Friday, May 08, 2020

Weekly Scoreboard*

S&P 500 2,929.80 +3.50%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 24,331.32 +2.56%
  • NASDAQ 9,121.32 +6.0%
  • Russell 2000 1,329.64 +5.49%
  • S&P 500 High Beta 35.17 +6.29%
  • Goldman 50 Most Shorted 123.28 +9.36%
  • Wilshire 5000 29,670.79 +3.97%
  • Russell 1000 Growth 1,777.40 +5.06%
  • Russell 1000 Value 1,080.50 +2.36%
  • S&P 500 Consumer Staples 595.63 +.87%
  • MSCI Cyclicals-Defensives Spread 1,138.38 +2.25%
  • NYSE Technology 2,318.22 +8.2%
  • Transports 8,332.50 +2.3%
  • Utilities 764.11 +.66%
  • Bloomberg European Bank/Financial Services 47.59 -1.65%
  • MSCI Emerging Markets 36.83 +2.38%
  • HFRX Equity Hedge 1,143.92 -.99%
  • HFRX Equity Market Neutral 864.52 -.72%
Sentiment/Internals
  • NYSE Cumulative A/D Line 393,492 +.92%
  • Bloomberg New Highs-Lows Index 29 -11
  • Commercial Bullish % Net Position -43.1 unch.
  • CFTC Oil Net Speculative Position 589,388 +.38%
  • CFTC Oil Total Open Interest 2,261,202 -.68%
  • Total Put/Call .85 -27.4%
  • OEX Put/Call 1.25 +5.4%
  • ISE Sentiment 97.0 +36.0
  • NYSE Arms .57 -70.2%
  • Volatility(VIX) 27.98 -24.8%
  • S&P 500 Implied Correlation 66.85 -13.6%
  • G7 Currency Volatility (VXY) 8.24 -.60%
  • Emerging Markets Currency Volatility (EM-VXY) 11.80 -.17%
  • Smart Money Flow Index 15,792.71 -2.55%
  • ICI Money Mkt Mutual Fund Assets $4.768 Trillion +.72%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$12.733 Million
  • AAII % Bulls 23.7 -22.7%
  • AAII % Bears 52.7 +19.6%
Futures Spot Prices
  • CRB Index 124.74 +6.05%
  • Crude Oil 24.74 +25.7%
  • Reformulated Gasoline 95.22 +24.1%
  • Natural Gas 1.82 -3.13%
  • Heating Oil 89.93 +11.6%
  • Gold 1,713.90 +.22%
  • Bloomberg Base Metals Index 149.78 +1.22%
  • Copper 240.0 +4.1%
  • US No. 1 Heavy Melt Scrap Steel 249.0 USD/Metric Tonne +2.05%
  • China Iron Ore Spot 85.26 USD/Metric Tonne +6.54%
  • Lumber 365.0 +11.3%
  • UBS-Bloomberg Agriculture 778.34 -.87%
Economy
  • Atlanta Fed GDPNow Forecast -34.9% -22.85 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -35.9% +2.9 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -36.16 +5.19%
  • US Economic Policy Uncertainty Index 580.40 +49.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 141.23 -.79%
  • Citi US Economic Surprise Index -54.80 +73.2 points
  • Citi Eurozone Economic Surprise Index -300.10 -33.1 points
  • Citi Emerging Markets Economic Surprise Index 10.90 +1.9 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate cut on 6/10
  • US Dollar Index 99.80 +1.07%
  • MSCI Emerging Markets Currency Index 1,559.86 -.59%
  • Bitcoin/USD 9,948.44 +13.7%
  • Euro/Yen Carry Return Index 119.81 -1.58%
  • Yield Curve 50.75 +7.75 basis points
  • 10-Year US Treasury Yield .68% +5.0 basis points
  • Federal Reserve's Balance Sheet $6.683 Trillion +1.01%
  • U.S. Sovereign Debt Credit Default Swap 22.40 +1.08%
  • Illinois Municipal Debt Credit Default Swap 538.15 +5.41%
  • Italian/German 10Y Yld Spread 238.25 +3.25 basis points
  • China Sovereign Debt Credit Default Swap 49.03 +2.71%
  • Brazil Sovereign Debt Credit Default Swap 318.53 +.72%
  • Israel Sovereign Debt Credit Default Swap 76.24 +.01%
  • South Korea Sovereign Debt Credit Default Swap 35.58 +3.28%
  • Russia Sovereign Debt Credit Default Swap 159.57 -8.2%
  • iBoxx Offshore RMB China Corporate High Yield Index 164.01 +.27%
  • 10-Year TIPS Spread 1.12% +6.0 basis points
  • TED Spread 33.0 -12.75 basis points
  • 2-Year Swap Spread 10.50 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 6.50 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 91.38 +2.1%
  • America Energy Sector High-Yield Credit Default Swap Index 1,292.0 -1.79%
  • European Financial Sector Credit Default Swap Index 105.14 +1.25%
  • Emerging Markets Credit Default Swap Index 333.30 -4.73%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 1.66 -3.49%
  • Markit CMBX BBB-6 63.75 -6.25%
  • M1 Money Supply $4.918 Trillion +1.0%
  • Commercial Paper Outstanding 1,069.0 -2.2%
  • 4-Week Moving Average of Jobless Claims 4,173,500 -859,750
  • Continuing Claims Unemployment Rate 15.5% +310.0 basis points
  • Average 30-Year Mortgage Rate 3.26% +3.0 basis points
  • Weekly Mortgage Applications 744,200 +.11%
  • Bloomberg Consumer Comfort 36.9 -2.6 points
  • Weekly Retail Sales -6.60% -90.0 basis points
  • Nationwide Gas $1.83/gallon +.05/gallon
  • Baltic Dry Index 514.0 -19.1%
  • China (Export) Containerized Freight Index 834.90 -1.9%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -60.0%
  • Truckstop.com Market Demand Index 21.21 +31.7%
  • Rail Freight Carloads 227,764 +2.59%
Best Performing Style
  • Small-Cap Growth +7.1%
Worst Performing Style
  • Large-Cap Value +2.0%
Leading Sectors
  • Alt Energy +9.7%
  • Homebuilding +8.5%
  • Energy +8.5%
  • Gaming +8.4%
  • Internet +8.0%
Lagging Sectors
  • Utilities +.2% 
  • Banks +.2%
  • Tobacco -.1%
  • Airlines -3.6%
  • Shipping -3.7%
Weekly High-Volume Stock Gainers (29)
  • CWH, PRVB, VTIQ, BILL, GLUU, CTMX, NERV, THO, IPHI, XNCR, PRPL, ZG, Z, SVMK, YMAB, WGO, PAR, BYND, UBER, VIVO, LOPE, CHGG, WORK, NKTR, ECOM, FIXX, CNP, TWLO and NXTC
Weekly High-Volume Stock Losers (8)
  • TRHC, CARA, PETQ, TRIP, GLP, ECOL, CATS and PRA
Weekly Charts
ETFs
Stocks
*5-Day Change

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