Sentiment

Wenn dieser Mann einen Fonds auflegt, dann..

10.00 Uhr

Kurz und knackig: Der DAX hat die 12.000er genommen und seit Mitte Oktober eine sagenhafte Rallye hingelegt. Ein Blick ins Handelsblatt genügt und man erfährt, dass die Fonds-Mittelzuflüsse im Januar und Februar 2015 Rekordsummen erreichen – sowohl in Deutschland als auch in der Euro-Zone. Vor allem Privatanleger greifen wieder zu.

Ein noch besseres Signal zur Party-Stimmung an den Märkten kommt von TV- und Werbe“star“ Robert Geiss – dieser hat nämlich einen Fonds aufgelegt, um seine Jünger von Aktien zu überzeugen. Aha! Genau jetzt, die Rallye ist ja noch jung und die Risiken nicht vorhanden. Kurzum: Produkte und Börsenbriefe dieser Art sagen mir, dass nun die letzte Phase des Bullenmarktes eingeläutet ist, in der die Schafe reingezogen werden. Ja, es gibt schließlich nicht nur Bullen und Bären, sondern auch jede Menge Schafe 😉

Warum ich diesen kurzen Beitrag aber überhaupt verfasst habe, ist der kürzlich veröffentlichte offene Brief des FONDS-Chefredakteurs zu diesem Thema.

Hier kann man diesen nachlesen. Viel Spaß!

Kapitalmarktrückblick KW 06 / 2015: Ölwerte ziehen an, Versorger und Goldminen unter Druck

19.25 Uhr

Der Chart der Woche geht dieses Mal an den Ölpreis. Hier kam es zum stärksten 2-Wochen-Anstieg seit mehreren Jahren: Fast 20% erholte sich der Brent Crude Kontrakt. Kein Wunder, dass Ölwerte kräftig anzogen und die Renditen stiegen (neg. Reaktion bei Versorgern und Gold).

Brent Crude (weekly):

brent_080215

Aktienindizes:

  • S&P 500 2,055.47 +3.03%
  • DJIA 17,824.29 +3.84%
  • NASDAQ 4,744.39 +2.36%
  • Russell 2000 1,205.46 +3.44%
  • S&P 500 High Beta 33.65 +3.25%
  • Goldman 50 Most Shorted 136.64 +5.87%
  • Wilshire 5000 21,448.23 +3.08%
  • Russell 1000 Growth 971.65 +2.72%
  • Russell 1000 Value 1,019.28 +3.38%
  • S&P 500 Consumer Staples 504.20 +2.22%
  • Solactive US Cyclical 138.71 +3.28%
  • Morgan Stanley Technology 1,004.38 +3.41%
  • Transports 8,932.47 +3.27%
  • Utilities 613.39 -3.69%
  • Bloomberg European Bank/Financial Services 106.65 +3.85%
  • MSCI Emerging Markets 40.12 +1.78%
  • HFRX Equity Hedge 1,177.29 +.06%
  • HFRX Equity Market Neutral 989.73 +.36%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 234,348 +1.39%
  • Bloomberg New Highs-Lows Index 69 +510
  • Bloomberg Crude Oil % Bulls 31.25 +64.04%
  • CFTC Oil Net Speculative Position 272,196 -.76%
  • CFTC Oil Total Open Interest 1,721,471 +3.20%
  • Total Put/Call 1.03 -8.04%
  • OEX Put/Call 2.70 +154.72%
  • ISE Sentiment 63.0 -35.71%
  • NYSE Arms .73 -48.23%
  • Volatility(VIX) 17.29 -17.55%
  • S&P 500 Implied Correlation 68.23 -.44%
  • G7 Currency Volatility (VXY) 10.62 -5.85%
  • Emerging Markets Currency Volatility (EM-VXY) 10.91 -.46%
  • Smart Money Flow Index 17,256.56 +1.41%
  • ICI Money Mkt Mutual Fund Assets $2.685 Trillion -.61%
  • ICI US Equity Weekly Net New Cash Flow +$3.456 Billion
  • AAII % Bulls 35.5 -19.7%
  • AAII % Bears 32.42 +44.8%

Rohstoffe:

  • CRB Index 224.85 +2.75%
  • Crude Oil 51.69 +8.02%
  • Reformulated Gasoline 155.91 +6.37%
  • Natural Gas 2.58 -3.59%
  • Heating Oil 183.91 +7.17%
  • Gold 1,234.60 -3.77%
  • Bloomberg Base Metals Index 177.82 +2.12%
  • Copper 258.55 +3.48%
  • US No. 1 Heavy Melt Scrap Steel 324.0 USD/Ton unch.
  • China Iron Ore Spot 62.49 USD/Ton +.45%
  • Lumber 315.50 -2.17%
  • UBS-Bloomberg Agriculture 1,175.05 +1.34%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate -4.0% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2619 +3.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.94 -.60%
  • Citi US Economic Surprise Index -25.30 -21.3 points
  • Citi Eurozone Economic Surprise Index 24.80 +14.8 points
  • Citi Emerging Markets Economic Surprise Index -5.30 -.5 point
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 3/18
  • US Dollar Index 94.70 -.16%
  • Euro/Yen Carry Return Index 140.67 +1.55%
  • Yield Curve 131.0 +12.0 basis points
  • 10-Year US Treasury Yield 1.96% +32.0 basis points
  • Federal Reserve’s Balance Sheet $4.461 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 18.18 +1.88%
  • Illinois Municipal Debt Credit Default Swap 193.0 +2.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 25.48 +1.19%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 67.30 -5.65%
  • Emerging Markets Sovereign Debt CDS Index 331.93 -6.76%
  • Israel Sovereign Debt Credit Default Swap 75.0 -1.96%
  • Iraq Sovereign Debt Credit Default Swap 346.23 -2.79%
  • Russia Sovereign Debt Credit Default Swap 533.10 -15.16%
  • iBoxx Offshore RMB China Corporates High Yield Index 113.64 +.14%
  • 10-Year TIPS Spread 1.72% +8.0 basis points
  • TED Spread 24.5 unch.
  • 2-Year Swap Spread 26.75 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 -5.5 basis points
  • N. America Investment Grade Credit Default Swap Index 65.22 -7.28%
  • America Energy Sector High-Yield Credit Default Swap Index 732.0 -4.26%
  • European Financial Sector Credit Default Swap Index 62.92 -8.20%
  • Emerging Markets Credit Default Swap Index 377.57 -6.74%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 91.50 +1.5 basis points
  • M1 Money Supply $2.934 Trillion +1.22%
  • Commercial Paper Outstanding 988.80 -1.90%
  • 4-Week Moving Average of Jobless Claims 292,750 -6,250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.59% -7 basis points
  • Weekly Mortgage Applications 551.20 +1.29%
  • Bloomberg Consumer Comfort 45.5 -1.8 points
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $2.17/gallon +.12/gallon
  • Baltic Dry Index 564.0 -7.24%
  • China (Export) Containerized Freight Index 1,065.69 +.08%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 249,910 -1.34%
  • Oil Service +8.4%
  • I-Banks +7.9%
  • Steel +7.3%
  • Banks +6.9%
  • Homebuilders +6.4%
  • REITs -1.5%
  • Education -1.6%
  • Biotech -1.7%
  • Gold & Silver -3.1%
  • Utilities -3.7%

Wo sind die Bären?!

9.11 Uhr

Der Anteil der Bären unter den US-Börsenbriefen (Investors Intelligence) ist auf den tiefsten Stand seit Jahren gefallen. Aktuell liegt der Anteil bei 13,3 Prozent – ein klares Kontrasignal, auch wenn es nicht als kurzfristiges Timing-Tool taugt. Zusammen mit der Rekordhöhe bei der Margin Debt jedenfalls ein Zeichen der Sorglosigkeit – siehe auch VIX und Co.

S&P 500 vs. Investors Intelligence Bears in %:

bears_040914_trade4life

Die Woche in Zahlen (KW 32/2014): Bullen kontern mit Gegenreaktion – aber reicht das?

18.34 Uhr

Was für eine dynamische Woche an den Aktienmärkten. Nach den kräftigen Abgaben der letzten Tage kam es an entscheidender Stelle zu einem kräftigen Bounce beim S&P 500 und beim DAX. Der Grundstein für eine weitere Erholung ist damit gelegt.

S&P 500 (daily): Oszillator auf gleichem Niveau wie Februar 2014. Erholungsziel 1.950/1.955

spx_trade4life_080814

Der DAX markierte ein Tagestief bei 8.903 und zog anschließend deutlich an. Schaut man auf den Schluskurs des Futures, so lag dieser nicht weit von der 9.100er Marke entfernt. Damit haben die Bullen eine gute Ausgangslange, eine Fortsetzung der Erholung einzuleiten. Aus Sicht der Fibo-Retracements ist ein Ziel bei 9.330 Punkten auszumachen. Optimisten können sogar auf 9.500 setzen – dort verläuft die 200-Tage-Linie.

DAX (daily):

dax080814_trade4life

Aber freuen wir uns nicht zu früh, schließlich ist es noch zu früh, um Entwarnung zu geben! Unter 8.900 gibt es kein Halten mehr und wir sehen einen Crash! Nach 5 Jahren Bullenmarkt keine so abwegige Option..

Vergleich Top-Bildung 2007/08 und aktuell:

dax2007 vs 2014_trade4life

Und nun die Zahlen der letzten Woche:

Aktienindizes:

  • S&P 500 1,931.59 +.34%
  • DJIA 16,533.90 +.37%
  • NASDAQ 4,370.89 +.42%
  • Russell 2000 1,131.35 +1.48%
  • S&P 500 High Beta 32.46 .81%
  • Wilshire 5000 20,163.70 +.42%
  • Russell 1000 Growth 897.88 +.42%
  • Russell 1000 Value 974.14 +.26%
  • S&P 500 Consumer Staples 451.20 +.96%
  • Solactive US Cyclical 132.41 +.46%
  • Morgan Stanley Technology 957.19 -.09%
  • Transports 8,092.47 -.35%
  • Utilities 542.69 +.37%
  • Bloomberg European Bank/Financial Services 102.26 -2.83%
  • MSCI Emerging Markets 43.41 -1.05%
  • HFRX Equity Hedge 1,155.22 -1.43%
  • HFRX Equity Market Neutral 968.41 +.11%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 222,796 -.49%
  • Bloomberg New Highs-Lows Index -299 -6
  • Bloomberg Crude Oil % Bulls 34.62 -19.94%
  • CFTC Oil Net Speculative Position 347,204 -4.81%
  • CFTC Oil Total Open Interest 1,587,187 -2.56%
  • Total Put/Call 1.07 -13.71%
  • OEX Put/Call 1.24 +67.57%
  • ISE Sentiment 81.0 +88.37%
  • NYSE Arms .63 -30.77%
  • Volatility(VIX) 15.77 -7.4%
  • S&P 500 Implied Correlation 57.69 -4.39%
  • G7 Currency Volatility (VXY) 6.01 +6.0%
  • Emerging Markets Currency Volatility (EM-VXY) 7.01 +4.32%
  • Smart Money Flow Index 11,181.67 -1.50%
  • ICI Money Mkt Mutual Fund Assets $2.567 Trillion +.50%
  • ICI US Equity Weekly Net New Cash Flow -$1.257 Billion
  • AAII % Bulls 30.9 -.7%
  • AAII % Bears 38.2 +22.8%

Rohstoffe:

  • CRB Index 292.43 -.02%
  • Crude Oil 97.56 -.03%
  • Reformulated Gasoline 274.71 +.26%
  • Natural Gas 3.97 +4.48%
  • Heating Oil 287.34 +.26%
  • Gold 1,311.40 +1.32%
  • Bloomberg Base Metals Index 202.94 +.33%
  • Copper 318.0 -1.10%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 95.70 USD/Ton +.53%
  • Lumber 344.90 +6.06%
  • UBS-Bloomberg Agriculture 1,302.41 +.37%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.8% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1680 -1.81%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.24 +.20%
  • Citi US Economic Surprise Index 3.0 +16.0 points
  • Citi Emerging Markets Economic Surprise Index 2.9 +3.3 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 81.39 +.11%
  • Euro/Yen Carry Return Index 142.83 -.72%
  • Yield Curve 198.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.42% -7.0 basis points
  • Federal Reserve’s Balance Sheet $4.367 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 16.67 +4.91%
  • Illinois Municipal Debt Credit Default Swap 168.0 +1.95%
  • Western Europe Sovereign Debt Credit Default Swap Index 39.0 +6.21%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 76.69 +1.79%
  • Emerging Markets Sovereign Debt CDS Index 235.61 +12.18%
  • Israel Sovereign Debt Credit Default Swap 97.0 -.69%
  • Iraq Sovereign Debt Credit Default Swap 382.71 +5.87%
  • Russia Sovereign Debt Credit Default Swap 270.82 +11.76%
  • China Blended Corporate Spread Index 321.92 +3.98%
  • 10-Year TIPS Spread 2.24% -1.0 basis point
  • TED Spread 21.25 -.5 basis point
  • 2-Year Swap Spread 23.75 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.75 +1.25%
  • European Financial Sector Credit Default Swap Index 76.76 +2.30%
  • Emerging Markets Credit Default Swap Index 295.17 +5.25%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 81.50 unch.
  • M1 Money Supply $2.867 Trillion -.33%
  • Commercial Paper Outstanding 1,038.50 -.8%
  • 4-Week Moving Average of Jobless Claims 293,500 -3,500
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.14% +2.0 basis points
  • Weekly Mortgage Applications 347.0 +1.55%
  • Bloomberg Consumer Comfort 36.2 -.1 point
  • Weekly Retail Sales +3.90% +30 basis points
  • Nationwide Gas $3.48/gallon unch.
  • Baltic Dry Index 765.0 +1.86%
  • China (Export) Containerized Freight Index 1,112.05 +1.42%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 270,323 +2.08%

Top Sektoren:

  • Coal +3.7%
  • Hospitals +3.4%
  • Alt Energy +2.6%
  • Retail +2.5%
  • Gold & Silver +1.8%

Flop Sektoren:

  • Telecom -2.2%
  • Airlines -2.9%
  • Education -3.0%
  • Gaming -5.2%
  • Oil Tankers -5.4%

Die Woche in Zahlen: KW 31 / 2014

6.51 Uhr

Aktienindizes:

  • S&P 500 1,925.15 -2.69%
  • DJIA 16,493.32 -2.76%
  • NASDAQ 4,352.63 -2.18%
  • Russell 2000 1,114.86 -2.61%
  • S&P 500 High Beta 32.20 -3.33%
  • Wilshire 5000 20,079.29 -2.65%
  • Russell 1000 Growth 894.10 -2.43%
  • Russell 1000 Value 971.62 -2.85%
  • S&P 500 Consumer Staples 446.91 -2.98%
  • Solactive US Cyclical 131.80 -3.53%
  • Morgan Stanley Technology 958.05 -1.75%
  • Transports 8,120.86 -3.65%
  • Utilities 540.69 -2.84%
  • Bloomberg European Bank/Financial Services 105.24 -2.63%
  • MSCI Emerging Markets 43.87 -1.80%
  • HFRX Equity Hedge 1,171.99 -.49%
  • HFRX Equity Market Neutral 967.38 -.43%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 223,108 -2.24%
  • Bloomberg New Highs-Lows Index -293 -637
  • Bloomberg Crude Oil % Bulls 43.24 -3.35%
  • CFTC Oil Net Speculative Position 364,739 -1.81%
  • CFTC Oil Total Open Interest 1,628,926 -.85%
  • Total Put/Call 1.24 +31.91%
  • OEX Put/Call .74 -70.63%
  • ISE Sentiment 43.0 -51.14%
  • NYSE Arms .91 -10.78%
  • Volatility(VIX) 17.03 +34.2%
  • S&P 500 Implied Correlation 60.34 +8.25%
  • G7 Currency Volatility (VXY) 5.65 +3.86%
  • Emerging Markets Currency Volatility (EM-VXY) 6.68 +13.41%
  • Smart Money Flow Index 11,352.05 -2.51%
  • ICI Money Mkt Mutual Fund Assets $2.554 Trillion -.34%
  • ICI US Equity Weekly Net New Cash Flow -$3.374 Billion
  • AAII % Bulls 31.1 +5.0%
  • AAII % Bears 31.1 +3.9%

Rohstoffe:

  • CRB Index 292.48 -1.97%
  • Crude Oil 97.88 -3.94%
  • Reformulated Gasoline 274.43 -3.40%
  • Natural Gas 3.80 +.4%
  • Heating Oil 286.61 -1.59%
  • Gold 1,294.10 -1.10%
  • Bloomberg Base Metals Index 202.27 -2.08%
  • Copper 321.45 -1.02%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 95.20 USD/Ton +.95%
  • Lumber 324.10 -.58%
  • UBS-Bloomberg Agriculture 1,297.60 -1.98%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.1% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1038 -9.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.99 +.14%
  • Citi US Economic Surprise Index -13.0 +11.5 points
  • Citi Emerging Markets Economic Surprise Index -.4 +.2 point
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 81.30 +.33%
  • Euro/Yen Carry Return Index 143.75 +.69%
  • Yield Curve 202.0 +4.0 basis points
  • 10-Year US Treasury Yield 2.49% +2.0 basis points
  • Federal Reserve’s Balance Sheet $4.364 Trillion -.09%
  • U.S. Sovereign Debt Credit Default Swap 15.89 +2.50%
  • Illinois Municipal Debt Credit Default Swap 165.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 37.74 +11.74%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 75.49 +6.21%
  • Emerging Markets Sovereign Debt CDS Index 209.84 +3.34%
  • Israel Sovereign Debt Credit Default Swap 94.44 +7.93%
  • Iraq Sovereign Debt Credit Default Swap 361.50 +4.69%
  • Russia Sovereign Debt Credit Default Swap 242.32 +9.56%
  • China Blended Corporate Spread Index 309.60 +2.96%
  • 10-Year TIPS Spread 2.25% -2.0 basis points
  • TED Spread 21.75 +.75 basis point
  • 2-Year Swap Spread 20.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.5 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 65.86 +11.33%
  • European Financial Sector Credit Default Swap Index 75.03 +11.17%
  • Emerging Markets Credit Default Swap Index 280.45 +14.45%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 81.50 -1.5 basis points
  • M1 Money Supply $2.876 Trillion +.62%
  • Commercial Paper Outstanding 1,046.40 +2.0%
  • 4-Week Moving Average of Jobless Claims 297,000 -4,750
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.12% -1.0 basis point
  • Weekly Mortgage Applications 341.70 -2.20%
  • Bloomberg Consumer Comfort 36.3 -1.3 points
  • Weekly Retail Sales +3.60% -30 basis points
  • Nationwide Gas $3.52/gallon -.02/gallon
  • Baltic Dry Index 755.0 +2.16%
  • China (Export) Containerized Freight Index 1,096.44 +.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 264,809 -1.07%

Top Sektoren:

  • Gaming +1.1%
  • Telecom +1.0%
  • Hospitals +.7%
  • Retail -.1%
  • Defense -.9%

Flop Sektoren:

  • Alternative Energy -4.3%
  • Road & Rail -4.3%
  • Construction -4.4%
  • Oil Service -4.6%
  • Homebuidlers -5.0%

Die Woche in Zahlen: KW 28 / 2014

11.38 Uhr

Aktienmarkt:

  • S&P 500 1,967.57 -.90%
  • DJIA 16,943.81 -.73%
  • NASDAQ 4,415.49 -1.57%
  • Russell 2000 1,159.93 -3.99%
  • S&P 500 High Beta 33.28 -2.03%
  • Wilshire 5000 20,554.98 -1.27%
  • Russell 1000 Growth 913.58 -1.13%
  • Russell 1000 Value 992.81 -.99%
  • S&P 500 Consumer Staples 465.51 +.30%
  • Solactive US Cyclical 136.63 -1.24%
  • Morgan Stanley Technology 963.57 -1.39%
  • Transports 8,254.31 -.49%
  • Utilities 559.43 +.93%
  • Bloomberg European Bank/Financial Services 103.59 -3.94%
  • MSCI Emerging Markets 43.78 -.31%
  • HFRX Equity Hedge 1,175.28 -.79%
  • HFRX Equity Market Neutral 967.41 +.16%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 228,237 -1.01%
  • Bloomberg New Highs-Lows Index -70 -608
  • Bloomberg Crude Oil % Bulls 42.86 +121.50%
  • CFTC Oil Net Speculative Position 424,887 -4.70%
  • CFTC Oil Total Open Interest 1,742,131 -.99%
  • Total Put/Call .88 unch.
  • OEX Put/Call 3.11 +170.43%
  • ISE Sentiment 109.0 -3.54%
  • NYSE Arms 1.05 +87.50%
  • Volatility(VIX) 12.08 +17.05%
  • S&P 500 Implied Correlation 50.38 +9.83%
  • G7 Currency Volatility (VXY) 5.33 +3.09%
  • Emerging Markets Currency Volatility (EM-VXY) 5.82 -.68%
  • Smart Money Flow Index 11,669.06 +1.27%
  • ICI Money Mkt Mutual Fund Assets $2.575 Trillion +.21%
  • ICI US Equity Weekly Net New Cash Flow -$8.887 Billion
  • AAII % Bulls 37.6 -2.3%
  • AAII % Bears 28.7 +27.8%

Rohstoffe:

  • CRB Index 297.07 -3.15%
  • Crude Oil 100.83 -3.13%
  • Reformulated Gasoline 290.85 -3.61%
  • Natural Gas 4.15 -5.54%
  • Heating Oil 286.09 -2.28%
  • Gold 1,337.40 +1.29%
  • Bloomberg Base Metals Index 201.83 unch.
  • Copper 326.90 -.17%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 96.90 USD/Ton +.42%
  • Lumber 330.90 -1.30
  • UBS-Bloomberg Agriculture 1,329.42 -5.25%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .2503 -3.25%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.67 +.32%
  • Citi US Economic Surprise Index -13.10 -3.4 points
  • Citi Emerging Markets Economic Surprise Index -4.40 +4.6 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.19 -.10%
  • Euro/Yen Carry Return Index 143.98 -.60%
  • Yield Curve 207.0 -6.0 basis points
  • 10-Year US Treasury Yield 2.52% -12.0 basis points
  • Federal Reserve’s Balance Sheet $4.340 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 16.41 -14.6%
  • Illinois Municipal Debt Credit Default Swap 170.0 +1.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 36.89 +18.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.96 +2.04%
  • Emerging Markets Sovereign Debt CDS Index 190.29 -.75%
  • Israel Sovereign Debt Credit Default Swap 86.50 +13.07%
  • Iraq Sovereign Debt Credit Default Swap 350.03 +4.56%
  • Russia Sovereign Debt Credit Default Swap 172.94 -5.65%
  • China Blended Corporate Spread Index 303.39 +.97%
  • 10-Year TIPS Spread 2.26% unch.
  • TED Spread 21.75 -1.0 basis point
  • 2-Year Swap Spread 16.75 +3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.50 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 57.96 +4.58%
  • European Financial Sector Credit Default Swap Index 71.69 +18.81%
  • Emerging Markets Credit Default Swap Index 225.54 -3.15%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 82.0 -1 basis point
  • M1 Money Supply $2.846 Trillion +.7%
  • Commercial Paper Outstanding 1,041.80 -1.1%
  • 4-Week Moving Average of Jobless Claims 311,500 -3,500
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.15% +3 basis points
  • Weekly Mortgage Applications 353.90 +1.90%
  • Bloomberg Consumer Comfort 37.6 +1.2 points
  • Weekly Retail Sales +3.80% +50 basis points
  • Nationwide Gas $3.63/gallon -.03/gallon
  • Baltic Dry Index 814.0 -8.85%
  • China (Export) Containerized Freight Index 1,092.07 -.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 227,097 -14.23%

Top Sektoren:

  • Gold & Silver +2.5%
  • REITs +1.0%
  • Airlines +.9%
  • Utilities +.9%
  • Telecom +.4%

Flop Sektoren:

  • Gaming -4.6%
  • Coal -4.9%
  • Social Media -5.1%
  • Alt Energy -5.2%
  • 3D Printing -5.5%

Die Woche in Zahlen: KW 27 / 2014

10.13 Uhr

  • S&P 500 1,985.44 +1.44%
  • DJIA 17,068.26 +1.32%
  • NASDAQ 4,485.92 +2.44%
  • Russell 2000 1,208.15 +2.32%
  • S&P 500 High Beta 33.97 +2.44%
  • Wilshire 5000 20,820.09 +1.53%
  • Russell 1000 Growth 923.97 +1.83%
  • Russell 1000 Value 1,002.76 +1.09%
  • S&P 500 Consumer Staples 464.14 +1.15%
  • Morgan Stanley Cyclical 1,623.90 +2.10%
  • Morgan Stanley Technology 977.15 +2.33%
  • Transports 8,294,74 +1.78%
  • Utilities 554.27 -2.76%
  • Bloomberg European Bank/Financial Services 107.84 +1.24%
  • MSCI Emerging Markets 43.92 +1.65%
  • HFRX Equity Hedge 1,184.61 +.84%
  • HFRX Equity Market Neutral 965.91 +.46%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 230,670 +1.01%
  • Bloomberg New Highs-Lows Index 538 +379
  • Bloomberg Crude Oil % Bulls 19.35 -50.88%
  • CFTC Oil Net Speculative Position 445,840 -2.86%
  • CFTC Oil Total Open Interest 1,759,554 +2.25%
  • Total Put/Call 1.02 +22.9%
  • OEX Put/Call 1.15 +17.35%
  • ISE Sentiment 113.0 -19.86%
  • NYSE Arms .56 -62.16%
  • Volatility(VIX) 10.32 -11.26%
  • S&P 500 Implied Correlation 45.87 -7.95%
  • G7 Currency Volatility (VXY) 5.17 -4.08%
  • Emerging Markets Currency Volatility (EM-VXY) 5.85 -.17%
  • Smart Money Flow Index 11,522.21 +1.58%
  • ICI Money Mkt Mutual Fund Assets $2.569 Trillion +.51%
  • ICI US Equity Weekly Net New Cash Flow -$1.312 Billion
  • AAII % Bulls 38.5 +3.5%
  • AAII % Bears 22.4 +6.2%

Rohstoffe:

  • CRB Index 306.74 -1.69%
  • Crude Oil 103.77 -1.66%
  • Reformulated Gasoline 301.3 -1.01%
  • Natural Gas 4.37 -1.71%
  • Heating Oil 291.72 -1.80%
  • Gold 1,321.30 -.49%
  • Bloomberg Base Metals Index 201.83 +2.45%
  • Copper 327.0 +2.43%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 96.50 USD/Ton +1.69%
  • Lumber 338.10 unch.
  • UBS-Bloomberg Agriculture 1,402.35 -4.74%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1095 -6.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.27 +.26%
  • Citi US Economic Surprise Index -9.70 +14.0 points
  • Citi Emerging Markets Economic Surprise Index -9.0 -2.90 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.27 +.32%
  • Euro/Yen Carry Return Index 144.88 +.29%
  • Yield Curve 213.0 +6.0 basis points
  • 10-Year US Treasury Yield 2.64% +11.0 basis points
  • Federal Reserve’s Balance Sheet $4.334 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 19.22 +13.28%
  • Illinois Municipal Debt Credit Default Swap 168.0 +5.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.08 +8.41%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 70.52 -3.85%
  • Emerging Markets Sovereign Debt CDS Index 191.72 +1.74%
  • Israel Sovereign Debt Credit Default Swap 76.50 -.95%
  • Iraq Sovereign Debt Credit Default Swap 334.77 +1.55%
  • Russia Sovereign Debt Credit Default Swap 183.31 +5.35%
  • China Blended Corporate Spread Index 300.47 -3.05%
  • 10-Year TIPS Spread 2.26% unch.
  • TED Spread 22.75 +1.25 basis points
  • 2-Year Swap Spread 13.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 55.42 -3.92%
  • European Financial Sector Credit Default Swap Index 60.34 -7.9%
  • Emerging Markets Credit Default Swap Index 232.87 -1.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 unch.
  • M1 Money Supply $2.826 Trillion -.14%
  • Commercial Paper Outstanding 1,053.90 -.10%
  • 4-Week Moving Average of Jobless Claims 315,000 +750
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.12% -2 basis points
  • Weekly Mortgage Applications 347.30 -.23%
  • Bloomberg Consumer Comfort 36.4 -.7 point
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $3.66/gallon -.02/gallon
  • Baltic Dry Index 893.0 +7.46%
  • China (Export) Containerized Freight Index 1,097.12 +.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 264,766 -2.86%

Top Sektoren:

  • Computer Hardware +4.2%
  • Steel +4.0%
  • Biotech +3.6%
  • Semis +3.5%
  • Computer Services +3.5%

Flop Sektoren:

  • Restaurants +.2%
  • Coal +.1%
  • Energy unch.
  • Oil Tankers -.5%
  • Utilities -2.8%

Die Woche in Zahlen: KW 26 / 2014

8.11 Uhr

Aktienindizes:

  • S&P 500 1,960.96 -.10%
  • DJIA 16,851.84 -.56%
  • NASDAQ 4,397.93 +.68%
  • Russell 2000 1,189.50 +.09%
  • S&P 500 High Beta 33.22 +.42%
  • Wilshire 5000 20,558.10 -.08%
  • Russell 1000 Growth 910.50 +.28%
  • Russell 1000 Value 992.94 -.45%
  • S&P 500 Consumer Staples 459.49 -1.36%
  • Morgan Stanley Cyclical 1,593.82 -.09%
  • Morgan Stanley Technology 957.57 +.29%
  • Transports 8,175.52 -.36%
  • Utilities 571.71 +.93%
  • Bloomberg European Bank/Financial Services 106.52 -3.6%
  • MSCI Emerging Markets 43.18 -.50%
  • HFRX Equity Hedge 1,174.77 -.02%
  • HFRX Equity Market Neutral 961.52 -.15%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 228,353 +.39%
  • Bloomberg New Highs-Lows Index 159 -569
  • Bloomberg Crude Oil % Bulls 39.39 -21.22%
  • CFTC Oil Net Speculative Position 458,969 +.40%
  • CFTC Oil Total Open Interest 1,720,856 -.05%
  • Total Put/Call .83 +7.79%
  • OEX Put/Call 3.50 +253.54%
  • ISE Sentiment 141.0 +63.95%
  • NYSE Arms 1.48 +40.95%
  • Volatility(VIX) 11.26 +3.78%
  • S&P 500 Implied Correlation 49.83 +2.98%
  • G7 Currency Volatility (VXY) 5.38 -1.10%
  • Emerging Markets Currency Volatility (EM-VXY) 5.86 -1.84%
  • Smart Money Flow Index 11,436.68 unch.
  • ICI Money Mkt Mutual Fund Assets $2.556 Trillion +.20%
  • ICI US Equity Weekly Net New Cash Flow -$2.193 Billion
  • AAII % Bulls 37.2 +5.8%
  • AAII % Bears 21.1 -12.6%

Rohstoffe:

  • CRB Index 310.82 -.67%
  • Crude Oil 105.74 -1.45%
  • Reformulated Gasoline 309.88 -.98%
  • Natural Gas 4.41 -3.18%
  • Heating Oil 299.76 -1.80%
  • Gold 1,320.0 +.39%
  • Bloomberg Base Metals Index 197.01 +1.71%
  • Copper 314.90 +1.04%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 94.90 USD/Ton +3.04%
  • Lumber 337.50 +2.58%
  • UBS-Bloomberg Agriculture 1,472.18 -1.0%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.4% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1242 -4.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.94 +.10%
  • Citi US Economic Surprise Index -23.70 -13.5 points
  • Citi Emerging Markets Economic Surprise Index -6.10 +2.2 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.04 -.36%
  • Euro/Yen Carry Return Index 144.54 -.26%
  • Yield Curve 207.0 -8.0 basis points
  • 10-Year US Treasury Yield 2.53% -8.0 basis points
  • Federal Reserve’s Balance Sheet $4.326 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 16.97 -2.83%
  • Illinois Municipal Debt Credit Default Swap 160.0 +3.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.67 -1.78%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 73.35 -1.60%
  • Emerging Markets Sovereign Debt CDS Index 188.44 -3.32%
  • Israel Sovereign Debt Credit Default Swap 77.23 +2.97%
  • Iraq Sovereign Debt Credit Default Swap 329.65 +.90%
  • Russia Sovereign Debt Credit Default Swap 173.99 -8.11%
  • China Blended Corporate Spread Index 312.94 +.54%
  • 10-Year TIPS Spread 2.26% -1.0 basis points
  • TED Spread 21.50 +1.25 basis points
  • 2-Year Swap Spread 12.75 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 57.68 +2.73%
  • European Financial Sector Credit Default Swap Index 65.52 +10.41%
  • Emerging Markets Credit Default Swap Index 235.79 +.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 -1.0 basis point
  • M1 Money Supply $2.831 Trillion -.11%
  • Commercial Paper Outstanding 1,054.80 +1.20%
  • 4-Week Moving Average of Jobless Claims 314,250 +2,500
  • Continuing Claims Unemployment Rate 2.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.14% -3 basis points
  • Weekly Mortgage Applications 348.10 -1.0%
  • Bloomberg Consumer Comfort 37.1 unch.
  • Weekly Retail Sales +3.40% unch.
  • Nationwide Gas $3.68/gallon +.03/gallon
  • Baltic Dry Index 824.0 -8.85%
  • China (Export) Containerized Freight Index 1,092.11 -.99%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +20.0%
  • Rail Freight Carloads 272,553 +.85%

Top Sektoren:

  • Oil Tankers +2.5%
  • Homebuliders +2.2%
  • Gaming +1.8%
  • Education +1.3%
  • Utilities +.9%

Flop Sektoren:

  • Construction -1.4%
  • Road & Rail -1.6%
  • Hospitals -2.3%
  • Coal -2.3%
  • Tobacco -3.2%

Die Woche in Zahlen: KW 25 / 2014

6.20 Uhr

  • S&P 500 1,962.87 +1.38%
  • DJIA 16,947.08 +1.02%
  • NASDAQ 4,368.04 +1.33%
  • Russell 2000 1,188.43 +2.21%
  • S&P 500 High Beta 33.08 +1.93%
  • Wilshire 5000 20,574.82 +1.49%
  • Russell 1000 Growth 907.93 +1.19%
  • Russell 1000 Value 997.39 +1.63%
  • S&P 500 Consumer Staples 465.82 +1.81%
  • Morgan Stanley Cyclical 1,595.20 +1.65%
  • Morgan Stanley Technology 954.80 +.72%
  • Transports 8,205.11 +2.02%
  • Utilities 566.46 +4.43%
  • Bloomberg European Bank/Financial Services 110.26 -1.87%
  • MSCI Emerging Markets 43.39 -.40%
  • HFRX Equity Hedge 1,174.96 +.13%
  • HFRX Equity Market Neutral 962.94 -.31%

Sentiment/Internals

  • NYSE Cumulative A/D Line 227,906 +1.39%
  • Bloomberg New Highs-Lows Index 728 +502
  • Bloomberg Crude Oil % Bulls 50.0 -23.52%
  • CFTC Oil Net Speculative Position 457,156 +9.36%
  • CFTC Oil Total Open Interest 1,721,703 +2.71%
  • Total Put/Call .77 +1.32%
  • OEX Put/Call .99 -59.43%
  • ISE Sentiment 86.0 +13.16%
  • NYSE Arms 1.05 +87.50%
  • Volatility(VIX) 10.85 -10.92%
  • S&P 500 Implied Correlation 48.39 -8.59%
  • G7 Currency Volatility (VXY) 5.46 -3.87%
  • Emerging Markets Currency Volatility (EM-VXY) 5.97 -9.41%
  • Smart Money Flow Index 11,437.22 +1.79%
  • ICI Money Mkt Mutual Fund Assets $2.551 Trillion -1.21%
  • ICI US Equity Weekly Net New Cash Flow -$1.469 Billion
  • AAII % Bulls 35.2 -21.3%
  • AAII % Bears 24.1 +13.55%

Futures Spot Prices

  • CRB Index 312.93 +.95%
  • Crude Oil 106.83 +.06%
  • Reformulated Gasoline 312.77 +2.25%
  • Natural Gas 4.53 -4.69%
  • Heating Oil 305.12 +2.26%
  • Gold 1,316.60 +3.13%
  • Bloomberg Base Metals Index 193.69 2.10%
  • Copper 312.15 +3.14%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton -1.83%
  • China Iron Ore Spot 92.10 USD/Ton +1.32%
  • Lumber 328.70 +6.65%
  • UBS-Bloomberg Agriculture 1,484.95 +1.51%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1439 -3.16%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.82 +.25%
  • Citi US Economic Surprise Index -10.20 +9.3 points
  • Citi Emerging Markets Economic Surprise Index -8.30 -2.2 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.37 -.30%
  • Euro/Yen Carry Return Index 144.86 +.39%
  • Yield Curve 215.0 unch.
  • 10-Year US Treasury Yield 2.61% +1 basis point
  • Federal Reserve’s Balance Sheet $4.325 Trillion +.63%
  • U.S. Sovereign Debt Credit Default Swap 17.46 +3.04%
  • Illinois Municipal Debt Credit Default Swap 155.0 -.60%
  • Western Europe Sovereign Debt Credit Default Swap Index 29.19 +3.95%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 74.55 -3.46%
  • Emerging Markets Sovereign Debt CDS Index 194.92 +1.22%
  • Israel Sovereign Debt Credit Default Swap 75.0 +8.7%
  • Iraq Sovereign Debt Credit Default Swap 326.70 +20.3%
  • Russia Sovereign Debt Credit Default Swap 189.34 +3.27%
  • China Blended Corporate Spread Index 311.26 -.99%
  • 10-Year TIPS Spread 2.27% +9.0 basis points
  • TED Spread 202.0 +1.75 basis points
  • 2-Year Swap Spread 14.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 +4.5 basis points
  • N. America Investment Grade Credit Default Swap Index 56.15 -5.49%
  • European Financial Sector Credit Default Swap Index 59.34 -1.48%
  • Emerging Markets Credit Default Swap Index 235.72 -4.33%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 -1.0 basis point
  • M1 Money Supply $2.834 Trillion +.12%
  • Commercial Paper Outstanding 1,042.40 -.40%
  • 4-Week Moving Average of Jobless Claims 311,750 -3,500
  • Continuing Claims Unemployment Rate 1.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.17% -3 basis points
  • Weekly Mortgage Applications 351.60 -9.17%
  • Bloomberg Consumer Comfort 37.1 +1.6 points
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $3.65/gallon -.01/gallon
  • Baltic Dry Index 904.0 -.22%
  • China (Export) Containerized Freight Index 1,093.45 -.86%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 270,243 +.16%

Best Performing Style

  • Small-Cap Growth +2.6%

Worst Performing Style

  • Large-Cap Growth +1.2%

Leading Sectors

  • Gold & Silver +6.7%
  • Alt Energy +6.1%
  • 3D Printing +5.7%
  • Disk Drives +5.1%
  • Utilities +4.4%

Lagging Sectors

  • Internet +.5%
  • Telecom +.2%
  • Construction unch.
  • Defense -.3%
  • Networking -1.6%

Die Woche in Zahlen: KW 23 / 2014

16.52 Uhr

Indices

  • S&P 500 1,936.16 -.68%
  • DJIA 16,775.74 -.88%
  • NASDAQ 4,310.65 -.25%
  • Russell 2000 1,162.68 -.22%
  • S&P 500 High Beta 32.58 -.73%
  • Wilshire 5000 20,273.40 -.63%
  • Russell 1000 Growth 897.26 -.97%
  • Russell 1000 Value 981.36 -.38%
  • S&P 500 Consumer Staples 457.53 -1.23%
  • Morgan Stanley Cyclical 1,569.25 -1.25%
  • Morgan Stanley Technology 947.95 +.03%
  • Transports 8,042.85 -2.04%
  • Utilities 542.42 -1.38%
  • Bloomberg European Bank/Financial Services 112.36 -1.04%
  • MSCI Emerging Markets 43.57 +.64%
  • HFRX Equity Hedge 1,173.44 +.59%
  • HFRX Equity Market Neutral 965.95 +.72%

Sentiment/Internals

  • NYSE Cumulative A/D Line 224,777 -.31%
  • Bloomberg New Highs-Lows Index 226 -470
  • Bloomberg Crude Oil % Bulls 65.40 +217.50%
  • CFTC Oil Net Speculative Position 418,011 +.34%
  • CFTC Oil Total Open Interest 1,676,336 +.74%
  • Total Put/Call .76 -17.39%
  • OEX Put/Call 2.44 +134.62%
  • ISE Sentiment 76.0 -42.42%
  • NYSE Arms .56 -50.0%
  • Volatility(VIX) 12.18 +13.51%
  • S&P 500 Implied Correlation 52.94 +9.72%
  • G7 Currency Volatility (VXY) 5.67 +1.07%
  • Emerging Markets Currency Volatility (EM-VXY) 6.59 +.30%
  • Smart Money Flow Index 11,236.59 +.01%
  • ICI Money Mkt Mutual Fund Assets $2.582 Trillion +.10%
  • ICI US Equity Weekly Net New Cash Flow -$1.132 Billion
  • AAII % Bulls 44.7 +13.1%
  • AAII % Bears 21.2 -4.4%

Futures Spot Prices

  • CRB Index 309.98 +1.55%
  • Crude Oil 106.91 +4.0%
  • Reformulated Gasoline 305.77 +3.74%
  • Natural Gas 4.74 +.49%
  • Heating Oil 298.76 +3.87%
  • Gold 1,274.10 +1.73%
  • Bloomberg Base Metals Index 189.76 -.53%
  • Copper 302.95 -.95%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton unch.
  • China Iron Ore Spot 90.90 USD/Ton -3.81%
  • Lumber 307.80 +1.22%
  • UBS-Bloomberg Agriculture 1,463.23 -.83%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0436 +1.13%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.51 +.27%
  • Citi US Economic Surprise Index -19.50 -6.6 points
  • Citi Emerging Markets Economic Surprise Index -6.10 +10.4 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.57 +.18%
  • Euro/Yen Carry Return Index 144.22 -1.18%
  • Yield Curve 215.0 -4 basis points
  • 10-Year US Treasury Yield 2.60% +1 basis point
  • Federal Reserve’s Balance Sheet $4.298 Trillion +.24%
  • U.S. Sovereign Debt Credit Default Swap 16.95 +4.77%
  • Illinois Municipal Debt Credit Default Swap 156.0 +5.40%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.08 -8.04%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 77.22 +2.93%
  • Emerging Markets Sovereign Debt CDS Index 192.58 +1.64%
  • Israel Sovereign Debt Credit Default Swap 69.0 -11.55%
  • Iraq Sovereign Debt Credit Default Swap 271.62 +1.36%
  • Russia Sovereign Debt Credit Default Swap 183.35 +8.47%
  • China Blended Corporate Spread Index 314.39 -.27%
  • 10-Year TIPS Spread 2.18% -1.0 basis point
  • TED Spread 20.25 +.5 basis point
  • 2-Year Swap Spread 14.5 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.25 -5.25 basis points
  • N. America Investment Grade Credit Default Swap Index 59.41 +3.40%
  • European Financial Sector Credit Default Swap Index 60.23 +.55%
  • Emerging Markets Credit Default Swap Index 246.40 +4.86%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 -1.0 basis point
  • M1 Money Supply $2.831 Trillion +2.13%
  • Commercial Paper Outstanding 1,046.40 +.70%
  • 4-Week Moving Average of Jobless Claims 315,250 +5,000
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.20% +6 basis points
  • Weekly Mortgage Applications 387.10 +10.35%
  • Bloomberg Consumer Comfort 35.5 +.4 point
  • Weekly Retail Sales +3.30% -40 basis points
  • Nationwide Gas $3.65/gallon -.01/gallon
  • Baltic Dry Index 939.0 -5.06%
  • China (Export) Containerized Freight Index 1,102.98 -.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
  • Rail Freight Carloads 269,823 +11.45%

Leading Sectors

  • Gold & Silver +6.5%
  • Energy +2.2%
  • Disk Drives +2.0%
  • Tobacco +1.6%
  • Semis +1.6%

Lagging Sectors

  • Hospitals -2.0%
  • REITs -2.3%
  • Construction -2.3%
  • Homebuilders -2.9%
  • Airlines -4.9%

US-Börsenbriefe extrem bullish – was heißt das für den S&P 500?

7.52 Uhr

Die Märkte notieren in der Nähe der Allzeithochs, da lohnt ein Blick auf die Stimmungsindikatoren, die antizyklisch zu werten sind. Investors Intelligence liefert uns wöchentlich einen Einblick in die Börsenbrieflandschaft und was wir hier aktuell sehen, ist an Bullishness kaum zu toppen:

Bullish gestimmte Börsenbriefe aktuell: 62,2%
Bearish gestimmte Börsenbriefe aktuell: 17,4%

Wenn wir einen Blick auf den nachfolgenden Chart werfen, sehen wir, dass solche Konstellationen in der Vergangenheit häufig wichtige Tops oder gar Trendwenden beim S&P 500 signalisierten. Einwenden kann man allerdings, dass auch Ende 2013 eine ähnlich hohe Euphorie zu beobachten war, ohne dass es zu einem größeren Downmove gekommen ist.

Wie dem auch sei – eine Warnung, die man im Hinterkopf behalten sollte, ist das allemal!

Investors Intelligence Sentiment vs. S&P 500 (weekly):

ii_120614Dieser Beitrag spiegelt lediglich die Meinung des Autors wider. Er stellt in keiner Weise eine Anlageberatung oder Handelsaufforderung dar. Eine Haftung für Aktivitäten, die aus diesem Beitrag abgeleitet werden, wird in keinem Fall übernommen!

Die Woche in Zahlen: KW 22/2014

14.15 Uhr

Der Mai ist zu Ende und die Aktienindizes rocken die Bühne, während Gold nach unten kracht. Anbei die wichtigsten Charts und wie gewohnt alle Daten der letzten Woche.

Schönes WE

S&P 500 (daily): Kursziel 1.950

spx_310514FDAX (daily):

fdax310514Gold (weekly):

gold310514

Aktienindizes:

  • S&P 500 1,923.57 +1.64%
  • DJIA 16,717.13 +1.05%
  • NASDAQ 4,242.61 +2.13%
  • Russell 2000 1,134.50 +1.85%
  • S&P 500 High Beta 31.87 +2.12%
  • Wilshire 5000 29,092.60 +1.64%
  • Russell 1000 Growth 894.77 +1.84%
  • Russell 1000 Value 969.48 +1.35%
  • S&P 500 Consumer Staples 461.78 +1.86%
  • Morgan Stanley Cyclical 1,552.05 +2.30%
  • Morgan Stanley Technology 937.57 +2.26%
  • Transports 8,104.57 +2.29%
  • Utilities 544.96 +1.82%
  • Bloomberg European Bank/Financial Services 111.09 +1.81%
  • MSCI Emerging Markets 42.58 -1.08%
  • HFRX Equity Hedge 1,161.83 +.84%
  • HFRX Equity Market Neutral 960.64 -.48%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 222,986 +1.52%
  • Bloomberg New Highs-Lows Index 418 +274
  • Bloomberg Crude Oil % Bulls 33.33 -4.17%
  • CFTC Oil Net Speculative Position 423,136 +3.15%
  • CFTC Oil Total Open Interest 1,635,600 +1.75%
  • Total Put/Call .90 +20.0%
  • OEX Put/Call 1.86 +20.78%
  • ISE Sentiment 100.0 -30.07%
  • NYSE Arms .90 -11.77%
  • Volatility(VIX) 11.40 -5.24%
  • S&P 500 Implied Correlation 55.24 -3.26%
  • G7 Currency Volatility (VXY) 5.93 -4.66%
  • Emerging Markets Currency Volatility (EM-VXY) 6.89 -.14%
  • Smart Money Flow Index 11,069.16 +.57%
  • ICI Money Mkt Mutual Fund Assets $2.587 Trillion +.13%
  • ICI US Equity Weekly Net New Cash Flow -$1.802 Billion
  • AAII % Bulls 36.46 +19.82%
  • AAII % Bears 23.30 -12.12%

Rohstoffe:

  • CRB Index 305.48 -.70%
  • Crude Oil 102.71 -1.01%
  • Reformulated Gasoline 297.19 -.62%
  • Natural Gas 4.54 +3.75%
  • Heating Oil 288.82 -2.27%
  • Gold 1,246.0 -3.72%
  • Bloomberg Base Metals Index 196.63 +.25%
  • Copper 312.35 -.46%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton unch.
  • China Iron Ore Spot 91.80 USD/Ton -5.85%
  • Lumber 312.30 -1.01%
  • UBS-Bloomberg Agriculture 1,489.81 -2.21%

Konjunktur / Zinsen / Credit Swaps:

  • ECRI Weekly Leading Economic Index Growth Rate 5.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0307 +37.35%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.96 +.22%
  • Citi US Economic Surprise Index -4.8 -6.2 points
  • Citi Emerging Markets Economic Surprise Index -20.40 -1.3 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.37 +.02%
  • Euro/Yen Carry Return Index 144.81 -.17%
  • Yield Curve 210.0 -9 basis points
  • 10-Year US Treasury Yield 2.48% -5 basis points
  • Federal Reserve’s Balance Sheet $4.280 Trillion -.12%
  • U.S. Sovereign Debt Credit Default Swap 16.76 +3.68%
  • Illinois Municipal Debt Credit Default Swap 150.0 +7.56%
  • Western Europe Sovereign Debt Credit Default Swap Index 34.85 -6.71%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 78.80 -4.88%
  • Emerging Markets Sovereign Debt CDS Index 208.52 -3.57%
  • Israel Sovereign Debt Credit Default Swap 80.0 -2.55%
  • Russia Sovereign Debt Credit Default Swap 193.34 -2.55%
  • China Blended Corporate Spread Index 328.99 -5.95%
  • 10-Year TIPS Spread 2.21% -1.0 basis point
  • TED Spread 19.75 unch.
  • 2-Year Swap Spread 14.0 +2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 62.21 -1.57%
  • European Financial Sector Credit Default Swap Index 72.79 -5.91%
  • Emerging Markets Credit Default Swap Index 247.0 -5.61%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 86.0 +1.0 basis point
  • M1 Money Supply $2.774 Trillion -.40%
  • Commercial Paper Outstanding 1,028.0 -.90%
  • 4-Week Moving Average of Jobless Claims 311,500 -11,000
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.12% -2 basis points
  • Weekly Mortgage Applications 362.20 -1.17%
  • Bloomberg Consumer Comfort 33.1 -.8 point
  • Weekly Retail Sales +3.80% -30 basis points
  • Nationwide Gas $3.66/gallon unch.
  • Baltic Dry Index 940.0 -2.69%
  • China (Export) Containerized Freight Index 1,103.56 +.58%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 269,444 +.89%

Top Sektoren:

  • Computer Hardware +3.5%
  • Alt Energy +3.5%
  • Airlines +3.1%
  • Gaming +2.6%
  • Semis +2.6%

Flop Sektoren:

  • Oil Tankers -.3%
  • Education -.8%
  • Coal -2.3%
  • Steel -2.4%
  • Gold & Silver -4.2%

Die Woche in Zahlen: KW 21 / 2014

6.25 Uhr

Der S&P 500 schloss am vergangenen Freitag auf einem neuen Allzeithoch. Auffällig ist und bleibt das niedrige Handelsvolumen (selbst für diese Jahreszeit) und der neue Tiefstand beim VIX, der nur noch bei rund 11 notiert. Es herrscht also extreme Gelassenheit..

Hier die Daten der letzten Woche:

Aktienindizes:

  • S&P 500 1,900.53 +1.21%
  • DJIA 16,606.25 +.70%
  • NASDAQ 4,185.80 +2.33%
  • Russell 2000 1,126.19 +2.11%
  • S&P 500 High Beta 31.50 +2.54%
  • Wilshire 5000 19,867.40 +1.31%
  • Russell 1000 Growth 883.56 +1.53%
  • Russell 1000 Value 959.60 +.92%
  • S&P 500 Consumer Staples 453.97 -.05%
  • Morgan Stanley Cyclical 1,535.53 +1.21%
  • Morgan Stanley Technology 926.06 +2.40%
  • Transports 7,986.59 +1.79%
  • Utilities 534.02 -.70%
  • Bloomberg European Bank/Financial Services 109.11 +.84%
  • MSCI Emerging Markets 43.13 +.99%
  • HFRX Equity Hedge 1,147.49 -.60%
  • HFRX Equity Market Neutral 963.54 +.02%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 220,811 +1.21%
  • Bloomberg New Highs-Lows Index 144 +289
  • Bloomberg Crude Oil % Bulls 34.78 +.87%
  • CFTC Oil Net Speculative Position 410,208 +5.79%
  • CFTC Oil Total Open Interest 1,607,523 -1.22%
  • Total Put/Call .75 -18.48%
  • OEX Put/Call 1.54 +156.67%
  • ISE Sentiment 143.0 +45.92%
  • NYSE Arms .94 -22.95%
  • Volatility(VIX) 11.36 -8.68%
  • S&P 500 Implied Correlation 56.57 +1.71%
  • G7 Currency Volatility (VXY) 6.22 -1.11%
  • Emerging Markets Currency Volatility (EM-VXY) 6.90 -4.17%
  • Smart Money Flow Index 11,006.93 +.32%
  • ICI Money Mkt Mutual Fund Assets $2.584 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow -$2.322 Billion
  • AAII % Bulls 30.4 -8.1%
  • AAII % Bears 26.4 +16.8%

Rohstoffe:

  • CRB Index 308.26 +.76%
  • Crude Oil 104.35 +2.12%
  • Reformulated Gasoline 302.35 +1.72%
  • Natural Gas 4.41 unch.
  • Heating Oil 295.49 +.12%
  • Gold 1,291.70 -.09%
  • Bloomberg Base Metals Index 196.13 +1.25%
  • Copper 316.75 +.67%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton -2.19%
  • China Iron Ore Spot 97.50 USD/Ton -3.18%
  • Lumber 317.30 -2.70%
  • UBS-Bloomberg Agriculture 1,523.48 -.26%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 5.0% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1999 -1.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.69 +.16%
  • Citi US Economic Surprise Index 1.40 +3.7 points
  • Citi Emerging Markets Economic Surprise Index -19.10 +6.1 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.39 +.42%
  • Euro/Yen Carry Return Index 145.05 -.02%
  • Yield Curve 219.0 +3 basis points
  • 10-Year US Treasury Yield 2.53% +1 basis point
  • Federal Reserve’s Balance Sheet $4.285 Trillion -.21%
  • U.S. Sovereign Debt Credit Default Swap 16.17 -6.40%
  • Illinois Municipal Debt Credit Default Swap 139.0 -10.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 37.35 +4.81%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 82.84 -2.13%
  • Emerging Markets Sovereign Debt CDS Index 216.25 -6.62%
  • Israel Sovereign Debt Credit Default Swap 82.09 -1.69%
  • Russia Sovereign Debt Credit Default Swap 198.40 -14.52%
  • China Blended Corporate Spread Index 349.79 -2.76%
  • 10-Year TIPS Spread 2.22% +4.0 basis points
  • TED Spread 19.75 -1.5 basis points
  • 2-Year Swap Spread 16.25 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 63.20 -2.63%
  • European Financial Sector Credit Default Swap Index 77.36 -.86%
  • Emerging Markets Credit Default Swap Index 261.70 -2.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 -4.0 basis points
  • M1 Money Supply $2.785 Trillion -.83%
  • Commercial Paper Outstanding 1,036.90 -.10%
  • 4-Week Moving Average of Jobless Claims 322,500 -750
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.14% -6 basis points
  • Weekly Mortgage Applications 366.50 +.85%
  • Bloomberg Consumer Comfort 34.1 -.8 point
  • Weekly Retail Sales +4.10% -10 basis points
  • Nationwide Gas $3.66/gallon +.01/gallon
  • Baltic Dry Index 966.0 -5.94%%
  • China (Export) Containerized Freight Index 1,097.18 +.06%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 267,061 -.08%

Top Sektoren:

  • Alt Energy +5.1%
  • Internet +3.9%
  • Airlines +3.8%
  • Homebuilders +3.6%
  • Gaming +2.9%

Flop Sektoren:

  • Retail -1.8%
  • Oil Tankers -1.9%
  • Coal -2.1%
  • Steel -3.0%
  • Education -3.5%

 

 

Die Woche in Zahlen: KW 20/2014

18.20 Uhr

  • S&P 500 1,877.86 -.03%
  • DJIA 16,491.30 -.56%
  • NASDAQ 4,090.58 +.46%
  • Russell 2000 1,102.91 -.39%
  • S&P 500 High Beta 30.72 -.49%
  • Wilshire 5000 19,610.30 -.05%
  • Russell 1000 Growth 870.26 +.23%
  • Russell 1000 Value 950.83 -.29%
  • S&P 500 Consumer Staples 454.22 -.57%
  • Morgan Stanley Cyclical 1,517.10 -.02%
  • Morgan Stanley Technology 904.34 +1.14%
  • Transports 7,719.30 +.27%
  • Utilities 537.78 -.33%
  • Bloomberg European Bank/Financial Services 108.20 -.70%
  • MSCI Emerging Markets 42.71 +2.45%
  • HFRX Equity Hedge 1,154.38 -.24%
  • HFRX Equity Market Neutral 963.37 -.64%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 218,170 +.23%
  • Bloomberg New Highs-Lows Index -145 -250
  • Bloomberg Crude Oil % Bulls 34.48 -24.96%
  • CFTC Oil Net Speculative Position 387,739 +1.21%
  • CFTC Oil Total Open Interest 1,627,403 -.67%
  • Total Put/Call .92 -2.13%
  • OEX Put/Call .60 -65.32%
  • ISE Sentiment 98.0 +2.08%
  • NYSE Arms 1.22 -14.08%
  • Volatility(VIX) 12.44 -3.71%
  • S&P 500 Implied Correlation 55.62 -1.61%
  • G7 Currency Volatility (VXY) 6.27 +2.96%
  • Emerging Markets Currency Volatility (EM-VXY) 7.20 -1.64%
  • Smart Money Flow Index 10,971.31 -.47%
  • ICI Money Mkt Mutual Fund Assets $2.588 Trillion -.12%
  • ICI US Equity Weekly Net New Cash Flow -$1.963 Billion
  • AAII % Bulls 33.1 +16.9%
  • AAII % Bears 22.6 -21.1%

Rohstoffe:

  • CRB Index 305.92 +.45%
  • Crude Oil 101.02 +1.99%
  • Reformulated Gasoline 297.35 +2.60%
  • Natural Gas 4.41 -2.65%
  • Heating Oil 295.36 +1.53%
  • Gold 1,293.40 +.27%
  • Bloomberg Base Metals Index 193.70 +1.14%
  • Copper 314.70 +1.94%
  • US No. 1 Heavy Melt Scrap Steel 371.80 USD/Ton -.85%
  • China Iron Ore Spot 100.70 USD/Ton -1.95%
  • Lumber 324.20 -5.48%
  • UBS-Bloomberg Agriculture 1,527.43 -1.13%

Konjunktur/Zinsen/Credit Default Swaps:

  • ECRI Weekly Leading Economic Index Growth Rate 4.9% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0748 +20.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.49 +.28%
  • Citi US Economic Surprise Index -2.30 +6.8 points
  • Citi Emerging Markets Economic Surprise Index -25.20 +.2 point
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.04 +.22%
  • Euro/Yen Carry Return Index 145.0 -.86%
  • Yield Curve 216.0 -8 basis points
  • 10-Year US Treasury Yield 2.52% -10 basis points
  • Federal Reserve’s Balance Sheet $4.294 Trillion +.79%
  • U.S. Sovereign Debt Credit Default Swap 17.27 +3.13%
  • Illinois Municipal Debt Credit Default Swap 156.0 +9.10%
  • Western Europe Sovereign Debt Credit Default Swap Index 35.64 +9.95%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 84.65 +.12%
  • Emerging Markets Sovereign Debt CDS Index 231.57 +.34%
  • Israel Sovereign Debt Credit Default Swap 83.50 -5.65%
  • Russia Sovereign Debt Credit Default Swap 232.10 -12.69%
  • China Blended Corporate Spread Index 359.70 -.02%
  • 10-Year TIPS Spread 2.18% unch.
  • TED Spread 21.25 +1.0 basis point
  • 2-Year Swap Spread 14.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 64.91 +1.03%
  • European Financial Sector Credit Default Swap Index 78.03 +4.53%
  • Emerging Markets Credit Default Swap Index 269.32 unch.
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 89.0 +5.0 basis points
  • M1 Money Supply $2.808 Trillion +1.14%
  • Commercial Paper Outstanding 1,038.20 -.40%
  • 4-Week Moving Average of Jobless Claims 323,250 -1,500
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.20% -1 basis point
  • Weekly Mortgage Applications 363,400 +3.56%
  • Bloomberg Consumer Comfort 34.9 -2.2 points
  • Weekly Retail Sales +4.20% +60 basis points
  • Nationwide Gas $3.65/gallon -.01/gallon
  • Baltic Dry Index 1021.0 +2.41%
  • China (Export) Containerized Freight Index 1,086.19 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 267,283 -.03%

Top Sektoren:

  • Road & Rail +2.5%
  • Computer Hardware +2.2%
  • Steel +2.2%
  • Internet +1.6%
  • Telecom +1.4%

Flop Sektoren:

  • Construction -1.7%
  • Alt Energy -2.0%
  • I-Banking -2.2%
  • Oil Service -2.9%
  • 3D Printing -4.1%

 

Die Woche in Zahlen: KW 19 / 2014

17.24 Uhr

Aktienindizes:

  • S&P 500 1,878.48 -.14%
  • DJIA 16,583.34 +.43%
  • NASDAQ 4,071.87 -1.26%
  • Russell 2000 1,107.22 -1.91%
  • S&P 500 High Beta 30.87 -1.09%
  • Wilshire 5000 19,621.0 -.39%
  • Russell 1000 Growth 868.29 -.19%
  • Russell 1000 Value 953.58 -.28%
  • S&P 500 Consumer Staples 456.84 +.82%
  • Morgan Stanley Cyclical 1,517.42 -.39%
  • Morgan Stanley Technology 894.19 -1.03%
  • Transports 7,719.30 +.27%
  • Utilities 539.55 -.78%
  • Bloomberg European Bank/Financial Services 108.96 -.95%
  • MSCI Emerging Markets 41.68 +.58%
  • HFRX Equity Hedge 1,157.18 -.51%
  • HFRX Equity Market Neutral 969.61 -.76%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 217,322 -.15%
  • Bloomberg New Highs-Lows Index 105 -69
  • Bloomberg Crude Oil % Bulls 45.95 +19.47%
  • CFTC Oil Net Speculative Position 383,093 -4.78%
  • CFTC Oil Total Open Interest 1,638,412 -.79%
  • Total Put/Call .94 -2.08%
  • OEX Put/Call 1.73 +143.66%
  • ISE Sentiment 96.0 -15.04%
  • NYSE Arms 1.42 +65.12%
  • Volatility(VIX) 12.92 +.08%
  • S&P 500 Implied Correlation 56.53 -1.05%
  • G7 Currency Volatility (VXY) 6.11 -.49%
  • Emerging Markets Currency Volatility (EM-VXY) 7.33 -5.54%
  • Smart Money Flow Index 11,022.69 +.23%
  • ICI Money Mkt Mutual Fund Assets $2.591 Trillion +.64%
  • ICI US Equity Weekly Net New Cash Flow -$3.963 Billion
  • AAII % Bulls 28.3 -4.8%
  • AAII % Bears 28.7 -2.7%

Rohstoffe:

  • CRB Index 304.57 -.84%
  • Crude Oil 99.99 unch.
  • Reformulated Gasoline 289.60 -1.78%
  • Natural Gas 4.53 -3.29%
  • Heating Oil 290.68 -.66%
  • Gold 1,287.60 -.98%
  • Bloomberg Base Metals Index 191.52 +1.53%
  • Copper 308.30 +.59%
  • US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton unch.
  • China Iron Ore Spot 102.70 USD/Ton -3.11%
  • Lumber 343.0 +.70%
  • UBS-Bloomberg Agriculture 1,544.84 -.08%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2925 -.92%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.14 +.28%
  • Citi US Economic Surprise Index -9.10 +9.8 point
  • Citi Emerging Markets Economic Surprise Index -25.40 +1.2 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 79.87 +.45%
  • Euro/Yen Carry Return Index 146.21 -1.16%
  • Yield Curve 224.0 +8 basis points
  • 10-Year US Treasury Yield 2.62% +4 basis points
  • Federal Reserve’s Balance Sheet $4.260 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 16.75 -3.36%
  • Illinois Municipal Debt Credit Default Swap 143.0 +3.37%
  • Western Europe Sovereign Debt Credit Default Swap Index 32.41 -4.97%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 84.55 -3.35%
  • Emerging Markets Sovereign Debt CDS Index 230.78 -8.13%
  • Israel Sovereign Debt Credit Default Swap 88.50 +2.38%
  • Russia Sovereign Debt Credit Default Swap 265.83 -2.66%
  • China Blended Corporate Spread Index 359.77 +1.82%
  • 10-Year TIPS Spread 2.18% -1.0 basis point
  • TED Spread 20.25 -.5 basis point
  • 2-Year Swap Spread 13.75 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 64.25 +.36%
  • European Financial Sector Credit Default Swap Index 74.65 -4.50%
  • Emerging Markets Credit Default Swap Index 269.32 -4.17%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • M1 Money Supply $2.777 Trillion -.38%
  • Commercial Paper Outstanding 1,042.30 +1.0%
  • 4-Week Moving Average of Jobless Claims 324,750 +4,750
  • Continuing Claims Unemployment Rate 2.0% -10 basis points
  • Average 30-Year Mortgage Rate 4.21% -8 basis points
  • Weekly Mortgage Applications 350.90 +5.31%
  • Bloomberg Consumer Comfort 37.1 -.8 point
  • Weekly Retail Sales +3.60% +20 basis points
  • Nationwide Gas $3.66/gallon -.02/gallon
  • Baltic Dry Index 1008.0 +1.51%
  • China (Export) Containerized Freight Index 1,086.19 +1.87%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 264,228 +1.19%

Top Sektoren:

  • HMOs +5.3%
  • Telecom +1.8%
  • Medical Equipment +1.4%
  • REITs +1.1%
  • Foods +1.0%

Flop Sektoren:

  • Computer Hardware -3.5%
  • Social Media -3.7%
  • Disk Drives -6.1%
  • Alt Energy -7.0%
  • Gaming -7.7%

Die Woche in Zahlen: KW 18 / 2014

10.05 Uhr

Die US-Aktienmärkte notierten unweit ihrer Rekordhochs, trauen sich aber noch nicht so recht, diese hinter sich zu lassen. Was weiterhin nicht ins Bild passt, ist die seit Anfang März zu beobachtende Schwäche des zyklischen Konsumsektors gegenüber dem defensiven Pendant – ein einfacher Indikator, der bei steigenden Gesamtmärkten eigentlich mit nach oben ziehen und damit den gesunden Marktzustand bestätigen sollte. Tut er aber nicht…

Zyklischer vs. Defensiver Konsum vs. S&P 500:

zykliker_030514

Aktienindizes:

  • § S&P 500 1,881.14 +.95%
  • § DJIA 16,512.80 +.93%
  • § NASDAQ 4,123.89 +1.19%
  • § Russell 2000 1,128.80 +.51%
  • § S&P 500 High Beta 31.21 +1.36%
  • § Wilshire 5000 19,698.40 +.97%
  • § Russell 1000 Growth 869.92 +1.26%
  • § Russell 1000 Value 956.27 +.78%
  • § S&P 500 Consumer Staples 453.11 +.86%
  • § Morgan Stanley Cyclical 1,523.36 +.56%
  • § Morgan Stanley Technology 903.51 +1.19%
  • § Transports 7,698.84 +1.49%
  • § Utilities 543.81 -1.42%
  • § Bloomberg European Bank/Financial Services 110.01 +1.51%
  • § MSCI Emerging Markets 41.44 +1.06%
  • § HFRX Equity Hedge 1,163.14 -.47%
  • § HFRX Equity Market Neutral 977.05 -.03%

Sentiment/Marktstruktur:

  • § NYSE Cumulative A/D Line 217,645 +.52%
  • § Bloomberg New Highs-Lows Index 174 -3
  • § Bloomberg Crude Oil % Bulls 38.46 +84.64%
  • § CFTC Oil Net Speculative Position 402,237 -1.90%
  • § CFTC Oil Total Open Interest 1,651,521 +1.96%
  • § Total Put/Call .96 -15.04%
  • § OEX Put/Call .71 -78.55%
  • § ISE Sentiment 113.0 +39.51%
  • § NYSE Arms .86 -43.79%
  • § Volatility(VIX) 12.91 -8.18%
  • § S&P 500 Implied Correlation 57.13 -2.16%
  • § G7 Currency Volatility (VXY) 6.14 -.81%
  • § Emerging Markets Currency Volatility (EM-VXY) 7.76 -7.51%
  • § Smart Money Flow Index 10,997.61 +.21%
  • § ICI Money Mkt Mutual Fund Assets $2.574 Trillion -.39%
  • § ICI US Equity Weekly Net New Cash Flow +$1.392 Billion
  • § AAII % Bulls 29.8 -13.7%
  • § AAII % Bears 29.5 +13.2%

Rohstoffe:

  • § CRB Index 307.14 -1.14%
  • § Crude Oil 99.76 -.92%
  • § Reformulated Gasoline 294.45 -2.59%
  • § Natural Gas 4.67 +.78%
  • § Heating Oil 292.23 -2.26%
  • § Gold 1,302.90 -.05%
  • § Bloomberg Base Metals Index 188.63 -2.48%
  • § Copper 307.0 -1.65%
  • § US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton unch.
  • § China Iron Ore Spot 106.0 USD/Ton -4.51%
  • § Lumber 341.50 +1.76%
  • § UBS-Bloomberg Agriculture 1,547.72 -1.31%

Konjunktur/Zinsen/Credit Spreads:

  • § ECRI Weekly Leading Economic Index Growth Rate 4.2% +10 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index .0885 -12.89%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.80 +.36%
  • § Citi US Economic Surprise Index -18.90 +6.4 point
  • § Citi Emerging Markets Economic Surprise Index -26.60 -1.0 point
  • § Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • § US Dollar Index 79.52 -.31%
  • § Euro/Yen Carry Return Index 147.95 +.34%
  • § Yield Curve 216.0 -7 basis points
  • § 10-Year US Treasury Yield 2.58% -8 basis points
  • § Federal Reserve’s Balance Sheet $4.253 Trillion -.01%
  • § U.S. Sovereign Debt Credit Default Swap 17.33 +.70%
  • § Illinois Municipal Debt Credit Default Swap 138.0 -.28%
  • § Western Europe Sovereign Debt Credit Default Swap Index 34.11 -3.44%
  • § Asia Pacific Sovereign Debt Credit Default Swap Index 87.48 -2.46%
  • § Emerging Markets Sovereign Debt CDS Index 251.20 -2.26%
  • § Israel Sovereign Debt Credit Default Swap 86.44 -.64%
  • § Russia Sovereign Debt Credit Default Swap 273.10 -3.75%
  • § China Blended Corporate Spread Index 353.35 +.99%
  • § 10-Year TIPS Spread 2.19% -1.0 basis point
  • § TED Spread 20.75 -1.0 basis points
  • § 2-Year Swap Spread 12.5 +1.75 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -3.50 -2.5 basis point
  • § N. America Investment Grade Credit Default Swap Index 64.02 -4.36%
  • § European Financial Sector Credit Default Swap Index 78.16 -6.60%
  • § Emerging Markets Credit Default Swap Index 281.02 -4.03%
  • § CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • § M1 Money Supply $2.787 Trillion +.18%
  • § Commercial Paper Outstanding 1,031.60 -1.10%
  • § 4-Week Moving Average of Jobless Claims 320,000 +3,250
  • § Continuing Claims Unemployment Rate 2.1% +10 basis points
  • § Average 30-Year Mortgage Rate 4.29% -4 basis points
  • § Weekly Mortgage Applications 333.20 -5.88%
  • § Bloomberg Consumer Comfort 37.9 +.6 point
  • § Weekly Retail Sales +3.40% +20 basis points
  • § Nationwide Gas $3.68/gallon -.01/gallon
  • § Baltic Dry Index 1017.0 +5.17%
  • § China (Export) Containerized Freight Index 1,066.25 -.44%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • § Rail Freight Carloads 264,228 +1.97%

Top Sektoren:

  • § Gaming +6.6%
  • § Telecom +4.0%
  • § Coal +3.8%
  • § Homebuilders +3.2%
  • § Airlines +2.5%

Flop Sektoren:

  • § Computer Hardware -.8%
  • § Hospitals -1.0%
  • § Utilities -1.4%
  • § Disk Drives -2.6%
  • § Alt Energy -2.8%

Die Woche in Zahlen: KW 17 / 2014

10.26 Uhr

Eine durchaus volatile Woche mal wieder am Aktienmarkt – auch wenn der Blick auf die Wochenperformance beim S&P 500 mehr oder weniger Null betrug. Interessant war für mich insbesondere die Bewegung bei Gold am vergangenen Donnerstag. Hier konnte ich einen netten Einstieg auf der Long-Seite mit einem engen Stop von rund 7 Dollar platzieren 😉

Gold (10min):

gold270414Mit dem Low vom 1. April ergibt sich in der übergeordneten Zeiteinheit (Tageschart) nun ein potenzieller Doppelboden mit weiterem Aufwärtspotenzial.

Gold (daily):
gold270414_

Und nun zu den Zahlen.

Aktienindizes:

  • S&P 500 1,863.40 -.08%
  • DJIA 16,361.40 -.29%
  • NASDAQ 4,075.56 -.49%
  • Russell 2000 1,123.03 -1.31%
  • S&P 500 High Beta 30.79 -.45%
  • Wilshire 5000 19,509.60 -.23%
  • Russell 1000 Growth 859.14 -.26%
  • Russell 1000 Value 948.84 +.03%
  • S&P 500 Consumer Staples 449.26 +.20%
  • Morgan Stanley Cyclical 1,514.88 -.10%
  • Morgan Stanley Technology 892.90 -2.53%
  • Transports 7,586.14 -.63%
  • Utilities 551.66 +1.60%
  • Bloomberg European Bank/Financial Services 108.37 -.60%
  • MSCI Emerging Markets 41.01 -1.65%
  • HFRX Equity Hedge 1,168.65 +1.15%
  • HFRX Equity Market Neutral 977.32 +.46%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 216,516 +1.01%
  • Bloomberg New Highs-Lows Index 177 -10
  • Bloomberg Crude Oil % Bulls 20.83 -2.80%
  • CFTC Oil Net Speculative Position 410,125 +.14%
  • CFTC Oil Total Open Interest 1,619,737 -3.26%
  • Total Put/Call 1.13 +34.52%
  • OEX Put/Call 3.31 +192.92%
  • ISE Sentiment 81.0 -12.90%
  • NYSE Arms 1.53 +77.91%
  • Volatility(VIX) 14.06 +5.24%
  • S&P 500 Implied Correlation 58.39 +3.42%
  • G7 Currency Volatility (VXY) 6.20 -6.77%
  • Emerging Markets Currency Volatility (EM-VXY) 8.39 -.36%
  • Smart Money Flow Index 10,974.65 +.51%
  • ICI Money Mkt Mutual Fund Assets $2.584 Trillion +.28%
  • ICI US Equity Weekly Net New Cash Flow +$.636 Billion
  • AAII % Bulls 34.5 +26.7%
  • AAII % Bears 26.0 -24.0%

Rohstoffe:

  • CRB Index 310.69 -.25%
  • Crude Oil 100.60 -3.82%
  • Reformulated Gasoline 307.51 +.59%
  • Natural Gas 4.65 -1.86%
  • Heating Oil 298.66 -.77%
  • Gold 1,300.80 +.48%
  • Bloomberg Base Metals Index 193.43 +1.39%
  • Copper 312.45 +2.48%
  • US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton unch.
  • China Iron Ore Spot 111.0 USD/Ton -4.72%
  • Lumber 335.50 +2.73%
  • UBS-Bloomberg Agriculture 1,568.18 +1.32%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 4.1% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .4524 -5.89%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.36 +.53%
  • Citi US Economic Surprise Index -25.30 +.8 point
  • Citi Emerging Markets Economic Surprise Index -25.60 -1.9 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 79.75 -.15%
  • Euro/Yen Carry Return Index 147.49 -.08%
  • Yield Curve 223.0 -10 basis points
  • 10-Year US Treasury Yield 2.66% -6 basis points
  • Federal Reserve’s Balance Sheet $4.253 Trillion +.30%
  • U.S. Sovereign Debt Credit Default Swap 17.21 +.46%
  • Illinois Municipal Debt Credit Default Swap 139.0 +3.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 35.32 +.54%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 89.69 +1.59%
  • Emerging Markets Sovereign Debt CDS Index 257.0 -2.44%
  • Israel Sovereign Debt Credit Default Swap 87.0 -.65%
  • Russia Sovereign Debt Credit Default Swap 283.76 +18.06%
  • China Blended Corporate Spread Index 349.88 -1.27%
  • 10-Year TIPS Spread 2.20% -1.0 basis point
  • TED Spread 21.75 +1.25 basis points
  • 2-Year Swap Spread 10.75 -4.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.0 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 66.94 -1.20%
  • European Financial Sector Credit Default Swap Index 83.68 +4.66%
  • Emerging Markets Credit Default Swap Index 292.84 +5.67%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 +1.0 basis point
  • M1 Money Supply $2.782 Trillion +1.03%
  • Commercial Paper Outstanding 1,042.80 -.20%
  • 4-Week Moving Average of Jobless Claims 316,750 +4,750
  • Continuing Claims Unemployment Rate 2.0% -10 basis points
  • Average 30-Year Mortgage Rate 4.33% +6 basis points
  • Weekly Mortgage Applications 354.0 -3.31%
  • Bloomberg Consumer Comfort -25.4 +3.7 points
  • Weekly Retail Sales +3.20% +60 basis points
  • Nationwide Gas $3.69/gallon +.03/gallon
  • Baltic Dry Index 962.0 +2.78%
  • China (Export) Containerized Freight Index 1,068.89 -.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 259,113 -1.99%

Top Sektoren:

  • Hospitals +11.8%
  • HMOs +4.1%
  • Gold & Silver +3.5%
  • Coal +3.3%
  • Education +3.2%

Flop Sektoren:

  • Software -2.1%
  • Telecom -2.1%
  • Steel -2.8%
  • Disk Drives -3.5%
  • Social Media -6.6%

Dieser Beitrag spiegelt lediglich die Meinung des Autors wider. Er stellt in keiner Weise eine Anlageberatung oder Handelsaufforderung dar. Eine Haftung für Aktivitäten, die aus diesem Beitrag abgeleitet werden, wird in keinem Fall übernommen!

Die Woche in Zahlen: KW 16 / 2014

19.35 Uhr

Aktienindizes:

  • S&P 500 1,864.85 +1.73%
  • DJIA 16,408.54 +1.47%
  • NASDAQ 4,095.52 +1.02%
  • Russell 2000 1,137.90 +.91%
  • S&P 500 High Beta 30.93 +2.59%
  • Wilshire 5000 19,554.50 +1.60%
  • Russell 1000 Growth 861.34 +1.54%
  • Russell 1000 Value 948.55 +1.78%
  • S&P 500 Consumer Staples 448.37 +1.55%
  • Morgan Stanley Cyclical 1,516.45 +2.15%
  • Morgan Stanley Technology 916.12 +1.30%
  • Transports 7,634.42 +2.73%
  • Utilities 543.0 +1.53%
  • Bloomberg European Bank/Financial Services 109.02 -.62%
  • MSCI Emerging Markets 41.69 -.97%
  • HFRX Equity Hedge 1,155.35 -1.45%
  • HFRX Equity Market Neutral 972.88 -.22%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 214,360 +1.23%
  • Bloomberg New Highs-Lows Index 187 +269
  • Bloomberg Crude Oil % Bulls 21.43 -22.33%
  • CFTC Oil Net Speculative Position 399,787 n/a
  • CFTC Oil Total Open Interest 1,655,472 n/a
  • Total Put/Call .84 -16.83%
  • OEX Put/Call 1.13 +6.60%
  • ISE Sentiment 93.0 +19.23%
  • NYSE Arms .86 -61.60%
  • Volatility(VIX) 13.36 -15.92%
  • S&P 500 Implied Correlation 56.46 +.88%
  • G7 Currency Volatility (VXY) 6.65 -2.49%
  • Emerging Markets Currency Volatility (EM-VXY) 8.42 +.60%
  • Smart Money Flow Index 10,918.85 +.82%
  • ICI Money Mkt Mutual Fund Assets $2.577 Trillion -1.34%
  • ICI US Equity Weekly Net New Cash Flow +$2.076 Billion
  • AAII % Bulls 27.22 -4.4%
  • AAII % Bears 34.25 +.4%

Rohstoffe:

  • CRB Index 311.46 +.41%
  • Crude Oil 104.30 +.87%
  • Reformulated Gasoline 305.47 +1.55%
  • Natural Gas 4.74 +2.33%
  • Heating Oil 300.82 +2.40%
  • Gold 1,293.90 -1.84%
  • Bloomberg Base Metals Index 190.78 +.46%
  • Copper 304.50 +.20%
  • US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton +3.5%
  • China Iron Ore Spot 116.50 USD/Ton -2.18%
  • Lumber 329.70 -.24%
  • UBS-Bloomberg Agriculture 1,547.78 +.54%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 3.9% +60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1429 +7.69%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.71 +.07%
  • Citi US Economic Surprise Index -26.1 -14.1 points
  • Citi Emerging Markets Economic Surprise Index -23.70 -2.6 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 79.87 +.46%
  • Euro/Yen Carry Return Index 147.63 +.27%
  • Yield Curve 233.0 +6 basis points
  • 10-Year US Treasury Yield 2.72% +10 basis points
  • Federal Reserve’s Balance Sheet $4.241 Trillion +.95%
  • U.S. Sovereign Debt Credit Default Swap 17.13 -4.83%
  • Illinois Municipal Debt Credit Default Swap 133.0 +2.63%
  • Western Europe Sovereign Debt Credit Default Swap Index 34.91 -3.01%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 88.08 -.34%
  • Emerging Markets Sovereign Debt CDS Index 263.60 +3.2%
  • Israel Sovereign Debt Credit Default Swap 87.76 -.84%
  • Russia Sovereign Debt Credit Default Swap 240.34 +7.89%
  • China Blended Corporate Spread Index 354.40 +.87%
  • 10-Year TIPS Spread 2.21% +7.0 basis points
  • TED Spread 20.5 +1.5 basis points
  • 2-Year Swap Spread 14.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.0 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 67.76 -1.58%
  • European Financial Sector Credit Default Swap Index 79.95 -3.29%
  • Emerging Markets Credit Default Swap Index 277.14 -.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 unch.
  • M1 Money Supply $2.754 Trillion +.78%
  • Commercial Paper Outstanding 1,044.50 +.60%
  • 4-Week Moving Average of Jobless Claims 312,000 -4,250
  • Continuing Claims Unemployment Rate 2.1% unch.
  • Average 30-Year Mortgage Rate 4.27% -7 basis points
  • Weekly Mortgage Applications 366.10 +4.3%
  • Bloomberg Consumer Comfort -29.10 +2.8 points
  • Weekly Retail Sales +2.6% -10 basis points
  • Nationwide Gas $3.66/gallon +.04/gallon
  • Baltic Dry Index 930 -9.62%
  • China (Export) Containerized Freight Index 1,070.97 +.27%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,382 +1.26%

Top Sektoren:

  • Oil Service +4.5%
  • Energy +4.1%
  • Defense +3.1%
  • I-Banking +3.0%
  • Road & Rail +2.7%

Flop Sektoren:

  • Steel -2.0%
  • Oil Tankers -2.0%
  • Homebuilders -2.1%
  • Gold & Silver -4.3%
  • HMOs -4.8%

Die Woche in Zahlen: KW 15 / 2014

21.05 Uhr

Autsch, das war ein herber Rückschlag für die Bullen. Mit dem Bruch der 1.840er Marke im S&P 500 ist jetzt erstmal eine Korrektur angesagt. Auch der DAX bekam eins kräftig auf die Mütze, wobei im großen Bild noch nichts passiert ist. Erst wenn die 50-Wochenlinie klar unterboten wird (siehe Top 2007/08), sollte man sich ernsthafte Sorgen machen.

Top-Formation-Vergleich 2007/08 vs. heute (DAX, weekly):

topanalogie130414

Aktienindizes:

  • S&P 500 1,815.69 -2.65%
  • DJIA 16,026.76 -2.35%
  • NASDAQ 3,999.73 -3.10%
  • Russell 2000 1,111.44 -3.64%
  • S&P 500 High Beta 29.65 -4.35%
  • Wilshire 5000 19,046.43 -2.82%
  • Russell 1000 Growth 838.76 -2.78%
  • Russell 1000 Value 928.80 -2.71%
  • S&P 500 Consumer Staples 439.21 -.31%
  • Morgan Stanley Cyclical 1,465.95 -3.33%
  • Morgan Stanley Technology 891.74 -2.58%
  • Transports 7,632.69 -2.75%
  • Utilities 534.32 +.51%
  • Bloomberg European Bank/Financial Services 108.39 -4.32%
  • MSCI Emerging Markets 41.88 +1.33%
  • HFRX Equity Hedge 1,172.34 -1.23%
  • HFRX Equity Market Neutral 975.05 -.08%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 210,397 -.92%
  • Bloomberg New Highs-Lows Index -82 -517
  • Bloomberg Crude Oil % Bulls 27.59 +28.74%
  • CFTC Oil Net Speculative Position 399,787 +2.04%
  • CFTC Oil Total Open Interest 1,655,472 +.67%
  • Total Put/Call 1.18 +24.21%
  • OEX Put/Call 1.39 -6.08%
  • ISE Sentiment 78.0 -2.50%
  • NYSE Arms 1.55 +27.05%
  • Volatility(VIX) 17.03 +21.99%
  • S&P 500 Implied Correlation 58.06 +8.56%
  • G7 Currency Volatility (VXY) 6.82 -4.08%
  • Emerging Markets Currency Volatility (EM-VXY) 8.37 +1.33%
  • Smart Money Flow Index 10,830.0 -3.47%
  • ICI Money Mkt Mutual Fund Assets $2.612 Trillion -.67%
  • ICI US Equity Weekly Net New Cash Flow +$.949 Billion
  • AAII % Bulls 28.5 -20.1%
  • AAII % Bears 34.1 +27.3%

Rohstoffe:

  • CRB Index 309.39 +1.49%
  • Crude Oil 103.74 +2.65%
  • Reformulated Gasoline 301.44 +2.84%
  • Natural Gas 4.62 +4.60%
  • Heating Oil 292.32 +.88%
  • Gold 1,319.0 +1.28%
  • Bloomberg Base Metals Index 190.84 +1.81%
  • Copper 304.15 +.51%
  • US No. 1 Heavy Melt Scrap Steel 362.33 USD/Ton unch.
  • China Iron Ore Spot 116.90 USD/Ton +1.04%
  • Lumber 328.30 +.18%
  • UBS-Bloomberg Agriculture 1,526.71 -.19%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 3.3% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0666 -15.69%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.62 +.06%
  • Citi US Economic Surprise Index -40.20 +3.6 points
  • Citi Emerging Markets Economic Surprise Index -21.10 -15.2 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 79.45 -1.20%
  • Euro/Yen Carry Return Index 147.22 -.31%
  • Yield Curve 227.0 -4 basis points
  • 10-Year US Treasury Yield 2.62% -10 basis points
  • Federal Reserve’s Balance Sheet $4.201 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 18.0 +5.88%
  • Illinois Municipal Debt Credit Default Swap 130.0 -5.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 36.0 -2.70%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 88.38 -.46%
  • Emerging Markets Sovereign Debt CDS Index 255.42 +5.49%
  • Israel Sovereign Debt Credit Default Swap 88.50 +.57%
  • Russia Sovereign Debt Credit Default Swap 222.77 +2.10%
  • China Blended Corporate Spread Index 351.33 +.18%
  • 10-Year TIPS Spread 2.14% unch.
  • TED Spread 19.0 -2.0 basis points
  • 2-Year Swap Spread 13.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.50 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 68.85 +4.83%
  • European Financial Sector Credit Default Swap Index 82.67 -.65%
  • Emerging Markets Credit Default Swap Index 279.45 +.49%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 -1.0 basis point
  • M1 Money Supply $2.732 Trillion +.74%
  • Commercial Paper Outstanding 1,038.10 +.40%
  • 4-Week Moving Average of Jobless Claims 316,250 -3,250
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.34% -7 basis points
  • Weekly Mortgage Applications 351.0 -1.60%
  • Bloomberg Consumer Comfort -31.90 -1.9 points
  • Weekly Retail Sales +2.7% unch.
  • Nationwide Gas $3.62/gallon +.08/gallon
  • Baltic Dry Index 1,029 -14.60%
  • China (Export) Containerized Freight Index 1,068.05 -.15%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 261,084 -1.55%

Top Sektoren:

  • Utilities +.5%
  • Steel -.2%
  • Foods -.3%
  • Computer Services -.4%
  • Agriculture -.6%

Flop Sektoren:

  • Disk Drives -5.0%
  • Banks -5.0%
  • Hospitals -6.0%
  • 3D Printing -7.1%
  • Education -8.2%

Dieser Beitrag spiegelt lediglich die Meinung des Autors wider. Er stellt in keiner Weise eine Anlageberatung oder Handelsaufforderung dar. Eine Haftung für Aktivitäten, die aus diesem Beitrag abgeleitet werden, wird in keinem Fall übernommen!

US-Aktienmarkt: Bullenmarkt trotz erster Risse intakt

12.09 Uhr

Der US-Aktienmarkt ist trotz erster Risse im Gemäuer vorerst weiter in Bullenhand. Hier die wichtigsten Pros & Cons:

+ S&P 500 charttechnisch weiter im Uptrend
+ Marktbreite (AD Line) weiterhin ohne negative Divergenzen
+ 85% aller Aktien im S&P 500 notieren oberhalb der 200-Tage-Linie
+ neue 52-Wochenhochs übertreffen neue Tiefs weiterhin signifikant

+- Sentiment gemischt: Börsenbriefschreiber weiterhin extrem optimistisch, Privatinvestoren neutral, OEX Put Call Ratio auf Normalniveau

– zyklische Aktien seit Anfang März mit klarer relativer Schwäche (neg. Divergenz)
– Allzeithoch am 4.4.14 (was für eine Schnapszahl!) wurde unter neg. RSI-Divergenz gebildet (Fehlausbruchgefahr)

Fazit: Wichtiger Support bei 1.840 / Bei Unterschreiten größere Korrektur zu erwarten

Marktstrukturindikatoren für S&P 500:

usa100414

Zyklischer vs. Defensiver Konsumsektor vs. S&P 500

usa_100414bDieser Beitrag spiegelt lediglich die Meinung des Autors wider. Er stellt in keiner Weise eine Anlageberatung oder Handelsaufforderung dar. Eine Haftung für Aktivitäten, die aus diesem Beitrag abgeleitet werden, wird in keinem Fall übernommen!