Friday, January 24, 2020

Weekly Scoreboard*

S&P 500 3,295.04 -.53%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 29,033.71 -1.19%
  • NASDAQ 9,329.53 -.41%
  • Russell 2000 1,661.77 -2.47%
  • S&P 500 High Beta 46.99 -2.27%
  • Goldman 50 Most Shorted 155.78 -3.46%
  • Wilshire 5000 33,699.40 -.85%
  • Russell 1000 Growth 1,843.77 -.1%
  • Russell 1000 Value 1,346.43 -1.02%
  • S&P 500 Consumer Staples 652.95 -.22%
  • MSCI Cyclicals-Defensives Spread 1,142.53 +.33%
  • NYSE Technology 2,285.5 +.8%
  • Transports 11,058.55 -2.55%
  • Utilities 930.56 +3.34%
  • Bloomberg European Bank/Financial Services 76.03 -1.86%
  • MSCI Emerging Markets 44.75 -2.72%
  • HFRX Equity Hedge 1,288.24 +.06%
  • HFRX Equity Market Neutral 946.77 -.15%
Sentiment/Internals
  • NYSE Cumulative A/D Line 401,209 -.06%
  • Bloomberg New Highs-Lows Index 358 -922
  • Bloomberg Crude Oil % Bulls 30.77 -16.1%
  • CFTC Oil Net Speculative Position 530,312 -6.5%
  • CFTC Oil Total Open Interest 2,215,893 -1.29%
  • Total Put/Call 1.04 50.0%
  • OEX Put/Call 3.41 -17.0%
  • ISE Sentiment 55.0 -36
  • NYSE Arms 1.99 +138.64%
  • Volatility(VIX) 15.3 +20.0%
  • S&P 500 Implied Correlation 41.44 +9.7%
  • G7 Currency Volatility (VXY) 4.99 +1.01%
  • Emerging Markets Currency Volatility (EM-VXY) 6.08 +2.01%
  • Smart Money Flow Index 15,465.13 -1.14%
  • ICI Money Mkt Mutual Fund Assets $3.633 Trillion +.1%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$4.519 Billion
  • AAII % Bulls 45.6 +9.0%
  • AAII % Bears 24.8 -10.0%
Futures Spot Prices
  • CRB Index 175.75 -3.55%
  • Crude Oil 54.18 -7.49%
  • Reformulated Gasoline 151.35 -9.0%
  • Natural Gas 1.90 -9.15%
  • Heating Oil 173.31 -7.17%
  • Gold 1,573.0 +1.34%
  • Bloomberg Base Metals Index 173.53 -3.61%
  • Copper 268.15 -5.89%
  • US No. 1 Heavy Melt Scrap Steel 288.0 USD/Metric Tonne -1.71%
  • China Iron Ore Spot 90.80 USD/Metric Tonne -3.71%
  • Lumber 429.90 -.35%
  • UBS-Bloomberg Agriculture 899.51 -.25%
Economy
  • Atlanta Fed GDPNow Forecast +1.79% unch.
  • ECRI Weekly Leading Economic Index Growth Rate +5.2% +80.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 30.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1098 +4.9%
  • US Economic Policy Uncertainty Index 228.25 +42.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 177.57 +.18%
  • Citi US Economic Surprise Index 9.0 -1.6 points
  • Citi Eurozone Economic Surprise Index 50.8 +11.1 points
  • Citi Emerging Markets Economic Surprise Index 9.3 +7.1 points
  • Fed Fund Futures imply 87.7% chance of no change, 0.0% chance of rate cut on 1/29
  • US Dollar Index 97.86 +.23%
  • MSCI Emerging Markets Currency Index 1,661.99 -.48%
  • Bitcoin/USD 8,481.88 -4.93%
  • Euro/Yen Carry Return Index 125.05 -1.35%
  • Yield Curve 23.0 -4.0 basis points
  • 10-Year US Treasury Yield 1.68% -15.0 basis points
  • Federal Reserve's Balance Sheet $4.107 Trillion -.72%
  • U.S. Sovereign Debt Credit Default Swap 14.576 +1.51%
  • Illinois Municipal Debt Credit Default Swap 161.96 -.02%
  • Italian/German 10Y Yld Spread 156.75 -3.25 basis points
  • China Sovereign Debt Credit Default Swap 36.91 +24.5%
  • Brazil Sovereign Debt Credit Default Swap 11.04 +3.57%
  • Israel Sovereign Debt Credit Default Swap 44.33 -.74%
  • South Korea Sovereign Debt Credit Default Swap 23.19 +12.3%
  • Russia Sovereign Debt Credit Default Swap 61.98 +4.06%
  • iBoxx Offshore RMB China Corporate High Yield Index 169.65 +.32%
  • 10-Year TIPS Spread 1.67% -8.0 basis points
  • TED Spread 26.75 -.25 basis points
  • 2-Year Swap Spread 5.75 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.5 -1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 47.2 +6.26%
  • America Energy Sector High-Yield Credit Default Swap Index 607.0 +11.0%
  • European Financial Sector Credit Default Swap Index 53.6 +5.53%
  • Emerging Markets Credit Default Swap Index 194.27 +8.18%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.952 Trillion +.05%
  • Commercial Paper Outstanding 1,115.0 -.6%
  • 4-Week Moving Average of Jobless Claims 213,250 -3,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.60% -5.0 basis points
  • Weekly Mortgage Applications 606.20 -1.21%
  • Bloomberg Consumer Comfort 66.0 unch.
  • Weekly Retail Sales +5.1% +10.0 basis points
  • Nationwide Gas $2.53/gallon -.03/gallon
  • Baltic Dry Index 576.0 -23.61%
  • China (Export) Containerized Freight Index 965.31 +4.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 50.0 unch.
  • Rail Freight Carloads 262,338 -.06%
Best Performing Style
  • Large-Cap Growth -.1%
Worst Performing Style
  • Small-Cap Value -2.8%
Leading Sectors
  • Homebuilding +3.8%
  • Utilities +3.3%
  • Gold & Silver +1.4%
  • Semis +1.0%
  • Telecom +1.0%
Lagging Sectors
  • Energy -5.6% 
  • Tobacco -6.0%
  • Shipping -6.4%
  • Gaming -7.7%
  • Oil Service  -10.2%
Weekly High-Volume Stock Gainers (6)
  • EHTH, CBB, INTC, ALEC, ANET and WEX
Weekly High-Volume Stock Losers (17)
  • ZGNX, CVS, MDP, CLR, WYNN, AMGN, NUS, VIAC, HRC, UAL, XNCR, USAC, AA, ARCH, OS, AMAG and HSC
Weekly Charts
ETFs
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*5-Day Change

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