S&P 500 Index 4,228.90 -1.22% |
Weekly Market Wrap by Edward Jones.
Indices
- DJIA 33,635.92 -.13%
- NASDAQ 12,684.59 -2.58%
- Russell 2000 1,958.79 -2.94%
- S&P 500 High Beta 69.07 -4.40%
- Goldman 50 Most Shorted 206.6 -12.0%
- Wilshire 5000 42,477.92 -1.49%
- Russell 1000 Growth 2,531.49 -1.69%
- Russell 1000 Value 1,554.26 -1.25%
- S&P 500 Consumer Staples 797.95 +1.92%
- MSCI Cyclicals-Defensives Spread 1,172.89 -.60%
- NYSE Technology 3,030.66 -4.42%
- Transports 14,763.32 -2.4%
- Utilities 1,054.79 +1.43%
- Bloomberg European Bank/Financial Services 70.11 -3.54%
- MSCI Emerging Markets 39.84 -2.8%
- HFRX Equity Hedge 1,455.69 +.27%
- HFRX Equity Market Neutral 907.57 -.04%
Sentiment/Internals
- NYSE Cumulative A/D Line 467,984 +.28%
- Bloomberg New Highs-Lows Index -31 -110
- Crude Oil Commercial Bullish % Net Position -27.2 +11.3%
- CFTC Oil Net Speculative Position 210,651 -17.0%
- CFTC Oil Total Open Interest 1,570,131 -2.3%
- Total Put/Call 1.0 +5.3%
- OEX Put/Call 3.71 +19.4%
- ISE Sentiment 86.0 +18.0 points
- NYSE Arms .94 +46.7%
- Bloomberg Global Risk-On/Risk-Off Index 4,205.0 +381.0 points
- Bloomberg Financial Conditions Index + Bubbles 2.85 -5.0%
- Volatility(VIX) 20.8 +6.8%
- DJIA Intraday % Swing .66% -40.4%
- CBOE S&P 500 Implied Correlation Index 43.53 +5.0%
- G7 Currency Volatility (VXY) 10.81 +17.6%
- Emerging Markets Currency Volatility (EM-VXY) 12.2 +6.9%
- Smart Money Flow Index 16,074.40 +5.2%
- ICI Money Mkt Mutual Fund Assets $4.562 Trillion -.12%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +$2.623 Million
- AAII % Bulls 33.3 +3.4%
- AAII % Bears 37.2 +1.4%
Futures Spot Prices
- CRB Index 290.33 -1.1%
- Crude Oil 90.75 -1.5%
- Reformulated Gasoline 301.74 -1.3%
- Natural Gas 9.33 +5.9%
- Dutch TTF Nat Gas(European benchmark) 244.55 euros/megawatt-hour +19.1%
- Heating Oil 370.49 +4.87%
- Newcastle Coal 433.0 (1,000/metric ton) 6.7%
- Gold 1,747.98 -2.97%
- Silver 19.08 -8.3%
- S&P GSCI Industrial Metals Index 435.53 -1.9%
- Copper 365.75 -.6%
- US No. 1 Heavy Melt Scrap Steel 385.0 USD/Metric Tonne -2.53%
- China Iron Ore Spot 102.50 USD/Metric Tonne -2.98
%
- Lumber 527.60 -10.4%
- UBS-Bloomberg Agriculture 1,482.38 -2.8%
- US Gulf NOLA Potash Spot 680.0 USD/Short Ton -2.2%
Economy
- Atlanta Fed GDPNow Forecast +1.6% -.9 percentage point
- ECRI Weekly Leading Economic Index Growth Rate -13.5% -.1 percentage point
- Bloomberg US Recession Probability Next 12 Months 50.0% unch.
- NY Fed Real-Time Weekly Economic Index 3.0 -10.8%
- US Economic Policy Uncertainty Index 95.8 -13.5%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 236.64 +.25: Growth Rate +15.6% +.2 percentage point, P/E 17.9 -.1 point
- Citi US Economic Surprise Index -16.4 +8.8 points
- Citi Eurozone Economic Surprise Index -51.4 -3.6 points
- Citi Emerging Markets Economic Surprise Index 30.4 -6.9 points
- Fed Fund Futures imply 0.0%(unch.) chance of +25.0 basis point rate hike, 54.5%(-1.0 percentage point) chance of +50.0 basis point hike, 45.5%(+1.0 percentage point) chance of +75.0 basis point hike on 9/21
- US Dollar Index 108.05 +2.3%
- MSCI Emerging Markets Currency Index 1,655.66 -.74%
- Bitcoin/USD 21,439.0 -12.0%
- Euro/Yen Carry Return Index 141.38 +.53%
- Yield Curve(2s/10s) -28.25 +11.25 basis points
- 10-Year US Treasury Yield 2.98% +12.0 basis points
- Federal Reserve's Balance Sheet $8.814 Trillion -.33%
- U.S. Sovereign Debt Credit Default Swap 20.98 +5.1%
- Illinois Municipal Debt Credit Default Swap 200.69 -.02%
- Italian/German 10Y Yld Spread 222.0 +13.0 basis points
- China Sovereign Debt Credit Default Swap 70.92 -2.6%
- Brazil Sovereign Debt Credit Default Swap 263.98 +8.5%
- Israel Sovereign Debt Credit Default Swap 40.50 -2.4%
- South Korea Sovereign Debt Credit Default Swap 35.23 +3.6%
- Ukraine Sovereign Debt Credit Default Swap 10,047.64 n/a
- China Corp. High-Yield Bond USD ETF(KHYB) 26.7 +1.1%
- 1-Year TIPS Spread 2.72% -36.0 basis points
- 10-Year TIPS Spread 2.56% +8.0 basis points
- TED Spread 34.0 -3.25 basis points
- 2-Year Swap Spread 34.5 +4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -16.5 +2.0 basis points
- N. America Investment Grade Credit Default Swap Index 80.50 +8.6%
- America Energy Sector High-Yield Credit Default Swap Index 352.0 +2.8%
- Bloomberg TRACE # Distressed Bonds Traded 331.0 -3.0
- European Financial Sector Credit Default Swap Index 110.23 +10.6%
- Emerging Markets Credit Default Swap Index 323.19 +16.3%
- MBS 5/10 Treasury Spread 133.0 +19.0 basis points
- iShares CMBS ETF 48.08 -.17%
- Avg. Auto ABS OAS .92 -7.0 basis points
- M2 Money Supply YoY % Change 5.9 unch.
- Commercial Paper Outstanding 1,189.90 +1.1%
- 4-Week Moving Average of Jobless Claims 246,750 -1.1%
- Continuing Claims Unemployment Rate 1.0% unch.
- Kastle Back-to-Work Barometer(entries in secured buildings) 43.20 -1.01%
- Average 30-Year Fixed Home Mortgage Rate 5.66% +12.0 basis points
- Weekly Mortgage Applications 273,300 -2.3%
- Weekly Retail Sales +11.6% +1.2 percentage points
- OpenTable US Seated Diners % Change from 2019 +2.1% +4.7 percentage points
- Box Office Weekly Gross $136.9M -9.5%
- Nationwide Gas $3.92/gallon -.06/gallon
- Baltic Dry Index 1,320 -10.6%
- China (Export) Containerized Freight Index 2,993.67 -2.6%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50+30.8%
- Truckstop.com Market Demand Index 55.52 -12.0%
- Rail Freight Carloads 264,924 -.39%
- TSA Total Traveler Throughput 2,320,085 +13.3%
- US Covid-19: 203
infections/100K people(last 7 days total). 11.7%(-1.2 percentage
points) of peak on 1/14/22(1,740) -21/100K people from prior report
- US Covid-19: New patient hospital admissions per 100K -73.6%(-1.5 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
- Large-Cap Value -1.3%
Worst Performing Style
- Small-Cap Growth -3.3%
Leading Sectors
- Utilities +1.5%
- Foods +1.2%
- Computer Services +.5%
- Energy +.4%
- Insurance +.1%
Lagging Sectors
- Homebuilders -5.2%
- Social Media -5.6%
- Airlines -5.6%
- Gambling -5.8%
- Alt Energy -11.2%
Weekly High-Volume Stock Gainers (3)
- FL, ORI and CQP
Weekly High-Volume Stock Losers (41)
- HIW,
ENFN, STAA, CARG, FRPT, RAMP, KSS, TASK, CELH, INFA, BE, PBT, ITRI,
KAR, AAL, EXAS, SKYW, TWLO, AMC, EPR, APP, FSLY, SMG, RVLV, XMTR, TREE,
ETSY, ENVX, OSTK, CHPT, LMND, BYND, COIN, MSTR, BMBL, SYM, RDFN, TPIC,
ASAN, MARA and AFRM
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment