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| S&P 500 4,677.02 -1.7%* |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 36,231.66 -.29%
- NASDAQ 14,935.90 -4.5%
- Russell 2000 2,179.81 -2.7%
- S&P 500 High Beta 78.74 -.08%
- Goldman 50 Most Shorted 264.09 -2.6%
- Wilshire 5000 47,528.28 -2.3%
- Russell 1000 Growth 2,926.68 -4.6%
- Russell 1000 Value 1,668.04 +.90%
- S&P 500 Consumer Staples 807.65 +.38%
- MSCI Cyclicals-Defensives Spread 1,394.11 -.21%
- NYSE Technology 4,144.16 -4.9%
- Transports 16,269.77 -1.3%
- Utilities 968.10 -1.29%
- Bloomberg European Bank/Financial Services 83.64 +6.8%
- MSCI Emerging Markets 48.92 -.03%
- HFRX Equity Hedge 1,486.48 -.56%
- HFRX Equity Market Neutral 926.77 +.08%
Sentiment/Internals
- NYSE Cumulative A/D Line 483,053 -.20%
- Bloomberg New Highs-Lows Index -812 +1,038
- Crude Oil Commercial Bullish % Net Position -33.7 +1.7%
- CFTC Oil Net Speculative Position 338,429 -.54%
- CFTC Oil Total Open Interest 1,867,339 -1.34%
- Total Put/Call .93 +16.3%
- OEX Put/Call 1.76 -5.4%
- ISE Sentiment 96.0 -30.0 points
- NYSE Arms .52 -63.1%
- Bloomberg Global Risk-On/Risk-Off Index 3,499.0 +341.0 points
- Bloomberg Financial Conditions Index + Bubbles 4.36 -4.5%
- Volatility(VIX) 18.6 +8.4%
- CBOE S&P 500 Implied Correlation Index 30.5 +7.8%
- G7 Currency Volatility (VXY) 6.1 +.8%
- Emerging Markets Currency Volatility (EM-VXY) 10.4 -8.5%
- Smart Money Flow Index 13,446.19 -3.9%
- ICI Money Mkt Mutual Fund Assets $4.703 Trillion -.05%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +5.189 Million
- AAII % Bulls 32.8 -13.0%
- AAII % Bears 33.3 +9.2%
Futures Spot Prices
- CRB Index 236.75 +1.9%
- Crude Oil 78.90 +4.7%
- Reformulated Gasoline 220.96 +3.8%
- Natural Gas 3.91 +4.3%
- Heating Oil 248.49 +6.8%
- Newcastle Coal 177.0 (1,000/metric ton) +19.6%
- Gold 1,796.49 -1.8%
- Silver 22.37 -4.0%
- S&P GSCI Industrial Metals Index 501.30 +.43%
- Copper 440.50 -1.2%
- US No. 1 Heavy Melt Scrap Steel 460.0 USD/Metric Tonne -.9%
- China Iron Ore Spot 126.5 USD/Metric Tonne +2.9
%
- Lumber 1,237.0 +8.0%
- UBS-Bloomberg Agriculture 1,364.21 +1.2%
- US Gulf NOLA Potash Spot 685.0 USD/Short Ton unch.
Economy
- Atlanta Fed GDPNow Forecast +6.7% -.9 percentage point
- ECRI Weekly Leading Economic Index Growth Rate +4.1% -.2 percentage point
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- NY Fed Real-Time Weekly Economic Index 7.2 -9.5%
- US Economic Policy Uncertainty Index 248.45 +63.6%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 223.06 +.37%
- Citi US Economic Surprise Index 3.6 -15.9 points
- Citi Eurozone Economic Surprise Index 40.5 +10.7 points
- Citi Emerging Markets Economic Surprise Index 3.6 +4.9 points
- Fed Fund Futures imply 91.9%(-3.1 percentage points) chance of no change, 8.1%(+3.1 percentage points) chance of rate hike on 1/26
- US Dollar Index 95.72 +.05%
- MSCI Emerging Markets Currency Index 1,729.60 -.28%
- Bitcoin/USD 41,825 -11.2%
- Euro/Yen Carry Return Index 135.34 +.35%
- Yield Curve 84.75 +7.0 basis points
- 10-Year US Treasury Yield 1.77% +25.0 basis points
- Federal Reserve's Balance Sheet $8.728 Trillion +.1%
- U.S. Sovereign Debt Credit Default Swap 11.69 -10.0%
- Illinois Municipal Debt Credit Default Swap 100.80 -7.4%
- Italian/German 10Y Yld Spread 136.0 +1.0 basis point
- China Sovereign Debt Credit Default Swap 42.66 +6.3%
- Brazil Sovereign Debt Credit Default Swap 212.73 +3.7%
- Israel Sovereign Debt Credit Default Swap 38.68 -3.8%
- South Korea Sovereign Debt Credit Default Swap 23.46 +10.6%
- Russia Sovereign Debt Credit Default Swap 124.48 -.01%
- China Corp. High-Yield Bond USD ETF(KHYB) 32.66 -.82%
- 10-Year TIPS Spread 2.51% -8.0 basis points
- TED Spread 14.25 -3.75 basis points
- 2-Year Swap Spread 19.5 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap 2.0 +.75 basis point
- N. America Investment Grade Credit Default Swap Index 52.5 +1.3%
- America Energy Sector High-Yield Credit Default Swap Index 311.0 -4.3%
- European Financial Sector Credit Default Swap Index 58.36 +6.2%
- Emerging Markets Credit Default Swap Index 196.42 +4.5%
- MBS 5/10 Treasury Spread 77.25 +8.0 basis points
- Markit CMBX BBB-6 72.25 +.5 basis point
- M2 Money Supply YoY % Change 13.1 unch.
- Commercial Paper Outstanding 1,073.90 -1.2%
- 4-Week Moving Average of Jobless Claims 204,500 +2.4%
- Continuing Claims Unemployment Rate 1.3% unch.
- Kastle Back-to-Work Barometer(entries in secured buildings) 17.55 -42.1%
- Average 30-Year Mortgage Rate 3.22% +11.0 basis points
- Weekly Mortgage Applications 572,800 -5.7%
- Langer Consumer Comfort 47.9 unch.
- Weekly Retail Sales +17.3% unch.
- OpenTable US Seated Diners % Change from 2019 -30.6% -40.1 percentage points
- Nationwide Gas $3.30/gallon +.01/gallon
- Baltic Dry Index 2,296 +3.5%
- China (Export) Containerized Freight Index 3,432.79 +2.7%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Truckstop.com Market Demand Index 176.75 +21.21%
- Rail Freight Carloads 189,535 -13.5%
- TSA Total Travelers 1-Year Ago Same Weekday 1,650,795 -20.3%
- US Covid-19: 1,269 infections/100K people(last 7 days total) +573/100K people
- US Covid-19: New patient hospital admissions per 100K -.2%(+38.1 percentage points) from peak 7-day avg. of 1/3/21-1/9/21
Best Performing Style
- Large-Cap Value +.9%
Worst Performing Style
- Mid-Cap Growth -7.5%
Leading Sectors
- Oil Service +14.7%
- Energy +10.3%
- Banks +10.0%
- Airlines +4.2%
- Steel +2.9%
Lagging Sectors
- Internet -6.4%
- Alt Energy -7.0%
- Software -7.5%
- Digitial Health -8.7%
- Homebuilding -9.2%
Weekly High-Volume Stock Gainers (4)
- DISCA, VIAC, PEB and BGS
Weekly High-Volume Stock Losers (24)
- PMVP, OPEN, ACRS, LEN, RPD, BBWI, ENVX, WRBY, WEBR, TMUS, ANGO,
BURL, SITE, DHI, NTRA, SMAR, ROKU, ONEM, NBIX, TWST, CHWY, CYTK, NYT and
AEHR
ETFs
Stocks
*5-Day Change
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