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!

Posted on: 18. Januar 2014, by : David Pieper