Friday, September 04, 2020

Weekly Scoreboard*

S&P 500 3,412.27 -3.09%

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
The Weekly Wrap by Briefing.com.  

Indices
  • DJIA 28,241 -2.31%
  • NASDAQ 11,321.28 -4.33%
  • Russell 2000 1,551.60 -1.76%
  • S&P 500 High Beta 44.35 -.85%
  • Goldman 50 Most Shorted 170.90 -.34%
  • Wilshire 5000 34,815.56 -3.09%
  • Russell 1000 Growth 2,182.93 -4.6%
  • Russell 1000 Value 1,191.29 -1.67%
  • S&P 500 Consumer Staples 669.30 -.93%
  • MSCI Cyclicals-Defensives Spread 1,348.59 -.65%
  • NYSE Technology 3,074.38 -5.27%
  • Transports 11,247.26 -.95%
  • Utilities 804.82 +.27%
  • Bloomberg European Bank/Financial Services 50.61 -2.86%
  • MSCI Emerging Markets 44.23 -2.79%
  • HFRX Equity Hedge 1,239.98 +.40%
  • HFRX Equity Market Neutral 888.06 -.90%
Sentiment/Internals
  • NYSE Cumulative A/D Line 419,465 unch.
  • Bloomberg New Highs-Lows Index 90 -451
  • Crude Oil Commercial Bullish % Net Position -45.64 +.85%
  • CFTC Oil Net Speculative Position 500,699 -1.96%
  • CFTC Oil Total Open Interest 2,052,448 +.37%
  • Total Put/Call 1.06 +51.4%
  • OEX Put/Call 1.53 -15.9%
  • ISE Sentiment 108.0 +2.0 points
  • NYSE Arms .69 +14.8
  • Bloomberg Global Risk-On/Risk-Off Index -185.0 -797.0 points
  • Volatility(VIX) 34.1 +48.6%
  • S&P 500 Implied Correlation 50.4 +42.4%
  • G7 Currency Volatility (VXY) 8.42 -.59%
  • Emerging Markets Currency Volatility (EM-VXY) 11.27 +2.08%
  • Smart Money Flow Index 16,277.29 +1.88%
  • ICI Money Mkt Mutual Fund Assets $4.495Trillion -1.0%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$18.291 Million
  • AAII % Bulls 30.8 -3.99%
  • AAII % Bears 41.8 +5.4%
Futures Spot Prices
  • CRB Index 149.75 -2.77%
  • Crude Oil 39.91 -7.6%
  • Reformulated Gasoline 117.77 -6.76%
  • Natural Gas 2.58 -4.4%
  • Heating Oil 115.14 -6.4%
  • Gold 1,928.50 -2.1%
  • Bloomberg Base Metals Index 186.09 -.79%
  • Copper 306.90 +1.76%
  • US No. 1 Heavy Melt Scrap Steel 309.0 USD/Metric Tonne +7.67%
  • China Iron Ore Spot 123.84 USD/Metric Tonne +4.73%
  • Lumber 641.50 -30.0%
  • UBS-Bloomberg Agriculture 862.09 +.18%
Economy
  • Atlanta Fed GDPNow Forecast +29.6% +.7 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate .7% +1.5 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -4.41 +17.0%
  • US Economic Policy Uncertainty Index 236.86 -32.95%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 153.72 +.46%
  • Citi US Economic Surprise Index 191.80 -50.7 points
  • Citi Eurozone Economic Surprise Index 96.60 -55.3 points
  • Citi Emerging Markets Economic Surprise Index 15.3 -9.7 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 9/16
  • US Dollar Index 92.84 +.61%
  • MSCI Emerging Markets Currency Index 1,630.60 +.24%
  • Bitcoin/USD 10,413.04 -9.52%
  • Euro/Yen Carry Return Index 130.32 +.3%
  • Yield Curve 55.5 -4.0 basis points
  • 10-Year US Treasury Yield .70% -2.0 basis points
  • Federal Reserve's Balance Sheet $6.977 Trillion +.38%
  • U.S. Sovereign Debt Credit Default Swap 18.15 +.06%
  • Illinois Municipal Debt Credit Default Swap 299.82 +1.64%
  • Italian/German 10Y Yld Spread 148.75 +3.5 basis points
  • China Sovereign Debt Credit Default Swap 35.04 -.53%
  • Brazil Sovereign Debt Credit Default Swap 206.90 -4.3%
  • Israel Sovereign Debt Credit Default Swap 55.58 +.01%
  • South Korea Sovereign Debt Credit Default Swap 22.31 -3.62%
  • Russia Sovereign Debt Credit Default Swap 101.55 +.78%
  • iBoxx Offshore RMB China Corporate High Yield Index 177.75 +.09%
  • 10-Year TIPS Spread 1.69% -9.0 basis points
  • TED Spread 14.5 unch.
  • 2-Year Swap Spread 8.75 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.5 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 67.55 1.41%
  • America Energy Sector High-Yield Credit Default Swap Index 450.0 +.55%
  • European Financial Sector Credit Default Swap Index 60.0 -1.16%
  • Emerging Markets Credit Default Swap Index 169.62 -3.2%
  • MBS 5/10 Treasury Spread 85.25 -8.75 basis points
  • Markit CMBX BBB-6 68.16 unch.
  • M1 Money Supply $5.369 Trillion +.56%
  • Commercial Paper Outstanding 1,011.6 +.5%
  • 4-Week Moving Average of Jobless Claims 991,750 -7.3%
  • Continuing Claims Unemployment Rate 9.1% -80.0 basis points
  • Average 30-Year Mortgage Rate 2.93% -2.0 basis points
  • Weekly Mortgage Applications 755.10 -2.01%
  • Bloomberg Consumer Comfort 45.1 +.8 point
  • Weekly Retail Sales -.3% +160.0 basis points
  • Nationwide Gas $2.23/gallon unch.
  • Baltic Dry Index 1,395.0 -7.25%
  • China (Export) Containerized Freight Index 922.0 +1.85%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 -12.5%
  • Truckstop.com Market Demand Index 98.56 +7.3%
  • Rail Freight Carloads 282,604 -.87%
Best Performing Style
  • Mid-Cap Value -1.2%
Worst Performing Style
  • Large-Cap Growth -4.7%
Leading Sectors
  • Utilities +.6%
  • Steel +.5%
  • Banks +.3%
  • Insurance +.1%
  • Agriculture -.3%
Lagging Sectors
  • Internet -5.3% 
  • Energy -5.3%
  • Networking -6.5%
  • Software -7.2%
  • Alt Energy -7.3%
Weekly High-Volume Stock Gainers (9)
  • LIND, DLTH, NAV, GOGO, FVAC, BLMN, TTC, CCL and AVGO
Weekly High-Volume Stock Losers (51)
  • OMER, PANW, AMZN, FOXF, UCTT, KLAC, CYTK, BCEL, ADSK, TDOC, POOL, OKTA, DXCM, ADBE, NOW, MDB, BILL, TER, RNG, ICHR, NET, CUE, SQ, CRM, TWST, SPWH, RUN, SDGR, VSLR, W, CVNA, IIPR, NOVA, STMP, COUP, LMND, EDIT, YEXT, MDLA, PRTS, OSTK, ZUO, WLL, BE, BEAM and FLGT
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