Friday, October 02, 2020

Weekly Scoreboard*

S&P 500 3,361.92 +1.93%




 




















 
The Weekly Wrap by Briefing.com.  

Indices
  • DJIA 27,786.43 +2.35%
  • NASDAQ 11,124.30 +1.81%
  • Russell 2000 1,538.69 +4.3%
  • S&P 500 High Beta 42.28 +3.6%
  • Goldman 50 Most Shorted 176.25 +4.2%
  • Wilshire 5000 34,370.95 +2.32%
  • Russell 1000 Growth 2,172.69 +1.8%
  • Russell 1000 Value 1,178.07 +2.48%
  • S&P 500 Consumer Staples 660.50 +2.01%
  • MSCI Cyclicals-Defensives Spread 1,309.21 +1.38%
  • NYSE Technology 3,096.80 +2.16%
  • Transports 11,307.57 +.41%
  • Utilities 835.08 +3.38%
  • Bloomberg European Bank/Financial Services 45.88 +4.44%
  • MSCI Emerging Markets 43.96 +2.1%
  • HFRX Equity Hedge 1,236.82 +.54%
  • HFRX Equity Market Neutral 889.12 -.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 417,799 +1.23%
  • Bloomberg New Highs-Lows Index 186 +433
  • Crude Oil Commercial Bullish % Net Position -44.1 -6.7%
  • CFTC Oil Net Speculative Position 472,769 +5.1%
  • CFTC Oil Total Open Interest 2,028,620 -3.81%
  • Total Put/Call .82 -6.9%
  • OEX Put/Call 1.40 -4.09%
  • ISE Sentiment 112.0 +15.0 points
  • NYSE Arms .58 -35.3
  • Bloomberg Global Risk-On/Risk-Off Index -35.0 -77.0 points
  • Volatility(VIX) 27.5 +4.62%
  • S&P 500 Implied Correlation 55.31 -3.25%
  • G7 Currency Volatility (VXY) 8.08 -8.5%
  • Emerging Markets Currency Volatility (EM-VXY) 11.62 -4.28%
  • Smart Money Flow Index 14,519.20 +.37%
  • ICI Money Mkt Mutual Fund Assets $4.404 Trillion -.23%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$17.277 Million
  • AAII % Bulls 26.2 +5.4%
  • AAII % Bears 43.1 -6.4%
Futures Spot Prices
  • CRB Index 144.55 -2.39%
  • Crude Oil 37.24 -6.22%
  • Reformulated Gasoline 112.44 -5.44%
  • Natural Gas 2.52 +17.7%
  • Heating Oil 108.71 -3.1%
  • Gold 1,905.20 +3.06%
  • Bloomberg Base Metals Index 178.01 -1.23%
  • Copper 297.80 -.07%
  • US No. 1 Heavy Melt Scrap Steel 292.0 USD/Metric Tonne -1.02%
  • China Iron Ore Spot 116.26 USD/Metric Tonne +4.56%
  • Lumber 603.0 +.69%
  • UBS-Bloomberg Agriculture 888.25 +1.77%
Economy
  • Atlanta Fed GDPNow Forecast +34.60% +2.6 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate 3.5% +.5 percentage point
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • NY Fed Real-Time Weekly Economic Index -4.62 +6.67%
  • US Economic Policy Uncertainty Index 291.17 +119.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 156.96 +.69%
  • Citi US Economic Surprise Index 164.2 -6.2 points
  • Citi Eurozone Economic Surprise Index 41.2 -6.6 points
  • Citi Emerging Markets Economic Surprise Index 50.0 -.5 point
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/5
  • US Dollar Index 93.81 -.82%
  • MSCI Emerging Markets Currency Index 1,635.79 +.48%
  • Bitcoin/USD 10,564.50 -1.67%
  • Euro/Yen Carry Return Index 127.96 +.52%
  • Yield Curve 54.5 +.5 basis point
  • 10-Year US Treasury Yield .70% +4.0 basis points
  • Federal Reserve's Balance Sheet $7.015 Trillion -.54%
  • U.S. Sovereign Debt Credit Default Swap 17.95 -.33%
  • Illinois Municipal Debt Credit Default Swap 378.21 +14.69%
  • Italian/German 10Y Yld Spread 132.0 -10.0 basis points
  • China Sovereign Debt Credit Default Swap 47.75 -5.94%
  • Brazil Sovereign Debt Credit Default Swap 246.58 -1.08%
  • Israel Sovereign Debt Credit Default Swap 54.75 -5.22%
  • South Korea Sovereign Debt Credit Default Swap 26..66 -2.49%
  • Russia Sovereign Debt Credit Default Swap 123.72 -5.38%
  • iBoxx Offshore RMB China Corporate High Yield Index 178.0 -.17%
  • 10-Year TIPS Spread 1.65% +7.0 basis points
  • TED Spread 14.5 +.25 basis point
  • 2-Year Swap Spread 8.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -6.5 basis points
  • N. America Investment Grade Credit Default Swap Index 58.68 -.13%
  • America Energy Sector High-Yield Credit Default Swap Index 525.0 +3.38%
  • European Financial Sector Credit Default Swap Index 76.53 -6.82%
  • Emerging Markets Credit Default Swap Index 227.01 -5.52%
  • MBS 5/10 Treasury Spread 90.5 -4.25 basis points
  • Markit CMBX BBB-6 66.75 +.85%
  • M1 Money Supply $5.577 Trillion +.05%
  • Commercial Paper Outstanding 945.30 -4.1%
  • 4-Week Moving Average of Jobless Claims 867,250 -1.34%
  • Continuing Claims Unemployment Rate 8.1% -50.0 basis points
  • Average 30-Year Mortgage Rate 2.88% -2.0 basis points
  • Weekly Mortgage Applications 769.60 -4.81%
  • Bloomberg Consumer Comfort 49.3 -.5 point
  • Weekly Retail Sales +.6% +50.0 basis points
  • Nationwide Gas $2.19/gallon +.01/gallon
  • Baltic Dry Index 1,869.0 +12.12%
  • China (Export) Containerized Freight Index 1,007.44 +2.23%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 unch.
  • Truckstop.com Market Demand Index 108.41 +3.9%
  • Rail Freight Carloads 294,144 -.38%
Best Performing Style
  • Small-Cap Value +4.1%
Worst Performing Style
  • Large-Cap Value +1.8%
Leading Sectors
  • Alt Energy +12.5%
  • Homebuilding +7.5%
  • I-Banking +4.3%
  • Retail +3.9%
  • Shipping +3.8%
Lagging Sectors
  • Papers -1.3% 
  • Oil Service -1.4%
  • Airlines -1.7%
  • Education -2.8%
  • Energy -4.5%
Weekly High-Volume Stock Gainers (16)
  • CFFN, TWLO, NUS, PACB, BBBY, RNST, LAD, AVNT, IVZ, GBX, ACM, DNLI, AVYA, JACK, MWA and AMG
Weekly High-Volume Stock Losers (1)
  • IONS
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