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| S&P 500 4,436.08 -.6%* |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 35,123.46 -1.1%
- NASDAQ 14,701.02 -.92%
- Russell 2000 2,162.30 -2.5%
- S&P 500 High Beta 70.68 -4.9%
- Goldman 50 Most Shorted 314.54 -4.5%
- Wilshire 5000 45,843.0 -.97%
- Russell 1000 Growth 2,840.48 -.38%
- Russell 1000 Value 1,582.81 -1.23%
- S&P 500 Consumer Staples 753.38 +.49%
- MSCI Cyclicals-Defensives Spread 1,393.12 -1.98%
- NYSE Technology 4,098.64 -2.44%
- Transports 14,531.70 -2.5%
- Utilities 949.96 +1.2%
- Bloomberg European Bank/Financial Services 72.6 -3.9%
- MSCI Emerging Markets 49.51 -4.1%
- HFRX Equity Hedge 1,442.52 -.5%
- HFRX Equity Market Neutral 932.58 unch.
Sentiment/Internals
- NYSE Cumulative A/D Line 473,910 -1.4%
- Bloomberg New Highs-Lows Index -503 -899
- Crude Oil Commercial Bullish % Net Position -37.4 -.8%
- CFTC Oil Net Speculative Position 400,413 -7.0%
- CFTC Oil Total Open Interest 2,194,794 -5.1%
- Total Put/Call .90 -6.5%
- OEX Put/Call 2.53 +5.9%
- ISE Sentiment 153.0 +39.0 point
- NYSE Arms 1.0 -32.1%
- Bloomberg Global Risk-On/Risk-Off Index 2,359.0 -531.0 points
- Bloomberg Financial Conditions Index + Bubbles 5.5 -2.9%
- Volatility(VIX) 19.2 +20.1%
- S&P 500 Implied Correlation 51.80 +6.7%
- G7 Currency Volatility (VXY) 6.1 +6.8%
- Emerging Markets Currency Volatility (EM-VXY) 9.1 +4.6%
- Smart Money Flow Index 15,158.29 -.63%
- ICI Money Mkt Mutual Fund Assets $4.522 Trillion +.3%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +.762 Million
- AAII % Bulls 33.2 -10.3%
- AAII % Bears 35.1 +11.4%
Futures Spot Prices
- CRB Index 206.96 -4.5%
- Crude Oil 62.32 -8.4%
- Reformulated Gasoline 201.87 -9.3%
- Natural Gas 3.84 +1.1%
- Heating Oil 190.54 -7.2%
- Gold 1,782.80 +.2%
- Silver 23.06 -2.7%
- S&P GSCI Industrial Metals Index 451.2 -4.7%
- Copper 413.5 -5.2%
- US No. 1 Heavy Melt Scrap Steel 456.0 USD/Metric Tonne -1.3%
- China Iron Ore Spot 140.80 USD/Metric Tonne -12.3
%
- Lumber 470.0 -4.5%
- UBS-Bloomberg Agriculture 1,279.79 -4.3%
- US Gulf NOLA Potash Spot 550.0 USD/Short Ton +1.9%
Economy
- Atlanta Fed GDPNow Forecast +6.1% +.1 percentage point
- ECRI Weekly Leading Economic Index Growth Rate +6.8% n/a
- Bloomberg US Recession Probability Next 12 Months 10.0% unch.
- NY Fed Real-Time Weekly Economic Index +8.0 -1.9%
- US Economic Policy Uncertainty Index 114.0 +16.6%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 211.82 +.33%
- Citi US Economic Surprise Index -36.8 -7.7 points
- Citi Eurozone Economic Surprise Index 5.3 -7.0 points
- Citi Emerging Markets Economic Surprise Index 36.6 -7.8 points
- Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 9/22
- US Dollar Index 93.51 +1.05%
- MSCI Emerging Markets Currency Index 1,714.10 -.55%
- Bitcoin/USD 48,392 +4.1%
- Euro/Yen Carry Return Index 132.69 -.56%
- Yield Curve 102.0 -11.0 basis points
- 10-Year US Treasury Yield 1.26% -4.0 basis points
- Federal Reserve's Balance Sheet $8.304 Trillion +1.0%
- U.S. Sovereign Debt Credit Default Swap 9.84 +5.3%
- Illinois Municipal Debt Credit Default Swap 123.70 +4.8%
- Italian/German 10Y Yld Spread 103.0 +2.0 basis points
- China Sovereign Debt Credit Default Swap 35.5 -5.3%
- Brazil Sovereign Debt Credit Default Swap 190.42 +6.5%
- Israel Sovereign Debt Credit Default Swap 42.5 +.02%
- South Korea Sovereign Debt Credit Default Swap 18.04 -.3%
- Russia Sovereign Debt Credit Default Swap 86.69 +2.6%
- China Corp. High-Yield Bond USD ETF(KHYB) 38.3 -.27%
- 10-Year TIPS Spread 2.28% -11.0 basis points
- TED Spread 8.25 +.25 basis point
- 2-Year Swap Spread 9.5 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.5 unch.
- N. America Investment Grade Credit Default Swap Index 49.9 +2.7%
- America Energy Sector High-Yield Credit Default Swap Index 356.0 +5.2%
- European Financial Sector Credit Default Swap Index 54.17 +2.3%
- Emerging Markets Credit Default Swap Index 166.17 +4.5%
- MBS 5/10 Treasury Spread 76.0 +2.0 basis points
- Markit CMBX BBB-6 71.5 -2.0 basis points
- M2 Money Supply YoY % Change 12.2 unch.
- Commercial Paper Outstanding 1,138.20 -.3%
- 4-Week Moving Average of Jobless Claims 377,750 -4.8%
- Continuing Claims Unemployment Rate 2.1% unch.
- Average 30-Year Mortgage Rate 2.86% -1.0 basis point
- Weekly Mortgage Applications 725,400 -3.9%
- Langer Consumer Comfort 56.5 +1.9 points
- Weekly Retail Sales +15.6% -.6 percentage point
- Nationwide Gas $3.17/gallon -.02/gallon
- Baltic Dry Index 3,976 +11.5%
- China (Export) Containerized Freight Index 2,978.47 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 -2.8%
- Truckstop.com Market Demand Index 137.24 -1.4%
- Rail Freight Carloads 269,799 -1.99%
- US Covid-19: 304 infections/100K people(last 7 days total) +41/100K people
- US Covid-19: 57% of Jan. 7th,2021 peak +8.0 percentage points
Best Performing Style
- Large-Cap Growth -.4%
Worst Performing Style
- Small-Cap Growth -2.6%
Leading Sectors
- Medical Equipment +1.9%
- Healthcare Providers +1.9%
- Pharma +1.8%
- Software +1.6%
- Utilities +1.2%
Lagging Sectors
- Gaming -5.1%
- Airlines -6.0%
- Energy -8.0%
- Steel -8.5%
- Oil Service -8.8%
Weekly High-Volume Stock Gainers (6)
- PRAX, SANA, TLS, SPTN, BJ and APP
Weekly High-Volume Stock Losers (4)
- LYFT, ICPT, SNOW and FATE
ETFs
Stocks
*5-Day Change
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