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!

Posted on: 27. April 2014, by : David Pieper