Die Woche in Zahlen: KW 25 / 2014

6.20 Uhr

  • S&P 500 1,962.87 +1.38%
  • DJIA 16,947.08 +1.02%
  • NASDAQ 4,368.04 +1.33%
  • Russell 2000 1,188.43 +2.21%
  • S&P 500 High Beta 33.08 +1.93%
  • Wilshire 5000 20,574.82 +1.49%
  • Russell 1000 Growth 907.93 +1.19%
  • Russell 1000 Value 997.39 +1.63%
  • S&P 500 Consumer Staples 465.82 +1.81%
  • Morgan Stanley Cyclical 1,595.20 +1.65%
  • Morgan Stanley Technology 954.80 +.72%
  • Transports 8,205.11 +2.02%
  • Utilities 566.46 +4.43%
  • Bloomberg European Bank/Financial Services 110.26 -1.87%
  • MSCI Emerging Markets 43.39 -.40%
  • HFRX Equity Hedge 1,174.96 +.13%
  • HFRX Equity Market Neutral 962.94 -.31%

Sentiment/Internals

  • NYSE Cumulative A/D Line 227,906 +1.39%
  • Bloomberg New Highs-Lows Index 728 +502
  • Bloomberg Crude Oil % Bulls 50.0 -23.52%
  • CFTC Oil Net Speculative Position 457,156 +9.36%
  • CFTC Oil Total Open Interest 1,721,703 +2.71%
  • Total Put/Call .77 +1.32%
  • OEX Put/Call .99 -59.43%
  • ISE Sentiment 86.0 +13.16%
  • NYSE Arms 1.05 +87.50%
  • Volatility(VIX) 10.85 -10.92%
  • S&P 500 Implied Correlation 48.39 -8.59%
  • G7 Currency Volatility (VXY) 5.46 -3.87%
  • Emerging Markets Currency Volatility (EM-VXY) 5.97 -9.41%
  • Smart Money Flow Index 11,437.22 +1.79%
  • ICI Money Mkt Mutual Fund Assets $2.551 Trillion -1.21%
  • ICI US Equity Weekly Net New Cash Flow -$1.469 Billion
  • AAII % Bulls 35.2 -21.3%
  • AAII % Bears 24.1 +13.55%

Futures Spot Prices

  • CRB Index 312.93 +.95%
  • Crude Oil 106.83 +.06%
  • Reformulated Gasoline 312.77 +2.25%
  • Natural Gas 4.53 -4.69%
  • Heating Oil 305.12 +2.26%
  • Gold 1,316.60 +3.13%
  • Bloomberg Base Metals Index 193.69 2.10%
  • Copper 312.15 +3.14%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton -1.83%
  • China Iron Ore Spot 92.10 USD/Ton +1.32%
  • Lumber 328.70 +6.65%
  • UBS-Bloomberg Agriculture 1,484.95 +1.51%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1439 -3.16%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.82 +.25%
  • Citi US Economic Surprise Index -10.20 +9.3 points
  • Citi Emerging Markets Economic Surprise Index -8.30 -2.2 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.37 -.30%
  • Euro/Yen Carry Return Index 144.86 +.39%
  • Yield Curve 215.0 unch.
  • 10-Year US Treasury Yield 2.61% +1 basis point
  • Federal Reserve’s Balance Sheet $4.325 Trillion +.63%
  • U.S. Sovereign Debt Credit Default Swap 17.46 +3.04%
  • Illinois Municipal Debt Credit Default Swap 155.0 -.60%
  • Western Europe Sovereign Debt Credit Default Swap Index 29.19 +3.95%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 74.55 -3.46%
  • Emerging Markets Sovereign Debt CDS Index 194.92 +1.22%
  • Israel Sovereign Debt Credit Default Swap 75.0 +8.7%
  • Iraq Sovereign Debt Credit Default Swap 326.70 +20.3%
  • Russia Sovereign Debt Credit Default Swap 189.34 +3.27%
  • China Blended Corporate Spread Index 311.26 -.99%
  • 10-Year TIPS Spread 2.27% +9.0 basis points
  • TED Spread 202.0 +1.75 basis points
  • 2-Year Swap Spread 14.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.75 +4.5 basis points
  • N. America Investment Grade Credit Default Swap Index 56.15 -5.49%
  • European Financial Sector Credit Default Swap Index 59.34 -1.48%
  • Emerging Markets Credit Default Swap Index 235.72 -4.33%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 -1.0 basis point
  • M1 Money Supply $2.834 Trillion +.12%
  • Commercial Paper Outstanding 1,042.40 -.40%
  • 4-Week Moving Average of Jobless Claims 311,750 -3,500
  • Continuing Claims Unemployment Rate 1.9% -10 basis points
  • Average 30-Year Mortgage Rate 4.17% -3 basis points
  • Weekly Mortgage Applications 351.60 -9.17%
  • Bloomberg Consumer Comfort 37.1 +1.6 points
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $3.65/gallon -.01/gallon
  • Baltic Dry Index 904.0 -.22%
  • China (Export) Containerized Freight Index 1,093.45 -.86%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 270,243 +.16%

Best Performing Style

  • Small-Cap Growth +2.6%

Worst Performing Style

  • Large-Cap Growth +1.2%

Leading Sectors

  • Gold & Silver +6.7%
  • Alt Energy +6.1%
  • 3D Printing +5.7%
  • Disk Drives +5.1%
  • Utilities +4.4%

Lagging Sectors

  • Internet +.5%
  • Telecom +.2%
  • Construction unch.
  • Defense -.3%
  • Networking -1.6%
Posted on: 23. Juni 2014, by : David Pieper