Die Woche in Zahlen KW 29/2013

19:08 Uhr

Aktienindizes:

  • S&P 500 1,692.09 +.71%
  • DJIA 15,543.70 +.51%
  • NASDAQ 3,587.61 -.35%
  • Russell 2000 1,050.48 +1.35%
  • S&P 500 High Beta 26.58 +1.57%
  • Value Line Geometric(broad market) 446.56 +1.06%
  • Russell 1000 Growth 766.22 -.01%
  • Russell 1000 Value 868.56 +1.41%
  • Morgan Stanley Consumer 1,043.83 +.94%
  • Morgan Stanley Cyclical 1,264.55 +1.59%
  • Morgan Stanley Technology 777.29 -1.24%
  • Transports 6,586.57 +2.32%
  • Utilities 506.22 +1.64%
  • Bloomberg European Bank/Financial Services 95.84 +3.24%
  • MSCI Emerging Markets 39.23 +.61%
  • HFRX Equity Hedge 1,120.77 +.79%
  • HFRX Equity Market Neutral 940.81 +.35%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 193,154 +1.0%
  • Bloomberg New Highs-Lows Index 846-47
  • Bloomberg Crude Oil % Bulls 21.21 -57.58%
  • CFTC Oil Net Speculative Position 329,449 +7.9%
  • CFTC Oil Total Open Interest 1,880,612 +3.43%
  • Total Put/Call .79 -11.24%
  • OEX Put/Call 1.22 +56.41%
  • ISE Sentiment 133.0 +84.72%
  • NYSE Arms .81 +1.25%
  • Volatility(VIX) 12.54 -9.39%
  • S&P 500 Implied Correlation 51.36 -2.65%
  • G7 Currency Volatility (VXY) 9.78 -9.44%
  • Emerging Markets Currency Volatility (EM-VXY) 9.42 -8.19%
  • Smart Money Flow Index 11,503.51 +.10%
  • Money Mkt Mutual Fund Assets $2.631 Trillion +.33%
  • AAII % Bulls 47.7 -2.45%
  • AAII % Bears 21.2 +16.1%

Rohstoffe:

  • CRB Index 290.92 +1.49%
  • Crude Oil 108.05 +1.69%
  • Reformulated Gasoline 312.34 +.38%
  • Natural Gas 3.79 +4.04%
  • Heating Oil 308.94 +1.70%
  • Gold 1,292.90 +.76%
  • Bloomberg Base Metals Index 184.62 -.13%
  • Copper 314.0 -.48%
  • US No. 1 Heavy Melt Scrap Steel 321.33 USD/Ton -.92%
  • China Iron Ore Spot 131.70 USD/Ton +3.86%
  • Lumber 326.90 +3.12%
  • UBS-Bloomberg Agriculture 1,435.86 +.29%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0556 +23.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.62 +.23%
  • Citi US Economic Surprise Index -9.50 +2.2 points
  • Citi Emerging Markets Economic Surprise Index -31.0 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.61 -.40%
  • Euro/Yen Carry Return Index 137.83 +1.96%
  • Yield Curve 218.0 -6 basis points
  • 10-Year US Treasury Yield 2.48% -10 basis points
  • Federal Reserve’s Balance Sheet $3.495 Trillion +.97%
  • U.S. Sovereign Debt Credit Default Swap 23.6 -10.38%
  • Illinois Municipal Debt Credit Default Swap 167.0 -8.24%
  • Western Europe Sovereign Debt Credit Default Swap Index 93.0 -3.12%
  • Emerging Markets Sovereign Debt CDS Index 214.66 -9.42%
  • Israel Sovereign Debt Credit Default Swap 107.0 -6.96%
  • Egypt Sovereign Debt Credit Default Swap 748.69 +14.24%
  • China Blended Corporate Spread Index 378.0 -7 basis points
  • 10-Year TIPS Spread 2.20% +15 basis points
  • TED Spread 24.5 +.75 basis point
  • 2-Year Swap Spread 17.75 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 73.80 -6.39%
  • European Financial Sector Credit Default Swap Index 149.82 -5.58%
  • Emerging Markets Credit Default Swap Index 278.62 -12.79%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 -10 basis points
  • M1 Money Supply $2.504 Trillion -1.3%
  • Commercial Paper Outstanding 999.20 +.90%
  • 4-Week Moving Average of Jobless Claims 346,000 -5,800
  • Continuing Claims Unemployment Rate 2.4% +10 basis points
  • Average 30-Year Mortgage Rate 4.37% -14 basis points
  • Weekly Mortgage Applications 519.40 -2.61%
  • Bloomberg Consumer Comfort -28.4 -1.1 points
  • Weekly Retail Sales +3.0% unch.
  • Nationwide Gas $3.67/gallon +.12/gallon
  • Baltic Dry Index 1,138 -.96%
  • China (Export) Containerized Freight Index 1,074.85 +2.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.1%
  • Rail Freight Carloads 248,201 +20.7%

Top Sektoren:

  • Gold & Silver +5.9%
  • Airlines +4.3%
  • Steel +4.0%
  • Gaming +3.9%
  • Tobacco +3.8%

Flop Sektoren:

  • Retail -.8%
  • Internet -1.4%
  • Homebuilders -1.4%
  • Education -1.9%
  • Software -4.3%

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!

Posted on: 20. Juli 2013, by : David Pieper