Weekly Scoreboard*

S&P 500 3,847.51 -5.4%

 

 

 

 

 

 

 

 

 

 

Weekly Market Wrap by Edward Jones.

Indices

• DJIA 30,730.88 -4.6%

• NASDAQ 11,399.78 -6.11%

• Russell 2000 1,181.92 -5.34%

• S&P 500 High Beta 63.56 -6.0%

• Goldman 50 Most Shorted 192.56 -6.5%

• Wilshire 5000 38,861.12 -5.33%

• Russell 1000 Growth 2,266.17 -6.1%

• Russell 1000 Value 1,443.38 -4.8%

• S&P 500 Consumer Staples 739.49 -3.77%

• MSCI Cyclicals-Defensives Spread 1,100.01 -2.32%
  

• NYSE Technology 2,711.10 -7.1%

• Transports 12,737.93 -9.6%

• Utilities 1,016.48 -3.32%

• Bloomberg European Bank/Financial Services 71.57 +1.6%

• MSCI Emerging Markets 37.82 -3.2%

• HFRX Equity Hedge 1,455.08 -.30%

• HFRX Equity Market Neutral 909.29 -.17%

Sentiment/Internals

• NYSE Cumulative A/D Line 454,260 -.05%

• Bloomberg New Highs-Lows Index -730 -245
  

• Crude Oil Commercial Bullish % Net Position -28.6 +5.7%

• CFTC Oil Net Speculative Position 214,478 -6.4%

• CFTC Oil Total Open Interest 1,480,320 +.69%

• Total Put/Call 1.21 +30.1%

• OEX Put/Call 1.55 -17.1%

• ISE Sentiment 80.0 -24.0 points
  

• NYSE Arms 1.14 +175.0% 
• Bloomberg Global Risk-On/Risk-Off Index 42.0 -10.6%
• Bloomberg Financial Conditions Index + Bubbles 2.17 -51.0 basis points
  

• Volatility(VIX) 27.6 +21.8%
• DJIA Intraday % Swing 1.02% -7.6%

• CBOE S&P 500 Implied Correlation Index 50.2 +14.0%

• G7 Currency Volatility (VXY) 11.36 +.72%
  

• Emerging Markets Currency Volatility (EM-VXY) 11.55 +2.2%

• Smart Money Flow Index 14,849.46 -3.6%
• NAAIM Exposure Index  33.86 +6.53 points
  

• ICI Money Mkt Mutual Fund Assets $4.552 Trillion -.27%

• ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -$11.630 Million

• AAII % Bulls 26.1 +44.2%

• AAII % Bears 46.0 -13.7%

Futures Spot Prices

• CRB Index 281.0 -1.1%

• Crude Oil 85.09 -.8%

• Reformulated Gasoline 241.3 -.05%

• Natural Gas 7.87 -2.2%
• Dutch TTF Nat Gas(European benchmark) 187.8 euros/megawatt-hour -9.3%
  

• Heating Oil 316.13 -11.1% 
• Newcastle Coal 435.0 (1,000/metric ton) +.21%
  

• Gold 1,675.29 -2.5%
• Silver 19.38 +2.6%
  

• S&P GSCI Industrial Metals Index 419.36 -.32%

• Copper 351.60 -1.43%

• US No. 1 Heavy Melt Scrap Steel 355.0 USD/Metric Tonne -2.47%

• China Iron Ore Spot 99.10 USD/Metric Tonne -3.13%

• Lumber  475.0 -6.9%

• UBS-Bloomberg Agriculture 1,518.22 -.82%
• US Gulf NOLA Potash Spot 625.0 USD/Short Ton -3.1%
  

Economy

• Atlanta Fed GDPNow Forecast +.5% -90.0 basis points
  

• ECRI Weekly Leading Economic Index Growth Rate -10.5% +.7 percentage point
  
• Bloomberg US Recession Probability Next 12 Months 50.0% unch.
  

• NY Fed Real-Time Weekly Economic Index 2.62 -12.4%

• US Economic Policy Uncertainty Index 68.9 -28.6%

• S&P 500 Blended Forward 12 Months Mean EPS Estimate 237.62 +.17:  Growth Rate +15.9% +.1 percentage point, P/E 16.2 -.9 point

• Citi US Economic Surprise Index 2.30 +16.2 points

• Citi Eurozone Economic Surprise Index -10.8 +6.2 points

• Citi Emerging Markets Economic Surprise Index -1.80 -2.9 points

• Fed Fund Futures imply 0.0%(-9.0 percentage points) chance of +50.0 basis point rate hike, 86.0%(-5.0 percentage points) chance of +75.0 basis point hike and 14.0%(+14.0 percentage points) chance of +100.0 basis point hike on 9/21 to 3.25-3.5%
  

• US Dollar Index 109.80 +.75%

• MSCI Emerging Markets Currency Index 1,620.39 -.71%
  

• Bitcoin/USD 19,536.70 -9.7%

• Euro/Yen Carry Return Index 147.22 -.05%
  

• Yield Curve(2s/10s) -43.5 -19.0 basis points
  

• 10-Year US Treasury Yield 3.45% +15.0 basis points
  

• Federal Reserve's Balance Sheet $8.798 Trillion +.12%

• U.S. Sovereign Debt Credit Default Swap 21.67 +2.8%

• Illinois Municipal Debt Credit Default Swap 200.49 -.04%
  

• Italian/German 10Y Yld Spread 228.0 -4.0 basis points
  

• China Sovereign Debt Credit Default Swap 74.42 +11.3%
  

• Brazil Sovereign Debt Credit Default Swap 247.38 +4.84%
  

• Israel Sovereign Debt Credit Default Swap 39.48 -.03%

• South Korea Sovereign Debt Credit Default Swap 31.9 +7.4%

• China Corp. High-Yield Bond USD ETF(KHYB) 26.71 +.36%

• Atlanta Fed Low Skill Wage Growth Tracker YoY +6.3% unch.
• Zillow US All Homes Rent Index YoY +12.5% -70.0 basis points
• US Urban Consumers Food CPI YoY +11.4% unch.
  
• Cleveland Fed Inflation Nowcast Core PCE YoY +4.68% +6.0 basis points: CPI YoY +8.21% -3.0 basis points
  
• 10-Year TIPS Spread 2.39% -2.0 basis points

• TED Spread 41.25 +19.0 basis points

• 2-Year Swap Spread 38.25 +4.25 basis points
  

• 3-Month EUR/USD Cross-Currency Basis Swap -18.75 -.5 basis point

• N. America Investment Grade Credit Default Swap Index 90.29 +11.2%
  

• America Energy Sector High-Yield Credit Default Swap Index 346.0 -2.0% 
• Bloomberg TRACE # Distressed Bonds Traded 347.0 -19.0
  

• European Financial Sector Credit Default Swap Index 120.77 +3.2%
  

• Emerging Markets Credit Default Swap Index 316.22 +10.0%
  

• MBS 5/10 Treasury Spread 157.0 +14.0 basis points
  
• iShares CMBS ETF 46.90 -.89%
• Avg. Auto ABS OAS .67 -4.0 basis points

• M2 Money Supply YoY % Change 5.3 unch.
  

• Commercial Paper Outstanding 1,207.60 +.80%

• 4-Week Moving Average of Jobless Claims 224,000 -3.5%
  

• Continuing Claims Unemployment Rate 1.0% unch.
  
• Kastle Back-to-Work Barometer(entries in secured buildings) 43.43 -.8% 

• Average 30-Year Fixed Home Mortgage Rate 6.28% +17.0 basis points
  

• Weekly Mortgage Applications 255,000 -1.20%

• Weekly Retail Sales +11.1% +.2 percentage point
  
• OpenTable US Seated Diners % Change from 2019 +1.4% +14.0 percentage points
• Box Office Weekly Gross $77.6M +8.2%
  

• Nationwide Gas $3.69/gallon -.05/gallon

• Baltic Dry Index 1,612 +32.9%

• China (Export) Containerized Freight Index 2,609.09 -4.2%

• Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 47.5+11.8%
• Truckstop.com Market Demand Index 54.90 -3.2%

• Rail Freight Carloads 240,877 -11.33%
• TSA Total Traveler Throughput 2,337,449 +28.3%
• US Covid-19:  126 infections/100K people(last 7 days total). 7.2%(-.8 percentage point) of peak on 1/14/22(1,740) -14/100K people from prior report
  
• US Covid-19:  New patient hospital admissions per 100K -79.7%(-1.2 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
  

Best Performing Style

• Large-Cap Value -4.9%

Worst Performing Style

•  Large-Cap Growth -6.3%
  

Leading Sectors

• Restaurants -1.5%

• Shipping -2.3%
  

• Alt Energy -2.5%

• Pharma -2.5%

• Healthcare Providers -2.8%
  

Lagging Sectors

• Computer Hardware -7.4%
  

• Software -8.5%
  

• Road & Rail -8.8%

• Disk Drives -9.0%
  

• Steel -10.5%
  

Weekly High-Volume Stock Gainers (3)

• APPN, HLIT and BOWL
  

Weekly High-Volume Stock Losers (46)

• AA, IFF, SPB, LYB, CSX, CHRW, AMZN, PLD, KKR, SITM, GNRC, EXPD, CXM, TECH, AOS, SAIA, BLKB, LAND, UNP, BYND, HUN, TKR, GEF, NARI, HUBG, TGI, UPS, ADBE, GE, LUV, ARNC, OKTA, AVNT, NFE, SIVB, DE, AVT, XPO, CC, ALT, GXO, WRK, IP, PKG, ALHC and NCR
  

ETFs

• High-Volume Gainers

• High-Volume Losers

Stocks

• High-Volume Gainers

• High-Volume Losers

*5-Day Change