Friday, September 18, 2020

Weekly Scoreboard*

S&P 500 3,312.92 -.96%


 





















 
 
 
The Weekly Wrap by Briefing.com.  

Indices
  • DJIA 27,630.08 -.24%
  • NASDAQ 10,746.90 -1.11%
  • Russell 2000 1,531.08 +2.1%
  • S&P 500 High Beta 43.60 +1.76%
  • Goldman 50 Most Shorted 174.02 +3.3%
  • Wilshire 5000 33,813.67 -.41%
  • Russell 1000 Growth 2,097.17 -1.47%
  • Russell 1000 Value 1,180.84 +.36%
  • S&P 500 Consumer Staples 649.17 -2.0%
  • MSCI Cyclicals-Defensives Spread 1,302.96 -.36%
  • NYSE Technology 2,998.36 +.78%
  • Transports 11,437.30 +1.4%
  • Utilities 798.12 -.26%
  • Bloomberg European Bank/Financial Services 47.8 -3.7%
  • MSCI Emerging Markets 44.63 +1.43%
  • HFRX Equity Hedge 1,231.18 +.53%
  • HFRX Equity Market Neutral 900.46 +.36%
Sentiment/Internals
  • NYSE Cumulative A/D Line 419,668 -.62%
  • Bloomberg New Highs-Lows Index 125 +2
  • Crude Oil Commercial Bullish % Net Position -42.99 +5.43%
  • CFTC Oil Net Speculative Position 449,366 -8.5%
  • CFTC Oil Total Open Interest 2,046,660 -.85%
  • Total Put/Call .94 -5.0%
  • OEX Put/Call 1.67 +2.4%
  • ISE Sentiment 112.0 +12.0 points
  • NYSE Arms 1.27 +90.4
  • Bloomberg Global Risk-On/Risk-Off Index 179.0 +97.0 points
  • Volatility(VIX) 27.4 +.97%
  • S&P 500 Implied Correlation 56.37 +4.45%
  • G7 Currency Volatility (VXY) 8.71 -1.58%
  • Emerging Markets Currency Volatility (EM-VXY) 11.19 -.89%
  • Smart Money Flow Index 14,735.14 -1.5%
  • ICI Money Mkt Mutual Fund Assets $4.416 Trillion -1.2%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$8.764 Million
  • AAII % Bulls 32.0 +35.1%
  • AAII % Bears 40.4 -16.6%
Futures Spot Prices
  • CRB Index 151.26 +3.3%
  • Crude Oil 40.88 +9.3%
  • Reformulated Gasoline 122.91 +11.6%
  • Natural Gas 2.05 -9.6%
  • Heating Oil 115.57 +5.95%
  • Gold 1,952.40 +.66%
  • Bloomberg Base Metals Index 187.45 +.93%
  • Copper 310.35 +2.0%
  • US No. 1 Heavy Melt Scrap Steel 296.0 USD/Metric Tonne -2.6%
  • China Iron Ore Spot 120.63 USD/Metric Tonne -3.96%
  • Lumber 578.60 -9.65%
  • UBS-Bloomberg Agriculture 896.31 +3.3%
Economy
  • Atlanta Fed GDPNow Forecast +32.0% +1.2 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate 2.3% +.7 percentage point
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -5.11 -.79%
  • US Economic Policy Uncertainty Index 254.37 +10.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 155.36 +.6%
  • Citi US Economic Surprise Index 172.5 -15.5 points
  • Citi Eurozone Economic Surprise Index 69.7 -20.7 points
  • Citi Emerging Markets Economic Surprise Index 50.3 +7.3 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/5
  • US Dollar Index 92.84 -.47%
  • MSCI Emerging Markets Currency Index 1,646.0 +.82%
  • Bitcoin/USD 10,851.35 +5.3%
  • Euro/Yen Carry Return Index 128.32 -1.51%
  • Yield Curve 54.5 +.75 basis point
  • 10-Year US Treasury Yield .69% +2.0 basis points
  • Federal Reserve's Balance Sheet $7.025 Trillion +.77%
  • U.S. Sovereign Debt Credit Default Swap 17.97 -.96%
  • Illinois Municipal Debt Credit Default Swap 306.78 +1.95%
  • Italian/German 10Y Yld Spread 144.0 -3.5 basis points
  • China Sovereign Debt Credit Default Swap 36.5 -.09%
  • Brazil Sovereign Debt Credit Default Swap 203.68 -.29%
  • Israel Sovereign Debt Credit Default Swap 53.20 -3.2%
  • South Korea Sovereign Debt Credit Default Swap 22.46 -3.7%
  • Russia Sovereign Debt Credit Default Swap 103.54 +.39%
  • iBoxx Offshore RMB China Corporate High Yield Index 178.11 +.13%
  • 10-Year TIPS Spread 1.67% unch.
  • TED Spread 14.5 +.5 basis point
  • 2-Year Swap Spread 8.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 70.79 +1.75%
  • America Energy Sector High-Yield Credit Default Swap Index 479.0 +3.88%
  • European Financial Sector Credit Default Swap Index 61.67 -5.1%
  • Emerging Markets Credit Default Swap Index 174.21 +1.40%
  • MBS 5/10 Treasury Spread 95.5 +5.75 basis points
  • Markit CMBX BBB-6 67.0 +.18%
  • M1 Money Supply $5.403 Trillion -.21%
  • Commercial Paper Outstanding 983.50 -2.6%
  • 4-Week Moving Average of Jobless Claims 912,000 -6.3%
  • Continuing Claims Unemployment Rate 8.6% -60.0 basis points
  • Average 30-Year Mortgage Rate 2.87% +1.0 basis point
  • Weekly Mortgage Applications 757.20 -2.51%
  • Bloomberg Consumer Comfort 47.7 -.1 point
  • Weekly Retail Sales -.6% -50.0 basis points
  • Nationwide Gas $2.18/gallon -.02/gallon
  • Baltic Dry Index 1,294.0 +2.1%
  • China (Export) Containerized Freight Index 985.44 +3.79%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Truckstop.com Market Demand Index 96.42 -5.68%
  • Rail Freight Carloads 260,643 -9.29%
Best Performing Style
  • Small-Cap Growth +2.6%
Worst Performing Style
  • Large-Cap Growth -1.3%
Leading Sectors
  • Steel +8.4%
  • Paper +8.0%
  • Alt Energy +6.5%
  • Biotech +5.0%
  • Oil Service +3.7%
Lagging Sectors
  • Telecom -1.5% 
  • Internet -2.5%
  • Education -2.7%
  • Tobacco -3.2%
  • Gaming -4.5%
Weekly High-Volume Stock Gainers (22)
  • BE, STRO, INO, ARCH, BBIO, KODK, LOB, MAXR, W, PSNL, PRTS, DPHC, AXNX, SWTX, MYOK, OSUR, BEAT, COOP, DKNG, BG, TPTX, FREQ, RVMD and CASH
Weekly High-Volume Stock Losers (31)
  • KHC, VAC, DEI, BKNG, ISRG, DOC, MTOR, PRLB, AAPL, RVLV, FSLR, CONE, LGIH, ADBE, JBHT, DTE, ODFL, WIFI, KTB, VRM, SMTC, PINC, YELP, LRN, CHWY, CNMD, FRTA, CCL, CMD, RDFN and CUK
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