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%
Posted on: 31. Mai 2014, by : David Pieper