Friday, October 16, 2020

Weekly Scoreboard*

S&P 500 3,507.03 +.78%




 



















 
The Weekly Wrap by Briefing.com.  

Indices
  • DJIA 28,715.90 +.62%
  • NASDAQ 11,560.22 +4.3%
  • Russell 2000 1,643.56 +.36%
  • S&P 500 High Beta 44.04 -1.19%
  • Goldman 50 Most Shorted 187.01 +.08%
  • Wilshire 5000 35,938 +1.63%
  • Russell 1000 Growth 2,288.28 +1.23%
  • Russell 1000 Value 1,220.40 +.28%
  • S&P 500 Consumer Staples 683.08 +1.19%
  • MSCI Cyclicals-Defensives Spread 1,329.30 +1.14%
  • NYSE Technology 3,290.93 +1.22%
  • Transports 11,896.19 +.52%
  • Utilities 886.03 +1.23%
  • Bloomberg European Bank/Financial Services 46.93 -2.4%
  • MSCI Emerging Markets 45.71 -.09%
  • HFRX Equity Hedge 1,256.16 +.48%
  • HFRX Equity Market Neutral 898.19 -.01%
Sentiment/Internals
  • NYSE Cumulative A/D Line 423,459 -.07%
  • Bloomberg New Highs-Lows Index 103 -377
  • Crude Oil Commercial Bullish % Net Position -42.14 +1.22%
  • CFTC Oil Net Speculative Position 471,536 +2.08%
  • CFTC Oil Total Open Interest 2,111,762 +1.61%
  • Total Put/Call .92 +11.9%
  • OEX Put/Call 1.89 -7.57%
  • ISE Sentiment 122.0 -14.0 points
  • NYSE Arms .79 +37.50
  • Bloomberg Global Risk-On/Risk-Off Index 240.0 -192.0 points
  • Volatility(VIX) 26.4 -.15%
  • S&P 500 Implied Correlation 44.60 +6.80%
  • G7 Currency Volatility (VXY) 7.51 -1.18%
  • Emerging Markets Currency Volatility (EM-VXY) 11.12 -2.37%
  • Smart Money Flow Index 14,492.83 +1.07%
  • ICI Money Mkt Mutual Fund Assets $4.363 Trillion -.43%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$16.441 Million
  • AAII % Bulls 34.8 +.1%
  • AAII % Bears 35.8 -8.3%
Futures Spot Prices
  • CRB Index 151.48 +.22%
  • Crude Oil 40.81 +.94%
  • Reformulated Gasoline 116.62 -3.23%
  • Natural Gas 2.75 +1.41%
  • Heating Oil 117.63 -1.12%
  • Gold 1,906.20 -1.6%
  • Bloomberg Base Metals Index 188.23 +.73%
  • Copper 306.35 -.68%
  • US No. 1 Heavy Melt Scrap Steel 287.0 USD/Metric Tonne +1.41%
  • China Iron Ore Spot 116.98 USD/Metric Tonne +1.77%
  • Lumber 537.80 -4.0%
  • UBS-Bloomberg Agriculture 919.45 +.4%
Economy
  • Atlanta Fed GDPNow Forecast +35.23% -.7 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate 3.6% +.1 percentage point
  • Bloomberg US Recession Probability Next 12 Months 30.0% -5.0 percentage points
  • NY Fed Real-Time Weekly Economic Index -3.91 +14.4%
  • US Economic Policy Uncertainty Index 140.46 -65.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 158.32 +.5%
  • Citi US Economic Surprise Index 134.2 -15.7 points
  • Citi Eurozone Economic Surprise Index 31.50 -18.2 points
  • Citi Emerging Markets Economic Surprise Index 43.0 -1.9 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/5
  • US Dollar Index 93.68 +.68%
  • MSCI Emerging Markets Currency Index 1,650.55 -.29%
  • Bitcoin/USD 11,375.08 +2.95%
  • Euro/Yen Carry Return Index 127.96 -1.11%
  • Yield Curve 59.25 -3.25 basis points
  • 10-Year US Treasury Yield .74% -3.0 basis points
  • Federal Reserve's Balance Sheet $7.111 Trillion +1.09%
  • U.S. Sovereign Debt Credit Default Swap 16.30 -3.21%
  • Illinois Municipal Debt Credit Default Swap 381.83 +.66%
  • Italian/German 10Y Yld Spread 127.0 +2.0 basis points
  • China Sovereign Debt Credit Default Swap 38.4 -.81%
  • Brazil Sovereign Debt Credit Default Swap 219.65 +1.1%
  • Israel Sovereign Debt Credit Default Swap 49.73 -1.47%
  • South Korea Sovereign Debt Credit Default Swap 24.96 +6.63%
  • Russia Sovereign Debt Credit Default Swap 97.40 -1.62%
  • iBoxx Offshore RMB China Corporate High Yield Index 179.26 +.5%
  • 10-Year TIPS Spread 1.72% -1.0 basis point
  • TED Spread 12.5 -.25 basis point
  • 2-Year Swap Spread 8.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.75 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 55.33 +3.36%
  • America Energy Sector High-Yield Credit Default Swap Index 522.0 +1.48%
  • European Financial Sector Credit Default Swap Index 72.12 +5.55%
  • Emerging Markets Credit Default Swap Index 204.80 +2.86%
  • MBS 5/10 Treasury Spread 82.5 -2.5 basis points
  • Markit CMBX BBB-6 67.88 unch.
  • M1 Money Supply $5.518 Trillion +.13%
  • Commercial Paper Outstanding 962.40 -.2%
  • 4-Week Moving Average of Jobless Claims 866,250 +.93%
  • Continuing Claims Unemployment Rate 6.8% -70.0 basis points
  • Average 30-Year Mortgage Rate 2.81% +6.0 basis points
  • Weekly Mortgage Applications 798,900 -.72%
  • Bloomberg Consumer Comfort 48.2 +.2 point
  • Weekly Retail Sales +1.2% +30.0 basis points
  • Nationwide Gas $2.18/gallon -.01/gallon
  • Baltic Dry Index 1,561.0 -17.5%
  • China (Export) Containerized Freight Index 1,053.80 +4.6%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 unch.
  • Truckstop.com Market Demand Index 100.75 -14.4%
  • Rail Freight Carloads 286,488 +1.05%
Best Performing Style
  • Mid-Cap Growth +1.4%
Worst Performing Style
  • Mid-Cap Value unch.
Leading Sectors
  • Paper +4.0%
  • I-Banks +3.1%
  • Internet +1.8%
  • Software +1.8%
  • Healthcare Providers +1.8%
Lagging Sectors
  • Banks -1.7% 
  • REITs -2.2%
  • Airlines -2.5%
  • Energy -2.9%
  • Oil Service -3.0%
Weekly High-Volume Stock Gainers (16)
  • PQG, DLTH, FUBO, ANAB, SXT, HGEN, COWN, WRK, IOVA, CHWY, ZM, ORA, ADSK, NFIN, FSLR and CAT
Weekly High-Volume Stock Losers (11)
  • CMC, VFC, RDFN, CFG, XENT, FSLY, APO, DK, BCLI, SLB and NKLA
Weekly Charts
ETFs
Stocks
*5-Day Change

 

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