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| S&P 500 4,229.17 -1.8% |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 33,101.64 -1.4%
- NASDAQ 12,933.21 -2.6%
- Russell 2000 1,989.64 -.23%
- S&P 500 High Beta 70.31 -2.3%
- Goldman 50 Most Shorted 229.74 -1.9%
- Wilshire 5000 42,846.64 -2.0%
- Russell 1000 Growth 2,541.33 -2.3%
- Russell 1000 Value 1,564.36 -1.4%
- S&P 500 Consumer Staples 748.17 -5.3%
- MSCI Cyclicals-Defensives Spread 1,247.58 +.23%
- NYSE Technology 3,289.86 -3.3%
- Transports 15,276.25 -.6%
- Utilities 981.25 -.82%
- Bloomberg European Bank/Financial Services 69.9 +4.1%
- MSCI Emerging Markets 42.74 -4.1%
- HFRX Equity Hedge 1,462.22 -.06%
- HFRX Equity Market Neutral 926.31 -.34%
Sentiment/Internals
- NYSE Cumulative A/D Line 461,654 -.68%
- Bloomberg New Highs-Lows Index -661 -179
- Crude Oil Commercial Bullish % Net Position -36.0 -6.0%
- CFTC Oil Net Speculative Position 368,663 +8.7%
- CFTC Oil Total Open Interest 2,028,476 -1.4%
- Total Put/Call .98 +3.2%
- OEX Put/Call 1.43 -17.4%
- ISE Sentiment 101.0 +5.0 points
- NYSE Arms 1.40 +37.7%
- Bloomberg Global Risk-On/Risk-Off Index 2,745.0 +338.0 points
- Bloomberg Financial Conditions Index + Bubbles 3.18 -5.5%
- Volatility(VIX) 30.0 -8.4%
- CBOE S&P 500 Implied Correlation Index 47.8 -4.2%
- G7 Currency Volatility (VXY) 8.3 -5.9%
- Emerging Markets Currency Volatility (EM-VXY) 12.9 +5.8%
- Smart Money Flow Index 14,144.91 +.41%
- ICI Money Mkt Mutual Fund Assets $4.576 Trillion -.7%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -2.673 Million
- AAII % Bulls 24.0 -21.1%
- AAII % Bears 45.8 +10.6%
Futures Spot Prices
- CRB Index 291.32 -2.9%
- Crude Oil 109.19 -5.1%
- Reformulated Gasoline 330.38 -6.1%
- Natural Gas 4.77 -3.7%
- Heating Oil 341.21 -9.3%
- Newcastle Coal 360.0 (1,000/metric ton) -12.2%
- Gold 1,987.33 +.8%
- Silver 25.85 +.6%
- S&P GSCI Industrial Metals Index 602.30 -1.4%
- Copper 461.90 -6.0%
- US No. 1 Heavy Melt Scrap Steel 635.0 USD/Metric Tonne +.8%
- China Iron Ore Spot 157.5 USD/Metric Tonne -6.0
%
- Lumber 1,159.20 -11.6%
- UBS-Bloomberg Agriculture 1,577.67 +.6%
- US Gulf NOLA Potash Spot 795.0 USD/Short Ton +12.8%
Economy
- Atlanta Fed GDPNow Forecast +0.5% +.5 percentage point
- ECRI Weekly Leading Economic Index Growth Rate -1.2% -1.5 percentage points
- Bloomberg US Recession Probability Next 12 Months 20.0% +33.3%
- NY Fed Real-Time Weekly Economic Index 5.3 -.9%
- US Economic Policy Uncertainty Index 436.74 n/a
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 229.88 +.17%
- Citi US Economic Surprise Index 59.1 -4.8 points
- Citi Eurozone Economic Surprise Index 60.5 -5.6 points
- Citi Emerging Markets Economic Surprise Index 37.1 -3.6 points
- Fed Fund Futures imply 95.9%(+3.9 percentage points) chance of +25.0-50.0 basis point hike, 0.0%(unch.) chance of +50.0-75.0 basis point rate hike on 3/16
- US Dollar Index 99.11 +.59%
- MSCI Emerging Markets Currency Index 1,712.83 -.26%
- Bitcoin/USD 38,780 -.6%
- Euro/Yen Carry Return Index 131.79 +1.95%
- Yield Curve 27.75 +2.0 basis points
- 10-Year US Treasury Yield 2.0% +25.0 basis points
- Federal Reserve's Balance Sheet $8.873 Trillion +.08%
- U.S. Sovereign Debt Credit Default Swap 16.62 +7.7%
- Illinois Municipal Debt Credit Default Swap 142.14 +.02%
- Italian/German 10Y Yld Spread 163.0 +2.0 basis points
- China Sovereign Debt Credit Default Swap 58.36 -4.0%
- Brazil Sovereign Debt Credit Default Swap 222.85 -2.3%
- Israel Sovereign Debt Credit Default Swap 36.5 -17.6%
- South Korea Sovereign Debt Credit Default Swap 29.88 -2.9%
- Russia Sovereign Debt Credit Default Swap 3,658.60 +107.1%
- China Corp. High-Yield Bond USD ETF(KHYB) 28.8 -3.0%
- 10-Year TIPS Spread 2.98% +27.0 basis points
- TED Spread 43.75 +16.0 basis points
- 2-Year Swap Spread 20.5 +2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -27.25 +13.5 basis points
- N. America Investment Grade Credit Default Swap Index 74.79 +.9%
- America Energy Sector High-Yield Credit Default Swap Index 333.0 -5.8%
- European Financial Sector Credit Default Swap Index 91.58 -3.1%
- Emerging Markets Credit Default Swap Index 341.94 +6.0%
- MBS 5/10 Treasury Spread 108.0 +1.0 basis point
- Markit CMBX BBB-6 76.25 +.25 basis point
- M2 Money Supply YoY % Change 12.6 unch.
- Commercial Paper Outstanding 1,039.0 +1.2%
- 4-Week Moving Average of Jobless Claims 231,250 +.22%
- Continuing Claims Unemployment Rate 1.1% unch.
- Kastle Back-to-Work Barometer(entries in secured buildings) 37.98 +3.3%
- Average 30-Year Fixed Home Mortgage Rate 4.32% +11.0 basis points
- Weekly Mortgage Applications 502,500 +8.5%
- Weekly Retail Sales +13.1% -1.0 percentage point
- OpenTable US Seated Diners % Change from 2019 -12.2% -5.6 percentage points
- Box Office Weekly Gross $79.7M -40.3%
- Nationwide Gas $4.32/gallon +.48/gallon
- Baltic Dry Index 2,704 +25.9%
- China (Export) Containerized Freight Index 3,388.59 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 -10.0%
- Truckstop.com Market Demand Index 140.08 -21.6%
- Rail Freight Carloads 266,307 +1.7%
- TSA Total Traveler Throughput 2,184,044 +19.3%
- US Covid-19: 83 infections/100K people(last 7 days total). 5.0%(-2.0 percentage points) of peak on 1/14/22 -36/100K people from prior week
- US Covid-19: New patient hospital admissions per 100K -86.4%(-6.4 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
- Small-Cap Value +.3%
Worst Performing Style
- Mid-Cap Growth -3.2%
Leading Sectors
- Oil Service +11.5%
- Alt Energy +8.0%
- Education +3.8%
- Gold & Silver +2.8%
- Construction +2.7%
Lagging Sectors
- Airlines -4.6%
- Social Media -5.4%
- Medical Equipment -6.0%
- Gambling -6.5%
- Tobacco -8.5%
Weekly High-Volume Stock Gainers (10)
- AMPH, SHLS, TDW, IPI, TWI, LAND, SD, MRTN, ASIX and LBRT
Weekly High-Volume Stock Losers (35)
- ZETA, NAPA, SBUX, WES, ZM, NVST, PODD, CRCT, HCP, S, W, CTRN, RNG,
OLLI, TWLO, GDRX, AVLR, EXFY, SFIX, POSH, ASAN, NTRA, AI, ZUMZ, TTD,
RIVN, TDOC, LOCO, UPST, ETSY, LTH, ACMR and LAW
ETFs
Stocks
*5-Day Change
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