Thursday, July 02, 2020

Weekly Scoreboard*

S&P 500 3,148.37 +2.2%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,941.25 +.97%
  • NASDAQ 10,250.19 +2.53%
  • Russell 2000 1,439.32 +1.98%
  • S&P 500 High Beta 39.9 +.58%
  • Goldman 50 Most Shorted 145.96 +3.2%
  • Wilshire 5000 32,002.54 +2.2%
  • Russell 1000 Growth 1,980.35 +2.95%
  • Russell 1000 Value 1,121.80 +1.55%
  • S&P 500 Consumer Staples 607.50 +1.59%
  • MSCI Cyclicals-Defensives Spread 1,226.89 -.34%
  • NYSE Technology 2,702.04 +4.3%
  • Transports 8,282.54 +3.1%
  • Utilities 790.37 +4.51%
  • Bloomberg European Bank/Financial Services 53.08 +2.87%
  • MSCI Emerging Markets 41.45 +2.31%
  • HFRX Equity Hedge 1,192.89 -.14%
  • HFRX Equity Market Neutral 906.67 +.18%
Sentiment/Internals
  • NYSE Cumulative A/D Line 406,509 +.56%
  • Bloomberg New Highs-Lows Index 322 +189
  • Crude Oil Commercial Bullish % Net Position -47.9 -4.2%
  • CFTC Oil Net Speculative Position 560,883 +2.67%
  • CFTC Oil Total Open Interest 2,003,477 -3.54%
  • Total Put/Call .81 -7.9%
  • OEX Put/Call 1.60 unch.
  • ISE Sentiment 98.0 +12.0 points
  • NYSE Arms .85 +51.9%
  • Volatility(VIX) 26.66 -16.7%
  • S&P 500 Implied Correlation 60.2 -5.4%
  • G7 Currency Volatility (VXY) 7.13 -8.6%
  • Emerging Markets Currency Volatility (EM-VXY) 10.24 -3.2%
  • Smart Money Flow Index 15,272.46 +.7%
  • ICI Money Mkt Mutual Fund Assets $4.683 Trillion -.03%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$14.082 Million
  • AAII % Bulls 22.2 -8.2%
  • AAII % Bears 45.9 -6.2%
Futures Spot Prices
  • CRB Index 140.17 +3.38%
  • Crude Oil 40.34 +2.7%
  • Reformulated Gasoline 124.93 +2.54%
  • Natural Gas 1.72 +19.65%
  • Heating Oil 122.39 +4.66%
  • Gold 1,789.70 +.78%
  • Bloomberg Base Metals Index 166.86 +2.79%
  • Copper 275.10 +2.98%
  • US No. 1 Heavy Melt Scrap Steel 263.0 USD/Metric Tonne +.38%
  • China Iron Ore Spot 95.30 USD/Metric Tonne -2.12%
  • Lumber 439.0 +.14%
  • UBS-Bloomberg Agriculture 814.39 +2.96%
Economy
  • Atlanta Fed GDPNow Forecast -36.8% +2.7 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -8.7% +3.9 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -7.64 -8.7%
  • US Economic Policy Uncertainty Index 448.11 +78.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 143.55 +.41%
  • Citi US Economic Surprise Index 162.10 +26.0 points
  • Citi Eurozone Economic Surprise Index -65.9 +15.9 points
  • Citi Emerging Markets Economic Surprise Index -21.1 -2.8 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 7/29
  • US Dollar Index 97.32 -.07%
  • MSCI Emerging Markets Currency Index 1,595.11 +.08%
  • Bitcoin/USD 9,037.39 -2.65%
  • Euro/Yen Carry Return Index 125.28 +.47%
  • Yield Curve 51.0 +1.75 basis points
  • 10-Year US Treasury Yield .67% +4.0 basis points
  • Federal Reserve's Balance Sheet $7.043 Trillion -.18%
  • U.S. Sovereign Debt Credit Default Swap 16.94 -1.14%
  • Illinois Municipal Debt Credit Default Swap 358.43 -.06%
  • Italian/German 10Y Yld Spread 177.5 unch.
  • China Sovereign Debt Credit Default Swap 51.45 -8.2%
  • Brazil Sovereign Debt Credit Default Swap 230.76 -11.5%
  • Israel Sovereign Debt Credit Default Swap 58.20 -1.67%
  • South Korea Sovereign Debt Credit Default Swap 25.16 -9.6%
  • Russia Sovereign Debt Credit Default Swap 98.52 -2.4%
  • iBoxx Offshore RMB China Corporate High Yield Index 169.55 +.10%
  • 10-Year TIPS Spread 1.39% +8.0 basis points
  • TED Spread 16.5 -.5 basis point
  • 2-Year Swap Spread 7.5 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.75 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 74.26 -4.9%
  • America Energy Sector High-Yield Credit Default Swap Index 1,100.0 +4.11%
  • European Financial Sector Credit Default Swap Index 75.33 -7.2%
  • Emerging Markets Credit Default Swap Index 175.0 -15.2%
  • MBS 5/10 Treasury Spread 106.0 -5.0 basis points
  • Markit CMBX BBB-6 70.5 +3.3%
  • M1 Money Supply $5.226 Trillion +1.84%
  • Commercial Paper Outstanding 1,028.10 +1.7%
  • 4-Week Moving Average of Jobless Claims 1,503,750 -7.25%
  • Continuing Claims Unemployment Rate 13.2% -20.0 basis points
  • Average 30-Year Mortgage Rate 3.07% -6.0 basis points
  • Weekly Mortgage Applications 758.90 -1.84%
  • Bloomberg Consumer Comfort 43.3 +1.9 points
  • Weekly Retail Sales -7.4% +60.0 basis points
  • Nationwide Gas $2.18/gallon unch.
  • Baltic Dry Index 1,803.0 +3.74%
  • China (Export) Containerized Freight Index 841.83 +.31%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
  • Truckstop.com Market Demand Index 71.36 +16.8%
  • Rail Freight Carloads 257,947 +.98%
Best Performing Style
  • Mid-Cap Growth +3.0%
Worst Performing Style
  • Large-Cap Value +1.3%
Leading Sectors
  • Alt Energy +9.7%
  • Gold and Silver +4.9%
  • Education +4.9%
  • Medical Equipment +4.5%
  • Utilities +4.4%
Lagging Sectors
  • Energy -.5% 
  • Insurance -.6%
  • I-Banks -.6%
  • Banks -5.0%
  • Coal -11.7%
Weekly High-Volume Stock Gainers (21)
  • NUS, GRAF, WKHS, CAR, HIBB, DOCU, TTMI, TSLA, SHLL, BCLI, AKAM, FORM, HALO, ANGI, PINS, SONO, TTD, OOMA, IRDM, UHS and VRTU
Weekly High-Volume Stock Losers (7)
  • JCOM, CVM, KOD, ODP, NKLA, APLT and VERI
Weekly Charts
ETFs
Stocks
*5-Day Change

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