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| S&P 500 4,384.65 +.1% |
The Weekly Wrap by Briefing.com.
Indices
- DJIA 34,058.75 -.74%
- NASDAQ 13,694.63 -.16%
- Russell 2000 2,040.93 +.63%
- S&P 500 High Beta 75.73 +.97%
- Goldman 50 Most Shorted 237.18 -1.69%
- Wilshire 5000 44,516.75 +.12%
- Russell 1000 Growth 2,682.44 -.06%
- Russell 1000 Value 1,601.59 +.36%
- S&P 500 Consumer Staples 790.89 -.2%
- MSCI Cyclicals-Defensives Spread 1,277.96 -.12%
- NYSE Technology 3,654.45 -1.8%
- Transports 15,207.21 +1.4%
- Utilities 938.25 +2.5%
- Bloomberg European Bank/Financial Services 79.45 -6.4%
- MSCI Emerging Markets 47.12 -4.3%
- HFRX Equity Hedge 1,456.66 -.75%
- HFRX Equity Market Neutral 929.31 +.11%
Sentiment/Internals
- NYSE Cumulative A/D Line 462,154 -1.5%
- Bloomberg New Highs-Lows Index -2,844 -2,478
- Crude Oil Commercial Bullish % Net Position -33.8 +3.7%
- CFTC Oil Net Speculative Position 348,093 -4.2%
- CFTC Oil Total Open Interest 2,122,758 -2.21%
- Total Put/Call .97 -4.0%
- OEX Put/Call 1.40 -7.1%
- ISE Sentiment 82.0 +1.0 points
- NYSE Arms .76 -34.7%
- Bloomberg Global Risk-On/Risk-Off Index 3,226.0 +126.0 points
- Bloomberg Financial Conditions Index + Bubbles 3.79 -1.1%
- Volatility(VIX) 27.6 -1.9%
- CBOE S&P 500 Implied Correlation Index 45.7 +.04%
- G7 Currency Volatility (VXY) 6.99 -3.9%
- Emerging Markets Currency Volatility (EM-VXY) 10.1 +12.5%
- Smart Money Flow Index 13,511.73 -1.5%
- ICI Money Mkt Mutual Fund Assets $4.555 Trillion +.11%
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +4.519 Million
- AAII % Bulls 23.4 +21.9%
- AAII % Bears 53.7 +24.3%
Futures Spot Prices
- CRB Index 264.44 +2.0%
- Crude Oil 92.22 +.4%
- Reformulated Gasoline 273.17 +2.8%
- Natural Gas 4.49 -.66%
- Heating Oil 286.22 +2.4%
- Newcastle Coal 252.0 (1,000/metric ton) +25.4%
- Gold 1,891.66 -.46%
- Silver 24.23 +.96%
- S&P GSCI Industrial Metals Index 549.3 +1.7%
- Copper 448.80 -.36%
- US No. 1 Heavy Melt Scrap Steel 505.0 USD/Metric Tonne unch.
- China Iron Ore Spot 137.65 USD/Metric Tonne -2.3
%
- Lumber 1,307.90 +1.16%
- UBS-Bloomberg Agriculture 1,445.09 -.24%
- US Gulf NOLA Potash Spot 665.0 USD/Short Ton +1.5%
Economy
- Atlanta Fed GDPNow Forecast +1.3% unch.
- ECRI Weekly Leading Economic Index Growth Rate +2.1% -.9 percentage point
- Bloomberg US Recession Probability Next 12 Months 15.0% unch.
- NY Fed Real-Time Weekly Economic Index 6.8 +31.5%
- US Economic Policy Uncertainty Index 436.74 +115.0%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 228.52 +.25%
- Citi US Economic Surprise Index 41.8 +25.6 points
- Citi Eurozone Economic Surprise Index 72.6 +29.8 points
- Citi Emerging Markets Economic Surprise Index 36.5 +1.0 point
- Fed Fund Futures imply 82.8%(+3.9 percentage points) chance of +25.0-50.0 basis point hike, 17.2%(-3.9 percentage points) chance of +50.0-75.0 basis point rate hike on 3/16
- US Dollar Index 96.63 +.9%
- MSCI Emerging Markets Currency Index 1,734.41 -.91%
- Bitcoin/USD 38,810 +1.3%
- Euro/Yen Carry Return Index 134.08 -.05%
- Yield Curve 37.75 -12.5 basis points
- 10-Year US Treasury Yield 1.98% +5.0 basis points
- Federal Reserve's Balance Sheet $8.890 Trillion +.19%
- U.S. Sovereign Debt Credit Default Swap 11.61 -.04%
- Illinois Municipal Debt Credit Default Swap 140.75 +8.5%
- Italian/German 10Y Yld Spread 156.0 unch.
- China Sovereign Debt Credit Default Swap 62.37 +17.6%
- Brazil Sovereign Debt Credit Default Swap 221.69 -2.7%
- Israel Sovereign Debt Credit Default Swap 38.05 +8.1%
- South Korea Sovereign Debt Credit Default Swap 28.11 +1.2%
- Russia Sovereign Debt Credit Default Swap 541.40 +100.3%
- China Corp. High-Yield Bond USD ETF(KHYB) 30.8 -1.5%
- 10-Year TIPS Spread 2.56% +12.0 basis points
- TED Spread 18.75 +3.25 basis points
- 2-Year Swap Spread 18.75 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -23.5 -6.75 basis points
- N. America Investment Grade Credit Default Swap Index 66.76 -3.05%
- America Energy Sector High-Yield Credit Default Swap Index 380.0 +1.2%
- European Financial Sector Credit Default Swap Index 78.0 -1.06%
- Emerging Markets Credit Default Swap Index 248.74 +9.7%
- MBS 5/10 Treasury Spread 102.0 -.25 basis point
- Markit CMBX BBB-6 75.50 unch.
- M2 Money Supply YoY % Change 12.6 -.5 percentage point
- Commercial Paper Outstanding 1,020.20 -.3%
- 4-Week Moving Average of Jobless Claims 236,250 -3.0%
- Continuing Claims Unemployment Rate 1.1% -.1 percentage point
- Kastle Back-to-Work Barometer(entries in secured buildings) 36.4 +15.0%
- Average 30-Year Fixed Home Mortgage Rate 4.25% +6.0 basis points
- Weekly Mortgage Applications 466,400 -13.2%
- Weekly Retail Sales +14.4% +.1 percentage point
- OpenTable US Seated Diners % Change from 2019 -4.3% +8.1 percentage points
- Box Office Weekly Gross $80.4M +4.7%
- Nationwide Gas $3.57/gallon +.04/gallon
- Baltic Dry Index 2,187 +11.4%
- China (Export) Containerized Freight Index 3,525.58 -4.5%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.5 unch.
- Truckstop.com Market Demand Index 161.30 +1.7%
- Rail Freight Carloads 260,566 -2.8%
- TSA Total Traveler Throughput 1,980,803 +8.5%
- US Covid-19: 159 infections/100K people(last 7 days total). 9.0%(-6.0 percentage points) of peak on 1/14/22 -99/100K people from prior week
- US Covid-19: New patient hospital admissions per 100K -72.0%(-16.0 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
- Mid-Cap Value +.2%
Worst Performing Style
- Large-Cap Growth -.5%
Leading Sectors
- Steel +6.1%
- Education +5.5%
- Medical Equipment +3.7%
- Defense +3.3%
- Shipping +2.4%
Lagging Sectors
- Papers -3.1%
- Disk Drives -4.2%
- Airlines -4.5%
- Computer Hardware -4.7%
- Social Media -5.0%
Weekly High-Volume Stock Gainers (22)
- ISPO, KAR, LNTH, SLCA, MMSI, ZETA, CPTN, IRM, SIGI, AMPH, HII, PETQ, CHK, MRVI, AIG, ANDE, GNK, LMT, ORA and PANW
Weekly High-Volume Stock Losers (23)
- FSLY, PLTR, LAUR, COLL, HR, RDFN, OLO, ALRM, GVA, DELL, PACK, CLMT,
BYND, GDOT, BHVN, MTZ, AMEH, FTDR, ZS, LPSN, VICR, FL and EVBG
ETFs
Stocks
*5-Day Change
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