Friday, December 18, 2020

Weekly Scoreboard*

S&P 500 3,691.64 +.96%

The Weekly Wrap by Briefing.com. 

Indices
  • DJIA 30,074.37 +.2%
  • NASDAQ 12,690.0 +2.86%
  • Russell 2000 1,979.58 +4.01%
  • S&P 500 High Beta 56.16 -1.31%
  • Goldman 50 Most Shorted 241.54 +6.1%
  • Wilshire 5000 38,681.23 +1.5%
  • Russell 1000 Growth 2,393.43 +2.52%
  • Russell 1000 Value 1,330.71 +.11%
  • S&P 500 Consumer Staples 691.71 +.28%
  • MSCI Cyclicals-Defensives Spread 1,366.41 +1.64%
  • NYSE Technology 3,700.28 +4.34%
  • Transports 12,504.24 -1.04%
  • Utilities 861.36 +1.08%
  • Bloomberg European Bank/Financial Services 59.11 +.37%
  • MSCI Emerging Markets 50.68 -.07%
  • HFRX Equity Hedge 1,312.82 +.95%
  • HFRX Equity Market Neutral 916.56 +.16%
Sentiment/Internals
  • NYSE Cumulative A/D Line 442,263 +.48%
  • Bloomberg New Highs-Lows Index 1,563 +984
  • Crude Oil Commercial Bullish % Net Position -45.87 +1.15%
  • CFTC Oil Net Speculative Position 514,629 -.49%
  • CFTC Oil Total Open Interest 2,131,943 +.44%
  • Total Put/Call .71 -29.2%
  • OEX Put/Call 1.74 -2.4%
  • ISE Sentiment 112.0 +4.0 points
  • NYSE Arms 1.55 -12.1
  • Bloomberg Global Risk-On/Risk-Off Index 1,358.0 +158.0 points
  • Volatility(VIX) 23.0 -2.6%
  • S&P 500 Implied Correlation 48.60 +1.08%
  • G7 Currency Volatility (VXY) 7.4 -2.11%
  • Emerging Markets Currency Volatility (EM-VXY) 10.25 -.77%
  • Smart Money Flow Index 13,101.60 +.71%
  • ICI Money Mkt Mutual Fund Assets $4.289 Trillion -1.25%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -$6.186 Million
  • AAII % Bulls 43.43 -9.6%
  • AAII % Bears 26.3 -2.1%
Futures Spot Prices
  • CRB Index 166.44 +3.0%
  • Crude Oil 49.11 +5.09%
  • Reformulated Gasoline 139.52 +6.46%
  • Natural Gas 2.70 +3.28%
  • Heating Oil 151.33 +5.42%
  • Gold 1,886.70 +2.46%
  • Bloomberg Base Metals Index 216.89 +2.16%
  • Copper 363.40 +2.74%
  • US No. 1 Heavy Melt Scrap Steel 420.0 USD/Metric Tonne +3.7%
  • China Iron Ore Spot 162.10 USD/Metric Tonne +7.1%
  • Lumber 847.30 +7.1%
  • UBS-Bloomberg Agriculture 993.08 +2.06%
Economy
  • Atlanta Fed GDPNow Forecast +11.13% -.02 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate +13.1% +1.0 percentage points
  • Bloomberg US Recession Probability Next 12 Months 20.0% unch.
  • NY Fed Real-Time Weekly Economic Index -2.7 -9.3%
  • US Economic Policy Uncertainty Index 426.59 +77.1%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 167.50 +.59%
  • Citi US Economic Surprise Index 71.30 -6.9 points
  • Citi Eurozone Economic Surprise Index 205.50 +64.3 points
  • Citi Emerging Markets Economic Surprise Index 70.6 +3.9 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 1/27
  • US Dollar Index 90.04 -1.05%
  • MSCI Emerging Markets Currency Index 1,719.08 +.28%
  • Bitcoin/USD 22,784.07 +25.8%
  • Euro/Yen Carry Return Index 130.82 +.26%
  • Yield Curve 80.5 +3.25 basis points
  • 10-Year US Treasury Yield .94% +5.0 basis points
  • Federal Reserve's Balance Sheet $7.322 Trillion +1.7%
  • U.S. Sovereign Debt Credit Default Swap 15.5 -1.9%
  • Illinois Municipal Debt Credit Default Swap 323.06 -.05%
  • Italian/German 10Y Yld Spread 114.0 -5.0 basis points
  • China Sovereign Debt Credit Default Swap 27.77 -5.7%
  • Brazil Sovereign Debt Credit Default Swap 149.34 -3.41%
  • Israel Sovereign Debt Credit Default Swap 46.22 +.87%
  • South Korea Sovereign Debt Credit Default Swap 21.81 -.40%
  • Russia Sovereign Debt Credit Default Swap 84.08 +7.95%
  • iBoxx Offshore RMB China Corporate High Yield Index 183.37 +.76%
  • 10-Year TIPS Spread 1.96% +9.0 basis points
  • TED Spread 15.75 +.25 basis point
  • 2-Year Swap Spread 8.5 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.5 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 53.43 -.77%
  • America Energy Sector High-Yield Credit Default Swap Index 411.0 -2.17%
  • European Financial Sector Credit Default Swap Index 58.45 -8.81%
  • Emerging Markets Credit Default Swap Index 156.78 -5.2%
  • MBS 5/10 Treasury Spread 72.5 +2.25 basis points
  • Markit CMBX BBB-6 72.66 +.14%
  • M1 Money Supply $6.584 Trillion +.64%
  • Commercial Paper Outstanding 997.30 +.70%
  • 4-Week Moving Average of Jobless Claims 812,500 +4.4%
  • Continuing Claims Unemployment Rate 3.8% -10.0 basis points
  • Average 30-Year Mortgage Rate 2.67% -4.0 basis points
  • Weekly Mortgage Applications 857,300 +1.06%
  • Bloomberg Consumer Comfort 48.4 -.6 point
  • Weekly Retail Sales +2.3% +20.0 basis points
  • Nationwide Gas $2.21/gallon +.05/gallon
  • Baltic Dry Index 1,301 +7.4%
  • China (Export) Containerized Freight Index 1,488.72 +5.43%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Truckstop.com Market Demand Index 99.46 -3.86%
  • Rail Freight Carloads 308,016 +3.6%
Best Performing Style
  • Small-Cap Growth +5.5%
Worst Performing Style
  • Large-Cap Value +.1%
Leading Sectors
  • Homebuilding +6.9%
  • Shipping +6.2%
  • Gold & Silver +6.0%
  • Networking +5.1%
  • Education +5.1%
Lagging Sectors
  • Telecom -1.3%
  • Oil Service -2.6%
  • Airlines -2.9%
  • Steel -3.4%
  • Energy -4.3%
Weekly High-Volume Stock Gainers (26)
  • FEYE, MGNI, BEAT, HGEN, TENB, QLYS, TTCF, PRG, BLNK, VRNS, CRWD, FUBO, RPD, USCR, WGO, SLP, INFN, VCRA, COHU, PANW, DMYD, MCFE, ADV, NARI, STRL and LIND
Weekly High-Volume Stock Losers (12)
  • PSXP, CVM, WW, ADVM, ARCT, CI, GCO, SAFM, MAC, SWI, X and GLSI
ETFs
Stocks
*5-Day Change

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