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| S&P 500 4,342.70 -1.5% |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 34,152.28 -1.99%
- NASDAQ 13,590.72 -1.8%
- Russell 2000 2,011.37 -.8%
- S&P 500 High Beta 74.3 -1.4%
- Goldman 50 Most Shorted 236.06 -4.7%
- Wilshire 5000 44,195.83 -1.7%
- Russell 1000 Growth 2,660.17 -1.7%
- Russell 1000 Value 1,590.29 -1.5%
- S&P 500 Consumer Staples 793.82 +1.0%
- MSCI Cyclicals-Defensives Spread 1,342.42 +.18%
- NYSE Technology 3,662.14 -2.5%
- Transports 14,990.0 -.22%
- Utilities 914.88 -1.22%
- Bloomberg European Bank/Financial Services 84.9 -4.6%
- MSCI Emerging Markets 48.68 -.5%
- HFRX Equity Hedge 1,478.06 +.44%
- HFRX Equity Market Neutral 927.11 -.32%
Sentiment/Internals
- NYSE Cumulative A/D Line 469,061 -.52%
- Bloomberg New Highs-Lows Index -366-65
- Crude Oil Commercial Bullish % Net Position -35.1 +4.0%
- CFTC Oil Net Speculative Position 363,383 -1.5%
- CFTC Oil Total Open Interest 2,170,681 +3.7%
- Total Put/Call 1.18 +2.7%
- OEX Put/Call 1.62 -6.4%
- ISE Sentiment 81.0 +1.0 points
- NYSE Arms 1.22 +48.2%
- Bloomberg Global Risk-On/Risk-Off Index 3,114.0 -534.0 points
- Bloomberg Financial Conditions Index + Bubbles 3.86 -9.0%
- Volatility(VIX) 28.4 +2.5%
- CBOE S&P 500 Implied Correlation Index 47.7 +4.7%
- G7 Currency Volatility (VXY) 7.27 +3.0%
- Emerging Markets Currency Volatility (EM-VXY) 8.98 -2.1%
- Smart Money Flow Index 13,714.63 -3.0%
- ICI Money Mkt Mutual Fund Assets $4.590 Trillion -.95%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +27.305 Million
- AAII % Bulls 19.2 -21.3%
- AAII % Bears 43.2 +21.7%
Futures Spot Prices
- CRB Index 263.62 +.23%
- Crude Oil 91.61 -2.8%
- Reformulated Gasoline 267.75 -2.5%
- Natural Gas 4.43 +10.7%
- Heating Oil 278.95 -5.3%
- Newcastle Coal 201.0 (1,000/metric ton) -6.1%
- Gold 1,895.03 +1.9%
- Silver 23.92 +1.5%
- S&P GSCI Industrial Metals Index 540.0 +2.3%
- Copper 452.90 +2.1%
- US No. 1 Heavy Melt Scrap Steel 505.0 USD/Metric Tonne -1.9%
- China Iron Ore Spot 132.60 USD/Metric Tonne -9.2
%
- Lumber 1,280.70 +5.4%
- UBS-Bloomberg Agriculture 1,450.09 +.13%
- US Gulf NOLA Potash Spot 655.0 USD/Short Ton +4.8%
Economy
- Atlanta Fed GDPNow Forecast +1.3% +.6 percentage point
- ECRI Weekly Leading Economic Index Growth Rate +3.0% -.2 percentage point
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- NY Fed Real-Time Weekly Economic Index 5.4 +1.3%
- US Economic Policy Uncertainty Index 312.88 -44.9%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 227.94 +.46%
- Citi US Economic Surprise Index 16.2 +16.3 points
- Citi Eurozone Economic Surprise Index 42.8 -4.3 points
- Citi Emerging Markets Economic Surprise Index 35.5 +2.3 points
- Fed Fund Futures imply 78.9%(+42.6 percentage points) chance of +25.0-50.0 basis point hike, 21.1%(-42.6 percentage points) chance of +50.0-75.0 basis point rate hike on 3/16
- US Dollar Index 96.07 unch.
- MSCI Emerging Markets Currency Index 1,728.44 +.28%
- Bitcoin/USD 40,166 -4.8%
- Euro/Yen Carry Return Index 134.15 -.53%
- Yield Curve 50.25 -7.0 basis points
- 10-Year US Treasury Yield 1.93% -2.0 basis points
- Federal Reserve's Balance Sheet $8.873 Trillion +.37%
- U.S. Sovereign Debt Credit Default Swap 11.62 -.6%
- Illinois Municipal Debt Credit Default Swap 129.71 +8.7%
- Italian/German 10Y Yld Spread 156.0 -10.0 basis points
- China Sovereign Debt Credit Default Swap 53.06 -1.9%
- Brazil Sovereign Debt Credit Default Swap 227.84 -1.5%
- Israel Sovereign Debt Credit Default Swap 35.11 +.63%
- South Korea Sovereign Debt Credit Default Swap 27.82 +.23%
- Russia Sovereign Debt Credit Default Swap 279.41 +26.5%
- China Corp. High-Yield Bond USD ETF(KHYB) 31.4 -1.0%
- 10-Year TIPS Spread 2.44% -1.0 basis point
- TED Spread 15.5 +8.25 basis points
- 2-Year Swap Spread 19.75 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -16.75 -3.25 basis points
- N. America Investment Grade Credit Default Swap Index 68.86 +1.3%
- America Energy Sector High-Yield Credit Default Swap Index 368.0 +1.75%
- European Financial Sector Credit Default Swap Index 78.82 +5.0%
- Emerging Markets Credit Default Swap Index 227.88 +3.3%
- MBS 5/10 Treasury Spread 102.25 +4.0 basis points
- Markit CMBX BBB-6 75.50 +.25 basis point
- M2 Money Supply YoY % Change 13.1 unch.
- Commercial Paper Outstanding 1,022.90 +.4%
- 4-Week Moving Average of Jobless Claims 243,250 -4.1%
- Continuing Claims Unemployment Rate 1.2% unch.
- Kastle Back-to-Work Barometer(entries in secured buildings) 31.7 -4.1%
- Average 30-Year Fixed Home Mortgage Rate 4.19% +21.0 basis points
- Weekly Mortgage Applications 537,000 -5.1%
- Weekly Retail Sales +14.3% -.9 percentage point
- OpenTable US Seated Diners % Change from 2019 -12.4% +2.9 percentage points
- Box Office Weekly Gross $75.7M +64.2%
- Nationwide Gas $3.53/gallon +.05/gallon
- Baltic Dry Index 1,886 -4.6%
- China (Export) Containerized Freight Index 3,587.91 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 unch.
- Truckstop.com Market Demand Index 158.61 +3.6%
- Rail Freight Carloads 268,025 +11.7%
- TSA Total Traveler Throughput 1,977,756 +28.9%
- US Covid-19: 258
infections/100K people(last 7 days total). 15.0%(-12.0 percentage
points) of peak on 1/14/22 -214/100K people from prior week
- US Covid-19: New patient hospital admissions per 100K -56.0%(-12.0 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
- Small-Cap Value unch.
Worst Performing Style
- Mid-Cap Growth -2.4%
Leading Sectors
- Gold & Silver +5.0%
- Networking +4.2%
- Road & Rail +3.3%
- Shipping +2.6%
- Airlines +1.9%
Lagging Sectors
- Biotech -2.8%
- Medical Equipment -3.0%
- Software -3.8%
- Energy -4.2%
- Digital Health -4.6%
Weekly High-Volume Stock Gainers (10)
- KPTI, AMLX, BLMN, COMM, RLGY, AL, CYXT, SUPN, BRCC and KRP
Weekly High-Volume Stock Losers (25)
- ALB, ATRA, VZIO, WRBY, TWLO, GE, INTC, TWKS, CE, PLTR, OSTK, CTKB,
PPL, SPT, RBLX, CYH, PAY, PPC, BRZE, ASIX, DKNG, RDFN, BLZE and ROKU
ETFs
Stocks
*5-Day Change
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