia Sovereign Debt Credit Default Swap 88.89 -1.15%
  • iBoxx Offshore RMB China Corporate High Yield Index 169.30 +.14%
  • 10-Year TIPS Spread 1.29% +10.0 basis points
  • TED Spread 16.0 +.75 basis point
  • 2-Year Swap Spread 6.75 -1.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -4.75 basis points
  • N. America Investment Grade Credit Default Swap Index 76.78 -4.21%
  • America Energy Sector High-Yield Credit Default Swap Index 1,051.0 -.28%
  • European Financial Sector Credit Default Swap Index 75.63 -6.87%
  • Emerging Markets Credit Default Swap Index 197.46 -21.4%
  • MBS 5/10 Treasury Spread 114.0 +9.0 basis points
  • Markit CMBX BBB-6 71.0 -.08%
  • M1 Money Supply $5.134 Trillion +1.76%
  • Commercial Paper Outstanding 1,011.3 -1.6%
  • 4-Week Moving Average of Jobless Claims 1,773,500 -11.68%
  • Continuing Claims Unemployment Rate 14.1% -30.0 basis points
  • Average 30-Year Mortgage Rate 3.13% -8.0 basis points
  • Weekly Mortgage Applications 846.90 +7.95%
  • Bloomberg Consumer Comfort 40.2 +1.5 points
  • Weekly Retail Sales -9.0% +70.0 basis points
  • Nationwide Gas $2.12/gallon +.02/gallon
  • Baltic Dry Index 1,527.0 +65.4%
  • China (Export) Containerized Freight Index 842.60 +.41%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 unch.
  • Truckstop.com Market Demand Index 62.05 +31.71%
  • Rail Freight Carloads 250,854 +4.23%
Best Performing Style
  • Small-Cap Growth +4.1%
Worst Performing Style
  • Small-Cap Value +.8%
Leading Sectors
  • Disk Drives +6.9%
  • Social Media +6.7%
  • Biotech +5.5%
  • Alt Energy +4.7%
  • Video Gaming +4.7%
Lagging Sectors
  • Airlines -2.0% 
  • Oil Service -2.2%
  • Gaming -2.7%
  • Education -4.1%
  • Coal -11.9%
Weekly High-Volume Stock Gainers (32)
  • AGLE, ASMB, CHGG, GRPN, ONEM, WING, VERI, PBYI, NLTX, VICR, PAE, NUAN,  VMD, VMW, SMCI, GTHX, MNTA, AKCA, RMBS, EXPI, LNTH, PCH, AMED PRVB, RARE, VVNT, QDEL, VIR, CNNE, MKSI, RAMP, PAR and FSLY
Weekly High-Volume Stock Losers (3)
  • KFY, PCG and GBCI
Weekly Charts
ETFs
Stocks
*5-Day Change

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