Friday, September 11, 2020

Weekly Scoreboard*

S&P 500 3,336.85 -3.69%

 


















 
 
 
 
 
The Weekly Wrap by Briefing.com.  

Indices
  • DJIA 27,650.70 -2.33%
  • NASDAQ 10,835.05 -5.41%
  • Russell 2000 1,493.28 -3.48%
  • S&P 500 High Beta 42.72 -3.53%
  • Goldman 50 Most Shorted 168.47 -1.60%
  • Wilshire 5000 33,941.20 -3.52%
  • Russell 1000 Growth 2,122.10 -5.4%
  • Russell 1000 Value 1,173.94 -2.0%
  • S&P 500 Consumer Staples 661.30 -1.62%
  • MSCI Cyclicals-Defensives Spread 1,306.46 -.83%
  • NYSE Technology 2,954.76 -6.4%
  • Transports 11,250.70 +.7%
  • Utilities 799.52 -1.06%
  • Bloomberg European Bank/Financial Services 49.80 -1.86%
  • MSCI Emerging Markets 43.98 -1.23%
  • HFRX Equity Hedge 1,225.38 -.21%
  • HFRX Equity Market Neutral 897.05 -.37%
Sentiment/Internals
  • NYSE Cumulative A/D Line 416,869 -.62%
  • Bloomberg New Highs-Lows Index 123 +33
  • Crude Oil Commercial Bullish % Net Position -45.5 +.39%
  • CFTC Oil Net Speculative Position 490,915 -1.95%
  • CFTC Oil Total Open Interest 2,064,137 +.57%
  • Total Put/Call .88 -16.7%
  • OEX Put/Call 1.62 -6.3%
  • ISE Sentiment 100.0 -8.0 points
  • NYSE Arms 1.13 +24.4
  • Bloomberg Global Risk-On/Risk-Off Index 82.0 +270.0 points
  • Volatility(VIX) 28.6 -14.6%
  • S&P 500 Implied Correlation 57.52 +20.0%
  • G7 Currency Volatility (VXY) 8.85 +5.1%
  • Emerging Markets Currency Volatility (EM-VXY) 11.27 -.18%
  • Smart Money Flow Index 14,959.07 -4.56%
  • ICI Money Mkt Mutual Fund Assets $4.468 Trillion -.59%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$18.050 Million
  • AAII % Bulls 23.7 -23.0%
  • AAII % Bears 48.5 +16.0%
Futures Spot Prices
  • CRB Index 146.25 -2.62%
  • Crude Oil 37.29 -9.37%
  • Reformulated Gasoline 109.55 -8.49%
  • Natural Gas 2.28 -8.38%
  • Heating Oil 108.91 -6.04%
  • Gold 1,939.30 +.44%
  • Bloomberg Base Metals Index 185.72 -.2%
  • Copper 303.15 +1.80%
  • US No. 1 Heavy Melt Scrap Steel 304.0 USD/Metric Tonne -1.62%
  • China Iron Ore Spot 124.05 USD/Metric Tonne +.59%
  • Lumber 640.40 -4.49%
  • UBS-Bloomberg Agriculture 865.54 +.5%
Economy
  • Atlanta Fed GDPNow Forecast +30.8% -.2 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate 1.6% +.9 percentage point
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -4.26 +11.3%
  • US Economic Policy Uncertainty Index 161.98 -40.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 154.44 +.47%
  • Citi US Economic Surprise Index 188.0 -3.8 points
  • Citi Eurozone Economic Surprise Index 90.40 -6.2 points
  • Citi Emerging Markets Economic Surprise Index 43.0 +27.7 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 9/16
  • US Dollar Index 93.33 +.42%
  • MSCI Emerging Markets Currency Index 1,632.25 +.08%
  • Bitcoin/USD 10,287.79 -2.98%
  • Euro/Yen Carry Return Index 130.14 -.11%
  • Yield Curve 53.75 -1.75 basis points
  • 10-Year US Treasury Yield .67% -3.0 basis points
  • Federal Reserve's Balance Sheet $6.971 Trillion -.09%
  • U.S. Sovereign Debt Credit Default Swap 18.14 -.08%
  • Illinois Municipal Debt Credit Default Swap 300.92 +.37%
  • Italian/German 10Y Yld Spread 147.5 -1.25 basis points
  • China Sovereign Debt Credit Default Swap 36.4 +3.1%
  • Brazil Sovereign Debt Credit Default Swap 202.71 -1.97%
  • Israel Sovereign Debt Credit Default Swap 54.96 -1.12%
  • South Korea Sovereign Debt Credit Default Swap 22.76 -.49%
  • Russia Sovereign Debt Credit Default Swap 103.14 +1.56%
  • iBoxx Offshore RMB China Corporate High Yield Index 177.88 +.08%
  • 10-Year TIPS Spread 1.67% -2.0 basis points
  • TED Spread 14.0 -.5 basis point
  • 2-Year Swap Spread 8.25 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.5 unch.
  • N. America Investment Grade Credit Default Swap Index 69.58 +4.72%
  • America Energy Sector High-Yield Credit Default Swap Index 461.0 +2.39%
  • European Financial Sector Credit Default Swap Index 64.96 +8.16%
  • Emerging Markets Credit Default Swap Index 171.76 +1.58%
  • MBS 5/10 Treasury Spread 89.75 +5.0 basis points
  • Markit CMBX BBB-6 66.88 -1.88%
  • M1 Money Supply $5.414 Trillion +.83%
  • Commercial Paper Outstanding 1,009.5 +1.3%
  • 4-Week Moving Average of Jobless Claims 970,750 -2.2%
  • Continuing Claims Unemployment Rate 9.2% +10.0 basis points
  • Average 30-Year Mortgage Rate 2.86% -7.0 basis points
  • Weekly Mortgage Applications 776.70 +2.86%
  • Bloomberg Consumer Comfort 47.8 +2.1 points
  • Weekly Retail Sales -.1% +20.0 basis points
  • Nationwide Gas $2.20/gallon -.03/gallon
  • Baltic Dry Index 1,269.0 -6.83%
  • China (Export) Containerized Freight Index 949.48 +2.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 +14.3%
  • Truckstop.com Market Demand Index 102.22 +3.71%
  • Rail Freight Carloads 287,339 +1.68%
Best Performing Style
  • Large-CAp Value -2.0%
Worst Performing Style
  • Large-Cap Growth -5.5%
Leading Sectors
  • Shipping +2.4%
  • Road & Rail +1.3%
  • Agriculture +.9%
  • Homebuilding +.8%
  • Tobacco +.4%
Lagging Sectors
  • Software -6.7% 
  • Internet -7.2%
  • Energy -7.5%
  • Oil Service -7.8%
  • Education -9.0%
Weekly High-Volume Stock Gainers (11)
  • CODX, DPHC, TXG, HCC, HCAC, SAGE, ATRA, UAA, DMYT, PRPL and RYTM
Weekly High-Volume Stock Losers (22)
  • NTRA, NBIX, MTN, STAY, STRO, TRHC, ARWR, BXMT, ATGE, NLOK, NLS, MMSI, CHWY, VRM, TVTY, FOUR, HQY, RVLV, PLAY, OSTK and NKLA
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