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| S&P 500 4,500.83 -.78% |
Weekly Market Wrap by Edward Jones.
Indices
- DJIA 34,776.1 +.02%
- NASDAQ 13,767.25 -3.1%
- Russell 2000 2,006.12 -3.71%
- S&P 500 High Beta 72.94 -3.5%
- Goldman 50 Most Shorted 243.0 -6.6%
- Wilshire 5000 45,355.95 -1.3%
- Russell 1000 Growth 2,720.51 -2.4%
- Russell 1000 Value 1,646.75 +.4%
- S&P 500 Consumer Staples 825.62 +2.95%
- MSCI Cyclicals-Defensives Spread 1,215.21 -4.4%
- NYSE Technology 3,450.87 -4.6%
- Transports 14,495.53 -6.2%
- Utilities 1,073.31 +1.6%
- Bloomberg European Bank/Financial Services 73.46 -2.1%
- MSCI Emerging Markets 45.0 -1.7%
- HFRX Equity Hedge 1,488.83 -.27%
- HFRX Equity Market Neutral 923.47 -.33%
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 -.4%
- CFTC Oil Net Speculative Position 318,713 -6.3%
- CFTC Oil Total Open Interest 1,795,929 +.43%
- Total Put/Call .95 -11.0%
- OEX Put/Call 1.65 -14.5%
- ISE Sentiment 107.0 +1.0 point
- NYSE Arms .64 -8.6%
- Bloomberg Global Risk-On/Risk-Off Index 4,473.0 +151.0 points
- Bloomberg Financial Conditions Index + Bubbles 3.49 -1.9%
- Volatility(VIX) 21.3 +5.5%
- CBOE S&P 500 Implied Correlation Index 36.2 -3.0%
- G7 Currency Volatility (VXY) 8.3 +1.3%
- Emerging Markets Currency Volatility (EM-VXY) 11.1 -1.5%
- Smart Money Flow Index 14,773.77 +3.7%
- ICI Money Mkt Mutual Fund Assets $4.560 Trillion -.67%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +11.740 Million
- AAII % Bulls 24.7 -22.6%
- AAII % Bears 41.4 +50.6%
Futures Spot Prices
- CRB Index 294.58 +.48%
- Crude Oil 97.18 -2.7%
- Reformulated Gasoline 309.69 -2.4%
- Natural Gas 6.30 +11.0%
- Heating Oil 331.73 -5.2%
- Newcastle Coal 299.5 (1,000/metric ton) +19.1%
- Gold 1,941.79 +.88%
- Silver 24.74 +.24%
- S&P GSCI Industrial Metals Index 580.08 -1.3%
- Copper 472.40 +.14%
- US No. 1 Heavy Melt Scrap Steel 635.0 USD/Metric Tonne -.2%
- China Iron Ore Spot 151.3 USD/Metric Tonne -7.4
%
- Lumber 949.90 -4.7%
- UBS-Bloomberg Agriculture 1,634.56 +4.4%
- US Gulf NOLA Potash Spot 830.0 USD/Short Ton unch.
Economy
- Atlanta Fed GDPNow Forecast +1.1% -.2 percentage point
- ECRI Weekly Leading Economic Index Growth Rate +3.4% +3.7 percentage points
- Bloomberg US Recession Probability Next 12 Months 25.0% +5.0 percentage points
- NY Fed Real-Time Weekly Economic Index 4.8 +9.8%
- US Economic Policy Uncertainty Index 248.33 +103.8%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 234.04 +.4%
- Citi US Economic Surprise Index 56.9 +10.4 points
- Citi Eurozone Economic Surprise Index 31.0 -1.2 points
- Citi Emerging Markets Economic Surprise Index 27.6 -9.6 points
- Fed Fund Futures imply 19.0%(-7.7 percentage points) chance of +0.0-25.0 basis point hike, 81.0%(+7.7 percentage points) chance of +25.0-50.0 basis point rate hike on 5/4
- US Dollar Index 99.90 +1.3%
- MSCI Emerging Markets Currency Index 1,737.33 -.32%
- Bitcoin/USD 42,951 -5.8%
- Euro/Yen Carry Return Index 139.19 -.14%
- Yield Curve(2s/10s) 20.5 +26.5 basis points
- 10-Year US Treasury Yield 2.71% +34.0 basis points
- Federal Reserve's Balance Sheet $8.901 Trillion +.02%
- U.S. Sovereign Debt Credit Default Swap 17.33 +8.6%
- Illinois Municipal Debt Credit Default Swap 133.03 -1.6%
- Italian/German 10Y Yld Spread 169.0 +14.0 basis points
- China Sovereign Debt Credit Default Swap 63.55 +3.2%
- Brazil Sovereign Debt Credit Default Swap 214.84 +3.2%
- Israel Sovereign Debt Credit Default Swap 38.60 +.53%
- South Korea Sovereign Debt Credit Default Swap 30.50 +5.6%
- Russia Sovereign Debt Credit Default Swap 11,752.77 +326.50%
- China Corp. High-Yield Bond USD ETF(KHYB) 29.56 -.02%
- 10-Year TIPS Spread 2.88% +6.0 basis points
- TED Spread 31.5 -14.0 basis points
- 2-Year Swap Spread 25.0 -4.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -23.0 -2.25 basis points
- N. America Investment Grade Credit Default Swap Index 69.68 +4.1%
- America Energy Sector High-Yield Credit Default Swap Index 330.0 +3.7%
- European Financial Sector Credit Default Swap Index 87.79 +8.0%
- Emerging Markets Credit Default Swap Index 240.43 +6.0%
- MBS 5/10 Treasury Spread 114.0 +2.0 basis points
- Markit CMBX BBB-6 75.9 +.3%
- M2 Money Supply YoY % Change 11.0 unch.
- Commercial Paper Outstanding 1,066.80 +.4%
- 4-Week Moving Average of Jobless Claims 170,000 -4.5%
- Continuing Claims Unemployment Rate 1.1% +.2 percentage point
- Kastle Back-to-Work Barometer(entries in secured buildings) 41.99 +5.0%
- Average 30-Year Fixed Home Mortgage Rate 5.04% +14.0 basis points
- Weekly Mortgage Applications 398,500 -6.3%
- Weekly Retail Sales +13.1% +.2 percentage point
- OpenTable US Seated Diners % Change from 2019 -4.0% -.9 percentage point
- Box Office Weekly Gross $108.9M +6.0%
- Nationwide Gas $4.14/gallon -.08/gallon
- Baltic Dry Index 2,061 -12.6%
- China (Export) Containerized Freight Index 3,204.83 -2.1%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 +44.4%
- Truckstop.com Market Demand Index 129.03 -5.8%
- Rail Freight Carloads 270,231 -.38%
- TSA Total Traveler Throughput 2,216,218 +15.8%
- US Covid-19: 64 infections/100K people(last 7 days total). 4.0%(unch.) of peak on 1/14/22 -0/100K people from prior week
- US Covid-19: New patient hospital admissions per 100K -93.5%(-.8 percentage point) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
- Large-Cap Value +.4%
Worst Performing Style
- Small-Cap Growth -4.1%
Leading Sectors
- Pharma +5.5%
- Healthcare Providers +2.6%
- Telecom +2.3%
- Energy +2.2%
- Agriculture +1.8%
Lagging Sectors
- Disk Drives -5.8%
- Airlines -6.1%
- Alt Energy -6.6%
- Semis -6.4%
- Gambling -8.1%
Weekly High-Volume Stock Gainers (27)
- BBAI, RES, BRY, LAND, OXY, FSLY, SWTX, DBI, SD, WOW, CEG, LPLA, KMX,
BPT, LPLA, AN, PCG, CAH, DICE, FPI, DKS, RH, ACHC, ARCH, INCY, ENV,
BRCC, BSM and REGN
Weekly High-Volume Stock Losers (11)
- MXL, PATH, ATSG, REVG, MTW, CSTL, TWKS, HOOD, AMRC, SHLS and LXP
ETFs
Stocks
*5-Day Change
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