Thursday, April 14, 2022

Weekly Scoreboard*


S&P 500 4,392.59 -2.4%























 

Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 34,451.23 -.38%
  • NASDAQ 13,351.08 -3.9%
  • Russell 2000 2,004.98 -.24%
  • S&P 500 High Beta 71.5 -2.6%
  • Goldman 50 Most Shorted 242.03 -1.0%
  • Wilshire 5000 44,429.29 -2.1%
  • Russell 1000 Growth 2,635.08 -3.9%
  • Russell 1000 Value 1,627.87 -.51%
  • S&P 500 Consumer Staples 824.51 +.55%
  • MSCI Cyclicals-Defensives Spread 1,180.06 -.78%
  • NYSE Technology 3,341.65 -4.8%
  • Transports 14,844.14 +1.64%
  • Utilities 1,061.63 -.6%
  • Bloomberg European Bank/Financial Services 73.51 +2.4%
  • MSCI Emerging Markets 45.0 -1.7%
  • HFRX Equity Hedge 1,482.32 -.57%
  • HFRX Equity Market Neutral 923.87 +.15%
Sentiment/Internals
  • NYSE Cumulative A/D Line 463,952 -.69%
  • Bloomberg New Highs-Lows Index 520 -549
  • Crude Oil Commercial Bullish % Net Position -35.5 unch.
  • CFTC Oil Net Speculative Position 308,594 -3.2%
  • CFTC Oil Total Open Interest 1,823,366 +1.5%
  • Total Put/Call .95 -11.0%
  • OEX Put/Call 1.65 -14.5%
  • ISE Sentiment 99.0 -22.0 points
  • NYSE Arms .97 +70.2
  • Bloomberg Global Risk-On/Risk-Off Index 4,622.0 +111.0 points
  • Bloomberg Financial Conditions Index + Bubbles 3.60 +4.8%
  • Volatility(VIX) 22.2 +1.7%
  • CBOE S&P 500 Implied Correlation Index 41.3 +8.9%
  • G7 Currency Volatility (VXY) 8.23 +.48%
  • Emerging Markets Currency Volatility (EM-VXY) 10.9 -1.8%
  • Smart Money Flow Index 14,605.60 +1.2%
  • ICI Money Mkt Mutual Fund Assets $4.560 Trillion n/a
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +n/a Million
  • AAII % Bulls 15.8 -36.0%
  • AAII % Bears 48.4 +16.9%
Futures Spot Prices
  • CRB Index 311.92 +4.6%
  • Crude Oil 106.02 +7.2%
  • Reformulated Gasoline 336.53 +7.7%
  • Natural Gas 7.31 +11.6%
  • Heating Oil 386.66 +15.7% 
  • Newcastle Coal 322.4 (1,000/metric ton) +7.6%
  • Gold 1,972.54 +1.9%
  • Silver 25.6 +3.4%
  • S&P GSCI Industrial Metals Index 573.74 -1.1%
  • Copper 471.55 -.05%
  • US No. 1 Heavy Melt Scrap Steel 636.0 USD/Metric Tonne +.2%
  • China Iron Ore Spot 156.65 USD/Metric Tonne +3.4%
  • Lumber 895.0 -.86%
  • UBS-Bloomberg Agriculture 1,658.77 +3.2%
  • US Gulf NOLA Potash Spot 830.0 USD/Short Ton unch.
Economy
  • Atlanta Fed GDPNow Forecast +1.1% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +4.3% +.9 percentage points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • NY Fed Real-Time Weekly Economic Index 4.4 -6.4%
  • US Economic Policy Uncertainty Index 96.06 -25.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 234.35 +.13%
  • Citi US Economic Surprise Index 55.6 -1.3 points
  • Citi Eurozone Economic Surprise Index 30.7 -.3 point
  • Citi Emerging Markets Economic Surprise Index 31.8 +4.2 points
  • Fed Fund Futures imply 9.0%(-10.0 percentage points) chance of +0.0-25.0 basis point hike, 91.0%(+10.0 percentage points) chance of +25.0-50.0 basis point rate hike on 5/4
  • US Dollar Index 100.32 +.74%
  • MSCI Emerging Markets Currency Index 1,736.54 -.05%
  • Bitcoin/USD 39,785 -5.8%
  • Euro/Yen Carry Return Index 140.60 +1.1%
  • Yield Curve(2s/10s) 37.0 +16.5 basis points
  • 10-Year US Treasury Yield 2.83% +12.0 basis points
  • Federal Reserve's Balance Sheet $8.901 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 16.25 -5.4%
  • Illinois Municipal Debt Credit Default Swap 138.41 +4.0%
  • Italian/German 10Y Yld Spread 164.0 -5.0 basis points
  • China Sovereign Debt Credit Default Swap 66.80 +6.0%
  • Brazil Sovereign Debt Credit Default Swap 218.48 +3.1%
  • Israel Sovereign Debt Credit Default Swap 39.59 +2.8%
  • South Korea Sovereign Debt Credit Default Swap 31.92 +7.0%
  • Russia Sovereign Debt Credit Default Swap 10,755.51 -7.6%
  • China Corp. High-Yield Bond USD ETF(KHYB) 29.5 -.74%
  • 10-Year TIPS Spread 2.91% +3.0 basis points
  • TED Spread 28.5 -3.0 basis points
  • 2-Year Swap Spread 25.75 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.25 +.75 basis point
  • N. America Investment Grade Credit Default Swap Index 72.62 +6.4%
  • America Energy Sector High-Yield Credit Default Swap Index 332.0 +1.85%
  • European Financial Sector Credit Default Swap Index 88.13 +.96%
  • Emerging Markets Credit Default Swap Index 257.82 +9.0%
  • MBS 5/10 Treasury Spread 116.0 +2.0 basis points
  • Markit CMBX BBB-6 75.8 -.2%
  • M2 Money Supply YoY % Change 11.0 unch.
  • Commercial Paper Outstanding 1,066.8 n/a
  • 4-Week Moving Average of Jobless Claims 172,250 +1.2%
  • Continuing Claims Unemployment Rate 1.1% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 43.1 +2.7% 
  • Average 30-Year Fixed Home Mortgage Rate 5.06% +2.0 basis points
  • Weekly Mortgage Applications 393,500 -1.3%
  • Weekly Retail Sales +13.4% +.3 percentage point
  • OpenTable US Seated Diners % Change from 2019 -4.7% -.7 percentage point
  • Box Office Weekly Gross $96.6M -7.7%
  • Nationwide Gas $4.07/gallon -.07/gallon
  • Baltic Dry Index 2,068 +.34%
  • China (Export) Containerized Freight Index 3,117.7 -2.7%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 +30.0%
  • Truckstop.com Market Demand Index 104.40 -19.1%
  • Rail Freight Carloads 271,884 +.61%
  • TSA Total Traveler Throughput 2,040,285 -12.0%
  • US Covid-19:  74 infections/100K people(last 7 days total). 4.0%(unch.) of peak on 1/14/22  +10/100K people from prior week
  • US Covid-19:  New patient hospital admissions per 100K -93.2%(+.3 percentage point) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
  •  Small-Cap Value +1.0%
Worst Performing Style
  •  Large-Cap Growth -3.1%
Leading Sectors
  • Oil Service +6.4%
  • Airlines +5.4%
  • Shipping +4.5%
  • Agriculture +4.2%
  • Gold & Silver +4.1%
Lagging Sectors
  • Video Gaming -3.9%
  • Robotics -3.9%
  • Semis -4.1%
  • Software -4.7%
  • Alt Energy -5.4%
Weekly High-Volume Stock Gainers (6)
  • CXW, GNK, ROCC, ARIS, TPTX and RPRX
Weekly High-Volume Stock Losers (18)
  • BAC, SNPS, IIVI, BBBY, DUOL, SAIA, MAX, XPO, FAST, LASR, VITL, IIPR, STT, GXO, BCRX, CLM, CSTL and CRF
ETFs
Stocks
*5-Day Change

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