Die Woche in Zahlen: KW 41/2012

 

 

 

07:35 Uhr

Aktienindizes:

  • § S&P 500 1,428.59 -2.21%
  • § DJIA 13,328.80 -2.07%
  • § NASDAQ 3,044.11 -2.94%
  • § Russell 2000 823.09 -2.35%
  • § Value Line Geometric(broad market) 355.53 -2.22%
  • § Russell 1000 Growth 661.42 -2.46%
  • § Russell 1000 Value 708.43 -1.94%
  • § Morgan Stanley Consumer 840.06 -1.46%
  • § Morgan Stanley Cyclical 969.39 -2.15%
  • § Morgan Stanley Technology 661.63 -3.36%
  • § Transports 5,044.63 -.04%
  • § Utilities 475.48 -.93%
  • § Bloomberg European Bank/Financial Services 82.99 -1.74%
  • § MSCI Emerging Markets 41.29 -1.06%
  • § Lyxor L/S Equity Long Bias 1,060.46 +.35%
  • § Lyxor L/S Equity Variable Bias 804.68 -.15%

Sentiment/Internals

  • § NYSE Cumulative A/D Line 156,915 -1.81%
  • § Bloomberg New Highs-Lows Index -1 -288
  • § Bloomberg Crude Oil % Bulls 25.7 -24.9%
  • § CFTC Oil Net Speculative Position 213,598 -1.06%
  • § CFTC Oil Total Open Interest 1,542,886 -.90%
  • § Total Put/Call 1.03 +13.19%
  • § OEX Put/Call .95 -30.15%
  • § ISE Sentiment 87.0 +1.16%
  • § NYSE Arms 1.74 +163.63%
  • § Volatility(VIX) 16.14 +10.93%
  • § S&P 500 Implied Correlation 48.54 +5.94%
  • § G7 Currency Volatility (VXY) 7.55 -.07%
  • § Smart Money Flow Index 11,425.68 -2.10%
  • § Money Mkt Mutual Fund Assets $2.562 Trillion -.10%
  • § AAII % Bulls 30.6 -9.7%
  • § AAII % Bears 38.9 +16.9%

Rohstoffe:

  • § CRB Index 306.55 -1.26%
  • § Crude Oil 91.86 +2.16%
  • § Reformulated Gasoline 289.28 -2.06%
  • § Natural Gas 3.61 +6.30%
  • § Heating Oil 322.39 +2.17%
  • § Gold 1,759.70 -1.31%
  • § Bloomberg Base Metals Index 211.81 -3.47%
  • § Copper 370.30 -1.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • § China Iron Ore Spot 114.50 USD/Ton +9.88%
  • § Lumber 297.10 +2.94%
  • § UBS-Bloomberg Agriculture 1,648.70 -1.98%

Konjunktur

  • § ECRI Weekly Leading Economic Index Growth Rate +5.7% +100 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.2542 +11.71%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.28 +.27%
  • § Citi US Economic Surprise Index 49.4 +5.9 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 79.67 +.42%
  • § Yield Curve 139.0 -9 basis points
  • § 10-Year US Treasury Yield 1.66% -8 basis points
  • § Federal Reserve’s Balance Sheet $2.794 Trillion +.10%
  • § U.S. Sovereign Debt Credit Default Swap 37.6 -8.63%
  • § Illinois Municipal Debt Credit Default Swap 196.0 -.15%
  • § Western Europe Sovereign Debt Credit Default Swap Index 136.29 -2.94%
  • § Emerging Markets Sovereign Debt CDS Index 196.98 -1.44%
  • § Saudi Sovereign Debt Credit Default Swap 85.16 -2.03%
  • § Iraq Sovereign Debt Credit Default Swap 437.50 -9.48%
  • § China Blended Corporate Spread Index 396.0 -9 basis points
  • § 10-Year TIPS Spread 2.47% -10 basis points
  • § TED Spread 23.75 -1.75 basis points
  • § 2-Year Swap Spread 11.25 -2.75 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -25.0 -3.0 basis points
  • § N. America Investment Grade Credit Default Swap Index 96.68 +2.90%
  • § European Financial Sector Credit Default Swap Index 178.33 -.17%
  • § Emerging Markets Credit Default Swap Index 220.83 +3.0%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.359 Trillion +.06%
  • § Commercial Paper Outstanding 964.90 -1.0%
  • § 4-Week Moving Average of Jobless Claims 364,00 -11,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.39% +3 basis points
  • § Weekly Mortgage Applications 1,008.10 -1.21%
  • § Bloomberg Consumer Comfort -38.5 -1.6 points
  • § Weekly Retail Sales +1.60% -80.0 basis points
  • § Nationwide Gas $3.81/gallon +.02/gallon
  • § U.S. Heating Demand Next 7 Days 31.0% below normal
  • § Baltic Dry Index 926.0 +5.82%
  • § China (Export) Containerized Freight Index 1,187.72 -2.21%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 251,113 -2.38%

Top Sektoren:

  • § Coal +13.36%
  • § Steel +2.14%
  • § Restaurants +.92%
  • § Oil Service +.71%
  • § Education +.22%

Flop Sektoren:

  • § Medical Equipment -4.20%
  • § Homebuilders -4.98%
  • § Computer Hardware -5.92%
  • § Oil Tankers -6.67%
  • § Disk Drives -7.69%

 

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: 15. Oktober 2012, by : David Pieper

Die Woche in Zahlen: KW 41/2012

 

 

 

07:35 Uhr

Aktienindizes:

  • § S&P 500 1,428.59 -2.21%
  • § DJIA 13,328.80 -2.07%
  • § NASDAQ 3,044.11 -2.94%
  • § Russell 2000 823.09 -2.35%
  • § Value Line Geometric(broad market) 355.53 -2.22%
  • § Russell 1000 Growth 661.42 -2.46%
  • § Russell 1000 Value 708.43 -1.94%
  • § Morgan Stanley Consumer 840.06 -1.46%
  • § Morgan Stanley Cyclical 969.39 -2.15%
  • § Morgan Stanley Technology 661.63 -3.36%
  • § Transports 5,044.63 -.04%
  • § Utilities 475.48 -.93%
  • § Bloomberg European Bank/Financial Services 82.99 -1.74%
  • § MSCI Emerging Markets 41.29 -1.06%
  • § Lyxor L/S Equity Long Bias 1,060.46 +.35%
  • § Lyxor L/S Equity Variable Bias 804.68 -.15%

Sentiment/Internals

  • § NYSE Cumulative A/D Line 156,915 -1.81%
  • § Bloomberg New Highs-Lows Index -1 -288
  • § Bloomberg Crude Oil % Bulls 25.7 -24.9%
  • § CFTC Oil Net Speculative Position 213,598 -1.06%
  • § CFTC Oil Total Open Interest 1,542,886 -.90%
  • § Total Put/Call 1.03 +13.19%
  • § OEX Put/Call .95 -30.15%
  • § ISE Sentiment 87.0 +1.16%
  • § NYSE Arms 1.74 +163.63%
  • § Volatility(VIX) 16.14 +10.93%
  • § S&P 500 Implied Correlation 48.54 +5.94%
  • § G7 Currency Volatility (VXY) 7.55 -.07%
  • § Smart Money Flow Index 11,425.68 -2.10%
  • § Money Mkt Mutual Fund Assets $2.562 Trillion -.10%
  • § AAII % Bulls 30.6 -9.7%
  • § AAII % Bears 38.9 +16.9%

Rohstoffe:

  • § CRB Index 306.55 -1.26%
  • § Crude Oil 91.86 +2.16%
  • § Reformulated Gasoline 289.28 -2.06%
  • § Natural Gas 3.61 +6.30%
  • § Heating Oil 322.39 +2.17%
  • § Gold 1,759.70 -1.31%
  • § Bloomberg Base Metals Index 211.81 -3.47%
  • § Copper 370.30 -1.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • § China Iron Ore Spot 114.50 USD/Ton +9.88%
  • § Lumber 297.10 +2.94%
  • § UBS-Bloomberg Agriculture 1,648.70 -1.98%

Konjunktur

  • § ECRI Weekly Leading Economic Index Growth Rate +5.7% +100 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.2542 +11.71%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.28 +.27%
  • § Citi US Economic Surprise Index 49.4 +5.9 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 79.67 +.42%
  • § Yield Curve 139.0 -9 basis points
  • § 10-Year US Treasury Yield 1.66% -8 basis points
  • § Federal Reserve’s Balance Sheet $2.794 Trillion +.10%
  • § U.S. Sovereign Debt Credit Default Swap 37.6 -8.63%
  • § Illinois Municipal Debt Credit Default Swap 196.0 -.15%
  • § Western Europe Sovereign Debt Credit Default Swap Index 136.29 -2.94%
  • § Emerging Markets Sovereign Debt CDS Index 196.98 -1.44%
  • § Saudi Sovereign Debt Credit Default Swap 85.16 -2.03%
  • § Iraq Sovereign Debt Credit Default Swap 437.50 -9.48%
  • § China Blended Corporate Spread Index 396.0 -9 basis points
  • § 10-Year TIPS Spread 2.47% -10 basis points
  • § TED Spread 23.75 -1.75 basis points
  • § 2-Year Swap Spread 11.25 -2.75 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -25.0 -3.0 basis points
  • § N. America Investment Grade Credit Default Swap Index 96.68 +2.90%
  • § European Financial Sector Credit Default Swap Index 178.33 -.17%
  • § Emerging Markets Credit Default Swap Index 220.83 +3.0%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.359 Trillion +.06%
  • § Commercial Paper Outstanding 964.90 -1.0%
  • § 4-Week Moving Average of Jobless Claims 364,00 -11,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.39% +3 basis points
  • § Weekly Mortgage Applications 1,008.10 -1.21%
  • § Bloomberg Consumer Comfort -38.5 -1.6 points
  • § Weekly Retail Sales +1.60% -80.0 basis points
  • § Nationwide Gas $3.81/gallon +.02/gallon
  • § U.S. Heating Demand Next 7 Days 31.0% below normal
  • § Baltic Dry Index 926.0 +5.82%
  • § China (Export) Containerized Freight Index 1,187.72 -2.21%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 251,113 -2.38%

Top Sektoren:

  • § Coal +13.36%
  • § Steel +2.14%
  • § Restaurants +.92%
  • § Oil Service +.71%
  • § Education +.22%

Flop Sektoren:

  • § Medical Equipment -4.20%
  • § Homebuilders -4.98%
  • § Computer Hardware -5.92%
  • § Oil Tankers -6.67%
  • § Disk Drives -7.69%

 

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: 15. Oktober 2012, by : David Pieper