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!

Posted on: 6. April 2014, by : David Pieper