Die Woche in Zahlen KW 22/2013

18:00 Uhr

Aktienindizes:

  • S&P 500 1,630.74 -1.20%
  • DJIA 15,115.50 -1.17%
  • NASDAQ 3,455.91 -.10%
  • Russell 2000 984.14 -.01%
  • S&P 500 High Beta 25.50 -.51%
  • Value Line Geometric(broad market) 425.0 -.40%
  • Russell 1000 Growth 744.63 -1.30%
  • Russell 1000 Value 829.74 -1.03%
  • Morgan Stanley Consumer 992.65 -2.32%
  • Morgan Stanley Cyclical 1,219.17 -1.18%
  • Morgan Stanley Technology 761.26 -.38%
  • Transports 6,290.18 -2.17%
  • Utilities 482.16 -4.43%
  • Bloomberg European Bank/Financial Services 98.29 +1.60%
  • MSCI Emerging Markets 41.86 -1.83%
  • HFRX Equity Hedge 1,121.72 +.31%
  • HFRX Equity Market Neutral 946.01 +.64%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 189,948 -.60%
  • Bloomberg New Highs-Lows Index 116 +192
  • Bloomberg Crude Oil % Bulls 23.81 +8.82%
  • CFTC Oil Net Speculative Position 257,139 -4.39%
  • CFTC Oil Total Open Interest 1,744,717 +.15%
  • Total Put/Call 1.18 -7.09%
  • OEX Put/Call 2.05 +56.49%
  • ISE Sentiment 97.0 +38.57%
  • NYSE Arms 1.47 +54.73%
  • Volatility(VIX) 16.30 +15.85%
  • S&P 500 Implied Correlation 55.15 -.11%
  • G7 Currency Volatility (VXY) 10.22 +3.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.76 +14.96%
  • Smart Money Flow Index 12,097.22 -.56%
  • Money Mkt Mutual Fund Assets $2.613 Trillion +.50%
  • AAII % Bulls 36.0 -26.5%
  • AAII % Bears 29.6 +37.4%

Rohstoffe:

  • CRB Index 281.85 -1.46%
  • Crude Oil 91.97 -2.62%
  • Reformulated Gasoline 275.49 -2.54%
  • Natural Gas 3.98 -6.57%
  • Heating Oil 278.14 -2.72%
  • Gold 1,393.0 +.24%
  • Bloomberg Base Metals Index 193.94 +1.31%
  • Copper 329.25 -1.05%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 110.40 USD/Ton -10.4%
  • Lumber 306.30 +.23%
  • UBS-Bloomberg Agriculture 1,505.91 +1.84%

Konjunktur/Credits/Zinsen:

  • ECRI Weekly Leading Economic Index Growth Rate 6.6% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3444 +4.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.92 +.17%
  • Citi US Economic Surprise Index -14.40 +.9 point
  • Citi Emerging Markets Economic Surprise Index -47.10 +3.9 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 83.37 -.32%
  • Euro/Yen Carry Return Index 136.02 -.43%
  • Yield Curve 183.0 +7 basis points
  • 10-Year US Treasury Yield 2.13% +12 basis points
  • Federal Reserve’s Balance Sheet $3.342 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 27.75 -8.29%
  • Illinois Municipal Debt Credit Default Swap 123.0 +3.36%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.50 +1.11%
  • Emerging Markets Sovereign Debt CDS Index 199.50 +6.06%
  • Israel Sovereign Debt Credit Default Swap 120.0 +2.46%
  • China Blended Corporate Spread Index 366.0 -42 basis points
  • 10-Year TIPS Spread 2.19% -6 basis points
  • TED Spread 25.0 +1.25 basis points
  • 2-Year Swap Spread 16.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.25 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 77.45 +2.59%
  • European Financial Sector Credit Default Swap Index 146.69 +3.05%
  • Emerging Markets Credit Default Swap Index 279.13 +7.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 -6 basis points
  • M1 Money Supply $2.524 Trillion +.19%
  • Commercial Paper Outstanding 1,047.80 +1.40%
  • 4-Week Moving Average of Jobless Claims 347,300 +7,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.81% +22 basis points
  • Weekly Mortgage Applications 721.40 -8.80%
  • Bloomberg Consumer Comfort -29.7 -.3 point
  • Weekly Retail Sales +2.60% unch.
  • Nationwide Gas $3.61/gallon -.04/gallon
  • Baltic Dry Index 809.0 -2.29%
  • China (Export) Containerized Freight Index 1,035.04 -2.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -16.7%
  • Rail Freight Carloads 248,210 -.78%

Top Sektoren:

  • Networking +6.4%
  • Gold & Silver +5.4%
  • Hospitals +4.4%
  • Disk Drives +2.4%
  • Oil Tankers +1.9%

Flop Sektoren:

  • Telecom -3.2%
  • Coal -3.6%
  • REITs -5.4%
  • Steel -6.3%
  • Homebuilders -6.3%

 

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!