Friday, August 14, 2020

Weekly Scoreboard*


S&P 500 3,369.76 +.56%

The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 27,880.60 +1.6%
  • NASDAQ 10,991.42 -.19%
  • Russell 2000 1,577.26 +.53%
  • S&P 500 High Beta 44.12 +3.69%
  • Goldman 50 Most Shorted 161.61 -.19%
  • Wilshire 5000 34,338.68 +.73%
  • Russell 1000 Growth 2,129.66 +.42%
  • Russell 1000 Value 1,195.92 +.99%
  • S&P 500 Consumer Staples 656.39 +.94%
  • MSCI Cyclicals-Defensives Spread 1,260.92 +.28%
  • NYSE Technology 2,903.62 +.41%
  • Transports 10,967.65 +3.9%
  • Utilities 825.44 -2.1%
  • Bloomberg European Bank/Financial Services 53.08 +2.87%
  • MSCI Emerging Markets 44.15 -.17%
  • HFRX Equity Hedge 1,218.93 +.18%
  • HFRX Equity Market Neutral 905.23 +1.23%
Sentiment/Internals
  • NYSE Cumulative A/D Line 421,158 +.62%
  • Bloomberg New Highs-Lows Index 386 -74
  • Crude Oil Commercial Bullish % Net Position -47.5 -1.3%
  • CFTC Oil Net Speculative Position 536,266 +.69%
  • CFTC Oil Total Open Interest 2,032,921 +2.03%
  • Total Put/Call .71 -5.6%
  • OEX Put/Call 1.75 +62.6%
  • ISE Sentiment 98.0 +12.0 points
  • NYSE Arms .86 -21.3%
  • Volatility(VIX) 22.21 -.90%
  • S&P 500 Implied Correlation 46.76 +2.5%
  • G7 Currency Volatility (VXY) 8.17 -3.2%
  • Emerging Markets Currency Volatility (EM-VXY) 11.18 -3.2%
  • Smart Money Flow Index 15,555.28 -1.22%
  • ICI Money Mkt Mutual Fund Assets $4.555 Trillion -.46%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$18.818 Million
  • AAII % Bulls 30.0 +29.0%
  • AAII % Bears 42.1 -11.5%
Futures Spot Prices
  • CRB Index 149.21 +1.55%
  • Crude Oil 42.07 +.82%
  • Reformulated Gasoline 124.58 +1.62%
  • Natural Gas 2.35 +4.79%
  • Heating Oil 123.98 +.76%
  • Gold 1,945.50 -4.5%
  • Bloomberg Base Metals Index 179.30 -.79%
  • Copper 285.70 +2.34%
  • US No. 1 Heavy Melt Scrap Steel 286.0 USD/Metric Tonne -1.38%
  • China Iron Ore Spot 117.22 USD/Metric Tonne +3.54%
  • Lumber 722.30 +14.3%
  • UBS-Bloomberg Agriculture 832.33 +2.55%
Economy
  • Atlanta Fed GDPNow Forecast +20.5% +8.75 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -4.1% n/a
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -5.47 +16.2%
  • US Economic Policy Uncertainty Index 213.17 -22.3%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 150.76 +.47%
  • Citi US Economic Surprise Index 253.30 +30.3 points
  • Citi Eurozone Economic Surprise Index 203.4 -8.5 points
  • Citi Emerging Markets Economic Surprise Index 17.1 +16.0 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 9/16
  • US Dollar Index 93.04 -.38%
  • MSCI Emerging Markets Currency Index 1,613.15 +.28%
  • Bitcoin/USD 11,816.95 +2.20%
  • Euro/Yen Carry Return Index 130.77 +1.08%
  • Yield Curve 55.0 +11.5 basis points
  • 10-Year US Treasury Yield .69% +13.0 basis points
  • Federal Reserve's Balance Sheet $6.918 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 18.16 -.79%
  • Illinois Municipal Debt Credit Default Swap 292.77 -.05%
  • Italian/German 10Y Yld Spread 141.5-2.25 basis points
  • China Sovereign Debt Credit Default Swap 40.16 -2.91%
  • Brazil Sovereign Debt Credit Default Swap 227.28 +4.85%
  • Israel Sovereign Debt Credit Default Swap 55.83 -1.99%
  • South Korea Sovereign Debt Credit Default Swap 21.37 -6.6%
  • Russia Sovereign Debt Credit Default Swap 92.77 -2.04%
  • iBoxx Offshore RMB China Corporate High Yield Index 176.98 -.02%
  • 10-Year TIPS Spread 1.65% +3.0 basis points
  • TED Spread 18.75 +2.25 basis points
  • 2-Year Swap Spread 9.0 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -.25 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 67.72 +4.43%
  • America Energy Sector High-Yield Credit Default Swap Index 435.0 +2.29%
  • European Financial Sector Credit Default Swap Index 64.36 -1.11%
  • Emerging Markets Credit Default Swap Index 189.78 +.23%
  • MBS 5/10 Treasury Spread 86.75 +5.5 basis points
  • Markit CMBX BBB-6 68.75 +1.7%
  • M1 Money Supply $5.490 Trillion +2.38%
  • Commercial Paper Outstanding 1,009.5 -.9%
  • 4-Week Moving Average of Jobless Claims 1,252,750 -6.4%
  • Continuing Claims Unemployment Rate 10.6% -160.0 basis points
  • Average 30-Year Mortgage Rate 2.96% +8.0 basis points
  • Weekly Mortgage Applications 852.80 +6.76%
  • Bloomberg Consumer Comfort 43.7 -1.2 points
  • Weekly Retail Sales -3.4% +380.0 basis points
  • Nationwide Gas $2.18/gallon unch.
  • Baltic Dry Index 1,577.0 +5.1%
  • China (Export) Containerized Freight Index 880.53 +1.8%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Truckstop.com Market Demand Index 80.05 +12.8%
  • Rail Freight Carloads 277,054 +2.5%
Best Performing Style
  • Small-Cap Value +1.5%
Worst Performing Style
  • Small-Cap Growth -.4%
Leading Sectors
  • Gaming +11.0%
  • Shipping +6.6%
  • Papers +4.9%
  • Airlines +4.6%
  • Steel +4.5%
Lagging Sectors
  • Utilities -2.1% 
  • Biotech -2.2%
  • Networking -3.2%
  • Disk Drives -3.2%
  • Gold & Silver -6.4%
Weekly High-Volume Stock Gainers (10)
  • DDS, MITK, CNXM, EXPI, SHLL, AMAT, CXW, JWN, KTOS and MSGN
Weekly High-Volume Stock Losers (10)
  • INSM, PSTG, RETA, BEAM, SRNE, IIVI, SWTX, PRPL, BTAI and CODX
Weekly Charts
ETFs
Stocks
*5-Day Change

2 comments:

Anonymous said...

Thank you for this, Gary. I was really missing Weekly Scoreboard.

Thank you for all the informative financial info you provide, daily. It’s invaluable. I don’t look forward to the day you retire, close up shop, shut down your website. That will be a sad, sad day.

Gary said...

I've had some scheduling conflicts recently. Sorry for the inconvenience. Thanks for reading!