Friday, August 21, 2020

Weekly Scoreboard*


S&P 500 3,395.41 +.58%
 
The Weekly Wrap by Briefing.com.
 
 Indices
  • DJIA 27,925.28 -.13%
  • NASDAQ 11,308.19 +2.51%
  • Russell 2000 1,551.60 -1.76%
  • S&P 500 High Beta 42.20 -4.4%
  • Goldman 50 Most Shorted 161.80 -.17%
  • Wilshire 5000 34,613.38 +.54%
  • Russell 1000 Growth 2,194.69 +2.83%
  • Russell 1000 Value 1,177.48 -1.54%
  • S&P 500 Consumer Staples 658.73 +.16%
  • MSCI Cyclicals-Defensives Spread 1,275.79 +1.94%
  • NYSE Technology 3,058.87 +5.2%
  • Transports 10,945.27 -.08%
  • Utilities 810.22 -1.95%
  • Bloomberg European Bank/Financial Services 50.17 -3.78%
  • MSCI Emerging Markets 44.10 -.11%
  • HFRX Equity Hedge 1,225.53 +.41%
  • HFRX Equity Market Neutral 897.14 -.28%
Sentiment/Internals
  • NYSE Cumulative A/D Line 419,057 -.5%
  • Bloomberg New Highs-Lows Index 253 -133
  • Crude Oil Commercial Bullish % Net Position -46.03 +3.16%
  • CFTC Oil Net Speculative Position 520,935 -2.86%
  • CFTC Oil Total Open Interest 2,060,880 +1.38%
  • Total Put/Call .69 -9.2%
  • OEX Put/Call 1.75 +3.76%
  • ISE Sentiment 106.0 +8.0 points
  • NYSE Arms .87 +14.3%
  • Volatility(VIX) 22.45 +1.86%
  • S&P 500 Implied Correlation 42.50 -7.44%
  • G7 Currency Volatility (VXY) 8.34 +2.8%
  • Emerging Markets Currency Volatility (EM-VXY) 11.28 +1.07%
  • Smart Money Flow Index 15,542.21 -.08%
  • ICI Money Mkt Mutual Fund Assets $4.544Trillion -.23%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$5.498 Million
  • AAII % Bulls 30.4 +1.2%
  • AAII % Bears 42.4 +.7%
Futures Spot Prices
  • CRB Index 149.39 +.37%
  • Crude Oil 41.99 -.5%
  • Reformulated Gasoline 127.45 +2.20%
  • Natural Gas 2.41 +.47%
  • Heating Oil 120.32 -2.48%
  • Gold 1,938.30 -.11%
  • Bloomberg Base Metals Index 182.16 +1.6%
  • Copper 291.80 +2.22%
  • US No. 1 Heavy Melt Scrap Steel 286.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 121.92 USD/Metric Tonne +4.28%
  • Lumber 830.90 +13.1%
  • UBS-Bloomberg Agriculture 836.11 +.56%
Economy
  • Atlanta Fed GDPNow Forecast +25.6% +5.1 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -2.7% +1.4 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -5.73 +5.6%
  • US Economic Policy Uncertainty Index 201.80 -38.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 151.81 +.7%
  • Citi US Economic Surprise Index 254.60 +1.3 points
  • Citi Eurozone Economic Surprise Index 132.5 -70.9 points
  • Citi Emerging Markets Economic Surprise Index 26.1 +9.0 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 9/16
  • US Dollar Index 93.35 +.24%
  • MSCI Emerging Markets Currency Index 1,610.52 -.13%
  • Bitcoin/USD 11,721.13 -.4%
  • Euro/Yen Carry Return Index 129.26 -1.13%
  • Yield Curve 49.5 -5.5 basis points
  • 10-Year US Treasury Yield .64% -5.0 basis points
  • Federal Reserve's Balance Sheet $6.971 Trillion +.77%
  • U.S. Sovereign Debt Credit Default Swap 18.15 unch.
  • Illinois Municipal Debt Credit Default Swap 300.12 +2.5%
  • Italian/German 10Y Yld Spread 1420 +.5 basis point
  • China Sovereign Debt Credit Default Swap 38.6 -3.8%
  • Brazil Sovereign Debt Credit Default Swap 225.22 -1.0%
  • Israel Sovereign Debt Credit Default Swap 55.58 -.44%
  • South Korea Sovereign Debt Credit Default Swap 21.66 -2.87%
  • Russia Sovereign Debt Credit Default Swap 105.91 +14.5%
  • iBoxx Offshore RMB China Corporate High Yield Index 177.20 -.02%
  • 10-Year TIPS Spread 1.64% -1.0 basis point
  • TED Spread 16.5 -2.25 basis points
  • 2-Year Swap Spread 8.0 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 67.81 -.18%
  • America Energy Sector High-Yield Credit Default Swap Index 448.0 +3.1%
  • European Financial Sector Credit Default Swap Index 63.92 -.59%
  • Emerging Markets Credit Default Swap Index 183.09 -3.57%
  • MBS 5/10 Treasury Spread 90.25 +3.5 basis points
  • Markit CMBX BBB-6 68.16 -.86%
  • M1 Money Supply $5.413 Trillion -1.37%
  • Commercial Paper Outstanding 1,006.7 -.3%
  • 4-Week Moving Average of Jobless Claims 1,175,750 -6.3%
  • Continuing Claims Unemployment Rate 10.2% -40.0 basis points
  • Average 30-Year Mortgage Rate 2.99% +3.0 basis points
  • Weekly Mortgage Applications 824.50 -3.32%
  • Bloomberg Consumer Comfort 43.5 -.2 point
  • Weekly Retail Sales -3.1% +30.0 basis points
  • Nationwide Gas $2.19/gallon +.01/gallon
  • Baltic Dry Index 1,518.0 -4.8%
  • China (Export) Containerized Freight Index 885.46 +.56%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Truckstop.com Market Demand Index 80.95 +1.1%
  • Rail Freight Carloads 278,210 +.42%
Best Performing Style
  • Large-Cap Growth +3.0%
Worst Performing Style
  • Small-Cap Value -3.7%
Leading Sectors
  • Homebuilding +4.0%
  • Internet +3.7%
  • Video Gaming +3.5%
  • Software +3.2%
  • Alt Energy +1.4%
Lagging Sectors
  • Banks -5.7% 
  • Energy -6.1%
  • Education -6.5%
  • Oil Service -8.7%
  • Coal -8.9%
Weekly High-Volume Stock Gainers (11)
  • CYRX, RKT, SHLL, DE, NVDA, SHAK, AAPL, TSLA, RYN, TDOC and ARCT
Weekly High-Volume Stock Losers (9)
  • AJG, SCHN, INVA, SUPN, NWS, RVLV, KEYS, NLS and XPEL
Weekly Charts
ETFs
Stocks
*5-Day Change

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