 |
| S&P 500 4,645.82 -1.3%* |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 35,495.07 -1.1%
- NASDAQ 15,201.27 -2.4%
- Russell 2000 2,179.61 -1.4%
- S&P 500 High Beta 75.94 -3.2%
- Goldman 50 Most Shorted 275.62 -4.0%
- Wilshire 5000 47,374.50 -1.3%
- Russell 1000 Growth 2,990.33 -2.4%
- Russell 1000 Value 1,616.61 -.04%
- S&P 500 Consumer Staples 786.41 +2.0%
- MSCI Cyclicals-Defensives Spread 1,422.57 -4.3%
- NYSE Technology 4,220.12 -4.0%
- Transports 15,927.40 -2.8%
- Utilities 955.57 +2.3%
- Bloomberg European Bank/Financial Services 75.40 -.7%
- MSCI Emerging Markets 48.35 -3.5%
- HFRX Equity Hedge 1,482.50 -.16%
- HFRX Equity Market Neutral 924.19 +.21%
Sentiment/Internals
- NYSE Cumulative A/D Line 476,682 -.54%
- Bloomberg New Highs-Lows Index -50 +53
- Crude Oil Commercial Bullish % Net Position -35.6 +6.0%
- CFTC Oil Net Speculative Position 367,232 -5.2%
- CFTC Oil Total Open Interest 1,972,536 -3.0%
- Total Put/Call .87 -19.4%
- OEX Put/Call 2.15 -5.9%
- ISE Sentiment 126.0 -14.0 points
- NYSE Arms 1.03 +47.4%
- Bloomberg Global Risk-On/Risk-Off Index 2,492.0 -228.0 points
- Bloomberg Financial Conditions Index + Bubbles 4.30 -4.0%
- Volatility(VIX) 20.6 +10.1%
- CBOE S&P 500 Implied Correlation Index 31.9 +17.8%
- G7 Currency Volatility (VXY) 6.52 -8.7%
- Emerging Markets Currency Volatility (EM-VXY) 10.64 -1.5%
- Smart Money Flow Index 13,381.84 +2.0%
- ICI Money Mkt Mutual Fund Assets $4.636 Trillion unch.
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +3.452 Million
- AAII % Bulls 25.2 -15.2%
- AAII % Bears 39.3 +28.9%
Futures Spot Prices
- CRB Index 227.24 +.59%
- Crude Oil 70.93 -1.3%
- Reformulated Gasoline 214.08 -.56%
- Natural Gas 3.68 -2.6%
- Heating Oil 222.62 -1.5%
- Newcastle Coal 180.50 (1,000/metric ton) +11.4%
- Gold 1,802.0 +1.22%
- Silver 22.49 +1.4%
- S&P GSCI Industrial Metals Index 481.88 +1.1%
- Copper 429.50 -.05%
- US No. 1 Heavy Melt Scrap Steel 466.0 USD/Metric Tonne +.22%
- China Iron Ore Spot 121.75 USD/Metric Tonne +5.2
%
- Lumber 1096.50 +1.94%
- UBS-Bloomberg Agriculture 1,325.83 -.18%
- US Gulf NOLA Potash Spot 685.0 USD/Short Ton -.73%
Economy
- Atlanta Fed GDPNow Forecast +7.2% -1.5 percentage points
- ECRI Weekly Leading Economic Index Growth Rate +6.3% +.2 percentage point
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- NY Fed Real-Time Weekly Economic Index 7.7 +6.5%
- US Economic Policy Uncertainty Index 258.9 +203.1%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 222.24 +.52%
- Citi US Economic Surprise Index 25.9 -9.1 points
- Citi Eurozone Economic Surprise Index 11.1 +4.1 points
- Citi Emerging Markets Economic Surprise Index -12.7 +.4 point
- Fed Fund Futures imply 95.0%(n/a) chance of no change, 5.0%(n/a) chance of rate hike on 1/26
- US Dollar Index 96.55 +.36%
- MSCI Emerging Markets Currency Index 1,725.02 -.16%
- Bitcoin/USD 46,719 -6.3%
- Euro/Yen Carry Return Index 132.04 -.12%
- Yield Curve 79.5 unch.
- 10-Year US Treasury Yield 1.40% -8.0 basis points
- Federal Reserve's Balance Sheet $8.719 Trillion +1.1%
- U.S. Sovereign Debt Credit Default Swap 11.83 -12.8%
- Illinois Municipal Debt Credit Default Swap 117.52 +1.2%
- Italian/German 10Y Yld Spread 128.0 -3.0 basis points
- China Sovereign Debt Credit Default Swap 41.94 -5.2%
- Brazil Sovereign Debt Credit Default Swap 223.45 +1.3%
- Israel Sovereign Debt Credit Default Swap 39.38 +.7%
- South Korea Sovereign Debt Credit Default Swap 20.95 +2.8%
- Russia Sovereign Debt Credit Default Swap 133.06 +25.0%
- China Corp. High-Yield Bond USD ETF(KHYB) 33.1 -.6%
- 10-Year TIPS Spread 2.42% -5.0 basis points
- TED Spread 17.75 +3.0 basis points
- 2-Year Swap Spread 23.75 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -13.5 +2.0 basis points
- N. America Investment Grade Credit Default Swap Index 52.60 -1.5%
- America Energy Sector High-Yield Credit Default Swap Index 329.0 +2.0%
- European Financial Sector Credit Default Swap Index 58.30 -4.0%
- Emerging Markets Credit Default Swap Index 198.35 +4.0%
- MBS 5/10 Treasury Spread 72.0 +1.25 basis points
- Markit CMBX BBB-6 72.25 -.25 basis point
- M2 Money Supply YoY % Change 13.0 unch.
- Commercial Paper Outstanding 1,086.60 -.2%
- 4-Week Moving Average of Jobless Claims 203,750 -7.3%
- Continuing Claims Unemployment Rate 1.4% -.1 percentage point
- Kastle Back-to-Work Barometer(entries in secured buildings) 39.8 -2.0%
- Average 30-Year Mortgage Rate 3.12% +2.0 basis points
- Weekly Mortgage Applications 591,700 -4.0%
- Langer Consumer Comfort 51.2 +.2 basis point
- Weekly Retail Sales +15.7% +.4 percentage point
- OpenTable US Seated Diners % Change from 2019 -15.0% +.5 percentage point
- Nationwide Gas $3.31/gallon -.03/gallon
- Baltic Dry Index 2,498 -23.7%
- China (Export) Containerized Freight Index 3,238.35 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Container Ships Anchored 1,018 unch.
- Truckstop.com Market Demand Index 124.11 +1.0%
- Rail Freight Carloads 274,337 +.7%
- TSA Total Travelers 1-Year Ago Same Weekday 846,934 +27.9%
- US Covid-19: 263 infections/100K people(last 7 days total) +12/100K people
- US Covid-19: 49% of Jan. 7th,2021 peak +2.0 percentage points
Best Performing Style
- Large-Cap Value -.3%
Worst Performing Style
- Large-Cap Growth -3.0%
Leading Sectors
- Pharma +4.7%
- Biotech +4.3%
- Foods +3.5%
- Education +3.0%
- Gold & Silver +3.0%
Lagging Sectors
- Software -5.0%
- Retail -5.3%
- Alt Energy -6.1%
- Oil Service -6.5%
- Homebuilding -6.8%
Weekly High-Volume Stock Gainers (46)
- EPAY, CERN, NVAX, BEAM, TRHC, GRTS, DNUT, RBOT, ICPT, NTLA, BCRX,
FLGT, KURA, VERV, BHVN, HALO, QDEL, MDRX, ZNTL, FHTX, XNCR, ZGNX, ARCT,
FTAI, IRTC, TENB, CXM, NXGN, ACAD, LOPE, BRG, SAGE, DNLI, AGIO, PAY,
BEPC, UBER, ALLK, PAY, PINC, ARNC, VGR, ANET, LESL, AVNS, TTWO, CONN and
NKTR
Weekly High-Volume Stock Losers (13)
- FOCS, UFPI, AINV, SPWH, DRI, TTEK, SMRT, GM, FRPT, BLD, NEWT, RIVN and ADGI
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment