Friday, November 22, 2019

Weekly Scoreboard*

S&P 500 3,108.99 -.36%

The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 27,878.46 -.54%
  • NASDAQ 8,517.69 -.38%
  • Russell 2000 1,589.52 -.42%
  • S&P 500 High Beta 43.69 -1.04%
  • Goldman 50 Most Shorted 149.33 +.1%
  • Wilshire 5000 31,807.12 -.33%
  • Russell 1000 Growth 1,693.25 -.37%
  • Russell 1000 Value 1,308.63 -.21%
  • S&P 500 Consumer Staples 628.78 -.19%
  • MSCI Cyclicals-Defensives Spread 1,127.76 -.94%
  • NYSE Technology 2.024.0 -.79%
  • Transports 10,780.73 -1.15%
  • Utilities 852.47 +.30%
  • Bloomberg European Bank/Financial Services 75.27 +.23%
  • MSCI Emerging Markets 42.86 -.68%
  • HFRX Equity Hedge 1,255.71 +.02%
  • HFRX Equity Market Neutral 960.50 -.44%
Sentiment/Internals
  • NYSE Cumulative A/D Line 381,143 -.15%
  • Bloomberg New Highs-Lows Index -102 -25
  • Bloomberg Crude Oil % Bulls 31.25 -39.7%
  • CFTC Oil Net Speculative Position 424,597 +4.54%
  • CFTC Oil Total Open Interest 2,151,499 +3.24%
  • Total Put/Call .98 +24.7%
  • OEX Put/Call .34 -12.82%
  • ISE Sentiment 116.0 +16.0 points
  • NYSE Arms .88 +62.96%
  • Volatility(VIX) 12.54 +4.81%
  • S&P 500 Implied Correlation 43.77 -1.38%
  • G7 Currency Volatility (VXY) 5.78 -4.15%
  • Emerging Markets Currency Volatility (EM-VXY) 7.08 -1.94%
  • Smart Money Flow Index 14,839.14 +.77%
  • ICI Money Mkt Mutual Fund Assets $3.526 Trillion -1.28%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$3.348 Billion
  • AAII % Bulls 34.2 -15.9%
  • AAII % Bears 29.0 +17.0%
Futures Spot Prices
  • CRB Index 180.37 -.26%
  • Crude Oil 57.95 -.48%
  • Reformulated Gasoline 167.75 +2.05%
  • Natural Gas 2.66 -.67%
  • Heating Oil 193.46 -1.33%
  • Gold 1,462.70 -.37%
  • Bloomberg Base Metals Index 171.84 -.70%
  • Copper 264.25 +.32%
  • US No. 1 Heavy Melt Scrap Steel 261.50 USD/Metric Tonne unch.
  • China Iron Ore Spot 86.80 USD/Metric Tonne +4.20%
  • Lumber 406.0 +2.42%
  • UBS-Bloomberg Agriculture 860.94 -.18%
Economy
  • Atlanta Fed GDPNow Forecast +.42% +11.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +1.1% +70.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 33.0% -2.0 percentage points
  • Philly Fed ADS Real-Time Business Conditions Index -.6143 +5.72%
  • US Economic Policy Uncertainty Index 66.43 -48.51%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.10 -.22%
  • Citi US Economic Surprise Index 3.3 +9.4 points
  • Citi Eurozone Economic Surprise Index -16.10 -5.0 points
  • Citi Emerging Markets Economic Surprise Index -28.20 -2.7 points
  • Fed Fund Futures imply 99.1% chance of no change, 0.0% chance of rate cut on 12/11
  • US Dollar Index 98.24 +.24%
  • MSCI Emerging Markets Currency Index 1,631.28 -.27%
  • Bitcoin/USD 7,241.30 -15.0%
  • Euro/Yen Carry Return Index 124.30 -.39%
  • Yield Curve 15.0 -7.0 basis points
  • 10-Year US Treasury Yield 1.77% -6.0 basis points
  • Federal Reserve's Balance Sheet $3.992 Trillion -.44%
  • U.S. Sovereign Debt Credit Default Swap 14.19 +.11%
  • Illinois Municipal Debt Credit Default Swap 161.08 -2.08%
  • Italian/German 10Y Yld Spread 154.0 -2.75 basis points
  • China Sovereign Debt Credit Default Swap 40.41 +4.72%
  • Brazil Sovereign Debt Credit Default Swap 125.42 +2.56%
  • Israel Sovereign Debt Credit Default Swap 52.17 -5.44%
  • South Korea Sovereign Debt Credit Default Swap 28.42 +4.51%
  • Russia Sovereign Debt Credit Default Swap 69.80 -2.05%
  • iBoxx Offshore RMB China Corporate High Yield Index 167.90 +.05%
  • 10-Year TIPS Spread 1.64% unch.
  • TED Spread 33.25 -1.0 basis point
  • 2-Year Swap Spread 2.5 -4.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.25 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 52.02 +1.36%
  • America Energy Sector High-Yield Credit Default Swap Index 603.0 +9.79%
  • European Financial Sector Credit Default Swap Index 59.88 +.4%
  • Emerging Markets Credit Default Swap Index 202.80 +2.71%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.979 Trillion -.07%
  • Commercial Paper Outstanding 1,121.0 -.9%
  • 4-Week Moving Average of Jobless Claims 221,000 +3,500
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.66% -9.0 basis points
  • Weekly Mortgage Applications 556.0 -2.18%
  • Bloomberg Consumer Comfort 59.1 +1.1 points
  • Weekly Retail Sales +4.50% -50.0 basis points
  • Nationwide Gas $2.59/gallon -.01/gallon
  • Baltic Dry Index 1,255 -7.52%
  • China (Export) Containerized Freight Index 835.98 +.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 55.0 +29.4%
  • Rail Freight Carloads 261,602 -1.79%
Best Performing Style
  • Mid-Cap Growth +.2%
Worst Performing Style
  • Small-Cap Value -.9%
Leading Sectors
  • Steel +4.0%
  • Biotech +3.3%
  • I-Banking +2.2%
  • Healthcare Providers +1.5%
  • Social Media +1.2%
Lagging Sectors
  • Alt Energy -2.3% 
  • Defense -2.4%
  • Retail -2.4%
  • Semis -3.0%
  • Computer Hardware -4.0%
Weekly High-Volume Stock Gainers (7)
  • GSX, SPLK, DTIL, KRTX, ATKR, AVTR and BHVN
Weekly High-Volume Stock Losers (3)
  • JACK, AXNX and FL
Weekly Charts
ETFs
Stocks
*5-Day Change

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