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!

Jagd nach Rendite: Was uns Griechenland und Sri Lanka über das Sentiment sagt..

13.51 Uhr

Es war einmal eine Euro-/Finanz-/Vertrauens- oder Schuldenkrise… Wenige Jahre später (nämlich heute) liest man dann sowas hier:

Greece returns to market. Greece will issue €2.5 billion of 5-year notes on Thursday, marking its first issuance since before the euro crisis. “Greece has been the most conspicuous example of the dramatic improvement in sentiment towards the eurozone periphery,” says Nicholas Spiro, managing director of Spiro Sovereign Strategy. “Markets have gone from being paranoid to complacent in a very short period of time, with the recent sell-off in developing economies playing into the hands of debt managers across the eurozone periphery. However, the fact that even Sri Lanka just sold 5-year debt at a yield of roughly 5% speaks volumes about the ‘reach for yield’ that pervades financial markets right now.””

Aus Sentiment-Sicht ist damit alles gesagt oder? 😉

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 14 / 2014

20.36 Uhr

Was für ein Fakemove am Freitag: Zuerst die positive Reaktion auf die Payrolls-Daten, dann bis zum Close fallende Kurse bei S&P 500, Nasdaq und Co. Gold dagegen stieg an und schloss zum Wochenschluss oberhalb der 1.300er Marke. Anbei der Intraday-Verlauf aller Futures am Freitag:

nfp040414Quelle: www.ramonte.com

Aktienindizes:

  • S&P 500 1,865.09 +.40%
  • DJIA 16,412.70 +.55%
  • NASDAQ 4,127.72 -.68%
  • Russell 2000 1,153.38 +.14%
  • S&P 500 High Beta 31.0 +.81%
  • Wilshire 5000 19,599.30 +.37%
  • Russell 1000 Growth 8862.75 +.02%
  • Russell 1000 Value 949.53 +.79%
  • S&P 500 Consumer Staples 440.57 +.28%
  • Morgan Stanley Cyclical 1,516.55 +2.0%
  • Morgan Stanley Technology 915.35 -.75%
  • Transports 7,570.76 +1.60%
  • Utilities 531.61 +.89%
  • Bloomberg European Bank/Financial Services 113.28 +4.14%
  • MSCI Emerging Markets 41.33 +1.85%
  • HFRX Equity Hedge 1,185.75 +.85%
  • HFRX Equity Market Neutral 975.18 +.68%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 212,358 +.91%
  • Bloomberg New Highs-Lows Index 435 +436
  • Bloomberg Crude Oil % Bulls 21.4 -57.14%
  • CFTC Oil Net Speculative Position 391,783 +.16%
  • CFTC Oil Total Open Interest 1,644,507 +2.49%
  • Total Put/Call .95 -3.06%
  • OEX Put/Call 1.48 +59.14%
  • ISE Sentiment 80.0 -26.61%
  • NYSE Arms 1.22 +60.52%
  • Volatility(VIX) 13.96 -3.12%
  • S&P 500 Implied Correlation 53.48 -2.34%
  • G7 Currency Volatility (VXY) 7.04 -7.49%
  • Emerging Markets Currency Volatility (EM-VXY) 8.25 -5.39%
  • Smart Money Flow Index 11,219.85 -.73%
  • ICI Money Mkt Mutual Fund Assets $2.63 Trillion -.5%
  • ICI US Equity Weekly Net New Cash Flow -$.267 Billion
  • AAII % Bulls 35.7 +14.4%
  • AAII % Bears 26.8 -6.4%

Rohstoffe:

  • CRB Index 304.84 -.12%
  • Crude Oil 101.14 -.52%
  • Reformulated Gasoline 293.13 +.07%
  • Natural Gas 4.44 -.74%
  • Heating Oil 290.79 -1.62%
  • Gold 1,303.50 +.70%
  • Bloomberg Base Metals Index 187.44 +1.43%
  • Copper 302.25 -.58%
  • US No. 1 Heavy Melt Scrap Steel 362.33 USD/Ton unch.
  • China Iron Ore Spot 115.70 USD/Ton +3.03%
  • Lumber 328.40 -1.82%
  • UBS-Bloomberg Agriculture 1,529.62 +.64%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 3.0% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1384 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.55 +.22%
  • Citi US Economic Surprise Index -43.80 -14.3 points
  • Citi Emerging Markets Economic Surprise Index -5.90 +.6 point
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 80.42 +.30%
  • Euro/Yen Carry Return Index 147.67 +.10%
  • Yield Curve 231.0 +4 basis points
  • 10-Year US Treasury Yield 2.72% unch.
  • Federal Reserve’s Balance Sheet $4.193 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 17.0 -15.17%
  • Illinois Municipal Debt Credit Default Swap 137.0 -2.84%
  • Western Europe Sovereign Debt Credit Default Swap Index 37.0 -15.26%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 88.78 -4.04%
  • Emerging Markets Sovereign Debt CDS Index 242.12 -6.63%
  • Israel Sovereign Debt Credit Default Swap 88.0 unch.
  • Russia Sovereign Debt Credit Default Swap 218.18 -7.48%
  • China Blended Corporate Spread Index 351.24 -5.14%
  • 10-Year TIPS Spread 2.14% unch.
  • TED Spread 21.0 +1.25 basis points
  • 2-Year Swap Spread 12.75 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -.50 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 65.67 -6.44%
  • European Financial Sector Credit Default Swap Index 83.21 -12.35%
  • Emerging Markets Credit Default Swap Index 278.08 -7.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • M1 Money Supply $2.723 Trillion -.57%
  • Commercial Paper Outstanding 1,033.70 +.80%
  • 4-Week Moving Average of Jobless Claims 319,500 +1,750
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.41% +1 basis point
  • Weekly Mortgage Applications 356.70 -1.25%
  • Bloomberg Consumer Comfort -30.0 +1.5 points
  • Weekly Retail Sales +2.7% -10 basis points
  • Nationwide Gas $3.54/gallon +.01/gallon
  • Baltic Dry Index 1,235 -10.05%
  • China (Export) Containerized Freight Index 1,069.66 +1.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 265,188 +1.72%

Top Sektoren:

  • Steel +3.6%
  • Airlines +3.4%
  • Homebuilders +2.7%
  • Energy +2.4%
  • Medical Equipment +2.1%

Flop Sektoren:

  • Disk Drives -.6%
  • Software -1.3%
  • Biotech -1.7%
  • I-Banking -1.7%
  • Internet -2.6%

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!

USA Big Picture Check: Weiter in Bullenhand

12.50 Uhr

Nachfolgend eine Übersicht der wichtigsten Marktindikatoren für den US-Aktienmarkt, die das große Bild wiedergeben:

– S&P 500 charttechnisch weiter im Uptrend
– Marktbreite (AD Line) bestätigt Uptrend mit neuem High
– 86% aller Aktien im S&P 500 notieren oberhalb der 200-Tage-Linie
– zyklische Aktien ziehen gegenüber defensiven Titeln seit ein paar Tagen wieder an
– neue 52-Wochenhochs übertreffen neue Tiefs weiterhin deutlich
– Sentiment: Börsenbriefe weiterhin sehr optimistisch, Retailinvestoren neutral

Fazit: Die Bullen sind weiter am Drücker

usa_02 04 2014

Sentiment:

usa_02 04 14bDieser 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 12/2014

7.58 Uhr

Der Goldpreis gab in Folge der Zinserhöhungsspekulationen – ausgelöst durch die neue Fed-Chefin Yellen – kräftig nach. Der Blick auf die Entwicklung der Assetklassen seit Jahresbeginn zeigt aber, dass das gelbe Edelmetall nach wie vor mit einem Zuwachs von über 10 Prozent den ersten Platz belegt.

Performance div. Assetklassen seit Jahresbeginn (in USD):

gold220314

Aktienindizes:

  • S&P 500 1,866.40 +1.37%
  • DJIA 16,302.70 +1.48%
  • NASDAQ 4,276.78 +.74%
  • Russell 2000 1,193.73 +1.04%
  • S&P 500 High Beta 31.26 +1.92%
  • Wilshire 5000 19,703.90 +1.28%
  • Russell 1000 Growth 873.76 +.75%
  • Russell 1000 Value 941.69 +1.85%
  • S&P 500 Consumer Staples 436.91 +.46%
  • Morgan Stanley Cyclical 1,500.78 +2.35%
  • Morgan Stanley Technology 935.84 +2.48%
  • Transports 7,515.18 +.53%
  • Utilities 521.66 -.12%
  • Bloomberg European Bank/Financial Services 108.14 +2.29%
  • MSCI Emerging Markets 38.90 +.66%
  • HFRX Equity Hedge 1,182.57 -.09%
  • HFRX Equity Market Neutral 967.32 +.44%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 209,792 +.89%
  • Bloomberg New Highs-Lows Index 163 +76
  • Bloomberg Crude Oil % Bulls 30.77 +60.0%
  • CFTC Oil Net Speculative Position 384,285 -5.54%
  • CFTC Oil Total Open Interest 1,623,266 -4.36%
  • Total Put/Call .89 +15.58%
  • OEX Put/Call 1.03 +11.96%
  • ISE Sentiment 113.0 +41.25%
  • NYSE Arms 1.27 -16.99%
  • Volatility(VIX) 15.0 -15.82%
  • S&P 500 Implied Correlation 54.34 -7.93%
  • G7 Currency Volatility (VXY) 7.23 -4.87%
  • Emerging Markets Currency Volatility (EM-VXY) 8.98 -1.1%
  • Smart Money Flow Index 11,588.07 -.15%
  • ICI Money Mkt Mutual Fund Assets $2.646 Trillion -1.17%
  • ICI US Equity Weekly Net New Cash Flow +$1.902 Billion
  • AAII % Bulls 36.8 -11.0%
  • AAII % Bears 26.2 -2.5%

Rohstoffe:

  • CRB Index 299.40 -1.15%
  • Crude Oil 99.55 +.50%
  • Reformulated Gasoline 291.67 -1.58%
  • Natural Gas 4.31 -2.18%
  • Heating Oil 292.40 -.76%
  • Gold 1,335.0 -3.51%
  • Bloomberg Base Metals Index 182.35 +.14%
  • Copper 294.90 +.29%
  • US No. 1 Heavy Melt Scrap Steel 362.67 USD/Ton -2.75%
  • China Iron Ore Spot 110.70 USD/Ton +.54%
  • Lumber 335.0 -1.61%
  • UBS-Bloomberg Agriculture 1,482.22 -1.12%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 2.3% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1397 -7.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.26 +.12%
  • Citi US Economic Surprise Index -32.60 +.1 point
  • Citi Emerging Markets Economic Surprise Index -4.20 +3.8 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 80.11 +.89%
  • Euro/Yen Carry Return Index 147.18 +.03%
  • Yield Curve 232.0 +1 basis point
  • 10-Year US Treasury Yield 2.74% +9 basis points
  • Federal Reserve’s Balance Sheet $4.179 Trillion +.98%
  • U.S. Sovereign Debt Credit Default Swap 22.66 -13.44%
  • Illinois Municipal Debt Credit Default Swap 141.0 +1.44%
  • Western Europe Sovereign Debt Credit Default Swap Index 43.18 -6.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 95.86 -5.08%
  • Emerging Markets Sovereign Debt CDS Index 289.61 -4.91%
  • Israel Sovereign Debt Credit Default Swap 88.50 +.35%
  • Russia Sovereign Debt Credit Default Swap 273.99 -1.50%
  • China Blended Corporate Spread Index 380.51 +.36%
  • 10-Year TIPS Spread 2.15% -3 basis points
  • TED Spread 18.75 -.25 basis point
  • 2-Year Swap Spread 13.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.5 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 69.38 +3.71%
  • European Financial Sector Credit Default Swap Index 98.0 +4.02%
  • Emerging Markets Credit Default Swap Index 316.88 -3.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.50 -8.5 basis points
  • M1 Money Supply $2.793 Trillion -.79%
  • Commercial Paper Outstanding 1,019.20 -.20%
  • 4-Week Moving Average of Jobless Claims 338,500 +5,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.32% -5 basis points
  • Weekly Mortgage Applications 369.0 -1.15%
  • Bloomberg Consumer Comfort -29.0 -1.4 points
  • Weekly Retail Sales +2.6% +10 basis points
  • Nationwide Gas $3.53/gallon +.02/gallon
  • Baltic Dry Index 1,621 +9.75%
  • China (Export) Containerized Freight Index 1,068.62 -.63%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 255,951 +4.91%

Top Sektoren:

  • HMOs +6.2%
  • Steel +5.1%
  • Coal +4.6%
  • Banks +4.5%
  • Oil Service +3.9%

Flop Sektoren:

  • REITs -.3%
  • Gaming -1.3%
  • Homebuilders -1.3%
  • Biotech -2.8%
  • Gold & Silver -7.2%

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!

Die Woche in Zahlen: KW 11/2014

12.24 Uhr

Mit einem Wochengewinn von knapp 3 Prozent zeigt sich Gold weiterhin von seiner starken Seite, das Widerstandsniveau bei 1.360 Dollar wurde überwunden. Grund genug, auch einen Blick auf die Minen zu werfen. Wer hier Mut hatte gegen Ende 2013 zu kaufen, sitzt bereits auf einem Gewinn von rund 35 Prozent. Diese Woche ging es für die Goldminen um 6,5% nach oben.

Goldminenindex (weekly):

gold150314Hier alle Daten zur abgelaufenen Woche:

Aktienindizes:

  • S&P 500 1,841.13 -1.97%
  • DJIA 16,065.60 -2.35%
  • NASDAQ 4,245.39 -2.1%
  • Russell 2000 1,181.41 -1.82%
  • S&P 500 High Beta 30.67 -3.0%
  • Wilshire 5000 19,454.20 -1.94%
  • Russell 1000 Growth 867.23 -2.06%
  • Russell 1000 Value 924.58 -1.81%
  • S&P 500 Consumer Staples 434.89 -.38%
  • Morgan Stanley Cyclical 1,466.39 -2.96%
  • Morgan Stanley Technology 913.21 -2.72%
  • Transports 7,475.79 -1.53%
  • Utilities 522.29 +1.57%
  • Bloomberg European Bank/Financial Services 105.72 -4.41%
  • MSCI Emerging Markets 38.65 -2.84%
  • HFRX Equity Hedge 1,183.64 -.30%
  • HFRX Equity Market Neutral 963.10 -.28%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 207,945 -1.31%
  • Bloomberg New Highs-Lows Index 87 -970
  • Bloomberg Crude Oil % Bulls 19.23 -15.88%
  • CFTC Oil Net Speculative Position 406,832 -4.46%
  • CFTC Oil Total Open Interest 1,697,240 +.56%
  • Total Put/Call .77 -6.10%
  • OEX Put/Call .92 -43.56%
  • ISE Sentiment 80.0 -26.61%
  • NYSE Arms 1.53 +66.3%
  • Volatility(VIX) 17.82 +26.29%
  • S&P 500 Implied Correlation 59.02 +9.01%
  • G7 Currency Volatility (VXY) 7.58 +3.13%
  • Emerging Markets Currency Volatility (EM-VXY) 9.09 +4.84%
  • Smart Money Flow Index 11,605.73 -2.15%
  • ICI Money Mkt Mutual Fund Assets $2.678 Trillion -.08%
  • ICI US Equity Weekly Net New Cash Flow $1.945 Billion
  • AAII % Bulls 41.3 +2.0%
  • AAII % Bears 26.8 +.7%

Rohstoffe:

  • CRB Index 302.88 -1.40%
  • Crude Oil 98.89 -3.69%
  • Reformulated Gasoline 296.40 +.56%
  • Natural Gas 4.42 -4.34%
  • Heating Oil 294.31 -1.97%
  • Gold 1,379.0 +2.95%
  • Bloomberg Base Metals Index 182.09 -3.83%
  • Copper 295.05 -4.34%
  • US No. 1 Heavy Melt Scrap Steel 372.93 USD/Ton -.37%
  • China Iron Ore Spot 110.10 USD/Ton -3.59%
  • Lumber 340.50 -5.05%
  • UBS-Bloomberg Agriculture 1,498.39 -1.21%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 2.3% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1865 +12.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.12 +.16%
  • Citi US Economic Surprise Index -32.70 -1.5 points
  • Citi Emerging Markets Economic Surprise Index -8.0 -22.3 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 79.41 -.36%
  • Euro/Yen Carry Return Index 147.11 -1.59%
  • Yield Curve 231.0 -11 basis points
  • 10-Year US Treasury Yield 2.65% -14 basis points
  • Federal Reserve’s Balance Sheet $4.138 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 26.18 -3.47%
  • Illinois Municipal Debt Credit Default Swap 139.0 -2.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 48.0 +4.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.83 +6.0%
  • Emerging Markets Sovereign Debt CDS Index 304.97 +7.26%
  • Israel Sovereign Debt Credit Default Swap 89.69 -1.44%
  • Russia Sovereign Debt Credit Default Swap 278.15 +28.51%
  • China Blended Corporate Spread Index 379.16 +6.67%
  • 10-Year TIPS Spread 2.18% -5 basis points
  • TED Spread 19.0 unch.
  • 2-Year Swap Spread 14.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.90 +6.32%
  • European Financial Sector Credit Default Swap Index 94.21 +9.71%
  • Emerging Markets Credit Default Swap Index 328.60 +5.89%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 96.0 unch.
  • M1 Money Supply $2.815 Trillion +3.82%
  • Commercial Paper Outstanding 1,021.0 -.70%
  • 4-Week Moving Average of Jobless Claims 330,500 -6,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.37% +9 basis points
  • Weekly Mortgage Applications 373.30 -2.12%
  • Bloomberg Consumer Comfort -27.6 +.9 point
  • Weekly Retail Sales +2.5% -40 basis points
  • Nationwide Gas $3.51/gallon +.03/gallon
  • Baltic Dry Index 1,468 -4.86%
  • China (Export) Containerized Freight Index 1,075.41 -1.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 244,015 -5.31%

Top Sektoren:

  • Gold & Silver +5.5%
  • Utilities +1.6%
  • Restaurants +.5%
  • REITs +.1%
  • Tobacco -.4%

Flop Sektoren:

  • Coal -4.9%
  • Alt Energy -5.3%
  • Homebuilders -5.5%
  • Gaming -5.9%
  • Hospitals -6.2%

IPO-Indikator als Top-Bildungs-Indikator?

7.54 Uhr

Anbei ein Chart, der am besten in die Rubrik “Top-Bildung” passt. Er zeigt die prozentuale Anzahl von Börsengängen unprofitabler Unternehmen im Vergleich zum S&P 500. Je mehr “hoffnungsvolle” Unternehmen als IPO an die Börse stürmen, desto besser muss die Stimmung unter den Investoren sein – ein großes Top ist damit ebenfalls umso wahrscheinlicher…

Die aktuelle Situation entspricht ungefähr dem ersten Quartal 2000 😉

 

ipo_130314Quelle: www.sentimentrader.com

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 10/2014

14.36 Uhr

Anbei wie gewohnt alle wichtigen Daten zur abgelaufenen, ziemlich spannenden Börsenwoche. Chart der Woche ist dieses Mal der Kaffeekontrakt, der sich seit November fast verdoppelt hat. Crazy!

Kaffee (daily):

kaffee080314Und nun zu den Zahlen…

Aktienindizes:

  • S&P 500 1,878.04 +1.0%
  • DJIA 16,452.70 +.80%
  • NASDAQ 4,336.22 +.65%
  • Russell 2000 1,203.32 +1.71%
  • S&P 500 High Beta 31.62 +1.48%
  • Wilshire 5000 19,839.20 +1.03%
  • Russell 1000 Growth 885.46 +.61%
  • Russell 1000 Value 941.67 +1.30%
  • S&P 500 Consumer Staples 436.55 +.64%
  • Morgan Stanley Cyclical 1,511.14 +1.54%
  • Morgan Stanley Technology 938.74 +.46%
  • Transports 7,592.36 +3.32%
  • Utilities 514.20 -.88%
  • Bloomberg European Bank/Financial Services 110.60 -1.1%
  • MSCI Emerging Markets 39.78 +.05%
  • HFRX Equity Hedge 1,187.16 +.85%
  • HFRX Equity Market Neutral 965.82 +.20%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 210,205 +.42%
  • Bloomberg New Highs-Lows Index 1,057 +599
  • Bloomberg Crude Oil % Bulls 22.86 +77.21%
  • CFTC Oil Net Speculative Position 425,818 +2.25%
  • CFTC Oil Total Open Interest 1,687,807 +2.67%
  • Total Put/Call .82 unch.
  • OEX Put/Call 1.63 +108.97%
  • ISE Sentiment 109.0 -.91%
  • NYSE Arms .92 -14.02%
  • Volatility(VIX) 14.11 +.79%
  • S&P 500 Implied Correlation 54.14 -.48%
  • G7 Currency Volatility (VXY) 7.36 -2.65%
  • Emerging Markets Currency Volatility (EM-VXY) 8.67 -.91%
  • Smart Money Flow Index 11,883.81 +.38%
  • ICI Money Mkt Mutual Fund Assets $2.680 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow $3.113 Billion
  • AAII % Bulls 40.5 +2.1%
  • AAII % Bears 26.6 +26.0%

Rohstoffe:

  • CRB Index 307.19 +1.58%
  • Crude Oil 102.58 -.18%
  • Reformulated Gasoline 297.38 -.24%
  • Natural Gas 4.62 +.39%
  • Heating Oil 301.21 -2.14%
  • Gold 1,338.20 +.72%
  • Bloomberg Base Metals Index 189.35 -.93%
  • Copper 305.25 -4.64%
  • US No. 1 Heavy Melt Scrap Steel 374.33 USD/Ton unch.
  • China Iron Ore Spot 114.20 USD/Ton -3.30%
  • Lumber 358.60 +2.14%
  • UBS-Bloomberg Agriculture 1,516.71 +3.81%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 1.9% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1898 +14.58%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.93 +.12%
  • Citi US Economic Surprise Index -31.20 -17.8 points
  • Citi Emerging Markets Economic Surprise Index 14.30 +1.8 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 79.72 -.07%
  • Euro/Yen Carry Return Index 149.49 +1.99%
  • Yield Curve 242.0 +9 basis points
  • 10-Year US Treasury Yield 2.79% +14 basis points
  • Federal Reserve’s Balance Sheet $4.129 Trillion +.28%
  • U.S. Sovereign Debt Credit Default Swap 27.13 +.35%
  • Illinois Municipal Debt Credit Default Swap 142.0 -.97%
  • Western Europe Sovereign Debt Credit Default Swap Index 46.0 -13.2%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 96.06 -4.90%
  • Emerging Markets Sovereign Debt CDS Index 284.34 +7.14%
  • Israel Sovereign Debt Credit Default Swap 91.0 unch.
  • South Korea Sovereign Debt Credit Default Swap 63.0 -3.82%
  • China Blended Corporate Spread Index 355.45 -2.60%
  • 10-Year TIPS Spread 2.23% +5 basis points
  • TED Spread 19.0 unch.
  • 2-Year Swap Spread 13.75 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.75 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 62.93 -.36%
  • European Financial Sector Credit Default Swap Index 85.88 -.71%
  • Emerging Markets Credit Default Swap Index 310.33 +1.47%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 96.0 +7.5 basis points
  • M1 Money Supply $2.712 Trillion +.55%
  • Commercial Paper Outstanding 1,028.40 +1.6%
  • 4-Week Moving Average of Jobless Claims 336,500 -1,800
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.28% -9 basis points
  • Weekly Mortgage Applications 381.40 +9.44%
  • Bloomberg Consumer Comfort -28.5 +.1 point
  • Weekly Retail Sales +2.9% -10 basis points
  • Nationwide Gas $3.48/gallon +.03/gallon
  • Baltic Dry Index 1,480 +17.65%
  • China (Export) Containerized Freight Index 1,086.78 -2.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 257,710 +1.7%

 

Top Sektoren:

  • Road & Rail +3.9%
  • Banks +3.4%
  • Agriculture +3.0%
  • Tobacco +2.5%
  • Insurance +2.5%

Flop Sektoren:

  • Biotech -2.0%
  • Homebuilders -2.3%
  • Hospitals -2.6%
  • Oil Tankers -2.8%
  • Steel -4.0%

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 08 / 2014

8.20 Uhr

Und wieder eine Börsenwoche vorbei. Als Chart der Woche präsentiere ich die Tesla-Aktie, die von positiven Quartalszahlen profitieren konnte und damit neue Rekordhochs erreichte. Weiter so, Mr. Musk!

Schönes Wochenende 🙂

Tesla (daily):

tesla220214

Aktienindizes:

  • S&P 500 1,836.25 +.35%
  • DJIA 16,103.30 +.47%
  • NASDAQ 4,263.41 +.54%
  • Russell 2000 1,164.63 +1.47%
  • S&P 500 High Beta 30.77 +1.15%
  • Wilshire 5000 19,384.30 +.57%
  • Russell 1000 Growth 867.85 +.40%
  • Russell 1000 Value 919.25 +.56%
  • S&P 500 Consumer Staples 426.31 -.09%
  • Morgan Stanley Cyclical 1,463.20 +.35%
  • Morgan Stanley Technology 924.06 +.35%
  • Transports 7,308.60 +.37%
  • Utilities 523.47%
  • Bloomberg European Bank/Financial Services 111.55 +.14%
  • MSCI Emerging Markets 39.48 +1.22%
  • HFRX Equity Hedge 1,171.57 +.31%
  • HFRX Equity Market Neutral 962.58 +.14%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 206,615 +.73%
  • Bloomberg New Highs-Lows Index 365 -11
  • Bloomberg Crude Oil % Bulls 14.29 -51.41%
  • CFTC Oil Net Speculative Position 416,441+8.92%
  • CFTC Oil Total Open Interest 1,650,294 +.24%
  • Total Put/Call .69 -15.85%
  • OEX Put/Call 1.27 +81.43%
  • ISE Sentiment 105.0 +9.38%
  • NYSE Arms 1.33 +47.78%
  • Volatility(VIX) 14.68 +3.82%
  • S&P 500 Implied Correlation 51.61 -.04%
  • G7 Currency Volatility (VXY) 7.62 -2.43%
  • Emerging Markets Currency Volatility (EM-VXY) 8.82 +1.97%
  • Smart Money Flow Index 11,884.82 +.75%
  • ICI Money Mkt Mutual Fund Assets $2.664 Trillion -1.81%
  • ICI US Equity Weekly Net New Cash Flow $4.159 Billion
  • AAII % Bulls 42.2 +5.2%
  • AAII % Bears 22.8 -16.7%

Rohstoffe:

  • CRB Index 301.58 +3.08%
  • Crude Oil 102.20 +1.83%
  • Reformulated Gasoline 283.33 +2.13%
  • Natural Gas 6.13 +17.12%
  • Heating Oil 309.92 +1.94%
  • Gold 1,323.60 +1.61%
  • Bloomberg Base Metals Index 192.21 +.78%
  • Copper 329.10 +1.25%
  • US No. 1 Heavy Melt Scrap Steel 374.33 USD/Ton -5.9%
  • China Iron Ore Spot 122.40 USD/Ton -.65%
  • Lumber 363.60 -.17%
  • UBS-Bloomberg Agriculture 1,432.35 +3.47%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.5% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3088 +6.54%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.54 +.16%
  • Citi US Economic Surprise Index -7.7 -27.4 points
  • Citi Emerging Markets Economic Surprise Index 13.60 -6.5 points
  • Fed Fund Futures imply 30.0% chance of no change, 70.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.24 +.11%
  • Euro/Yen Carry Return Index 146.87 +1.0%
  • Yield Curve 241.0 -2 basis points
  • 10-Year US Treasury Yield 2.73% -1 basis points
  • Federal Reserve’s Balance Sheet $4.106 Trillion +.71%
  • U.S. Sovereign Debt Credit Default Swap 25.55 -5.94%
  • Illinois Municipal Debt Credit Default Swap 143.0 -5.86%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.0 -1.85%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 104.66 -.48%
  • Emerging Markets Sovereign Debt CDS Index 244.29 -9.52%
  • Israel Sovereign Debt Credit Default Swap 94.50 +1.07%
  • South Korea Sovereign Debt Credit Default Swap 67.50 +.75%
  • China Blended Corporate Spread Index 355.55 +.31%
  • 10-Year TIPS Spread 2.14% -3 basis points
  • TED Spread 20.0 -2.5 basis points
  • 2-Year Swap Spread 13.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.25 unch.
  • N. America Investment Grade Credit Default Swap Index 64.48 +.38%
  • European Financial Sector Credit Default Swap Index 90.25 +2.22%
  • Emerging Markets Credit Default Swap Index 318.32 -3.32%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 -10.0 basis points
  • M1 Money Supply $2.716 Trillion -2.85%
  • Commercial Paper Outstanding 1,028.10 +3.7%
  • 4-Week Moving Average of Jobless Claims 338,500 +1,700
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.33% +5 basis points
  • Weekly Mortgage Applications 380.90 -4.1%
  • Bloomberg Consumer Comfort -30.6 +.1 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.39/gallon +.05/gallon
  • Baltic Dry Index 1,164 +5.24%
  • China (Export) Containerized Freight Index 1,1133.98 -3.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -7.67%
  • Rail Freight Carloads 236,625 -3.86%

Top Sektoren:

  • Coal +4.5%
  • Airlines +3.7%
  • Biotech +3.5%
  • Gold & Silver +3.3%
  • HMOs +3.2%

Flop Sektoren:

  • Hospitals -.1%
  • Restaurants -.1%
  • Internet -.3%
  • Road & Rail -.3%
  • Banks -1.0%

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 07 / 2014

10.00 Uhr

Ab sofort gibt es neben den nüchternen Zahlen auch einen Chart der Woche  – dieses Mal ist es der Goldpreis, der sich deutlich nach oben setzen konnte und endlich die 1.300er Marke hinter sich ließ. Die Downtrendlinie seit Ende 2011 wurde geknackt – das ist ein Anfang! Nächster Widerstand: 1.340/60 Dollar!

Gold (daily)

gold150214

Und nun wie gewohnt die Zahlen, schönes Wochenende!

  • S&P 500 1,838.63 +2.32%
  • DJIA 16,154.33 +2.28%
  • NASDAQ 4,244.02 +2.86%
  • Russell 2000 1,149.21 +2.92%
  • S&P 500 High Beta 30.54 +2.48%
  • Wilshire 5000 19,355.70 +2.43%
  • Russell 1000 Growth 866.31 +2.38%
  • Russell 1000 Value 920.48 +2.40%
  • S&P 500 Consumer Staples 429.19 +2.03%
  • Morgan Stanley Cyclical 1,463.66 +2.78%
  • Morgan Stanley Technology 922.82 +2.55%
  • Transports 7,306.69 +.89%
  • Utilities 519.51 +3.1%
  • Bloomberg European Bank/Financial Services 111.39 +1.48%
  • MSCI Emerging Markets 39.43 +2.1%
  • HFRX Equity Hedge 1,167.91 +2.1%
  • HFRX Equity Market Neutral 961.21 +.09%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 205,116 +2.53%
  • Bloomberg New Highs-Lows Index 376 +390
  • Bloomberg Crude Oil % Bulls 29.41 +8.81%
  • CFTC Oil Net Speculative Position 382,334 +6.14%
  • CFTC Oil Total Open Interest 1,646,415 +5.46%
  • Total Put/Call .82 +1.23%
  • OEX Put/Call .70 -16.67%
  • ISE Sentiment 96.0 -24.41%
  • NYSE Arms 1.0 +36.99%
  • Volatility(VIX) 13.57 -11.25%
  • S&P 500 Implied Correlation 50.80 -3.75%
  • G7 Currency Volatility (VXY) 7.79 -.76%
  • Emerging Markets Currency Volatility (EM-VXY) 8.65 -7.59%
  • Smart Money Flow Index 11,796.86 +2.76%
  • ICI Money Mkt Mutual Fund Assets $2.713 Trillion +.30%
  • ICI US Equity Weekly Net New Cash Flow -$1.564 Billion
  • AAII % Bulls 40.2 +43.9%
  • AAII % Bears 27.3 -24.9%

Rohstoffe:

  • CRB Index 293.24 +1.19%
  • Crude Oil 100.30 +.16%
  • Reformulated Gasoline 280.53 +2.23%
  • Natural Gas 5.21 +9.22%
  • Heating Oil 307.82 +1.05%
  • Gold 1,318.60 +4.17%
  • Bloomberg Base Metals Index 190.73 +.55%
  • Copper 326.45 +.57%
  • US No. 1 Heavy Melt Scrap Steel 397.73 USD/Ton -.32%
  • China Iron Ore Spot 123.20 USD/Ton +1.90%
  • Lumber 362.40 +2.29%
  • UBS-Bloomberg Agriculture 1,383.67 +.85%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.3% -90 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1192 +2.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.35 +.02%
  • Citi US Economic Surprise Index 19.70 -3.9 points
  • Citi Emerging Markets Economic Surprise Index 20.10 +9.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.14 -.66%
  • Euro/Yen Carry Return Index 145.42 -.08%
  • Yield Curve 243.0 +5 basis points
  • 10-Year US Treasury Yield 2.74% +6 basis points
  • Federal Reserve’s Balance Sheet $4.077 Trillion +.25%
  • U.S. Sovereign Debt Credit Default Swap 27.17 -8.76%
  • Illinois Municipal Debt Credit Default Swap 152.0 -2.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 54.0 +1.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 105.17 -5.29%
  • Emerging Markets Sovereign Debt CDS Index 270.0 +3.85%
  • Israel Sovereign Debt Credit Default Swap 93.50 -2.83%
  • South Korea Sovereign Debt Credit Default Swap 67.0 -5.57%
  • China Blended Corporate Spread Index 354.44 -2.06%
  • 10-Year TIPS Spread 2.17% unch.
  • TED Spread 22.5 +7.25 basis points
  • 2-Year Swap Spread 13.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 64.25 -5.89%
  • European Financial Sector Credit Default Swap Index 88.29 -5.87%
  • Emerging Markets Credit Default Swap Index 329.27 +2.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 -10.0 basis points
  • M1 Money Supply $2.795 Trillion +4.07%
  • Commercial Paper Outstanding 991.0 +.10%
  • 4-Week Moving Average of Jobless Claims 336,800 +2,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.28% +5 basis points
  • Weekly Mortgage Applications 397.20 -1.97%
  • Bloomberg Consumer Comfort -30.7 +2.4 points
  • Weekly Retail Sales +2.80% -20 basis points
  • Nationwide Gas $3.34/gallon +.07/gallon
  • Baltic Dry Index 1,097 +.55%
  • China (Export) Containerized Freight Index 1,170.59 +.49%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +25.0%
  • Rail Freight Carloads 246,114 -.40%

Top Sektoren:

  • Gold & Silver +10.6%
  • Computer Hardware +6.8%
  • Biotech +4.7%
  • Semis +4.4%
  • Hospitals +3.7%

Flop Sektoren:

  • Restaurants +1.0%
  • Retail +.7%
  • Road & Rail +.5%
  • Homebuilders +.1%
  • Oil Tankers -.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 06 / 2014

16.16 Uhr

Aktienindizes:

  • S&P 500 1,797.02 +.81%
  • DJIA 15,794.0 +.61%
  • NASDAQ 4,125.85 +.54%
  • Russell 2000 1,116.55 -1.27%
  • S&P 500 High Beta 29.80 +1.09%
  • Wilshire 5000 18,896.0 +.58%
  • Russell 1000 Growth 846.15 +.90%
  • Russell 1000 Value 898.89 +.60%
  • S&P 500 Consumer Staples 420.66 +.36%
  • Morgan Stanley Cyclical 1,424.11 +.57%
  • Morgan Stanley Technology 900.70 +1.11%
  • Transports 7,242.33 -.64%
  • Utilities 503.85 -.48%
  • Bloomberg European Bank/Financial Services 109.77 +1.34%
  • MSCI Emerging Markets 38.62 +.15%
  • HFRX Equity Hedge 1,144.42 -.85%
  • HFRX Equity Market Neutral 960.38 +.33%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 198,368 -.40%
  • Bloomberg New Highs-Lows Index -14 -31
  • Bloomberg Crude Oil % Bulls 27.03 +4.7%
  • CFTC Oil Net Speculative Position 360,217 +2.58%
  • CFTC Oil Total Open Interest 1,561,179 -1.93%
  • Total Put/Call .81 -6.90%
  • OEX Put/Call .84 +12.0%
  • ISE Sentiment 127.0 +30.61%
  • NYSE Arms .73 -51.97%
  • Volatility(VIX) 15.29 -16.89%
  • S&P 500 Implied Correlation 52.78 -11.13%
  • G7 Currency Volatility (VXY) 7.87 -7.74%
  • Emerging Markets Currency Volatility (EM-VXY) 9.36 -8.59%
  • Smart Money Flow Index 11,480.05 -.69%
  • ICI Money Mkt Mutual Fund Assets $2.705 Trillion -.04%
  • ICI US Equity Weekly Net New Cash Flow $1.879 Billion
  • AAII % Bulls 27.9 -13.3%
  • AAII % Bears 36.4 +11.1%

Rohstoffe:

  • CRB Index 289.77 +2.28%
  • Crude Oil 100.13 +2.60%
  • Reformulated Gasoline 274.80 +4.16%
  • Natural Gas 4.76 -2.27%
  • Heating Oil 305.10 -5.56%
  • Gold 1,266.80 +1.90%
  • Bloomberg Base Metals Index 189.68 +1.66%
  • Copper 324.45 +1.57%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton unch.
  • China Iron Ore Spot 120.90 USD/Ton -1.39%
  • Lumber 354.20 -.62%
  • UBS-Bloomberg Agriculture 1,371.15 +2.78%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.2% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0907 +14.35%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.32 +.03%
  • Citi US Economic Surprise Index 23.60 -25.4 points
  • Citi Emerging Markets Economic Surprise Index 10.80 -1.6 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.69 -.69%
  • Euro/Yen Carry Return Index 145.55 +1.40%
  • Yield Curve 238.0 +7 basis points
  • 10-Year US Treasury Yield 2.68% +4 basis points
  • Federal Reserve’s Balance Sheet $4.066 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 29.78 -2.38%
  • Illinois Municipal Debt Credit Default Swap 156.0 -2.34%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.0 -3.63%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 111.04 -4.37%
  • Emerging Markets Sovereign Debt CDS Index 260.0 unch.
  • Israel Sovereign Debt Credit Default Swap 96.22 +1.82%
  • South Korea Sovereign Debt Credit Default Swap 70.95 -.41%
  • China Blended Corporate Spread Index 361.75 unch.
  • 10-Year TIPS Spread 2.17% +4.0 basis points
  • TED Spread 15.25 -6.25 basis points
  • 2-Year Swap Spread 12.25 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 68.25 -4.80%
  • European Financial Sector Credit Default Swap Index 93.80 -7.15%
  • Emerging Markets Credit Default Swap Index 321.0 -5.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -.5 basis point
  • M1 Money Supply $2.686 Trillion +.32%
  • Commercial Paper Outstanding 989.70 -2.40%
  • 4-Week Moving Average of Jobless Claims 334,000 +1,000
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.23% -9 basis points
  • Weekly Mortgage Applications 405.20 +.45%
  • Bloomberg Consumer Comfort -33.1 -1.3 points
  • Weekly Retail Sales +3.0% -10 basis points
  • Nationwide Gas $3.27/gallon -.01/gallon
  • Baltic Dry Index 1,092 -1.62%
  • China (Export) Containerized Freight Index 1,164.88 +.58%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 247,109 +.50%

Top Sektoren:

  • Restaurants +2.4%
  • Steel +2.2%
  • Agriculture +2.0%
  • Gold & Silver +1.7%
  • Airlines +1.6%

Flop Sektoren:

  • Alt Energy -2.3%
  • Oil Tankers -2.3%
  • Coal -2.7%
  • 3D Printing -3.7%
  • HMOs -3.8%

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 04/2014

17.27 Uhr

Aktienindizes:

  • S&P 500 1,790.29 -3.01%
  • DJIA 15,879.10 -3.28%
  • NASDAQ 4,128.17 -2.15%
  • Russell 2000 1,144.13 -2.47%
  • S&P 500 High Beta 29.25 -4.32%
  • Wilshire 5000 18,863.93 -2.94%
  • Russell 1000 Growth 841.31 -2.67%
  • Russell 1000 Value 896.93 -3.30%
  • S&P 500 Consumer Staples 426.24 -2.40%
  • Morgan Stanley Cyclical 1,411.60 -4.54%
  • Morgan Stanley Technology 899.39 -2.20%
  • Transports 7,258.72 -2.65%
  • Utilities 491.96 -.15%
  • Bloomberg European Bank/Financial Services 108.87 -4.51%
  • MSCI Emerging Markets 39.14 -2.64%
  • HFRX Equity Hedge 1,171.40 -.22%
  • HFRX Equity Market Neutral 954.91 -.08%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 199,214 -.72%
  • Bloomberg New Highs-Lows Index 151 -403
  • Bloomberg Crude Oil % Bulls 46.81 +22.41%
  • CFTC Oil Net Speculative Position 340,049 +3.88%
  • CFTC Oil Total Open Interest 1,613,293 -.60%
  • Total Put/Call .90 +28.57%
  • OEX Put/Call .68 -27.66%
  • ISE Sentiment 79.0 -40.15%
  • NYSE Arms 1.75 +12.90%
  • Volatility(VIX) 18.14 +44.77%
  • S&P 500 Implied Correlation 57.37 +10.14%
  • G7 Currency Volatility (VXY) 8.34 +7.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.78 +13.99%
  • Smart Money Flow Index 11,872.55 -.45%
  • ICI Money Mkt Mutual Fund Assets $2.707 Trillion +.24%
  • ICI US Equity Weekly Net New Cash Flow $4.237 Billion
  • AAII % Bulls 38.1 -2.2%
  • AAII % Bears 23.8 +10.6%

Rohstoffe:

  • CRB Index 282.54 +1.48%
  • Crude Oil 96.64 +2.64%
  • Reformulated Gasoline 266.32 +2.67%
  • Natural Gas 5.18 +18.61%
  • Heating Oil 313.74 +4.84%
  • Gold 1,264.30 +1.78%
  • Bloomberg Base Metals Index 191.79 -1.80%
  • Copper 327.15 -1.98%
  • US No. 1 Heavy Melt Scrap Steel 383.0 USD/Ton unch.
  • China Iron Ore Spot 124.30 USD/Ton -2.36%
  • Lumber 357.40 -3.07%
  • UBS-Bloomberg Agriculture 1,323.65 -.46%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.2% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1295 -4.63%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.41 +.07%
  • Citi US Economic Surprise Index 62.60 -4.0 points
  • Citi Emerging Markets Economic Surprise Index 6.70 +1.9 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.46 -.89%
  • Euro/Yen Carry Return Index 145.96 -.94%
  • Yield Curve 238.0 -7 basis points
  • 10-Year US Treasury Yield 2.72% -10 basis points
  • Federal Reserve’s Balance Sheet $4.055 Trillion +.64%
  • U.S. Sovereign Debt Credit Default Swap 27.85 +1.25%
  • Illinois Municipal Debt Credit Default Swap 154.0 +2.42%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.33 +7.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 118.97 +11.1%
  • Emerging Markets Sovereign Debt CDS Index 247.50 +13.01%
  • Israel Sovereign Debt Credit Default Swap 92.0 -1.08%
  • South Korea Sovereign Debt Credit Default Swap 73.50 +7.30%
  • China Blended Corporate Spread Index 352.75 +19.25 basis points
  • 10-Year TIPS Spread 2.13% -12.0 basis points
  • TED Spread 19.0 -1.5 basis points
  • 2-Year Swap Spread 15.0 +1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.0 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.98 +11.31%
  • European Financial Sector Credit Default Swap Index 104.02 +21.66%
  • Emerging Markets Credit Default Swap Index 337.41 +15.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 +2.0 basis points
  • M1 Money Supply $2.660 Trillion +.87%
  • Commercial Paper Outstanding 1,018.50 -1.70%
  • 4-Week Moving Average of Jobless Claims 331,500 -3,500
  • Continuing Claims Unemployment Rate 2.3%unch.
  • Average 30-Year Mortgage Rate 4.39% -2 basis points
  • Weekly Mortgage Applications 404.10 +4.7%
  • Bloomberg Consumer Comfort -31.0 unch.
  • Weekly Retail Sales +3.0% +10 basis points
  • Nationwide Gas $3.29/gallon -.01/gallon
  • Baltic Dry Index 1,271 -9.08%
  • China (Export) Containerized Freight Index 1,128.73 +1.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +2.5%
  • Rail Freight Carloads 267,428 +13.32%

Top Sektoren:

  • Gold & Silver +3.2%
  • Computer Hardware +1.1%
  • Utilities -.2%
  • Tobacco -.6%
  • HMOs -.7%

Flop Sektoren:

  • Agriculture -4.6%
  • Insurance -5.8%
  • Alt Energy -6.3%
  • Steel -8.0%
  • Gaming -8.6%

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 03/2014

10.54 Uhr

Aktienindizes:

  • S&P 500 1,838.70 -.20%
  • DJIA 16,458.60 +.13%
  • NASDAQ 4,197.58 +.55%
  • Russell 2000 1,168.43 +.34%
  • S&P 500 High Beta 30.44 -.62%
  • Wilshire 5000 19,360.50 -.13%
  • Russell 1000 Growth 861.56 +.03%
  • Russell 1000 Value 923.23 -.37%
  • S&P 500 Consumer Staples 433.24 -.86%
  • Morgan Stanley Cyclical 1,471.11 -.05%
  • Morgan Stanley Technology 918.22 +2.11%
  • Transports 7,427.46 -.52%
  • Utilities 492.70 -.24%
  • Bloomberg European Bank/Financial Services 114.01 +2.35%
  • MSCI Emerging Markets 40.06 +.14%
  • HFRX Equity Hedge 1,173.95 +.49%
  • HFRX Equity Market Neutral 955.63 +.34%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 200,668 +.38%
  • Bloomberg New Highs-Lows Index 554 -94
  • Bloomberg Crude Oil % Bulls 38.24 unch.
  • CFTC Oil Net Speculative Position 327,351 -1.11%
  • CFTC Oil Total Open Interest 1,623,027 +.20%
  • Total Put/Call .70 -6.67%
  • OEX Put/Call .94 -44.05%
  • ISE Sentiment 132.0 +24.53%
  • NYSE Arms 1.33 +11.76%
  • Volatility(VIX) 12.44 +2.47%
  • S&P 500 Implied Correlation 51.56 +5.61%
  • G7 Currency Volatility (VXY) 7.81 +1.03%
  • Emerging Markets Currency Volatility (EM-VXY) 8.64 +1.89%
  • Smart Money Flow Index 11,926.38 -.25%
  • ICI Money Mkt Mutual Fund Assets $2.700 Trillion -.52%
  • ICI US Equity Weekly Net New Cash Flow -$3.362 Billion
  • AAII % Bulls 38.99 -10.6%
  • AAII % Bears 21.49 -14.04%

Rohstoffe:

  • CRB Index 278.41 +1.08%
  • Crude Oil 94.37 +1.59%
  • Reformulated Gasoline 262.04 -2.19%
  • Natural Gas 4.33 +6.13%
  • Heating Oil 302.37 +2.52%
  • Gold 1,251.90 +.27%
  • Bloomberg Base Metals Index 195.30 +2.39%
  • Copper 334.45 +.02%
  • US No. 1 Heavy Melt Scrap Steel 383.0 USD/Ton +1.06%
  • China Iron Ore Spot 127.30 USD/Ton -2.60%
  • Lumber 369.80 +.46%
  • UBS-Bloomberg Agriculture 1,331.62 -.15%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.7% +120 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0006 +107.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.33 +.09%
  • Citi US Economic Surprise Index 66.60 +1.1 points
  • Citi Emerging Markets Economic Surprise Index 4.80 +5.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 81.18 +.69%
  • Euro/Yen Carry Return Index 147.34 -.80%
  • Yield Curve 245.0 -4 basis points
  • 10-Year US Treasury Yield 2.82% -4 basis points
  • Federal Reserve’s Balance Sheet $4.029 Trillion +1.09%
  • U.S. Sovereign Debt Credit Default Swap 27.50 -1.24%
  • Illinois Municipal Debt Credit Default Swap 151.0 -2.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 49.68 -.63%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.10 +.09%
  • Emerging Markets Sovereign Debt CDS Index 219.0 +1.39%
  • Israel Sovereign Debt Credit Default Swap 93.0 -6.1%
  • South Korea Sovereign Debt Credit Default Swap 68.50 +2.24%
  • China Blended Corporate Spread Index 333.50 +5.5 basis points
  • 10-Year TIPS Spread 2.25% -2.0 basis points
  • TED Spread 20.5 unch.
  • 2-Year Swap Spread 13.25 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 64.66 +.33%
  • European Financial Sector Credit Default Swap Index 85.50 -.58%
  • Emerging Markets Credit Default Swap Index 291.98 +4.29%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 108.0 -2.0 basis points
  • M1 Money Supply $2.645 Trillion -.18%
  • Commercial Paper Outstanding 1,035.60 -2.20%
  • 4-Week Moving Average of Jobless Claims 335,000 -14,000
  • Continuing Claims Unemployment Rate 2.3% +10 basis points
  • Average 30-Year Mortgage Rate 4.41% -10 basis points
  • Weekly Mortgage Applications 386.10 +11.9%
  • Bloomberg Consumer Comfort -31.0 -2.6 points
  • Weekly Retail Sales +2.90% -70 basis points
  • Nationwide Gas $3.30/gallon -.01/gallon
  • Baltic Dry Index 1,398 -18.05%
  • China (Export) Containerized Freight Index 1,115.55 +1.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +16.7%
  • Rail Freight Carloads 235,987 +26.3%

Top Sektoren:

  • Gold & Silver +6.0%
  • Biotech +3.8%
  • Coal +3.6%
  • Networking +3.3%
  • Computer Hardware +2.9%

Flop Sektoren:

  • Restaurants -2.0%
  • Energy -2.1%
  • Road & Rail -2.2%
  • Hombuilders -2.7%
  • Retail -5.4%

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 47/2013

7:31 Uhr

Aktienindizes:

  • S&P 500 1,804.76 +.37%
  • DJIA 16,o64.77 +.65%
  • NASDAQ 3,991.64 +.14%
  • Russell 2000 1,124.92 +.78%
  • S&P 500 High Beta 29.29 +.21%
  • Wilshire 5000 18,912.74 +.28%
  • Russell 1000 Growth 909.65 +.04%
  • Russell 1000 Value 909.65 +.45%
  • S&P 500 Consumer Staples 443.99 -.46%
  • Morgan Stanley Cyclical 1,418.29 +.11%
  • Morgan Stanley Technology 858.80 -.89%
  • Transports 7,199.37 -.16%
  • Utilities 495.31 -2.29%
  • Bloomberg European Bank/Financial Services 104.53 +.32%
  • MSCI Emerging Markets 41.90 +.39%
  • HFRX Equity Hedge 1,141.21 -.12%
  • HFRX Equity Market Neutral 950.43 +.05%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 194,426 -.21%
  • Bloomberg New Highs-Lows Index 149 -359
  • Bloomberg Crude Oil % Bulls 31.03 -20.70%
  • CFTC Oil Net Speculative Position 313,160 +2.49%
  • CFTC Oil Total Open Interest 1,620,640 -6.64%
  • Total Put/Call .94 +25.33%
  • OEX Put/Call 1.39 +183.67%
  • ISE Sentiment 144.0 -5.88%
  • NYSE Arms .81 +3.85%
  • Volatility(VIX) 12.26 +.57%
  • S&P 500 Implied Correlation 54.45 -4.86%
  • G7 Currency Volatility (VXY) 8.07 +3.33%
  • Emerging Markets Currency Volatility (EM-VXY) 8.59 +.23%
  • Smart Money Flow Index 12,053.21 +.42%
  • ICI Money Mkt Mutual Fund Assets $2.663 Trillion -.20%
  • ICI US Equity Weekly Net New Cash Flow $5.407 Billion n/a
  • AAII % Bulls 34.4 -12.3%
  • AAII % Bears 29.5 +7.3%

Rohstoffe:

  • CRB Index 275.21 +.32%
  • Crude Oil 94.77 +1.16%
  • Reformulated Gasoline 272.05 +2.40%
  • Natural Gas 3.78 +3.84%
  • Heating Oil 303.43 +3.12%
  • Gold 1,242.10 -3.61%
  • Bloomberg Base Metals Index 187.68 +.73%
  • Copper 322.05 +1.50%
  • US No. 1 Heavy Melt Scrap Steel 360.67 USD/Ton +5.81%
  • China Iron Ore Spot 136.50 USD/Ton -.22%
  • Lumber 359.60 -1.05%
  • UBS-Bloomberg Agriculture 1,386.88 +.98%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.40% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0170 +203.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.60 +.17%
  • Citi US Economic Surprise Index 6.70 -.2 point
  • Citi Emerging Markets Economic Surprise Index -14.30 -1.7 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.65 -.18%
  • Euro/Yen Carry Return Index 143.14 +1.52%
  • Yield Curve 246.0 +5 basis points
  • 10-Year US Treasury Yield 2.74% +4 basis points
  • Federal Reserve’s Balance Sheet $3.864 Trillion n/a
  • U.S. Sovereign Debt Credit Default Swap 29.88 +18.88%
  • Illinois Municipal Debt Credit Default Swap 191.0 -3.05%
  • Western Europe Sovereign Debt Credit Default Swap Index 62.50 -1.37%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.73 -.68%
  • Emerging Markets Sovereign Debt CDS Index 230.0 +4.44%
  • Israel Sovereign Debt Credit Default Swap 108.16 +.92%
  • Egypt Sovereign Debt Credit Default Swap 665.0 -2.92%
  • China Blended Corporate Spread Index 353.0 -10 basis points
  • 10-Year TIPS Spread 2.20% +1 basis point
  • TED Spread 17.0 -.25 basis point
  • 2-Year Swap Spread 9.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 69.64 -1.15%
  • European Financial Sector Credit Default Swap Index 101.56 -5.11%
  • Emerging Markets Credit Default Swap Index 288.70 +1.46%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 103.0 +1.0 basis point
  • M1 Money Supply $2.587 Trillion -1.30%
  • Commercial Paper Outstanding 1,054.10 -1.20%
  • 4-Week Moving Average of Jobless Claims 338,500 -5,500
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.22% -13 basis points
  • Weekly Mortgage Applications 451.10 -2.30%
  • Bloomberg Consumer Comfort -34.60 -.7 point
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $3.24/gallon +.04/gallon
  • Baltic Dry Index 1,499 -1.19%
  • China (Export) Containerized Freight Index 1,043.77 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +7.1%
  • Rail Freight Carloads 266,643 +.52%

Top Sektoren:

  • Biotech +4.0%
  • HMOs +3.7%
  • I-Banks +3.3%
  • Defense +2.3%
  • Banks +2.3%

Flop Sektoren:

  • Utilities -2.3%
  • Oil Service -2.4%
  • Alt Energy -4.3%
  • Coal -4.4%
  • Gold & Silver -6.7%

 

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 46/2013

07:56 Uhr

Aktienindizes:

  • S&P 500 1,798.18 +1.56%
  • DJIA 15,961.70 +1.27%
  • NASDAQ 3,985.96 +1.70%
  • Russell 2000 1,116.20 +1.47%
  • S&P 500 High Beta 29.23 +1.92%
  • Wilshire 5000 18,859.10 +3.04%
  • Russell 1000 Growth 836.69 +1.89%
  • Russell 1000 Value 905.62 +1.40%
  • S&P 500 Consumer Staples 446.03 +1.67%
  • Morgan Stanley Cyclical 1,416.70 +2.06%
  • Morgan Stanley Technology 866.50 +2.19%
  • Transports 7,211.04 +2.76%
  • Utilities 506.91 +.89%
  • Bloomberg European Bank/Financial Services 104.20 -.95%
  • MSCI Emerging Markets 41.74 +.85%
  • HFRX Equity Hedge 1,142.58 +.24%
  • HFRX Equity Market Neutral 949.95 +.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 195,768 +1.2%
  • Bloomberg New Highs-Lows Index 508+400
  • Bloomberg Crude Oil % Bulls 39.13 +95.65%
  • CFTC Oil Net Speculative Position 305,566 +2.02%
  • CFTC Oil Total Open Interest 1,735,933 -.05%
  • Total Put/Call .75 -9.64%
  • OEX Put/Call .49 -63.43%
  • ISE Sentiment 153.0 +50.0%
  • NYSE Arms .78 -48.34%
  • Volatility(VIX) 12.19 -12.36%
  • S&P 500 Implied Correlation 33.41 -18.31%
  • G7 Currency Volatility (VXY) 7.79 -4.18%
  • Emerging Markets Currency Volatility (EM-VXY) 8.57 -8.93%
  • Smart Money Flow Index 12,003.16 +2.73%
  • ICI Money Mkt Mutual Fund Assets $2.669 Trillion -.12%
  • ICI US Equity Weekly Net New Cash Flows $5.407 Billion +26.78%
  • AAII % Bulls 39.2 -13.8%
  • AAII % Bears 27.5 +25.9%

Rohstoffe:

  • CRB Index 274.34 +.43%
  • Crude Oil 93.84 -.54%
  • Reformulated Gasoline 265.77 +4.3%
  • Natural Gas 3.66 +3.12%
  • Heating Oil 293.89 +2.53%
  • Gold 1,287.40 -.12%
  • Bloomberg Base Metals Index 186.32 -1.68%
  • Copper 317.10 -2.71%
  • US No. 1 Heavy Melt Scrap Steel 340.87 USD/Ton +1.55%
  • China Iron Ore Spot 136.80 USD/Ton +.66%
  • Lumber 363.50 -3.12%
  • UBS-Bloomberg Agriculture 1,373.50 -1.23%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.20% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0994 -4.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.40 +.07%
  • Citi US Economic Surprise Index 6.90 -12.5 points
  • Citi Emerging Markets Economic Surprise Index -12.60 unch.
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.85 -.44%
  • Euro/Yen Carry Return Index 141.02 +2.13%
  • Yield Curve 241.0 -3 basis points
  • 10-Year US Treasury Yield 2.70% -5 basis points
  • Federal Reserve’s Balance Sheet $3.864 Trillion +1.46%
  • U.S. Sovereign Debt Credit Default Swap 25.13 -18.48%
  • Illinois Municipal Debt Credit Default Swap 197.0 +.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 63.36 -4.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 104.06 -6.22%
  • Emerging Markets Sovereign Debt CDS Index 225.50 -4.45%
  • Israel Sovereign Debt Credit Default Swap 108.55 -1.31%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +.21%
  • China Blended Corporate Spread Index 363.0 -3 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 17.25 -1.75 basis points
  • 2-Year Swap Spread 10.25 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 70.50 -3.43%
  • European Financial Sector Credit Default Swap Index 107.04 +.75%
  • Emerging Markets Credit Default Swap Index 284.55 -5.14%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 102.0 -7.0 basis points
  • M1 Money Supply $2.621 Trillion -1.18%
  • Commercial Paper Outstanding 1,066.90 -.30%
  • 4-Week Moving Average of Jobless Claims 344,000 -4,300
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.35% +19 basis points
  • Weekly Mortgage Applications 461.70 -1.77%
  • Bloomberg Consumer Comfort -33.90 +4.0 points
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $3.20/gallon -.01/gallon
  • Baltic Dry Index 1,507 -4.68%
  • China (Export) Containerized Freight Index 1,043.77 +2.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 265,259 +.38%

Top Sektoren:

  • Homebuilders +4.6%
  • Biotech +3.9%
  • HMOs +3.1%
  • Computer Services +2.9%
  • Retail +2.9%

Flop Sektoren:

  • Networking +.7%
  • Banks +.5%
  • Gold & Silver +.1%
  • Steel -1.2%
  • Coal -2.2%

 

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!

Die Woche in Zahlen KW 45/2013

19:25 Uhr

Aktienindizes:

  • S&P 500 1,770.61 +.51%
  • DJIA 15,761.70 +.94%
  • NASDAQ 3,919.23 -.o7%
  • Russell 2000 1,099.97 +.39%
  • S&P 500 High Beta 28.68 +.14%
  • Wilshire 5000 18,544.30 +.35%
  • Russell 1000 Growth 821.16 -.03%
  • Russell 1000 Value 893.10 +.70%
  • S&P 500 Consumer Staples 438.69 +.35%
  • Morgan Stanley Cyclical 1,388.08 +.25%
  • Morgan Stanley Technology 847.93 +.32%
  • Transports 7,017.34 -.43%
  • Utilities 502.46 -.43%
  • Bloomberg European Bank/Financial Services 105.2 -.76%
  • MSCI Emerging Markets 41.39 -2.97%
  • HFRX Equity Hedge 1,139.86 -.01%
  • HFRX Equity Market Neutral 947.74 +.64%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 193,038 -.95%
  • Bloomberg New Highs-Lows Index 108 -92
  • Bloomberg Crude Oil % Bulls 20.0 -17.15%
  • CFTC Oil Net Speculative Position 299,514 -.89%
  • CFTC Oil Total Open Interest 1,736,874 -2.11%
  • Total Put/Call .83 -9.78%
  • OEX Put/Call 1.34 +35.35%
  • ISE Sentiment 102.0 -8.93%
  • NYSE Arms .48 -28.35%
  • Volatility(VIX) 12.90 -2.86%
  • S&P 500 Implied Correlation 39.53 -1.89%
  • G7 Currency Volatility (VXY) 8.10 +.25%
  • Emerging Markets Currency Volatility (EM-VXY) 9.41 +9.53%
  • Smart Money Flow Index 11,684.07 -.84%
  • Money Mkt Mutual Fund Assets $2.672 Trillion +.15%
  • AAII % Bulls 45.5 +1.1%
  • AAII % Bears 21.8 +1.5%

Rohstoffe:

  • CRB Index 274.39 -.21%
  • Crude Oil 94.60 -.01%
  • Reformulated Gasoline 255.34 +.24%
  • Natural Gas 3.56 +1.31%
  • Heating Oil 287.16 -.36%
  • Gold 1,284.60 -2.35%
  • Bloomberg Base Metals Index 189.50 -2.30%
  • Copper 325.40 -1.35%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 135.90 USD/Ton +.44%
  • Lumber 374.70 +1.30%
  • UBS-Bloomberg Agriculture 1,390.66 +.12%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 1.80% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1075 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.32 +.12%
  • Citi US Economic Surprise Index 19.40 +14.1 points
  • Citi Emerging Markets Economic Surprise Index -12.60 -3.80 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 81.30 +.72%
  • Euro/Yen Carry Return Index 138.10 -.48%
  • Yield Curve 244.0 +13 basis points
  • 10-Year US Treasury Yield 2.75% +13 basis points
  • Federal Reserve’s Balance Sheet $3.808 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 30.83 +2.06%
  • Illinois Municipal Debt Credit Default Swap 197.0 +4.0%
  • Western Europe Sovereign Debt Credit Default Swap Index 66.48 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 110.96 +3.52%
  • Emerging Markets Sovereign Debt CDS Index 236.0 +1.17%
  • Israel Sovereign Debt Credit Default Swap 110.0 -1.79%
  • Egypt Sovereign Debt Credit Default Swap 683.53 -1.55%
  • China Blended Corporate Spread Index 366.0 +2 basis points
  • 10-Year TIPS Spread 2.18% +4 basis points
  • TED Spread 19.0 -1.25 basis points
  • 2-Year Swap Spread 11.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 72.95 -1.93%
  • European Financial Sector Credit Default Swap Index 106.25 -8.88%
  • Emerging Markets Credit Default Swap Index 299.97 +8.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 109.0 -1.0 basis point
  • M1 Money Supply $2.654 Trillion -1.08%
  • Commercial Paper Outstanding 1,070.30 -1.0%
  • 4-Week Moving Average of Jobless Claims 348,300 -8,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.16% +6 basis points
  • Weekly Mortgage Applications 449.60 -7.05%
  • Bloomberg Consumer Comfort -37.90 -.3 point
  • Weekly Retail Sales +3.40% +20 basis points
  • Nationwide Gas $3.21/gallon -.06/gallon
  • Baltic Dry Index 1,593 +5.92%
  • China (Export) Containerized Freight Index 1,013.52 +.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 264,264 +1.16%

Top Sektoren:

  • Software +3.3%
  • Networking +2.7%
  • Banks +2.5%
  • I-Banks +2.3%
  • Defense +2.0%

Flop Sektoren:

  • Papers -2.3%
  • Disk Drives -3.1%
  • Hospitals -4.2%
  • Homebuilders -4.2%
  • REITs -4.3%

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 44/2013

06:47 Uhr

Aktienindizes:

  • S&P 500 1,761.64 +.11%
  • DJIA 15,615.50 +.29%
  • NASDAQ 3,922.04 -.54%
  • Russell 2000 1,095.67 -2.03%
  • S&P 500 High Beta 28.64 unch.
  • Wilshire 5000 18,489.03 -.18%
  • Russell 1000 Growth 821.38 +.04%
  • Russell 1000 Value 886.85 -.02%
  • S&P 500 Consumer Staples 437.16 +1.14%
  • Morgan Stanley Cyclical 1,384.67 +.37%
  • Morgan Stanley Technology 845.27 -.10%
  • Transports 7,047.77 +.55%
  • Utilities 504.65 -.38%
  • Bloomberg European Bank/Financial Services 106.0 -.42%
  • MSCI Emerging Markets 42.66 +.08%
  • HFRX Equity Hedge 1,139.94 -.04%
  • HFRX Equity Market Neutral 941.74 -.05%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 194,884 -.51%
  • Bloomberg New Highs-Lows Index 200 -432
  • Bloomberg Crude Oil % Bulls 24.14 +49.7%
  • CFTC Oil Net Speculative Position 299,196 -1.23%
  • CFTC Oil Total Open Interest 1,785,295 -2.17%
  • Total Put/Call .92 unch.
  • OEX Put/Call .99 +312.50%
  • ISE Sentiment 112.0 +24.44%
  • NYSE Arms .67 -13.92%
  • Volatility(VIX) 13.28 +1.45%
  • S&P 500 Implied Correlation 40.29 +8.28%
  • G7 Currency Volatility (VXY) 8.12 +7.27%
  • Emerging Markets Currency Volatility (EM-VXY) 8.60 +7.23%
  • Smart Money Flow Index 11,782.48 -.04%
  • Money Mkt Mutual Fund Assets $2.669 Trillion +.04%
  • AAII % Bulls 45.0 -8.6%
  • AAII % Bears 21.5 +22.2%

Rohstoffe:

  • CRB Index 274.96 -2.69%
  • Crude Oil 94.61 -3.35%
  • Reformulated Gasoline 254.19 -1.20%
  • Natural Gas 3.51 -5.47%
  • Heating Oil 288.23 -1.03%
  • Gold 1,350.50 -2.73%
  • Bloomberg Base Metals Index 193.97 +1.33%
  • Copper 329.85 +1.01%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 135.30 USD/Ton +1.50%
  • Lumber 368.10 +1.85%
  • UBS-Bloomberg Agriculture 1,388.20 -2.92%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 1.70% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1075 -.74%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.18 +.23%
  • Citi US Economic Surprise Index 5.30 -11.7 points
  • Citi Emerging Markets Economic Surprise Index -8.80 -3.20 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.72 +1.90%
  • Euro/Yen Carry Return Index 138.86 -.97%
  • Yield Curve 231.0 +10 basis points
  • 10-Year US Treasury Yield 2.62% +11 basis points
  • Federal Reserve’s Balance Sheet $3.800 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 30.21 -19.37%
  • Illinois Municipal Debt Credit Default Swap 189.0 +4.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 68.38 -.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 103.55 +3.33%
  • Emerging Markets Sovereign Debt CDS Index 233.26 +8.31%
  • Israel Sovereign Debt Credit Default Swap 112.0 +3.22%
  • Egypt Sovereign Debt Credit Default Swap 694.31 +1.36%
  • China Blended Corporate Spread Index 364.0 -8 basis points
  • 10-Year TIPS Spread 2.14% -5 basis points
  • TED Spread 20.25 -.5 basis point
  • 2-Year Swap Spread 11.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 74.25 +3.20%
  • European Financial Sector Credit Default Swap Index 116.60 -6.99%
  • Emerging Markets Credit Default Swap Index 277.66 +6.11%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -2.5 basis points
  • M1 Money Supply $2.684 Trillion +1.18%
  • Commercial Paper Outstanding 1,081.50 +1.80%
  • 4-Week Moving Average of Jobless Claims 356,300 +8,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.10% -3 basis points
  • Weekly Mortgage Applications 483.70 +6.42%
  • Bloomberg Consumer Comfort -37.60 -1.5 points
  • Weekly Retail Sales +3.20% +20 basis points
  • Nationwide Gas $3.27/gallon -.05/gallon
  • Baltic Dry Index 1,504 -11.94%
  • China (Export) Containerized Freight Index 1,011.55 +3.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +18.18%
  • Rail Freight Carloads 261,231 -1.31%

Top Sektoren:

  • Steel +2.3%
  • Restaurants +1.9%
  • Semis +1.8%
  • HMOs +1.8%
  • Hospitals +1.3%

Flop Sektoren:

  • Biotech -2.5%
  • Papers -3.6%
  • Homebuilders -4.9%
  • Education -5.6%
  • Gold & Silver -7.7%

 

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 43/2013

18:51 Uhr

Aktienindizes:

  • S&P 500 1,759.77 +.88%
  • DJIA 15,570.66 +1.1%
  • NASDAQ 3,943.36 +.74%
  • Russell 2000 1,118.34 +.32%
  • S&P 500 High Beta 28.64 +.31%
  • Wilshire 5000 18,522.14 +.77%
  • Russell 1000 Growth 821.09 +1.09%
  • Russell 1000 Value 887.03 +.53%
  • Morgan Stanley Consumer 1,055.68 n/a
  • Morgan Stanley Cyclical 1,379.53 +2.0%
  • Morgan Stanley Technology 846.07 -.12%
  • Transports 7,009.05 +2.61%
  • Utilities 506.57 +2.12%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 42.62 -1.25%
  • HFRX Equity Hedge 1,142.04 +.34%
  • HFRX Equity Market Neutral 943.35 +.08%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 195,890 +1.46%
  • Bloomberg New Highs-Lows Index 632 -356
  • Bloomberg Crude Oil % Bulls 16.13 +22.57%
  • CFTC Oil Net Speculative Position 315,438 -1.66%
  • CFTC Oil Total Open Interest 1,856,649 -1.30%
  • Total Put/Call .92 +35.29%
  • OEX Put/Call .24 -84.42%
  • ISE Sentiment 90.0 +11.11%
  • NYSE Arms .79 -36.29%
  • Volatility(VIX) 13.09 +.38%
  • S&P 500 Implied Correlation 37.21 +3.16%
  • G7 Currency Volatility (VXY) 7.58 -.66%
  • Emerging Markets Currency Volatility (EM-VXY) 8.02 -4.30%
  • Smart Money Flow Index 11,787.50 +.85%
  • Money Mkt Mutual Fund Assets $2.668 Trillion +2.09%
  • AAII % Bulls 49.2 +6.3%
  • AAII % Bears 17.6 -29.5%

Rohstoffe:

  • CRB Index 282.56 -1.52%
  • Crude Oil 97.85 -2.98%
  • Reformulated Gasoline 258.71 -2.90%
  • Natural Gas 3.71 -1.54%
  • Heating Oil 290.97 -4.1%
  • Gold 1,352.50 +2.73%
  • Bloomberg Base Metals Index 191.42 -.76%
  • Copper 326.90 -.65%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton -.06%
  • China Iron Ore Spot 133.30 USD/Ton -.82%
  • Lumber 361.40 +2.2%
  • UBS-Bloomberg Agriculture 1,429.96 -1.15%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.0% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1482 +9.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.91 +.06%
  • Citi US Economic Surprise Index 17.0 -6.2 points
  • Citi Emerging Markets Economic Surprise Index -5.60 +4.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.19 -.52%
  • Euro/Yen Carry Return Index 140.20 +.51%
  • Yield Curve 221.0 -5 basis points
  • 10-Year US Treasury Yield 2.51% -7 basis points
  • Federal Reserve’s Balance Sheet $3.796 Trillion +.68%
  • U.S. Sovereign Debt Credit Default Swap 37.47 +10.15%
  • Illinois Municipal Debt Credit Default Swap 180.0 -1.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 69.0 -3.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 100.21 -2.65%
  • Emerging Markets Sovereign Debt CDS Index 215.37 +3.79%
  • Israel Sovereign Debt Credit Default Swap 108.50 -.30%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +1.32%
  • China Blended Corporate Spread Index 372.0 +9 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 20.75 -1.25 basis points
  • 2-Year Swap Spread 12.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 72.08 +1.64%
  • European Financial Sector Credit Default Swap Index 125.37 +4.1%
  • Emerging Markets Credit Default Swap Index 261.66 +1.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 112.50 -.5 basis point
  • M1 Money Supply $2.652 Trillion +3.92%
  • Commercial Paper Outstanding 1,061.90 +2.70%
  • 4-Week Moving Average of Jobless Claims 348,300 +11,800
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.13% -15 basis points
  • Weekly Mortgage Applications 454.50 -.57%
  • Bloomberg Consumer Comfort -36.10 -2.0 points
  • Weekly Retail Sales +3.0% -20 basis points
  • Nationwide Gas $3.32/gallon -.04/gallon
  • Baltic Dry Index 1,708 -12.86%
  • China (Export) Containerized Freight Index 1,010.07 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,687 +1.48%

Top Sektoren:

  • Gold & Silver +8.2%
  • Homebuilders +4.1%
  • Airlines +2.9%
  • Biotech +2.4%
  • Utilities +2.1%

Flop Sektoren:

  • Oil Service -1.8%
  • Semis -2.0%
  • Alt Energy -2.7%
  • Networking -5.6%
  • Disk Drives -8.9%

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 43/2013

18:51 Uhr

Aktienindizes:

  • S&P 500 1,759.77 +.88%
  • DJIA 15,570.66 +1.1%
  • NASDAQ 3,943.36 +.74%
  • Russell 2000 1,118.34 +.32%
  • S&P 500 High Beta 28.64 +.31%
  • Wilshire 5000 18,522.14 +.77%
  • Russell 1000 Growth 821.09 +1.09%
  • Russell 1000 Value 887.03 +.53%
  • Morgan Stanley Consumer 1,055.68 n/a
  • Morgan Stanley Cyclical 1,379.53 +2.0%
  • Morgan Stanley Technology 846.07 -.12%
  • Transports 7,009.05 +2.61%
  • Utilities 506.57 +2.12%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 42.62 -1.25%
  • HFRX Equity Hedge 1,142.04 +.34%
  • HFRX Equity Market Neutral 943.35 +.08%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 195,890 +1.46%
  • Bloomberg New Highs-Lows Index 632 -356
  • Bloomberg Crude Oil % Bulls 16.13 +22.57%
  • CFTC Oil Net Speculative Position 315,438 -1.66%
  • CFTC Oil Total Open Interest 1,856,649 -1.30%
  • Total Put/Call .92 +35.29%
  • OEX Put/Call .24 -84.42%
  • ISE Sentiment 90.0 +11.11%
  • NYSE Arms .79 -36.29%
  • Volatility(VIX) 13.09 +.38%
  • S&P 500 Implied Correlation 37.21 +3.16%
  • G7 Currency Volatility (VXY) 7.58 -.66%
  • Emerging Markets Currency Volatility (EM-VXY) 8.02 -4.30%
  • Smart Money Flow Index 11,787.50 +.85%
  • Money Mkt Mutual Fund Assets $2.668 Trillion +2.09%
  • AAII % Bulls 49.2 +6.3%
  • AAII % Bears 17.6 -29.5%

Rohstoffe:

  • CRB Index 282.56 -1.52%
  • Crude Oil 97.85 -2.98%
  • Reformulated Gasoline 258.71 -2.90%
  • Natural Gas 3.71 -1.54%
  • Heating Oil 290.97 -4.1%
  • Gold 1,352.50 +2.73%
  • Bloomberg Base Metals Index 191.42 -.76%
  • Copper 326.90 -.65%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton -.06%
  • China Iron Ore Spot 133.30 USD/Ton -.82%
  • Lumber 361.40 +2.2%
  • UBS-Bloomberg Agriculture 1,429.96 -1.15%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.0% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1482 +9.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.91 +.06%
  • Citi US Economic Surprise Index 17.0 -6.2 points
  • Citi Emerging Markets Economic Surprise Index -5.60 +4.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.19 -.52%
  • Euro/Yen Carry Return Index 140.20 +.51%
  • Yield Curve 221.0 -5 basis points
  • 10-Year US Treasury Yield 2.51% -7 basis points
  • Federal Reserve’s Balance Sheet $3.796 Trillion +.68%
  • U.S. Sovereign Debt Credit Default Swap 37.47 +10.15%
  • Illinois Municipal Debt Credit Default Swap 180.0 -1.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 69.0 -3.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 100.21 -2.65%
  • Emerging Markets Sovereign Debt CDS Index 215.37 +3.79%
  • Israel Sovereign Debt Credit Default Swap 108.50 -.30%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +1.32%
  • China Blended Corporate Spread Index 372.0 +9 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 20.75 -1.25 basis points
  • 2-Year Swap Spread 12.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 72.08 +1.64%
  • European Financial Sector Credit Default Swap Index 125.37 +4.1%
  • Emerging Markets Credit Default Swap Index 261.66 +1.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 112.50 -.5 basis point
  • M1 Money Supply $2.652 Trillion +3.92%
  • Commercial Paper Outstanding 1,061.90 +2.70%
  • 4-Week Moving Average of Jobless Claims 348,300 +11,800
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.13% -15 basis points
  • Weekly Mortgage Applications 454.50 -.57%
  • Bloomberg Consumer Comfort -36.10 -2.0 points
  • Weekly Retail Sales +3.0% -20 basis points
  • Nationwide Gas $3.32/gallon -.04/gallon
  • Baltic Dry Index 1,708 -12.86%
  • China (Export) Containerized Freight Index 1,010.07 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,687 +1.48%

Top Sektoren:

  • Gold & Silver +8.2%
  • Homebuilders +4.1%
  • Airlines +2.9%
  • Biotech +2.4%
  • Utilities +2.1%

Flop Sektoren:

  • Oil Service -1.8%
  • Semis -2.0%
  • Alt Energy -2.7%
  • Networking -5.6%
  • Disk Drives -8.9%

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 42/2013

17:00 Uhr

Aktienindizes:

  • S&P 500 1,744.50 +2.43%
  • DJIA 15,399.60 +1.07%
  • NASDAQ 3,914.27 +3.23%
  • Russell 2000 1,114.77 +2.81%
  • S&P 500 High Beta 28.55 +3.59%
  • Wilshire 5000 18,379.90 +3.24%
  • Russell 1000 Growth 812.23 +2.65%
  • Russell 1000 Value 882.36 +2.29%
  • Morgan Stanley Consumer 1,055.68 +2.24%
  • Morgan Stanley Cyclical 1,352.53 +2.15%
  • Morgan Stanley Technology 847.08 +2.59%
  • Transports 6,830.45 +2.74%
  • Utilities 496.05 +.89%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 43.16 +1.65%
  • HFRX Equity Hedge 1,133.44 +1.66%
  • HFRX Equity Market Neutral 941.26 +.73%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 194,370 +2.09%
  • Bloomberg New Highs-Lows Index 988 +652
  • Bloomberg Crude Oil % Bulls 13.16 -68.98%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .68 -29.17%
  • OEX Put/Call 1.67 +27.48%
  • ISE Sentiment 104.0 +28.4%
  • NYSE Arms 1.24 +175.50%
  • Volatility(VIX) 13.04 -20.87%
  • S&P 500 Implied Correlation 36.07 -22.72%
  • G7 Currency Volatility (VXY) 7.63 -8.18%
  • Emerging Markets Currency Volatility (EM-VXY) 8.38 -8.32%
  • Smart Money Flow Index 11,688.55 +2.04%
  • Money Mkt Mutual Fund Assets $2.613 Trillion -1.96%
  • AAII % Bulls 46.3 +12.0%
  • AAII % Bears 24.9 -25.8%

Rohstoffe:

  • CRB Index 286.92 -.16%
  • Crude Oil 100.81 -.91%
  • Reformulated Gasoline 267.32 +.39%
  • Natural Gas 3.76 -.71%
  • Heating Oil 303.54 +.07%
  • Gold 1,314.60 +3.30%
  • Bloomberg Base Metals Index 192.88 +1.05%
  • Copper 329.90 +.79%
  • US No. 1 Heavy Melt Scrap Steel 335.87 USD/Ton +.06%
  • China Iron Ore Spot 134.40 USD/Ton +.98%
  • Lumber 353.50 +6.16%
  • UBS-Bloomberg Agriculture 1,446.40 +1.55%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.8% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1800 +9.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.84 unch.
  • Citi US Economic Surprise Index 23.20 -12.2 points
  • Citi Emerging Markets Economic Surprise Index -9.60 -5.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.65 -.94%
  • Euro/Yen Carry Return Index 139.57 +.27%
  • Yield Curve 226.0 -7 basis points
  • 10-Year US Treasury Yield 2.58% -11 basis points
  • Federal Reserve’s Balance Sheet $3.770 Trillion +1.47%
  • U.S. Sovereign Debt Credit Default Swap 34.02 +.80%
  • Illinois Municipal Debt Credit Default Swap 182.0 -4.75%
  • Western Europe Sovereign Debt Credit Default Swap Index 71.32 -1.37%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 102.95 -6.10%
  • Emerging Markets Sovereign Debt CDS Index 207.50 -6.10%
  • Israel Sovereign Debt Credit Default Swap 108.83 -4.53%
  • Egypt Sovereign Debt Credit Default Swap 676.08 +.16%
  • China Blended Corporate Spread Index 363.0 -7 basis points
  • 10-Year TIPS Spread 2.18% -3 basis points
  • TED Spread 22.0 +3.25 basis points
  • 2-Year Swap Spread 13.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.50 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 70.91 -8.25%
  • European Financial Sector Credit Default Swap Index 120.44 -5.92%
  • Emerging Markets Credit Default Swap Index 257.13 -6.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 113.0 -1 basis point
  • M1 Money Supply $2.552 Trillion -1.88%
  • Commercial Paper Outstanding 1,033.70 -3.0%
  • 4-Week Moving Average of Jobless Claims 336,500 +11,500
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.28% +5 basis points
  • Weekly Mortgage Applications 457.10 +.26%
  • Bloomberg Consumer Comfort -34.10 -4.4 points
  • Weekly Retail Sales +3.20% -50 basis points
  • Nationwide Gas $3.36/gallon +.02/gallon
  • Baltic Dry Index 1,901 -4.23%
  • China (Export) Containerized Freight Index 1,010.07 -2.85%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 260,839 -2.15%

 

Top Sektoren:

  • Gold & Silver +6.2%
  • Internet +5.5%
  • Oil Tankers +4.2%
  • Airlines +3.9%
  • Gaming +3.9%

Flop Sektoren:

  • Utilities +.9%
  • Networking +.3%
  • Road & Rail -.6%
  • HMOs -3.3%
  • Computer Services -3.8%

 

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 41/2013

06:25 Uhr

Aktienindizes:

  • S&P 500 1,703.20 +.75%
  • DJIA 15,237.10 +1.09%
  • NASDAQ 3,791.87 -.42%
  • Russell 2000 1,084.31 +.56%
  • S&P 500 High Beta 27.56 +.45%
  • Wilshire 5000 17,929.70 +.57%
  • Russell 1000 Growth 791.26 +.11%
  • Russell 1000 Value 826.60 +1.10%
  • Morgan Stanley Consumer 1,032.53 +1.58%
  • Morgan Stanley Cyclical 1,324.11 +.23%
  • Morgan Stanley Technology 825.74 -.48%
  • Transports 6,648.41 +.58%
  • Utilities 491.68 +2.43%
  • Bloomberg European Bank/Financial Services 105.30 +2.24%
  • MSCI Emerging Markets 42.46 +1.57%
  • HFRX Equity Hedge 1,122.47 -.08%
  • HFRX Equity Market Neutral 935.90 +.29%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 190,387 -.04%
  • Bloomberg New Highs-Lows Index 208 -47
  • Bloomberg Crude Oil % Bulls 42.42 +112.1%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .96 +10.34%
  • OEX Put/Call 1.31 +50.57%
  • ISE Sentiment 81.0 -11.96%
  • NYSE Arms 1.24 +67.57%
  • Volatility(VIX) 15.72 -6.09%
  • S&P 500 Implied Correlation 44.24 -11.04%
  • G7 Currency Volatility (VXY) 8.31 -3.49%
  • Emerging Markets Currency Volatility (EM-VXY) 9.14 -6.35%
  • Smart Money Flow Index 11,455.09 +.26%
  • Money Mkt Mutual Fund Assets $2.666 Trillion -.74%
  • AAII % Bulls 41.3 +9.2%
  • AAII % Bears 33.6 +11.7%

Rohstoffe:

  • CRB Index 286.6 +.06%
  • Crude Oil 102.02 -1.59%
  • Reformulated Gasoline 266.81 +2.23%
  • Natural Gas 3.78 +7.55%
  • Heating Oil 303.49 +1.10%
  • Gold 1,268.20 -3.28%
  • Bloomberg Base Metals Index 190.88 +.86%
  • Copper 326.90 -1.06%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 133.10 USD/Ton +1.29%
  • Lumber 331.20 -1.87%
  • UBS-Bloomberg Agriculture 1,422.76 -.49%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.8% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3118 -5.94%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.84 +.12%
  • Citi US Economic Surprise Index 35.40 -9.3 points
  • Citi Emerging Markets Economic Surprise Index -4.60 -5.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.36 +.29%
  • Euro/Yen Carry Return Index 139.19 +1.02%
  • Yield Curve 233.0 +2 basis points
  • 10-Year US Treasury Yield 2.69% +5 basis points
  • Federal Reserve’s Balance Sheet $3.715 Trillion +.31%
  • U.S. Sovereign Debt Credit Default Swap 33.74 -17.17%
  • Illinois Municipal Debt Credit Default Swap 191.0 +7.50%
  • Western Europe Sovereign Debt Credit Default Swap Index 72.31 -12.53%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 109.64 -5.10%
  • Emerging Markets Sovereign Debt CDS Index 220.99 -6.75%
  • Israel Sovereign Debt Credit Default Swap 114.0 -4.88%
  • Egypt Sovereign Debt Credit Default Swap 675.0 +1.02%
  • China Blended Corporate Spread Index 370.0 -9 basis points
  • 10-Year TIPS Spread 2.21% unch.
  • TED Spread 18.75 -3.5 basis points
  • 2-Year Swap Spread 13.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 77.29 -3.07%
  • European Financial Sector Credit Default Swap Index 128.01 -5.81%
  • Emerging Markets Credit Default Swap Index 275.81 -3.58%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 114.0 unch.
  • M1 Money Supply $2.600 Trillion +1.15%
  • Commercial Paper Outstanding 1,065.70 +1.0%
  • 4-Week Moving Average of Jobless Claims 325,000 +20,000
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.23% +1 basis point
  • Weekly Mortgage Applications 455.90 +1.27%
  • Bloomberg Consumer Comfort -29.7 -.3 point
  • Weekly Retail Sales +3.70% -20 basis points
  • Nationwide Gas $3.34/gallon -.03/gallon
  • Baltic Dry Index 1,985 -4.75%
  • China (Export) Containerized Freight Index 1,039.72 -4.67%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 266,580 -1.21%

Top Sektoren:

  • Coal +3.3%
  • Tobacco +3.0%
  • REITs +2.9%
  • Utilities +2.4%
  • Medical Equipment +2.2%

Flop Sektoren:

  • Internet -1.6%
  • Retail -1.7%
  • Networking -1.9%
  • Gold & Silver -4.0%
  • Biotech -5.4%

 

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 40/2013

09:00 Uhr

Aktienindizes:

  • S&P 500 1,690.50 -.07%
  • DJIA 15,072.50 -1.22%
  • NASDAQ 3,807.75 +.69%
  • Russell 2000 1,078.25 +.38%
  • S&P 500 High Beta 27.44 +1.09%
  • Wilshire 5000 17,827.33 +.10%
  • Russell 1000 Growth 790.37 +.13%
  • Russell 1000 Value 853.31 -.04%
  • Morgan Stanley Consumer 1,016.45 -.50%
  • Morgan Stanley Cyclical 1,321.05 +.19%
  • Morgan Stanley Technology 829.70 +.44%
  • Transports 6,609.75 +.18%
  • Utilities 480.0 -.45%
  • Bloomberg European Bank/Financial Services 102.99 +1.40%
  • MSCI Emerging Markets 41.80 +.87%
  • HFRX Equity Hedge 1,124.75 +.42%
  • HFRX Equity Market Neutral 934.12 -.03%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 190,458 -.20%
  • Bloomberg New Highs-Lows Index 255 +55
  • Bloomberg Crude Oil % Bulls 20.0 -17.15%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .87 -7.45%
  • OEX Put/Call .87 -92.01%
  • ISE Sentiment 92.0 +19.48%
  • NYSE Arms .74 -40.80%
  • Volatility(VIX) 16.74 +8.28%
  • S&P 500 Implied Correlation 49.73 +4.89%
  • G7 Currency Volatility (VXY) 8.59 -.46%
  • Emerging Markets Currency Volatility (EM-VXY) 9.77 -3.17%
  • Smart Money Flow Index 11,425.66 +.86%
  • Money Mkt Mutual Fund Assets $2.685 Trillion -.32%
  • AAII % Bulls 37.8 +5.0%
  • AAII % Bears 30.1 -1.8%

Rohstoffe:

  • CRB Index 286.45 -.18%
  • Crude Oil 103.84 +1.0%
  • Reformulated Gasoline 260.76 -1.49%
  • Natural Gas 3.51 -2.26%
  • Heating Oil 290.90 +.39%
  • Gold 1,309.90 -1.95%
  • Bloomberg Base Metals Index 189.25 -1.40%
  • Copper 330.10 -.48%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 131.40 USD/Ton -.38%
  • Lumber 336.80 -1.87%
  • UBS-Bloomberg Agriculture 1,429.73 +.09%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.8% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0976 -5.43%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.69 +.04%
  • Citi US Economic Surprise Index 44.70 -1.8 points
  • Citi Emerging Markets Economic Surprise Index .80 -3.4 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.12 -.21%
  • Euro/Yen Carry Return Index 137.73 -.54%
  • Yield Curve 231.0 +2 basis points
  • 10-Year US Treasury Yield 2.64% +2 basis points
  • Federal Reserve’s Balance Sheet $3.704 Trillion +.35%
  • U.S. Sovereign Debt Credit Default Swap 40.74 +31.4%
  • Illinois Municipal Debt Credit Default Swap 178.0 +2.97%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.66 -2.64%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 115.53 -3.07%
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.24%
  • Israel Sovereign Debt Credit Default Swap 119.84 -.58%
  • Egypt Sovereign Debt Credit Default Swap 668.16 +2.79%
  • China Blended Corporate Spread Index 379.0 +1 basis point
  • 10-Year TIPS Spread 2.21% +3 basis points
  • TED Spread 22.25 -1.5 basis points
  • 2-Year Swap Spread 13.25 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.0 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 79.73 -1.02%
  • European Financial Sector Credit Default Swap Index 135.91 -6.42%
  • Emerging Markets Credit Default Swap Index 286.05 -2.69%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 114.0 +4.0 basis points
  • M1 Money Supply $2.568 Trillion +.58%
  • Commercial Paper Outstanding 1,054.70 -.90%
  • 4-Week Moving Average of Jobless Claims 305,000 -3,000
  • Continuing Claims Unemployment Rate 2.3% +10 basis points
  • Average 30-Year Mortgage Rate 4.22% -10 basis points
  • Weekly Mortgage Applications 450.20 -.38%
  • Bloomberg Consumer Comfort -29.4 -1.3 points
  • Weekly Retail Sales +3.90% unch.
  • Nationwide Gas $3.37/gallon -.05/gallon
  • Baltic Dry Index 2,084 +1.86%
  • China (Export) Containerized Freight Index 1,090.62 -1.30%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 269,853 +2.65%

Top Sektoren:

  • Hospitals +5.4%
  • Coal +5.0%
  • Alt Energy +3.8%
  • HMOs +3.1%
  • Networking +2.8%

Flop Sektoren:

  • I-Banks -1.3%
  • REITs -1.6%
  • Defense -1.7%
  • Homebuilders -2.5%
  • Gold & Silver -3.6%

 

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 38/2013

 

 

 

16:23 Uhr

Aktienindizes:

S&P 500 1,709.91 +1.3%

  • DJIA 15,451.09 +.49%
  • NASDAQ 3,774.72 +1.41%
  • Russell 2000 1,072.83 +1.79%
  • S&P 500 High Beta 27.37 +.66%
  • Wilshire 5000 17,956.9 +1.34%
  • Russell 1000 Growth 794.43 +1.65%
  • Russell 1000 Value 863.70 +1.0%
  • Morgan Stanley Consumer 1,039.96 +.92%
  • Morgan Stanley Cyclical 1,330.45 +1.80%
  • Morgan Stanley Technology 829.63 +1.44%
  • Transports 6,692.26 +2.59%
  • Utilities 485.33 +1.77%
  • Bloomberg European Bank/Financial Services 103.37 +.84%
  • MSCI Emerging Markets 42.0 +2.68%
  • HFRX Equity Hedge 1,124.59 +.43%
  • HFRX Equity Market Neutral 933.63 +.16%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,323 +1.31%
  • Bloomberg New Highs-Lows Index 955 +661
  • Bloomberg Crude Oil % Bulls 38.24 -13.09%
  • CFTC Oil Net Speculative Position 326,831 -2.39%
  • CFTC Oil Total Open Interest 1,926,402 +1.30%
  • Total Put/Call 1.05 +40.0%
  • OEX Put/Call .78 -25.71%
  • ISE Sentiment 85.0 -19.81%
  • NYSE Arms 1.59 +67.36%
  • Volatility(VIX) 13.12 -7.34%
  • S&P 500 Implied Correlation 47.23 +2.41%
  • G7 Currency Volatility (VXY) 8.95 -2.51%
  • Emerging Markets Currency Volatility (EM-VXY) 9.83 -5.30%
  • Smart Money Flow Index 11,653.20 +2.49%
  • Money Mkt Mutual Fund Assets $2.658 Trillion -.05%
  • AAII % Bulls 45.1 -.9%
  • AAII % Bears 29.7 +20.8%

Rohstoffe:

  • CRB Index 287.44 -1.23%
  • Crude Oil 104.75 -3.55%
  • Reformulated Gasoline 268.42 -2.88%
  • Natural Gas 3.69 +.30%
  • Heating Oil 300.42 -3.62%
  • Gold 1,332.60 +.48%
  • Bloomberg Base Metals Index 192.02 +2.80%
  • Copper 332.05 +2.95%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 131.80 USD/Ton -2.0%
  • Lumber 354.20 +2.88%
  • UBS-Bloomberg Agriculture 1,417.64 -1.52%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0888 -12.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.72 +.19%
  • Citi US Economic Surprise Index 44.40 -5.3 points
  • Citi Emerging Markets Economic Surprise Index 2.10 -1.5 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.43 -1.34%
  • Euro/Yen Carry Return Index 140.15 +1.74%
  • Yield Curve 240.0 -5 basis points
  • 10-Year US Treasury Yield 2.73% -15 basis points
  • Federal Reserve’s Balance Sheet $3.679 Trillion +1.7%
  • U.S. Sovereign Debt Credit Default Swap 22.38 +1.23%
  • Illinois Municipal Debt Credit Default Swap 172.0 -2.71%
  • Western Europe Sovereign Debt Credit Default Swap Index 86.91 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 98.19 -14.83%
  • Emerging Markets Sovereign Debt CDS Index 205.16 -7.38%
  • Israel Sovereign Debt Credit Default Swap 117.0 -8.59%
  • Egypt Sovereign Debt Credit Default Swap 650.0 -.41%
  • China Blended Corporate Spread Index 365.0 -7 basis points
  • 10-Year TIPS Spread 2.24% +13 basis points
  • TED Spread 24.0 -.25 basis point
  • 2-Year Swap Spread 15.5 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.25 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 78.95 +1.75%
  • European Financial Sector Credit Default Swap Index 140.36 +1.38%
  • Emerging Markets Credit Default Swap Index 262.38 -14.22%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 111.50 -8.5 basis points
  • M1 Money Supply $2.556 Trillion -.81%
  • Commercial Paper Outstanding 1,046.70 +1.10%
  • 4-Week Moving Average of Jobless Claims 314,800 -6,450
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.50% -7 basis points
  • Weekly Mortgage Applications 428.20 +11.22%
  • Bloomberg Consumer Comfort -29.40 +2.7 points
  • Weekly Retail Sales +4.0% -60 basis points
  • Nationwide Gas $3.49/gallon -.05/gallon
  • Baltic Dry Index 1,904 +16.38%
  • China (Export) Containerized Freight Index 1,104.96 -1.82%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 265,873 +16.15%

Top Sektoren:

  • Alt Energy +3.8%
  • Construction +3.3%
  • Airlines +3.1%
  • Homebuilders +3.0%
  • Gaming +2.8%

Flop Sektoren:

  • Restaurants +.1%
  • Papers unch.
  • Banks -.1%
  • Disk Drives -1.1%
  • HMOs -3.9%

 

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 38/2013

 

 

 

16:23 Uhr

Aktienindizes:

S&P 500 1,709.91 +1.3%

  • DJIA 15,451.09 +.49%
  • NASDAQ 3,774.72 +1.41%
  • Russell 2000 1,072.83 +1.79%
  • S&P 500 High Beta 27.37 +.66%
  • Wilshire 5000 17,956.9 +1.34%
  • Russell 1000 Growth 794.43 +1.65%
  • Russell 1000 Value 863.70 +1.0%
  • Morgan Stanley Consumer 1,039.96 +.92%
  • Morgan Stanley Cyclical 1,330.45 +1.80%
  • Morgan Stanley Technology 829.63 +1.44%
  • Transports 6,692.26 +2.59%
  • Utilities 485.33 +1.77%
  • Bloomberg European Bank/Financial Services 103.37 +.84%
  • MSCI Emerging Markets 42.0 +2.68%
  • HFRX Equity Hedge 1,124.59 +.43%
  • HFRX Equity Market Neutral 933.63 +.16%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,323 +1.31%
  • Bloomberg New Highs-Lows Index 955 +661
  • Bloomberg Crude Oil % Bulls 38.24 -13.09%
  • CFTC Oil Net Speculative Position 326,831 -2.39%
  • CFTC Oil Total Open Interest 1,926,402 +1.30%
  • Total Put/Call 1.05 +40.0%
  • OEX Put/Call .78 -25.71%
  • ISE Sentiment 85.0 -19.81%
  • NYSE Arms 1.59 +67.36%
  • Volatility(VIX) 13.12 -7.34%
  • S&P 500 Implied Correlation 47.23 +2.41%
  • G7 Currency Volatility (VXY) 8.95 -2.51%
  • Emerging Markets Currency Volatility (EM-VXY) 9.83 -5.30%
  • Smart Money Flow Index 11,653.20 +2.49%
  • Money Mkt Mutual Fund Assets $2.658 Trillion -.05%
  • AAII % Bulls 45.1 -.9%
  • AAII % Bears 29.7 +20.8%

Rohstoffe:

  • CRB Index 287.44 -1.23%
  • Crude Oil 104.75 -3.55%
  • Reformulated Gasoline 268.42 -2.88%
  • Natural Gas 3.69 +.30%
  • Heating Oil 300.42 -3.62%
  • Gold 1,332.60 +.48%
  • Bloomberg Base Metals Index 192.02 +2.80%
  • Copper 332.05 +2.95%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 131.80 USD/Ton -2.0%
  • Lumber 354.20 +2.88%
  • UBS-Bloomberg Agriculture 1,417.64 -1.52%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0888 -12.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.72 +.19%
  • Citi US Economic Surprise Index 44.40 -5.3 points
  • Citi Emerging Markets Economic Surprise Index 2.10 -1.5 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.43 -1.34%
  • Euro/Yen Carry Return Index 140.15 +1.74%
  • Yield Curve 240.0 -5 basis points
  • 10-Year US Treasury Yield 2.73% -15 basis points
  • Federal Reserve’s Balance Sheet $3.679 Trillion +1.7%
  • U.S. Sovereign Debt Credit Default Swap 22.38 +1.23%
  • Illinois Municipal Debt Credit Default Swap 172.0 -2.71%
  • Western Europe Sovereign Debt Credit Default Swap Index 86.91 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 98.19 -14.83%
  • Emerging Markets Sovereign Debt CDS Index 205.16 -7.38%
  • Israel Sovereign Debt Credit Default Swap 117.0 -8.59%
  • Egypt Sovereign Debt Credit Default Swap 650.0 -.41%
  • China Blended Corporate Spread Index 365.0 -7 basis points
  • 10-Year TIPS Spread 2.24% +13 basis points
  • TED Spread 24.0 -.25 basis point
  • 2-Year Swap Spread 15.5 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.25 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 78.95 +1.75%
  • European Financial Sector Credit Default Swap Index 140.36 +1.38%
  • Emerging Markets Credit Default Swap Index 262.38 -14.22%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 111.50 -8.5 basis points
  • M1 Money Supply $2.556 Trillion -.81%
  • Commercial Paper Outstanding 1,046.70 +1.10%
  • 4-Week Moving Average of Jobless Claims 314,800 -6,450
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.50% -7 basis points
  • Weekly Mortgage Applications 428.20 +11.22%
  • Bloomberg Consumer Comfort -29.40 +2.7 points
  • Weekly Retail Sales +4.0% -60 basis points
  • Nationwide Gas $3.49/gallon -.05/gallon
  • Baltic Dry Index 1,904 +16.38%
  • China (Export) Containerized Freight Index 1,104.96 -1.82%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 265,873 +16.15%

Top Sektoren:

  • Alt Energy +3.8%
  • Construction +3.3%
  • Airlines +3.1%
  • Homebuilders +3.0%
  • Gaming +2.8%

Flop Sektoren:

  • Restaurants +.1%
  • Papers unch.
  • Banks -.1%
  • Disk Drives -1.1%
  • HMOs -3.9%

 

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 37/2013

 

 

 

18:27 Uhr

Aktienindizes:

  • S&P 500 1,687.99 +1.98%
  • DJIA 15,376.0 +3.04%
  • NASDAQ 3,722.18 +1.70%
  • Russell 2000 1,053.98 +2.37%
  • S&P 500 High Beta 27.19 +2.72%
  • Value Line Geometric(broad market) n/a
  • Russell 1000 Growth 781.57 +2.23%
  • Russell 1000 Value 855.16 +1.86%
  • Morgan Stanley Consumer 1,030.52 +2.70%
  • Morgan Stanley Cyclical 1,306.94 +3.69%
  • Morgan Stanley Technology 817.86 +2.50%
  • Transports 6,523.42 +2.39%
  • Utilities 476.89 +.74%
  • Bloomberg European Bank/Financial Services 102.51 +2.28%
  • MSCI Emerging Markets 40.90 +3.22%
  • HFRX Equity Hedge 1,117.12 +.35%
  • HFRX Equity Market Neutral 933.27 -.02%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 188,854 +1.37%
  • Bloomberg New Highs-Lows Index 294 +219
  • Bloomberg Crude Oil % Bulls 44.0 -.99%
  • CFTC Oil Net Speculative Position 334,825 -1.33%
  • CFTC Oil Total Open Interest 1,901,643 +2.42%
  • Total Put/Call .75 -14.77%
  • OEX Put/Call 1.05 -3.67%
  • ISE Sentiment 106.0 +9.28%
  • NYSE Arms .95 +7.95%
  • Volatility(VIX) 14.16 -10.66%
  • S&P 500 Implied Correlation 46.12 -8.63%
  • G7 Currency Volatility (VXY) 9.18 -4.57%
  • Emerging Markets Currency Volatility (EM-VXY) 10.38 -8.87%
  • Smart Money Flow Index 11,369.80 +2.01%
  • Money Mkt Mutual Fund Assets $2.659 Trillion +.76%
  • AAII % Bulls 45.5 +28.1%
  • AAII % Bears 24.6 -21.3%

Rohstoffe:

  • CRB Index 291.02 -.79%
  • Crude Oil 108.21 -1.83%
  • Reformulated Gasoline 276.96 -2.53%
  • Natural Gas 3.68 +4.08%
  • Heating Oil 311.37 -1.48%
  • Gold 1,308.40 -5.80%
  • Bloomberg Base Metals Index 186.79 -1.99%
  • Copper 320.35 -1.72%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 134.50 USD/Ton +.30%
  • Lumber 344.0 +2.99%
  • UBS-Bloomberg Agriculture 1,439.57 +.31%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.1% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1069 +12.64%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.49 +.30%
  • Citi US Economic Surprise Index 49.70 -6.8 points
  • Citi Emerging Markets Economic Surprise Index 3.60 +18.6 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.45 -.85%
  • Euro/Yen Carry Return Index 137.79 +1.17%
  • Yield Curve 245.0 -3 basis points
  • 10-Year US Treasury Yield 2.88% -5 basis points
  • Federal Reserve’s Balance Sheet $3.619 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 22.11 +.50%
  • Illinois Municipal Debt Credit Default Swap 177.0 -2.68%
  • Western Europe Sovereign Debt Credit Default Swap Index 90.0 -1.10%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 115.29 -5.88%
  • Emerging Markets Sovereign Debt CDS Index 221.50 -11.40%
  • Israel Sovereign Debt Credit Default Swap 128.0 -12.52%
  • Egypt Sovereign Debt Credit Default Swap 652.70 -8.56%
  • China Blended Corporate Spread Index 372.0 +3 basis points
  • 10-Year TIPS Spread 2.11% +3 basis points
  • TED Spread 24.25 +.25 basis point
  • 2-Year Swap Spread 15.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.50 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 77.59 -5.22%
  • European Financial Sector Credit Default Swap Index 138.45 -5.20%
  • Emerging Markets Credit Default Swap Index 305.88 -7.35%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 +5 basis points
  • M1 Money Supply $2.577 Trillion +.46%
  • Commercial Paper Outstanding 1,035.0 +2.0%
  • 4-Week Moving Average of Jobless Claims 321,250 -7,250
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.57% unch.
  • Weekly Mortgage Applications 385.0 -13.48%
  • Bloomberg Consumer Comfort -32.10 +.2 point
  • Weekly Retail Sales +4.60% +70 basis points
  • Nationwide Gas $3.54/gallon -.04/gallon
  • Baltic Dry Index 1,636 +21.0%
  • China (Export) Containerized Freight Index 1,112.19 -1.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 228,899 -11.85%

Top Sektoren:

  • Airlines +7.2%
  • Homebuilders +5.9%
  • Gaming +5.3%
  • Disk Drives +4.5%
  • Computer Services +4.3%

Flop Sektoren:

  • Utilities +.7%
  • Computer Hardware +.6%
  • Oil Tankers +.2%
  • Coal +.1%
  • Gold & Silver -7.1%

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 35/2013

 

 

 

11:05 Uhr

Indices

  • S&P 500 1,632.97 -1.84%
  • DJIA 14,810.30 -1.33%
  • NASDAQ 3,589.86 -1.86%
  • Russell 2000 1,010.90 -2.63%
  • S&P 500 High Beta 25.62 -2.99%
  • Value Line Geometric(broad market) 429.51 -2.54%
  • Russell 1000 Growth 752.94 -1.57%
  • Russell 1000 Value 829.06 -2.09%
  • Morgan Stanley Consumer 992.17 -1.95%
  • Morgan Stanley Cyclical 1,230.09 -2.10%
  • Morgan Stanley Technology 772.38 -1.83%
  • Transports 6,249.88 -3.55%
  • Utilities 477.87 -1.05%
  • Bloomberg European Bank/Financial Services 96.29 -4.02%
  • MSCI Emerging Markets 38.44 -.55%
  • HFRX Equity Hedge 1,105.92 -.75%
  • HFRX Equity Market Neutral 933.48 -.41%

Sentiment/Internals

  • NYSE Cumulative A/D Line 185,682 -.12%
  • Bloomberg New Highs-Lows Index -28 -43
  • Bloomberg Crude Oil % Bulls 43.24 +103.87%
  • CFTC Oil Net Speculative Position 345,130 -.07%
  • CFTC Oil Total Open Interest 1,855,284 +1.09%
  • Total Put/Call 1.12 +41.77%
  • OEX Put/Call 2.40 -45.08%
  • ISE Sentiment 84.0 -22.2%
  • NYSE Arms 1.10 +20.88%
  • Volatility(VIX) 17.01 +21.67%
  • S&P 500 Implied Correlation 54.59 +12.04%
  • G7 Currency Volatility (VXY) 10.13 +3.47%
  • Emerging Markets Currency Volatility (EM-VXY) 11.74 +9.51%
  • Smart Money Flow Index 11,198.56 -.93%
  • Money Mkt Mutual Fund Assets $2.644 Trillion +.24%
  • AAII % Bulls 33.5 +15.8%
  • AAII % Bears 30.8 -28.3%

Futures Spot Prices

  • CRB Index 291.16 +.13%
  • Crude Oil 107.65 +1.25%
  • Reformulated Gasoline 289.01 +.73%
  • Natural Gas 3.58 +2.90%
  • Heating Oil 313.66 +1.20%
  • Gold 1,395.80 -.06%
  • Bloomberg Base Metals Index 188.72 -2.97%
  • Copper 323.30 -3.58%
  • US No. 1 Heavy Melt Scrap Steel 338.53 USD/Ton unch.
  • China Iron Ore Spot 137.70 USD/Ton -.65%
  • Lumber 318.90 +1.82%
  • UBS-Bloomberg Agriculture 1,434.54 +1.14%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate 4.2% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0822 +10.07%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.89 +.14%
  • Citi US Economic Surprise Index 30.80 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -17.90 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 82.09 +.89%
  • Euro/Yen Carry Return Index 135.31 -1.80%
  • Yield Curve 238.0 -6 basis points
  • 10-Year US Treasury Yield 2.78% -3 basis points
  • Federal Reserve’s Balance Sheet $3.602 Trillion -.03%
  • U.S. Sovereign Debt Credit Default Swap 22.22 -.22%
  • Illinois Municipal Debt Credit Default Swap 184.0 +3.16%
  • Western Europe Sovereign Debt Credit Default Swap Index 87.50 +2.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 131.01 +2.10%
  • Emerging Markets Sovereign Debt CDS Index 255.0 +3.87%
  • Israel Sovereign Debt Credit Default Swap 140.67 +6.57%
  • Egypt Sovereign Debt Credit Default Swap 770.33 -1.87%
  • China Blended Corporate Spread Index 385.0 unch.
  • 10-Year TIPS Spread 2.11% -3 basis points
  • TED Spread 23.75 unch.
  • 2-Year Swap Spread 17.0 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 83.33 +4.61%
  • European Financial Sector Credit Default Swap Index 150.21 +6.86%
  • Emerging Markets Credit Default Swap Index 349.55 +8.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 115.0 +10 basis points
  • M1 Money Supply $2.537 Trillion -.05%
  • Commercial Paper Outstanding 1,020.10 unch.
  • 4-Week Moving Average of Jobless Claims 331,300 +800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% -7 basis points
  • Weekly Mortgage Applications 439.20 -2.49%
  • Bloomberg Consumer Comfort -31.70 -2.9 points
  • Weekly Retail Sales +3.70% +10 basis points
  • Nationwide Gas $3.59/gallon +.05/gallon
  • Baltic Dry Index 1,132 -2.24%
  • China (Export) Containerized Freight Index 1,126.0 -.62%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 257,080 +.24%

Leading Sectors

  • Biotech +.3%
  • Energy -.2%
  • Utilities -1.0%
  • Telecom -1.2%
  • Gaming -1.3%

Lagging Sectors

  • Networking -3.8%
  • Steel -4.1%
  • Banks -4.2%
  • Coal -5.1%
  • Gold & Silver -7.1%

 

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 33/2013

12:37 Uhr

Aktienindizes:

  • S&P 500 1,655.83 -2.10%
  • DJIA 15,081.41 -2.23%
  • NASDAQ 3,602.77 -1.57%
  • Russell 2000 1,024.30 -2.30%
  • S&P 500 High Beta 26.23 -1.60%
  • Value Line Geometric(broad market) 437.15 -2.10%
  • Russell 1000 Growth 756.73 -2.20%
  • Russell 1000 Value 845.73 -2.14%
  • Morgan Stanley Consumer 1,013.84 -2.70%
  • Morgan Stanley Cyclical 1,261.46 -1.39%
  • Morgan Stanley Technology 787.63 -1.34%
  • Transports 6,374.27 -1.63%
  • Utilities 481.68 -4.25%
  • Bloomberg European Bank/Financial Services 102.65 +1.55%
  • MSCI Emerging Markets 39.55 +.67%
  • HFRX Equity Hedge 1,111.77 -1.12%
  • HFRX Equity Market Neutral 935.82 -.87%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 185,490 -2.40%
  • Bloomberg New Highs-Lows Index -265 -548
  • Bloomberg Crude Oil % Bulls 31.4 +22.6%
  • CFTC Oil Net Speculative Position 350,475 -1.97%
  • CFTC Oil Total Open Interest 1,934,417 +2.94%
  • Total Put/Call .91 +1.11%
  • OEX Put/Call 1.70 -23.77%
  • ISE Sentiment 78.0 -10.34%
  • NYSE Arms 1.10 -23.60%
  • Volatility(VIX) 14.37 +7.16%
  • S&P 500 Implied Correlation 50.44 -1.06%
  • G7 Currency Volatility (VXY) 9.26 +1.42%
  • Emerging Markets Currency Volatility (EM-VXY) 9.64 +7.2%
  • Smart Money Flow Index 11,453.93 -.92%
  • Money Mkt Mutual Fund Assets $2.622 Trillion +.09%
  • AAII % Bulls 34.5 -12.6%
  • AAII % Bears 28.2 +5.7%

Rohstoffe:

  • CRB Index 292.49 +2.49%
  • Crude Oil 107.46 +1.34%
  • Reformulated Gasoline 296.75 +2.02%
  • Natural Gas 3.37 +4.66%
  • Heating Oil 308.31 +3.03%
  • Gold 1,371.0 +4.33%
  • Bloomberg Base Metals Index 196.54 +2.17%
  • Copper 336.30 +1.63%
  • US No. 1 Heavy Melt Scrap Steel 338.53 USD/Ton +4.38%
  • China Iron Ore Spot 137.90 USD/Ton +3.60%
  • Lumber 318.60 +3.64%
  • UBS-Bloomberg Agriculture 1,412.68 +2.16%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.7% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0511 +1.54%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.52 +.20%
  • Citi US Economic Surprise Index 36.60 -.3 point
  • Citi Emerging Markets Economic Surprise Index -29.50 +.3 point
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.26 +.16%
  • Euro/Yen Carry Return Index 135.67 +1.36%
  • Yield Curve 248.0 +21 basis points
  • 10-Year US Treasury Yield 2.83% +25 basis points
  • Federal Reserve’s Balance Sheet $3.603 Trillion +1.73%
  • U.S. Sovereign Debt Credit Default Swap 21.89 +1.24%
  • Illinois Municipal Debt Credit Default Swap 172.0 +1.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.28 -1.15%
  • Emerging Markets Sovereign Debt CDS Index 239.78 +3.80%
  • Israel Sovereign Debt Credit Default Swap 122.50 +6.52%
  • Egypt Sovereign Debt Credit Default Swap 810.0 +5.88%
  • China Blended Corporate Spread Index 383.0 -1 basis point
  • 10-Year TIPS Spread 2.17% -9 basis points
  • TED Spread 22.75 +1.25 basis points
  • 2-Year Swap Spread 18.75 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 80.03 +5.23%
  • European Financial Sector Credit Default Swap Index 139.43 +2.04%
  • Emerging Markets Credit Default Swap Index 318.52 +7.36%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 105.0 -5 basis points
  • M1 Money Supply $2.572 Trillion -.07%
  • Commercial Paper Outstanding 1,004.1 +1.60%
  • 4-Week Moving Average of Jobless Claims 332,000 -3,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.40% unch.
  • Weekly Mortgage Applications 471.90 -4.74%
  • Bloomberg Consumer Comfort -26.60 -3.1 points
  • Weekly Retail Sales +3.70% +50 basis points
  • Nationwide Gas $3.54/gallon -.04/gallon
  • Baltic Dry Index 1,102 +10.0%
  • China (Export) Containerized Freight Index 1,132.01 +2.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 257,969 +1.15%

Top Sektoren:

  • Gold & Silver +11.9%
  • Homebuilders +.2%
  • Agriculture -.3%
  • Gaming -.4%
  • Steel -.6%

Flop Sektoren:

  • Utilities -4.2%
  • Airlines -4.4%
  • Alt Energy -4.5%
  • Disk Drives -5.9%
  • REITs -6.7%

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 29/2013

19:08 Uhr

Aktienindizes:

  • S&P 500 1,692.09 +.71%
  • DJIA 15,543.70 +.51%
  • NASDAQ 3,587.61 -.35%
  • Russell 2000 1,050.48 +1.35%
  • S&P 500 High Beta 26.58 +1.57%
  • Value Line Geometric(broad market) 446.56 +1.06%
  • Russell 1000 Growth 766.22 -.01%
  • Russell 1000 Value 868.56 +1.41%
  • Morgan Stanley Consumer 1,043.83 +.94%
  • Morgan Stanley Cyclical 1,264.55 +1.59%
  • Morgan Stanley Technology 777.29 -1.24%
  • Transports 6,586.57 +2.32%
  • Utilities 506.22 +1.64%
  • Bloomberg European Bank/Financial Services 95.84 +3.24%
  • MSCI Emerging Markets 39.23 +.61%
  • HFRX Equity Hedge 1,120.77 +.79%
  • HFRX Equity Market Neutral 940.81 +.35%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 193,154 +1.0%
  • Bloomberg New Highs-Lows Index 846-47
  • Bloomberg Crude Oil % Bulls 21.21 -57.58%
  • CFTC Oil Net Speculative Position 329,449 +7.9%
  • CFTC Oil Total Open Interest 1,880,612 +3.43%
  • Total Put/Call .79 -11.24%
  • OEX Put/Call 1.22 +56.41%
  • ISE Sentiment 133.0 +84.72%
  • NYSE Arms .81 +1.25%
  • Volatility(VIX) 12.54 -9.39%
  • S&P 500 Implied Correlation 51.36 -2.65%
  • G7 Currency Volatility (VXY) 9.78 -9.44%
  • Emerging Markets Currency Volatility (EM-VXY) 9.42 -8.19%
  • Smart Money Flow Index 11,503.51 +.10%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.33%
  • AAII % Bulls 47.7 -2.45%
  • AAII % Bears 21.2 +16.1%

Rohstoffe:

  • CRB Index 290.92 +1.49%
  • Crude Oil 108.05 +1.69%
  • Reformulated Gasoline 312.34 +.38%
  • Natural Gas 3.79 +4.04%
  • Heating Oil 308.94 +1.70%
  • Gold 1,292.90 +.76%
  • Bloomberg Base Metals Index 184.62 -.13%
  • Copper 314.0 -.48%
  • US No. 1 Heavy Melt Scrap Steel 321.33 USD/Ton -.92%
  • China Iron Ore Spot 131.70 USD/Ton +3.86%
  • Lumber 326.90 +3.12%
  • UBS-Bloomberg Agriculture 1,435.86 +.29%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0556 +23.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.62 +.23%
  • Citi US Economic Surprise Index -9.50 +2.2 points
  • Citi Emerging Markets Economic Surprise Index -31.0 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.61 -.40%
  • Euro/Yen Carry Return Index 137.83 +1.96%
  • Yield Curve 218.0 -6 basis points
  • 10-Year US Treasury Yield 2.48% -10 basis points
  • Federal Reserve’s Balance Sheet $3.495 Trillion +.97%
  • U.S. Sovereign Debt Credit Default Swap 23.6 -10.38%
  • Illinois Municipal Debt Credit Default Swap 167.0 -8.24%
  • Western Europe Sovereign Debt Credit Default Swap Index 93.0 -3.12%
  • Emerging Markets Sovereign Debt CDS Index 214.66 -9.42%
  • Israel Sovereign Debt Credit Default Swap 107.0 -6.96%
  • Egypt Sovereign Debt Credit Default Swap 748.69 +14.24%
  • China Blended Corporate Spread Index 378.0 -7 basis points
  • 10-Year TIPS Spread 2.20% +15 basis points
  • TED Spread 24.5 +.75 basis point
  • 2-Year Swap Spread 17.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 73.80 -6.39%
  • European Financial Sector Credit Default Swap Index 149.82 -5.58%
  • Emerging Markets Credit Default Swap Index 278.62 -12.79%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 -10 basis points
  • M1 Money Supply $2.504 Trillion -1.3%
  • Commercial Paper Outstanding 999.20 +.90%
  • 4-Week Moving Average of Jobless Claims 346,000 -5,800
  • Continuing Claims Unemployment Rate 2.4% +10 basis points
  • Average 30-Year Mortgage Rate 4.37% -14 basis points
  • Weekly Mortgage Applications 519.40 -2.61%
  • Bloomberg Consumer Comfort -28.4 -1.1 points
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $3.67/gallon +.12/gallon
  • Baltic Dry Index 1,138 -.96%
  • China (Export) Containerized Freight Index 1,074.85 +2.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.1%
  • Rail Freight Carloads 248,201 +20.7%

Top Sektoren:

  • Gold & Silver +5.9%
  • Airlines +4.3%
  • Steel +4.0%
  • Gaming +3.9%
  • Tobacco +3.8%

Flop Sektoren:

  • Retail -.8%
  • Internet -1.4%
  • Homebuilders -1.4%
  • Education -1.9%
  • Software -4.3%

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 29/2013

19:08 Uhr

Aktienindizes:

  • S&P 500 1,692.09 +.71%
  • DJIA 15,543.70 +.51%
  • NASDAQ 3,587.61 -.35%
  • Russell 2000 1,050.48 +1.35%
  • S&P 500 High Beta 26.58 +1.57%
  • Value Line Geometric(broad market) 446.56 +1.06%
  • Russell 1000 Growth 766.22 -.01%
  • Russell 1000 Value 868.56 +1.41%
  • Morgan Stanley Consumer 1,043.83 +.94%
  • Morgan Stanley Cyclical 1,264.55 +1.59%
  • Morgan Stanley Technology 777.29 -1.24%
  • Transports 6,586.57 +2.32%
  • Utilities 506.22 +1.64%
  • Bloomberg European Bank/Financial Services 95.84 +3.24%
  • MSCI Emerging Markets 39.23 +.61%
  • HFRX Equity Hedge 1,120.77 +.79%
  • HFRX Equity Market Neutral 940.81 +.35%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 193,154 +1.0%
  • Bloomberg New Highs-Lows Index 846-47
  • Bloomberg Crude Oil % Bulls 21.21 -57.58%
  • CFTC Oil Net Speculative Position 329,449 +7.9%
  • CFTC Oil Total Open Interest 1,880,612 +3.43%
  • Total Put/Call .79 -11.24%
  • OEX Put/Call 1.22 +56.41%
  • ISE Sentiment 133.0 +84.72%
  • NYSE Arms .81 +1.25%
  • Volatility(VIX) 12.54 -9.39%
  • S&P 500 Implied Correlation 51.36 -2.65%
  • G7 Currency Volatility (VXY) 9.78 -9.44%
  • Emerging Markets Currency Volatility (EM-VXY) 9.42 -8.19%
  • Smart Money Flow Index 11,503.51 +.10%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.33%
  • AAII % Bulls 47.7 -2.45%
  • AAII % Bears 21.2 +16.1%

Rohstoffe:

  • CRB Index 290.92 +1.49%
  • Crude Oil 108.05 +1.69%
  • Reformulated Gasoline 312.34 +.38%
  • Natural Gas 3.79 +4.04%
  • Heating Oil 308.94 +1.70%
  • Gold 1,292.90 +.76%
  • Bloomberg Base Metals Index 184.62 -.13%
  • Copper 314.0 -.48%
  • US No. 1 Heavy Melt Scrap Steel 321.33 USD/Ton -.92%
  • China Iron Ore Spot 131.70 USD/Ton +3.86%
  • Lumber 326.90 +3.12%
  • UBS-Bloomberg Agriculture 1,435.86 +.29%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0556 +23.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.62 +.23%
  • Citi US Economic Surprise Index -9.50 +2.2 points
  • Citi Emerging Markets Economic Surprise Index -31.0 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.61 -.40%
  • Euro/Yen Carry Return Index 137.83 +1.96%
  • Yield Curve 218.0 -6 basis points
  • 10-Year US Treasury Yield 2.48% -10 basis points
  • Federal Reserve’s Balance Sheet $3.495 Trillion +.97%
  • U.S. Sovereign Debt Credit Default Swap 23.6 -10.38%
  • Illinois Municipal Debt Credit Default Swap 167.0 -8.24%
  • Western Europe Sovereign Debt Credit Default Swap Index 93.0 -3.12%
  • Emerging Markets Sovereign Debt CDS Index 214.66 -9.42%
  • Israel Sovereign Debt Credit Default Swap 107.0 -6.96%
  • Egypt Sovereign Debt Credit Default Swap 748.69 +14.24%
  • China Blended Corporate Spread Index 378.0 -7 basis points
  • 10-Year TIPS Spread 2.20% +15 basis points
  • TED Spread 24.5 +.75 basis point
  • 2-Year Swap Spread 17.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 73.80 -6.39%
  • European Financial Sector Credit Default Swap Index 149.82 -5.58%
  • Emerging Markets Credit Default Swap Index 278.62 -12.79%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 -10 basis points
  • M1 Money Supply $2.504 Trillion -1.3%
  • Commercial Paper Outstanding 999.20 +.90%
  • 4-Week Moving Average of Jobless Claims 346,000 -5,800
  • Continuing Claims Unemployment Rate 2.4% +10 basis points
  • Average 30-Year Mortgage Rate 4.37% -14 basis points
  • Weekly Mortgage Applications 519.40 -2.61%
  • Bloomberg Consumer Comfort -28.4 -1.1 points
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $3.67/gallon +.12/gallon
  • Baltic Dry Index 1,138 -.96%
  • China (Export) Containerized Freight Index 1,074.85 +2.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.1%
  • Rail Freight Carloads 248,201 +20.7%

Top Sektoren:

  • Gold & Silver +5.9%
  • Airlines +4.3%
  • Steel +4.0%
  • Gaming +3.9%
  • Tobacco +3.8%

Flop Sektoren:

  • Retail -.8%
  • Internet -1.4%
  • Homebuilders -1.4%
  • Education -1.9%
  • Software -4.3%

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 28/2013

15:57 Uhr

Aktienindizes:

  • S&P 500 1,680.19 +2.96%
  • DJIA 15,464.30 +2.17%
  • NASDAQ 3,600.08 +3.47%
  • Russell 2000 1,036.52 +3.10%
  • S&P 500 High Beta 26.17 +2.79%
  • Value Line Geometric(broad market) 441.88 +3.23%
  • Russell 1000 Growth 766.34 +3.07%
  • Russell 1000 Value 856.52 +2.90%
  • Morgan Stanley Consumer 1,034.15 +3.73%
  • Morgan Stanley Cyclical 1,244.81 +3.52%
  • Morgan Stanley Technology 787.02 +3.95%
  • Transports 6,436.93 +2.34%
  • Utilities 498.03 +4.42%
  • Bloomberg European Bank/Financial Services 92.83 +1.99%
  • MSCI Emerging Markets 39.0 +3.30%
  • HFRX Equity Hedge 1,116.61 +1.14%
  • HFRX Equity Market Neutral 936.49 -.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,194 +2.37%
  • Bloomberg New Highs-Lows Index 893 +889
  • Bloomberg Crude Oil % Bulls 50.0 +50.02%
  • CFTC Oil Net Speculative Position 305,392 +5.45%
  • CFTC Oil Total Open Interest 1,818,204 +2.73%
  • Total Put/Call .89 -5.32%
  • OEX Put/Call .78 -55.68%
  • ISE Sentiment 72.0 -25.77%
  • NYSE Arms .80 +23.07%
  • Volatility(VIX) 13.84 -7.05%
  • S&P 500 Implied Correlation 52.76 +.06%
  • G7 Currency Volatility (VXY) 10.80 -1.55%
  • Emerging Markets Currency Volatility (EM-VXY) 10.26 -6.13%
  • Smart Money Flow Index 11,491.87 +.67%
  • Money Mkt Mutual Fund Assets $2.620 Trillion +.92%
  • AAII % Bulls 48.9 +16.5%
  • AAII % Bears 18.3 -23.2%

Rohstoffe:

  • CRB Index 286.66 +2.12%
  • Crude Oil 105.9 +2.24%
  • Reformulated Gasoline 311.75 +7.50%
  • Natural Gas 3.64 +.66%
  • Heating Oil 302.94 +1.16%
  • Gold 1,277.60 +4.52%
  • Bloomberg Base Metals Index 184.86 +1.59%
  • Copper 315.50 +2.65%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton -3.76%
  • China Iron Ore Spot 126.80 USD/Ton +3.43%
  • Lumber 316.0 +2.43%
  • UBS-Bloomberg Agriculture 1,431.75 +1.31%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.6% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1217 -.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.35 +.37%
  • Citi US Economic Surprise Index -11.70 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -37.70 -3.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.99 -1.73%
  • Euro/Yen Carry Return Index 135.15 -.15%
  • Yield Curve 224.0 -10 basis points
  • 10-Year US Treasury Yield 2.58% -16 basis points
  • Federal Reserve’s Balance Sheet $3.462 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 26.34 -7.79%
  • Illinois Municipal Debt Credit Default Swap 182.0 +8.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.49%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.56%
  • Egypt Sovereign Debt Credit Default Swap 655.39 -15.3%
  • China Blended Corporate Spread Index 385.0 -23 basis points
  • 10-Year TIPS Spread 2.05% -2 basis points
  • TED Spread 23.75 +.5 basis point
  • 2-Year Swap Spread 17.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 unch.
  • N. America Investment Grade Credit Default Swap Index 78.84 -8.44%
  • European Financial Sector Credit Default Swap Index 158.68 -4.07%
  • Emerging Markets Credit Default Swap Index 319.48 -7.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.
  • M1 Money Supply $2.537 Trillion +1.11%
  • Commercial Paper Outstanding 990.50 -4.40%
  • 4-Week Moving Average of Jobless Claims 351,800 +6,300
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% +22 basis points
  • Weekly Mortgage Applications 533.30 -4.0%
  • Bloomberg Consumer Comfort -27.3 +.2 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.55/gallon +.07/gallon
  • Baltic Dry Index 1,149 +4.55%
  • China (Export) Containerized Freight Index 1,034.91 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 205,597 -17.65%

 

Top Sektoren:

  • Homebuilders +7.8%
  • Coal +6.3%
  • Biotech +6.1%
  • Internet +4.8%
  • Utilities +4.4%

Flop Sektoren:

  • Oil Tankers +1,6%
  • Restaurants +1.4%
  • Medical Equipment +1.3%
  • Banks +.9%
  • Computer Services +.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 28/2013

15:57 Uhr

Aktienindizes:

  • S&P 500 1,680.19 +2.96%
  • DJIA 15,464.30 +2.17%
  • NASDAQ 3,600.08 +3.47%
  • Russell 2000 1,036.52 +3.10%
  • S&P 500 High Beta 26.17 +2.79%
  • Value Line Geometric(broad market) 441.88 +3.23%
  • Russell 1000 Growth 766.34 +3.07%
  • Russell 1000 Value 856.52 +2.90%
  • Morgan Stanley Consumer 1,034.15 +3.73%
  • Morgan Stanley Cyclical 1,244.81 +3.52%
  • Morgan Stanley Technology 787.02 +3.95%
  • Transports 6,436.93 +2.34%
  • Utilities 498.03 +4.42%
  • Bloomberg European Bank/Financial Services 92.83 +1.99%
  • MSCI Emerging Markets 39.0 +3.30%
  • HFRX Equity Hedge 1,116.61 +1.14%
  • HFRX Equity Market Neutral 936.49 -.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,194 +2.37%
  • Bloomberg New Highs-Lows Index 893 +889
  • Bloomberg Crude Oil % Bulls 50.0 +50.02%
  • CFTC Oil Net Speculative Position 305,392 +5.45%
  • CFTC Oil Total Open Interest 1,818,204 +2.73%
  • Total Put/Call .89 -5.32%
  • OEX Put/Call .78 -55.68%
  • ISE Sentiment 72.0 -25.77%
  • NYSE Arms .80 +23.07%
  • Volatility(VIX) 13.84 -7.05%
  • S&P 500 Implied Correlation 52.76 +.06%
  • G7 Currency Volatility (VXY) 10.80 -1.55%
  • Emerging Markets Currency Volatility (EM-VXY) 10.26 -6.13%
  • Smart Money Flow Index 11,491.87 +.67%
  • Money Mkt Mutual Fund Assets $2.620 Trillion +.92%
  • AAII % Bulls 48.9 +16.5%
  • AAII % Bears 18.3 -23.2%

Rohstoffe:

  • CRB Index 286.66 +2.12%
  • Crude Oil 105.9 +2.24%
  • Reformulated Gasoline 311.75 +7.50%
  • Natural Gas 3.64 +.66%
  • Heating Oil 302.94 +1.16%
  • Gold 1,277.60 +4.52%
  • Bloomberg Base Metals Index 184.86 +1.59%
  • Copper 315.50 +2.65%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton -3.76%
  • China Iron Ore Spot 126.80 USD/Ton +3.43%
  • Lumber 316.0 +2.43%
  • UBS-Bloomberg Agriculture 1,431.75 +1.31%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.6% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1217 -.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.35 +.37%
  • Citi US Economic Surprise Index -11.70 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -37.70 -3.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.99 -1.73%
  • Euro/Yen Carry Return Index 135.15 -.15%
  • Yield Curve 224.0 -10 basis points
  • 10-Year US Treasury Yield 2.58% -16 basis points
  • Federal Reserve’s Balance Sheet $3.462 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 26.34 -7.79%
  • Illinois Municipal Debt Credit Default Swap 182.0 +8.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.49%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.56%
  • Egypt Sovereign Debt Credit Default Swap 655.39 -15.3%
  • China Blended Corporate Spread Index 385.0 -23 basis points
  • 10-Year TIPS Spread 2.05% -2 basis points
  • TED Spread 23.75 +.5 basis point
  • 2-Year Swap Spread 17.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 unch.
  • N. America Investment Grade Credit Default Swap Index 78.84 -8.44%
  • European Financial Sector Credit Default Swap Index 158.68 -4.07%
  • Emerging Markets Credit Default Swap Index 319.48 -7.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.
  • M1 Money Supply $2.537 Trillion +1.11%
  • Commercial Paper Outstanding 990.50 -4.40%
  • 4-Week Moving Average of Jobless Claims 351,800 +6,300
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% +22 basis points
  • Weekly Mortgage Applications 533.30 -4.0%
  • Bloomberg Consumer Comfort -27.3 +.2 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.55/gallon +.07/gallon
  • Baltic Dry Index 1,149 +4.55%
  • China (Export) Containerized Freight Index 1,034.91 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 205,597 -17.65%

 

Top Sektoren:

  • Homebuilders +7.8%
  • Coal +6.3%
  • Biotech +6.1%
  • Internet +4.8%
  • Utilities +4.4%

Flop Sektoren:

  • Oil Tankers +1,6%
  • Restaurants +1.4%
  • Medical Equipment +1.3%
  • Banks +.9%
  • Computer Services +.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!