Friday, October 22, 2021

Weekly Scoreboard*


S&P 500 4,582.85 +1.3%*


 

 

 

 

 

 

 

 

 

 

 

 

The Weekly Wrap by Briefing.com. 

Indices
  • DJIA 35,686.24 +.89%
  • NASDAQ 15,089.79 +1.1%
  • Russell 2000 2,289.80 +.53%
  • S&P 500 High Beta 77.90 +1.0%
  • Goldman 50 Most Shorted 309.93 +.18%
  • Wilshire 5000 47,157.1 +1.4%
  • Russell 1000 Growth 2,922.32 +1.44%
  • Russell 1000 Value 1,627.57 +1.1%
  • S&P 500 Consumer Staples 740.97 +.57%
  • MSCI Cyclicals-Defensives Spread 1,445.25 +.35%
  • NYSE Technology 4,302.62 -.37%
  • Transports 15,796.0 +3.6%
  • Utilities 920.60 +2.5%
  • Bloomberg European Bank/Financial Services 80.04 -.11%
  • MSCI Emerging Markets 51.97 -.14%
  • HFRX Equity Hedge 1,483.91 +.42%
  • HFRX Equity Market Neutral 924.72 -.11%
Sentiment/Internals
  • NYSE Cumulative A/D Line 482,517 +.44%
  • Bloomberg New Highs-Lows Index 441 +131
  • Crude Oil Commercial Bullish % Net Position -38.6 -6.7%
  • CFTC Oil Net Speculative Position 404,776 +1.6%
  • CFTC Oil Total Open Interest 2,231,227 +.02%
  • Total Put/Call .83 -14.8%
  • OEX Put/Call 2.31 -13.8%
  • ISE Sentiment 88.0 -23.0 points
  • NYSE Arms 1.06 +108.7
  • Bloomberg Global Risk-On/Risk-Off Index 3,630.0 +166.0 points
  • Bloomberg Financial Conditions Index + Bubbles 5.57 -.07%
  • Volatility(VIX) 15.4 -.8%
  • S&P 500 Implied Correlation 51.22 -6.3%
  • G7 Currency Volatility (VXY) 6.14 -1.3%
  • Emerging Markets Currency Volatility (EM-VXY) 9.1 +2.6%
  • Smart Money Flow Index 13,855.17 +2.5%
  • ICI Money Mkt Mutual Fund Assets $4.518 Trillion -.15%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -1.079 Million
  • AAII % Bulls 46.9 +23.8%
  • AAII % Bears 27.8 -12.6%
Futures Spot Prices
  • CRB Index 236.60 -1.1%
  • Crude Oil 83.80 +.27%
  • Reformulated Gasoline 248.74 -.55%
  • Natural Gas 5.26 -4.3%
  • Heating Oil 254.40 -1.4% 
  • Newcastle Coal 190.0 (1,000/metric ton) -20.8% 
  • Gold 1,793.43 +1.2%
  • Silver 24.32 +4.3%
  • S&P GSCI Industrial Metals Index 506.91 -5.4%
  • Copper 449.90 -5.0%
  • US No. 1 Heavy Melt Scrap Steel 480.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 119.95 USD/Metric Tonne -1.9%
  • Lumber 666.40 -10.4%
  • UBS-Bloomberg Agriculture 1,284.36 -.03%
  • US Gulf NOLA Potash Spot 685.0 USD/Short Ton +.74%
Economy
  • Atlanta Fed GDPNow Forecast +.5% -.7 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate +3.6% +.3 percentage point
  • Bloomberg US Recession Probability Next 12 Months 15.0% unch.
  • NY Fed Real-Time Weekly Economic Index +7.7 +1.7%
  • US Economic Policy Uncertainty Index 68.6 -17.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 216.75 +.4%
  • Citi US Economic Surprise Index -32.60 -10.5 points
  • Citi Eurozone Economic Surprise Index -68.5 +5.2 points
  • Citi Emerging Markets Economic Surprise Index -3.7 +.6 point
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate hike on 11/3
  • US Dollar Index 93.66 -.28%
  • MSCI Emerging Markets Currency Index 1,731.94 +.25%
  • Bitcoin/USD 60,811 +2.4%
  • Euro/Yen Carry Return Index 136.25 -.25%
  • Yield Curve 123.0 +6.0 basis points
  • 10-Year US Treasury Yield 1.65% +8.0 basis points
  • Federal Reserve's Balance Sheet $8.527 Trillion +1.0%
  • U.S. Sovereign Debt Credit Default Swap 12.7 -7.3%
  • Illinois Municipal Debt Credit Default Swap 133.03 +6.3%
  • Italian/German 10Y Yld Spread 111.0 +7.0 basis points
  • China Sovereign Debt Credit Default Swap 46.55 -5.8%
  • Brazil Sovereign Debt Credit Default Swap 241.18 +21.9%
  • Israel Sovereign Debt Credit Default Swap 43.20 -1.4%
  • South Korea Sovereign Debt Credit Default Swap 19.0 -4.4%
  • Russia Sovereign Debt Credit Default Swap 83.11 -1.1%
  • China Corp. High-Yield Bond USD ETF(KHYB) 34.63 -.39%
  • 10-Year TIPS Spread 2.64% +8.0 basis points
  • TED Spread 7.25 -1.0 basis point
  • 2-Year Swap Spread 17.25 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.5 unch.
  • N. America Investment Grade Credit Default Swap Index 51.94 +.75%
  • America Energy Sector High-Yield Credit Default Swap Index 282.0 -.37%
  • European Financial Sector Credit Default Swap Index 56.70 -1.0%
  • Emerging Markets Credit Default Swap Index 184.17 +3.1%
  • MBS 5/10 Treasury Spread 70.25 +3.5 basis points
  • Markit CMBX BBB-6 71.75 +.25 basis point
  • M2 Money Supply YoY % Change 13.2 unch.
  • Commercial Paper Outstanding 1,189.70 +1.5%
  • Week Moving Average of Jobless Claims 319,750 -4.6%
  • Continuing Claims Unemployment Rate 1.8% -.1 percentage point
  • Kastle Back-to-Work Barometer(entries in secured buildings) 36.2 +.25% 
  • Average 30-Year Mortgage Rate 3.09% +4.0 basis points
  • Weekly Mortgage Applications 643,000 -6.3%
  • Langer Consumer Comfort 49.7 -1.5 points
  • Weekly Retail Sales +15.1% +.3 percentage point
  • OpenTable US Seated Diners % Change from 2019 -11.1% -2.1 percentage points 
  • Nationwide Gas $3.38/gallon +.07/gallon
  • Baltic Dry Index 4,653 -4.1%
  • China (Export) Containerized Freight Index 3,315.27 +.45%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.5 +12.5%
  • Container Ships Anchored 1,018 unch.
  • Truckstop.com Market Demand Index 132.21 -4.0%
  • Rail Freight Carloads 267,253 +.16%
  • TSA Total Travelers 1-Year Ago Same Weekday 958,437 -7.1% 
  • US Covid-19:  161 infections/100K people(last 7 days total) -24/100K people
  • US Covid-19:  30% of Jan. 7th,2021 peak -5.0 percentage points
Best Performing Style
  • Mid-Cap Growth +2.0%
Worst Performing Style
  • Small-Cap Value +.4%
Leading Sectors
  • Road & Rail +4.8%
  • Healthcare Providers +4.0%
  • Video Gaming +3.8%
  • Construction +3.7%
  • Banks +3.5%
Lagging Sectors
  • Oil Service -1.2%
  • Gambling -1.6%
  • Computer Services -3.1%
  • Steel -4.2%
  • Airlines -5.9%
Weekly High-Volume Stock Gainers (21)
  • DWAC, OLN, DIBS, XPDI, BLD, AXP, SIVB, GRBK, WRB, AN, AMRC, KSS, EBAY, TPH, RDUS, CRNX, SCHN, HAYW, MRTX, UNP and RDW
Weekly High-Volume Stock Losers (7)
  • ALK, ALLY, DKNG, XM, RXRX, MGNI and SNAP
ETFs
Stocks
*5-Day Change

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