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| S&P 500 4,642.37 -1.2%* |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 35,763.35 -1.4%
- NASDAQ 14,803.30 -1.4%
- Russell 2000 2,146.60 -2.4%
- S&P 500 High Beta 78.97 -.58%
- Goldman 50 Most Shorted 257.22 -3.8%
- Wilshire 5000 47,094.07 -1.4%
- Russell 1000 Growth 2,884.32 -2.0%
- Russell 1000 Value 1,663.88 -.71%
- S&P 500 Consumer Staples 802.79 -.77%
- MSCI Cyclicals-Defensives Spread 1,398.21 -.62%
- NYSE Technology 4,145.74 -.6%
- Transports 15,826.09 -3.1%
- Utilities 951.32 -2.0%
- Bloomberg European Bank/Financial Services 86.09 +2.9%
- MSCI Emerging Markets 50.04 +2.1%
- HFRX Equity Hedge 1,485.97 +.28%
- HFRX Equity Market Neutral 927.99 -.14%
Sentiment/Internals
- NYSE Cumulative A/D Line 483,737 +.14%
- Bloomberg New Highs-Lows Index -72 +740
- Crude Oil Commercial Bullish % Net Position -33.98 -.91%
- CFTC Oil Net Speculative Position 332,825 -1.66%
- CFTC Oil Total Open Interest 1,887,131 +1.06%
- Total Put/Call 1.09 +14.7%
- OEX Put/Call 2.49 +50.0%
- ISE Sentiment 97.0 +1.0 point
- NYSE Arms .62 +22.6%
- Bloomberg Global Risk-On/Risk-Off Index 3,427.0 -72.0 points
- Bloomberg Financial Conditions Index + Bubbles 4.34 -.34%
- Volatility(VIX) 20.3 +12.5%
- CBOE S&P 500 Implied Correlation Index 34.3 +15.8%
- G7 Currency Volatility (VXY) 6.2 +1.6%
- Emerging Markets Currency Volatility (EM-VXY) 9.95 -4.0%
- Smart Money Flow Index 13,794.61 +2.6%
- ICI Money Mkt Mutual Fund Assets $4.674 Trillion -.60%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -6.017 Million
- AAII % Bulls 24.9 -24.1%
- AAII % Bears 38.3 +15.0%
Futures Spot Prices
- CRB Index 242.90 +2.1%
- Crude Oil 83.8 +6.2%
- Reformulated Gasoline 242.02 +5.2%
- Natural Gas 4.23 +8.3%
- Heating Oil 263.2 +5.8%
- Newcastle Coal 189.75 (1,000/metric ton) +4.8%
- Gold 1,818.55 +1.1%
- Silver 22.94 +2.2%
- S&P GSCI Industrial Metals Index 516.71 +2.57%
- Copper 443.05 +.59%
- US No. 1 Heavy Melt Scrap Steel 465.0 USD/Metric Tonne +1.09%
- China Iron Ore Spot 125.90 USD/Metric Tonne +.4
%
- Lumber 1,313.20 +7.5%
- UBS-Bloomberg Agriculture 1,353.51 -.84%
- US Gulf NOLA Potash Spot 680.0 USD/Short Ton -.5%
Economy
- Atlanta Fed GDPNow Forecast +6.8% +.1 percentage point
- ECRI Weekly Leading Economic Index Growth Rate +3.7% -.4 percentage point
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- NY Fed Real-Time Weekly Economic Index 6.1 -13.9%
- US Economic Policy Uncertainty Index 56.4 -61.3%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 223.69 +.28%
- Citi US Economic Surprise Index -3.9 -6.7 points
- Citi Eurozone Economic Surprise Index 35.9 -4.6 points
- Citi Emerging Markets Economic Surprise Index 6.5 +2.9 points
- Fed Fund Futures imply 94.4%(+2.5 percentage points) chance of no change, 5.6%(-2.5 percentage points) chance of rate hike on 1/26
- US Dollar Index 95.19 -.58%
- MSCI Emerging Markets Currency Index 1,741.65 +.56%
- Bitcoin/USD 43,052 +1.6%
- Euro/Yen Carry Return Index 134.12 -.89%
- Yield Curve 81.0 -3.75 basis points
- 10-Year US Treasury Yield 1.77% +25.0 basis points
- Federal Reserve's Balance Sheet $8.750 Trillion +.3%
- U.S. Sovereign Debt Credit Default Swap 11.79 +.86%
- Illinois Municipal Debt Credit Default Swap 111.33 +9.76%
- Italian/German 10Y Yld Spread 132.0 -4.0 basis point
- China Sovereign Debt Credit Default Swap 47.18 +10.3%
- Brazil Sovereign Debt Credit Default Swap 223.19 +4.8%
- Israel Sovereign Debt Credit Default Swap 37.89 -3.9%
- South Korea Sovereign Debt Credit Default Swap 23.43 +.74%
- Russia Sovereign Debt Credit Default Swap 177.41 +42.9%
- China Corp. High-Yield Bond USD ETF(KHYB) 31.75 -2.5%
- 10-Year TIPS Spread 2.47% -4.0 basis points
- TED Spread 12.0 -2.25 basis points
- 2-Year Swap Spread 19.5 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap 2.0 unch.
- N. America Investment Grade Credit Default Swap Index 53.74 +2.6%
- America Energy Sector High-Yield Credit Default Swap Index 339.0 +9.5%
- European Financial Sector Credit Default Swap Index 59.99 +2.8%
- Emerging Markets Credit Default Swap Index 213.74 +9.2%
- MBS 5/10 Treasury Spread 84.5 +7.25 basis points
- Markit CMBX BBB-6 72.25 unch.
- M2 Money Supply YoY % Change 13.1 unch.
- Commercial Paper Outstanding 1,047.50 -2.5%
- 4-Week Moving Average of Jobless Claims 210,750 +3.1%
- Continuing Claims Unemployment Rate 1.1% -.2 percentage point
- Kastle Back-to-Work Barometer(entries in secured buildings) 27.9 +58.8%
- Average 30-Year Mortgage Rate 3.45% +23.0 basis points
- Weekly Mortgage Applications 580,600 +1.4%
- Langer Consumer Comfort 41.9 -3.7 points
- Weekly Retail Sales +14.4% -2.9 percentage points
- OpenTable US Seated Diners % Change from 2019 -27.9% -55.6 percentage points
- Nationwide Gas $3.31/gallon +.01/gallon
- Baltic Dry Index 1,873 -18.2%
- China (Export) Containerized Freight Index 3,489.9 +1.7%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
- Truckstop.com Market Demand Index 174.30 -1.4%
- Rail Freight Carloads 230,741 +21.7%
- TSA Total Travelers 1-Year Ago Same Weekday 1,650,795 n/a
- US Covid-19: 1,662 infections/100K people(last 7 days total). At peak +393/100K people from prior week
- US Covid-19: New patient hospital admissions at peak per 100K +24.5% from prior 7-day avg. of 12/29/21-1/4/22
Best Performing Style
- Large-Cap Value -.7%
Worst Performing Style
- Small-Cap Growth -3.8%
Leading Sectors
- Oil Service +6.5%
- Energy +5.1%
- Paper +3.9%
- Homebuilding +3.3%
- Gold & Silver +2.5%
Lagging Sectors
- Road & Rail -3.4%
- Gambling -3.7%
- Alt Energy -5.5%
- Restaurants -5.6%
- Retail -5.8%
Weekly High-Volume Stock Gainers (0)
- None of note
Weekly High-Volume Stock Losers (48)
- ROP, BLK, SHW, LAW, RVT, VMC, AWK, NVTA, ROST, DG, GS, AZEK, RH,
AMC, EL, SRG, CWH, CNXC, HUBS, NVAX, FRC, TREX, RKT, SQ, NTRA, TXG,
ERAS, BCAB, HZO, WRBY, SANA, BURL, CONN, KYMR, XPOF, ALXO, DKNG, GME,
MTTR, PACB, CVNA, ONEM, CTRN, DOCN, SKIN, PWP, RVLV, SAM and BRLT
ETFs
Stocks
*5-Day Change
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