Die Woche in Zahlen: KW 40/2012

 

 

 

14:00 Uhr

Aktienindizes:

  • § S&P 500 1,460.93 +1.41%
  • § DJIA 13,610.15 +1.29%
  • § NASDAQ 3,136.18 +.64%
  • § Russell 2000 842.86 +.65%
  • § Value Line Geometric(broad market) 363.63 +1.13%
  • § Russell 1000 Growth 678.13 +1.17%
  • § Russell 1000 Value 722.46 +1.63%
  • § Morgan Stanley Consumer 852.48 +1.99%
  • § Morgan Stanley Cyclical 990.66 +2.27%
  • § Morgan Stanley Technology 684.66 +.03%
  • § Transports 5,046.43 +3.14%
  • § Utilities 479.93 +.88%
  • § Bloomberg European Bank/Financial Services 84.46 +3.66%
  • § MSCI Emerging Markets 41.74 +.50%
  • § Lyxor L/S Equity Long Bias 1,056.31 +.11%
  • § Lyxor L/S Equity Variable Bias 804.13 +.10%
  • § Lyxor L/S Equity Short Bias 539.66 unch.

Sentiment/Marktbreite:

  • § NYSE Cumulative A/D Line 159,405 +1.93%
  • § Bloomberg New Highs-Lows Index 287.0 +140
  • § Bloomberg Crude Oil % Bulls 34.2 -9.5%
  • § CFTC Oil Net Speculative Position 215,880 -6.67%
  • § CFTC Oil Total Open Interest 1,556,877 +.07%
  • § Total Put/Call .91 -8.08%
  • § OEX Put/Call 1.36 +67.90%
  • § ISE Sentiment 86.0 -12.0%
  • § NYSE Arms 1.23 -26.63%
  • § Volatility(VIX) 14.33 -8.90%
  • § S&P 500 Implied Correlation 45.42 -6.98%
  • § G7 Currency Volatility (VXY) 7.60 -3.31%
  • § Smart Money Flow Index 11,670.95 +.22%
  • § Money Mkt Mutual Fund Assets $2.564 Trillion -.50%
  • § AAII % Bulls 33.86 -6.2%
  • § AAII % Bears 33.23 -8.86%

Rohstoffe:

  • § CRB Index 307.62 -.54%
  • § Crude Oil 89.88 -2.41%
  • § Reformulated Gasoline 295.25 +1.30%
  • § Natural Gas 3.40 +2.38%
  • § Heating Oil 315.59 +.25%
  • § Gold 1,780.80 +.41%
  • § Bloomberg Base Metals Index 219.42 +.04%
  • § Copper 377.80 +.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton -3.78%
  • § China Iron Ore Spot 104.20 USD/Ton unch.
  • § Lumber 276.10 -1.57%
  • § UBS-Bloomberg Agriculture 1,681.22 -.93%

Konjunktur:

  • § ECRI Weekly Leading Economic Index Growth Rate +4.7% +90 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.4282 +6.36%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.98 -.01%
  • § Citi US Economic Surprise Index 43.5 +37.7 points
  • § Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 10/24
  • § US Dollar Index 79.34 -.69%
  • § Yield Curve 148.0 +8 basis points
  • § 10-Year US Treasury Yield 1.74% +11 basis points
  • § Federal Reserve’s Balance Sheet $2.791 Trillion +.14%
  • § U.S. Sovereign Debt Credit Default Swap 49.34 +30.57%
  • § Illinois Municipal Debt Credit Default Swap 197.0 -4.09%
  • § Western Europe Sovereign Debt Credit Default Swap Index 140.42 -5.04%
  • § Emerging Markets Sovereign Debt CDS Index 199.85 -7.23%
  • § Saudi Sovereign Debt Credit Default Swap 86.93 -4.49%
  • § Iraq Sovereign Debt Credit Default Swap 483.28 +4.15%
  • § China Blended Corporate Spread Index 405.0 -10 basis points
  • § 10-Year TIPS Spread 2.57% +15 basis points
  • § TED Spread 25.5 -1.25 basis points
  • § 2-Year Swap Spread 14.0 +.75 basis point
  • § 3-Month EUR/USD Cross-Currency Basis Swap -22.0 +4.25 basis points
  • § N. America Investment Grade Credit Default Swap Index 93.96 -6.1%
  • § European Financial Sector Credit Default Swap Index 178.63 -12.23%
  • § Emerging Markets Credit Default Swap Index 214.38 -3.98%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.360 Trillion -.47%
  • § Commercial Paper Outstanding 975.10 -1.50%
  • § 4-Week Moving Average of Jobless Claims 375,00 +1,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.36% -4 basis points
  • § Weekly Mortgage Applications 1,020.40 +16.6%
  • § Bloomberg Consumer Comfort -36.9 +2.8 points
  • § Weekly Retail Sales +2.40% unch.
  • § Nationwide Gas $3.79/gallon unch.
  • § U.S. Heating Demand Next 7 Days 41.0% above normal
  • § Baltic Dry Index 845.0 +10.3%
  • § China (Export) Containerized Freight Index 1,214.62 -1.01%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 257,225 +2.79%

Stärkste Branchen:

  • § Homebuilders +5.9%
  • § Airlines +5.1%
  • § Banks +3.6%
  • § Road & Rail +3.2%
  • § Biotech +3.2%

Schwächste Branchen:

  • § Oil Service -1.4%
  • § Networking -1.6%
  • § Alternative Energy -1.7%
  • § Restaurants -2.0%
  • § Computer Hardware -3.9%

 

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: 6. Oktober 2012, by : David Pieper