wochenrückblick

US-Aktien Wochenrückblick 02/2017

15.1.2017 / 17.08 Uhr

Hier die Heatmap für den S&P 500 für die vergangene Woche:

aktienheatmap_02 2017

Blicken wir nun auf ausgewählte Aktien mit interessanten Bewegungen. Facebook gewann auch diese Woche und steuert damit auf das Allzeithoch zu:

facebook_150117

Einer der größten Gewinner im Technologiebereich war aber Cerner mit fast 8% Plus. Der Chart sieht allerdings (noch)  nicht bullish aus:

cerner_150117

Bei den Biotechwerten stach Illumina mit einem Wochenplus von 14,9 heraus:illumina_150117

Auch bei Boston Scientific lief alles rund (+7,5%). Nach dem Pullback im Dezember 2016 ist der Aufwärtsimpuls in vollem Gange:

boston_150117

Bei Comcast (+3,6%) bleibt der Uptrend weiter intakt – wie im Bilderbuch. Hier der Monatschart:

comcast_150117

Auch bei Amazon sieht alles nach einem baldigen Test des bisherigen Allzeithochs aus:

amazon_150117

Mit einem Plus von 9,3% lieferte NRG Energy bei den Energiewerten die beste Performance ab. Der Monatschart sieht interessant aus:

nrg_150117

Hier alle S&P 500-Werte mit einem neuen Hoch:

GS The Goldman Sachs Group, Inc. Financial
UNM Unum Group Financial
MS Morgan Stanley Financial
PNC The PNC Financial Services Group, Inc. Financial
NTRS Northern Trust Corporation Financial
SCHW The Charles Schwab Corporation Financial
STT State Street Corporation Financial
JPM JPMorgan Chase & Co. Financial
STI SunTrust Banks, Inc. Financial
MA Mastercard Incorporated Financial
ETFC E*TRADE Financial Corporation Financial
HBAN Huntington Bancshares Incorporated Financial
RF Regions Financial Corporation Financial
KEY KeyCorp Financial
MOS The Mosaic Company Basic Materials
SNA Snap-on Incorporated Industrial Goods
DOV Dover Corporation Industrial Goods
LRCX Lam Research Corporation Technology
ANTM Anthem, Inc. Healthcare
PH Parker-Hannifin Corporation Industrial Goods
CSX CSX Corporation Services
ALB Albemarle Corporation Basic Materials
CMCSA Comcast Corporation Services
SYMC Symantec Corporation Technology
AMAT Applied Materials, Inc. Technology

Kapitalmarktrückblick KW 06 / 2015: Ölwerte ziehen an, Versorger und Goldminen unter Druck

19.25 Uhr

Der Chart der Woche geht dieses Mal an den Ölpreis. Hier kam es zum stärksten 2-Wochen-Anstieg seit mehreren Jahren: Fast 20% erholte sich der Brent Crude Kontrakt. Kein Wunder, dass Ölwerte kräftig anzogen und die Renditen stiegen (neg. Reaktion bei Versorgern und Gold).

Brent Crude (weekly):

brent_080215

Aktienindizes:

  • S&P 500 2,055.47 +3.03%
  • DJIA 17,824.29 +3.84%
  • NASDAQ 4,744.39 +2.36%
  • Russell 2000 1,205.46 +3.44%
  • S&P 500 High Beta 33.65 +3.25%
  • Goldman 50 Most Shorted 136.64 +5.87%
  • Wilshire 5000 21,448.23 +3.08%
  • Russell 1000 Growth 971.65 +2.72%
  • Russell 1000 Value 1,019.28 +3.38%
  • S&P 500 Consumer Staples 504.20 +2.22%
  • Solactive US Cyclical 138.71 +3.28%
  • Morgan Stanley Technology 1,004.38 +3.41%
  • Transports 8,932.47 +3.27%
  • Utilities 613.39 -3.69%
  • Bloomberg European Bank/Financial Services 106.65 +3.85%
  • MSCI Emerging Markets 40.12 +1.78%
  • HFRX Equity Hedge 1,177.29 +.06%
  • HFRX Equity Market Neutral 989.73 +.36%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 234,348 +1.39%
  • Bloomberg New Highs-Lows Index 69 +510
  • Bloomberg Crude Oil % Bulls 31.25 +64.04%
  • CFTC Oil Net Speculative Position 272,196 -.76%
  • CFTC Oil Total Open Interest 1,721,471 +3.20%
  • Total Put/Call 1.03 -8.04%
  • OEX Put/Call 2.70 +154.72%
  • ISE Sentiment 63.0 -35.71%
  • NYSE Arms .73 -48.23%
  • Volatility(VIX) 17.29 -17.55%
  • S&P 500 Implied Correlation 68.23 -.44%
  • G7 Currency Volatility (VXY) 10.62 -5.85%
  • Emerging Markets Currency Volatility (EM-VXY) 10.91 -.46%
  • Smart Money Flow Index 17,256.56 +1.41%
  • ICI Money Mkt Mutual Fund Assets $2.685 Trillion -.61%
  • ICI US Equity Weekly Net New Cash Flow +$3.456 Billion
  • AAII % Bulls 35.5 -19.7%
  • AAII % Bears 32.42 +44.8%

Rohstoffe:

  • CRB Index 224.85 +2.75%
  • Crude Oil 51.69 +8.02%
  • Reformulated Gasoline 155.91 +6.37%
  • Natural Gas 2.58 -3.59%
  • Heating Oil 183.91 +7.17%
  • Gold 1,234.60 -3.77%
  • Bloomberg Base Metals Index 177.82 +2.12%
  • Copper 258.55 +3.48%
  • US No. 1 Heavy Melt Scrap Steel 324.0 USD/Ton unch.
  • China Iron Ore Spot 62.49 USD/Ton +.45%
  • Lumber 315.50 -2.17%
  • UBS-Bloomberg Agriculture 1,175.05 +1.34%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate -4.0% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2619 +3.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.94 -.60%
  • Citi US Economic Surprise Index -25.30 -21.3 points
  • Citi Eurozone Economic Surprise Index 24.80 +14.8 points
  • Citi Emerging Markets Economic Surprise Index -5.30 -.5 point
  • Fed Fund Futures imply 52.0% chance of no change, 48.0% chance of 25 basis point cut on 3/18
  • US Dollar Index 94.70 -.16%
  • Euro/Yen Carry Return Index 140.67 +1.55%
  • Yield Curve 131.0 +12.0 basis points
  • 10-Year US Treasury Yield 1.96% +32.0 basis points
  • Federal Reserve’s Balance Sheet $4.461 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 18.18 +1.88%
  • Illinois Municipal Debt Credit Default Swap 193.0 +2.06%
  • Western Europe Sovereign Debt Credit Default Swap Index 25.48 +1.19%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 67.30 -5.65%
  • Emerging Markets Sovereign Debt CDS Index 331.93 -6.76%
  • Israel Sovereign Debt Credit Default Swap 75.0 -1.96%
  • Iraq Sovereign Debt Credit Default Swap 346.23 -2.79%
  • Russia Sovereign Debt Credit Default Swap 533.10 -15.16%
  • iBoxx Offshore RMB China Corporates High Yield Index 113.64 +.14%
  • 10-Year TIPS Spread 1.72% +8.0 basis points
  • TED Spread 24.5 unch.
  • 2-Year Swap Spread 26.75 +2.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -19.25 -5.5 basis points
  • N. America Investment Grade Credit Default Swap Index 65.22 -7.28%
  • America Energy Sector High-Yield Credit Default Swap Index 732.0 -4.26%
  • European Financial Sector Credit Default Swap Index 62.92 -8.20%
  • Emerging Markets Credit Default Swap Index 377.57 -6.74%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 91.50 +1.5 basis points
  • M1 Money Supply $2.934 Trillion +1.22%
  • Commercial Paper Outstanding 988.80 -1.90%
  • 4-Week Moving Average of Jobless Claims 292,750 -6,250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.59% -7 basis points
  • Weekly Mortgage Applications 551.20 +1.29%
  • Bloomberg Consumer Comfort 45.5 -1.8 points
  • Weekly Retail Sales +3.40% +10 basis points
  • Nationwide Gas $2.17/gallon +.12/gallon
  • Baltic Dry Index 564.0 -7.24%
  • China (Export) Containerized Freight Index 1,065.69 +.08%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 249,910 -1.34%
  • Oil Service +8.4%
  • I-Banks +7.9%
  • Steel +7.3%
  • Banks +6.9%
  • Homebuilders +6.4%
  • REITs -1.5%
  • Education -1.6%
  • Biotech -1.7%
  • Gold & Silver -3.1%
  • Utilities -3.7%

Kapitalmarktrückblick KW 05/2015: Januar endet im roten Bereich.

15.16 Uhr

Die abgelaufene Woche endete mit Kursverlusten an den US-Aktienmärkten. Was negativ stimmt, sind weiterhin die Verkaufswellen am Abend – wie dies am abgelaufen Freitag auch der Fall war. Einer der Gründe dafür könnte die Berichtssaison sein, die nicht ganz rund verläuft (hier ein guter Link zum Thema Gewinnprognosen).

S&P 500 (daily):

spx_310115

Der Monat Januar endete damit im Minus und das im Vorwahljahr – statistisch gesehen eine seltene Konstellation. Auch wenn das Ganze eher bearish ist, sollte man sich nicht darauf versteifen, sondern lieber Tag für Tag bzw. Woche für Woche die Charts zu betrachten und dann die Schlüsse daraus zu ziehen und zu handeln. Wo der Markt Ende 2015 stehen wird, weiß nämlich NIEMAND. Und dennoch kann man als aktiver Trader Geld verdienen 🙂

Schauen wir auf weitere Charts:

Der DAX schaffte es auch im dritten Anlauf nicht, die 10.800er Zone zu überwinden. Kein Wunder, liegt dort nämlich das obere Kanalende und auch der RSI ist erstmal „fertig“. Für die kommende Handelswoche stehen die Zeichen hier ganz klar auf Korrektur.

DAX (daily):

dax310115

Gold machte diese Woche einen Rücksetzer, zog am Freitag wieder kräftig an. Weiter steigende Kurse mit den Zielen 1.350 und 1.420 bleiben hier weiterhin das Hauptszenario.

Gold (daily):

gold_310115

Für den Goldminensektor, der ebenfalls schwächer in die Woche startete, nachdem er zuvor exakt am 61,8er Fibonacci-Widerstand und der 50-Wochen-Linie abgeprallt ist, sind das mittelfristig gute Aussichten.

Goldminenindex HUI (weekly):

goldminen_310115

Und zum Abschluss ein Update zum Euro/Schweizer Franken. Hier gab es diese Woche eine Erholung um 5,2%.

EUR/CHF (weekly):

eurchf_310115

Und nun zu den Zahlen. Schönes Wochenende!

Aktienindizes:

  • S&P 500 1,994.99 -2.77%
  • DJIA 17,164.95 -2.87%
  • NASDAQ 4,635.24 -2.58%
  • Russell 2000 1,165.39 -1.98%
  • S&P 500 High Beta 32.59 -1.87%
  • Wilshire 5000 20,808.44 -2.55%
  • Russell 1000 Growth 945.91 -2.10%
  • Russell 1000 Value 985.97 -3.15%
  • S&P 500 Consumer Staples 493.24 -3.47%
  • Solactive US Cyclical 134.31 -2.72%
  • Morgan Stanley Technology 971.23 -3.85%
  • Transports 8,649.32 -3.70%
  • Utilities 637.20 -1.63%
  • Bloomberg European Bank/Financial Services 102.70 -3.16%
  • MSCI Emerging Markets 39.42 -3.12%
  • HFRX Equity Hedge 1,176.64 +.13%
  • HFRX Equity Market Neutral 986.19 +.54%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 231,146 -.35%
  • Bloomberg New Highs-Lows Index -441 -117
  • Bloomberg Crude Oil % Bulls 19.05 -32.28%
  • CFTC Oil Net Speculative Position 274,271 -2.49%
  • CFTC Oil Total Open Interest 1,668,047 +4.84%
  • Total Put/Call 1.12 -11.11%
  • OEX Put/Call 1.06 -17.19%
  • ISE Sentiment 98.0 +58.06%
  • NYSE Arms 1.41 -13.49%
  • Volatility(VIX) 20.97 +25.87%
  • S&P 500 Implied Correlation 68.53 +5.57%
  • G7 Currency Volatility (VXY) 11.33 +1.71%
  • Emerging Markets Currency Volatility (EM-VXY) 10.97 +3.10%
  • Smart Money Flow Index 17,016.69 -.61%
  • ICI Money Mkt Mutual Fund Assets $2.702 Trillion -.09%
  • ICI US Equity Weekly Net New Cash Flow $.856 Billion
  • AAII % Bulls 44.2 +18.9%
  • AAII % Bears 22.4 -27.3%

Rohstoffe:

  • CRB Index 218.84 +1.03%
  • Crude Oil 48.24 +6.51%
  • Reformulated Gasoline 147.50 +9.72%
  • Natural Gas 2.69 -9.30%
  • Heating Oil 170.08 +3.64%
  • Gold 1,279.20 -1.15%
  • Bloomberg Base Metals Index 169.24 -.27%
  • Copper 249.45 -.02%
  • US No. 1 Heavy Melt Scrap Steel 324.0 USD/Ton unch.
  • China Iron Ore Spot 62.21 USD/Ton -6.34%
  • Lumber 321.80 +3.04%
  • UBS-Bloomberg Agriculture 1,161.34 -2.51%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate -4.3% +70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2337 +5.13%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.67 -.73%
  • Citi US Economic Surprise Index -4.0 -2.5 points
  • Citi Eurozone Economic Surprise Index 10.0 +10.5 points
  • Citi Emerging Markets Economic Surprise Index -4.80 +5.5 points
  • Fed Fund Futures imply 54.0% chance of no change, 46.0% chance of 25 basis point cut on 3/18
  • US Dollar Index 94.84 -.20%
  • Euro/Yen Carry Return Index 138.52 +.51%
  • Yield Curve 119.0 -12.0 basis points
  • 10-Year US Treasury Yield 1.64% -16.0 basis points
  • Federal Reserve’s Balance Sheet $4.461 Trillion -.27%
  • U.S. Sovereign Debt Credit Default Swap 17.84 +1.88%
  • Illinois Municipal Debt Credit Default Swap 189.0 +2.16%
  • Western Europe Sovereign Debt Credit Default Swap Index 25.17 +8.44%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.33 +3.82%
  • Emerging Markets Sovereign Debt CDS Index 355.98 +7.82%
  • Israel Sovereign Debt Credit Default Swap 76.50 +2.68%
  • Iraq Sovereign Debt Credit Default Swap 356.17 +3.81%
  • Russia Sovereign Debt Credit Default Swap 628.39 +13.08%
  • iBoxx Offshore RMB China Corporates High Yield Index 113.48 +1.55%
  • 10-Year TIPS Spread 1.64% +4.0 basis points
  • TED Spread 24.5 +.25 basis point
  • 2-Year Swap Spread 24.0 -1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.75 -2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 70.35 +4.41%
  • America Energy Sector High-Yield Credit Default Swap Index 765.0 +4.68%
  • European Financial Sector Credit Default Swap Index 68.54 +18.43%
  • Emerging Markets Credit Default Swap Index 404.84 +4.26%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 unch.
  • M1 Money Supply $2.898 Trillion -.65%
  • Commercial Paper Outstanding 1,007.50 -.20%
  • 4-Week Moving Average of Jobless Claims 298,500 -8,000
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.66% +3 basis points
  • Weekly Mortgage Applications 554.20 -3.15%
  • Bloomberg Consumer Comfort 47.3 +2.6 point
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $2.05/gallon +.01/gallon
  • Baltic Dry Index 632.0 -12.2%
  • China (Export) Containerized Freight Index 1,064.82 +.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 253,317 -2.9%

 

Top Sektoren:

  • Homebuilders +2.7%
  • Gold & Silver +1.4%
  • Restaurants +.4%
  • Gaming +.3%
  • Biotech -.3%

Flop Sektoren:

  • Construction -4.6%
  • Coal -4.8%
  • Airlines -5.4%
  • Oil Tankers -6.9%
  • Software -7.6%

Kapitalmarktrückblick KW 03/2015

19.54 Uhr

Was für eine historische Woche! Der Schweizer Franken explodiert nach der Aufgabe des Caps durch die Schweizer Notenbank, einige Broker (Infos hier) und Hedgefonds stehen am Abrund (Infos hier) – kurzum: Es herrscht Chaos. Gleichzeitig schafft Gold erwartungsgemäß den Break nach oben und auch der DAX überwindet die 10.000er Marke nachhaltig und schließt auf einem Allzeithoch.

Auch diese Woche könnte es heiß hergehen, schließlich wird Mr. Draghi am Donnerstag Details zum QE-Programm verkünden – erste Details hierzu wurden am Wochenende bereits bekannt gegeben.

Hier die wichtigsten Charts:

S&P 500 (daily): Bullish Engulfing zum Wochenschluss / Oberhalb 2.022 Punkten sind neue Highs zu erwarten, unterhalb 1.970 Umstellung auf bearish!

spx_180115

DAX (daily): Allzeithoch als positives Signal, RSI allerdings mit Divergenz

dax_180115

Gold in USD und EUR (daily): Bruch des Downtrends spricht für nächste Zielmarke bei 1.330 Dollar. In Euro wurde das genannte Ziel bereits übertroffen. Next target hier: 1.140 Euro.

gold_180115_eur usdSchließt der Goldpreis Ende Januar mit einer positiven Note, sieht der langfristige Chart sehr positiv aus, weil der Boden abeschlossen wäre (61er Fibo, positive Divergenz im Weekly MACD und Uptrendlnie seit 2000).

Gold (monthly):

gold_180115Keine Überraschung, dass die Goldminen weiter anzogen. Interessant wird nun, ob die 50-Wochen-Linie geknackt werden kann – bei den letzten beiden Malen war dies nicht der Fall. Aber aller guten Dinge sind drei oder? 🙂

Goldminen (weekly):

hui_180115Der Euro fiel derweil gegenüber dem US-Dollar weiter zurück und ging unter 1,16 in das Wochenende – ein Mehrjahrestief! Eine große Bullenkerze im Wochenchart ist bisher weiterhin nicht zu sehen, auch der ADX zeigt noch keine Abschwächung. Das Long-Signal für eine größere Erholung ergibt sich damit erst, wenn die 1,19er Marke zurückerobert werden kann.

EURUSD (weekly):

eurusd_180115

Und nun die Zahlen der Woche:

Aktienindizes:

  • S&P 500 2,019.42 -1.24%
  • DJIA 17,511.57 -1.27%
  • NASDAQ 4,634.38 -1.48%
  • Russell 2000 1,176.65 -.76%
  • S&P 500 High Beta 32.39 -2.80%
  • Wilshire 5000 21,015.06 -1.17%
  • Russell 1000 Growth 946.08 -1.11%
  • Russell 1000 Value 1,006.32 -1.29%
  • S&P 500 Consumer Staples 507.61 +.31%
  • Solactive US Cyclical 135.80 -2.22%
  • Morgan Stanley Technology 979.12 -2.29%
  • Transports 8,764.12 -1.06%
  • Utilities 640.74 +2.75%
  • Bloomberg European Bank/Financial Services 100.07 +2.13%
  • MSCI Emerging Markets 39.38 -.19%
  • HFRX Equity Hedge 1,174.59 +.18%
  • HFRX Equity Market Neutral 989.44 +.14%

Sentiment/Marktsturktur:

  • NYSE Cumulative A/D Line 230,357 -.27%
  • Bloomberg New Highs-Lows Index -384 -324
  • Bloomberg Crude Oil % Bulls 27.50 +7.51%
  • CFTC Oil Net Speculative Position 275,480 +2.49%
  • CFTC Oil Total Open Interest 1,627,535 +8.13%
  • Total Put/Call .91 -5.21%
  • OEX Put/Call .64 -21.95%
  • ISE Sentiment 130.0 +71.05%
  • NYSE Arms .56 -61.64%
  • Volatility(VIX) 20.95 +19.37%
  • S&P 500 Implied Correlation 67.24 +2.48%
  • G7 Currency Volatility (VXY) 11.49 +22.23%
  • Emerging Markets Currency Volatility (EM-VXY) 11.06 +6.96%
  • Smart Money Flow Index 16,463.45 -2.07%
  • ICI Money Mkt Mutual Fund Assets $2.705 Trillion -.33%
  • ICI US Equity Weekly Net New Cash Flow -$5.395 Billion
  • AAII % Bulls 46.1 +12.4%
  • AAII % Bears 21.5 -22.4%

Rohstoffe:

  • CRB Index 224.24 -.59%
  • Crude Oil 48.69 +1.0%
  • Reformulated Gasoline 135.88 +2.55%
  • Natural Gas 3.13 +5.50%
  • Heating Oil 166.56 -2.29%
  • Gold 1,276.90 +4.37%
  • Bloomberg Base Metals Index 169.02 -4.97%
  • Copper 261.70 -5.16%
  • US No. 1 Heavy Melt Scrap Steel 310.80 USD/Ton +.80%
  • China Iron Ore Spot 68.61 USD/Ton -3.61%
  • Lumber 311.90 -2.44%
  • UBS-Bloomberg Agriculture 1,204.36 -2.81%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate -5.0% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3062 -5.20%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.38 -.77%
  • Citi US Economic Surprise Index 7.20 -23.5 points
  • Citi Eurozone Economic Surprise Index 3.80 -4.6 points
  • Citi Emerging Markets Economic Surprise Index -15.70 +1.2 points
  • Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 1/28
  • US Dollar Index 92.52 +.66%
  • Euro/Yen Carry Return Index 142.11 -3.02%
  • Yield Curve 135.0 -3.0 basis points
  • 10-Year US Treasury Yield 1.84% -10.0 basis points
  • Federal Reserve’s Balance Sheet $4.476 Trillion +.37%
  • U.S. Sovereign Debt Credit Default Swap 16.85 -3.78%
  • Illinois Municipal Debt Credit Default Swap 180.0 -1.80%
  • Western Europe Sovereign Debt Credit Default Swap Index 26.13 -10.1%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 75.10 +1.70%
  • Emerging Markets Sovereign Debt CDS Index 333.29 +.64%
  • Israel Sovereign Debt Credit Default Swap 74.50 unch.
  • Iraq Sovereign Debt Credit Default Swap 380.52 -1.13%
  • Russia Sovereign Debt Credit Default Swap 536.71 -6.96%
  • China Blended Corporate Spread Index 384.77 +5.27%
  • 10-Year TIPS Spread 1.60% -1.0 basis point
  • TED Spread 22.75 -.5 basis point
  • 2-Year Swap Spread 24.25 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.25 -4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 72.99 +4.61%
  • America Energy Sector High-Yield Credit Default Swap Index 749.0 +5.51%
  • European Financial Sector Credit Default Swap Index 66.10 -6.63%
  • Emerging Markets Credit Default Swap Index 387.55 +2.37%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 +1.0 basis point
  • M1 Money Supply $2.878 Trillion -1.09%
  • Commercial Paper Outstanding 1,029.60 -5.2%
  • 4-Week Moving Average of Jobless Claims 298,000 +7,500
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.66% -7 basis points
  • Weekly Mortgage Applications 492.0 +49.14%
  • Bloomberg Consumer Comfort 45.4 +1.8 points
  • Weekly Retail Sales +3.80% -80 basis points
  • Nationwide Gas $2.08/gallon -.09/gallon
  • Baltic Dry Index 749.0 +5.64%
  • China (Export) Containerized Freight Index 1,059.30 -.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 -6.25%
  • Rail Freight Carloads 240,947 unch.

 

Top Sektoren:

  • Gold & Silver +4.4%
  • Utilities +2.7%
  • REITs +2.2%
  • HMOs +2.1%
  • Tobacco +1.6%

Flop Sektoren:

  • Steel -5.0%
  • Homebuilders -6.4%
  • Disk Drives -6.4%
  • Oil Tankers -7.5%
  • Hospitals -7.5%

Kapitalmarktrückblick KW 02/2015

19.50 Uhr

Aktienindizes:

  • S&P 500 2,044.81 -.65%
  • DJIA 17,737.37 -.54%
  • NASDAQ 4,704.06 -.48%
  • Russell 2000 1,185.68 -1.10%
  • S&P 500 High Beta 33.32 -2.14%
  • Wilshire 5000 21,264.42 -.69%
  • Russell 1000 Growth 956.66 -.38%
  • Russell 1000 Value 1,019.47 -.91%
  • S&P 500 Consumer Staples 506.05 +1.65%
  • Solactive US Cyclical 138.88 -1.36%
  • Morgan Stanley Technology 1,002.10 -1.25%
  • Transports 8,858.15 -2.65%
  • Utilities 623.61 +.32%
  • Bloomberg European Bank/Financial Services 97.98 -5.75%
  • MSCI Emerging Markets 39.45 +.89%
  • HFRX Equity Hedge 1,172.49 -.80%
  • HFRX Equity Market Neutral 988.05 +.18%

Marktstruktur/Sentiment:

  • NYSE Cumulative A/D Line 230,974 -.10%
  • Bloomberg New Highs-Lows Index -60 +148
  • Bloomberg Crude Oil % Bulls 25.58 +2.32%
  • CFTC Oil Net Speculative Position 268,800 -1.35%
  • CFTC Oil Total Open Interest 1,505,101 +3.25%
  • Total Put/Call .96 -20.0%
  • OEX Put/Call .82 -64.81%
  • ISE Sentiment 76.0 +7.04%
  • NYSE Arms 1.46 +14.06%
  • Volatility(VIX) 17.55 -1.35%
  • S&P 500 Implied Correlation 65.61 -.32%
  • G7 Currency Volatility (VXY) 9.41 -4.18%
  • Emerging Markets Currency Volatility (EM-VXY) 10.34 -3.90%
  • Smart Money Flow Index 16,811.94 -1.60%
  • ICI Money Mkt Mutual Fund Assets $2.714 Trillion -.68%
  • ICI US Equity Weekly Net New Cash Flow -$1.487 Billion
  • AAII % Bulls 41.0 +1.6%
  • AAII % Bears 27.7 +2.3%

Rohstoffe:

  • CRB Index 225.57 -1.25%
  • Crude Oil 48.36 -8.43%
  • Reformulated Gasoline 132.32 -8.30%
  • Natural Gas 2.95 -.41%
  • Heating Oil 170.30 -5.48%
  • Gold 1,216.10 +2.21%
  • Bloomberg Base Metals Index 177.86 -1.27%
  • Copper 275.45 -2.11%
  • US No. 1 Heavy Melt Scrap Steel 308.33 USD/Ton unch.
  • China Iron Ore Spot 71.18 USD/Ton -.11%
  • Lumber 319.0 -2.44%
  • UBS-Bloomberg Agriculture 1,237.56 +2.48%

Konjunktur/Fundamentals:

  • ECRI Weekly Leading Economic Index Growth Rate -4.4% -50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .5246 -7.25%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.34 -.32%
  • Citi US Economic Surprise Index 30.70 +2.4 points
  • Citi Eurozone Economic Surprise Index .8 -8.2 points
  • Citi Emerging Markets Economic Surprise Index -16.90 -5.0 points
  • Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 1/28
  • US Dollar Index 91.92 +.84%
  • Euro/Yen Carry Return Index 146.54 -2.95%
  • Yield Curve 138.0 -7.0 basis points
  • 10-Year US Treasury Yield 1.94% -17.0 basis points
  • Federal Reserve’s Balance Sheet $4.460 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 17.51 +4.39%
  • Illinois Municipal Debt Credit Default Swap 183.0 +6.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 29.07 +16.42%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 73.85 +7.98%
  • Emerging Markets Sovereign Debt CDS Index 331.19 +3.58%
  • Israel Sovereign Debt Credit Default Swap 74.50 -3.55%
  • Iraq Sovereign Debt Credit Default Swap 384.90 +4.65%
  • Russia Sovereign Debt Credit Default Swap 576.85 +19.52%
  • China Blended Corporate Spread Index 365.50 +6.73%
  • 10-Year TIPS Spread 1.61% -10.0 basis points
  • TED Spread 23.25 -.75 basis point
  • 2-Year Swap Spread 23.5 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.25 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 69.78 +4.74%
  • America Energy Sector High-Yield Credit Default Swap Index 709.0 +9.55%
  • European Financial Sector Credit Default Swap Index 70.80 +12.25%
  • Emerging Markets Credit Default Swap Index 378.58 +9.65%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 89.0 unch.
  • M1 Money Supply $2.910 Trillion +.41%
  • Commercial Paper Outstanding 1,086.0 +7.80%
  • 4-Week Moving Average of Jobless Claims 290,500 -250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.73% -14 basis points
  • Weekly Mortgage Applications 329.90+11.11%
  • Bloomberg Consumer Comfort 43.6 +.9 point
  • Weekly Retail Sales +4.60% -10 basis points
  • Nationwide Gas $2.17/gallon -.06/gallon
  • Baltic Dry Index 724.0 -6.10%
  • China (Export) Containerized Freight Index 1,060.66 -.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 185,675 +2.45%

Top Sektoren:

  • Gold & Silver +8.0%
  • Homebuilders +4.2%
  • REITs +3.2%
  • HMOs +2.7%
  • Biotech +2.3%

Flop Sektoren:

  • Alt Energy -4.0%
  • Banks -5.2%
  • Oil Service -5.8%
  • Education -6.9%
  • Coal -9.3%

 

 

 

Die Woche in Zahlen (KW 32/2014): Bullen kontern mit Gegenreaktion – aber reicht das?

18.34 Uhr

Was für eine dynamische Woche an den Aktienmärkten. Nach den kräftigen Abgaben der letzten Tage kam es an entscheidender Stelle zu einem kräftigen Bounce beim S&P 500 und beim DAX. Der Grundstein für eine weitere Erholung ist damit gelegt.

S&P 500 (daily): Oszillator auf gleichem Niveau wie Februar 2014. Erholungsziel 1.950/1.955

spx_trade4life_080814

Der DAX markierte ein Tagestief bei 8.903 und zog anschließend deutlich an. Schaut man auf den Schluskurs des Futures, so lag dieser nicht weit von der 9.100er Marke entfernt. Damit haben die Bullen eine gute Ausgangslange, eine Fortsetzung der Erholung einzuleiten. Aus Sicht der Fibo-Retracements ist ein Ziel bei 9.330 Punkten auszumachen. Optimisten können sogar auf 9.500 setzen – dort verläuft die 200-Tage-Linie.

DAX (daily):

dax080814_trade4life

Aber freuen wir uns nicht zu früh, schließlich ist es noch zu früh, um Entwarnung zu geben! Unter 8.900 gibt es kein Halten mehr und wir sehen einen Crash! Nach 5 Jahren Bullenmarkt keine so abwegige Option..

Vergleich Top-Bildung 2007/08 und aktuell:

dax2007 vs 2014_trade4life

Und nun die Zahlen der letzten Woche:

Aktienindizes:

  • S&P 500 1,931.59 +.34%
  • DJIA 16,533.90 +.37%
  • NASDAQ 4,370.89 +.42%
  • Russell 2000 1,131.35 +1.48%
  • S&P 500 High Beta 32.46 .81%
  • Wilshire 5000 20,163.70 +.42%
  • Russell 1000 Growth 897.88 +.42%
  • Russell 1000 Value 974.14 +.26%
  • S&P 500 Consumer Staples 451.20 +.96%
  • Solactive US Cyclical 132.41 +.46%
  • Morgan Stanley Technology 957.19 -.09%
  • Transports 8,092.47 -.35%
  • Utilities 542.69 +.37%
  • Bloomberg European Bank/Financial Services 102.26 -2.83%
  • MSCI Emerging Markets 43.41 -1.05%
  • HFRX Equity Hedge 1,155.22 -1.43%
  • HFRX Equity Market Neutral 968.41 +.11%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 222,796 -.49%
  • Bloomberg New Highs-Lows Index -299 -6
  • Bloomberg Crude Oil % Bulls 34.62 -19.94%
  • CFTC Oil Net Speculative Position 347,204 -4.81%
  • CFTC Oil Total Open Interest 1,587,187 -2.56%
  • Total Put/Call 1.07 -13.71%
  • OEX Put/Call 1.24 +67.57%
  • ISE Sentiment 81.0 +88.37%
  • NYSE Arms .63 -30.77%
  • Volatility(VIX) 15.77 -7.4%
  • S&P 500 Implied Correlation 57.69 -4.39%
  • G7 Currency Volatility (VXY) 6.01 +6.0%
  • Emerging Markets Currency Volatility (EM-VXY) 7.01 +4.32%
  • Smart Money Flow Index 11,181.67 -1.50%
  • ICI Money Mkt Mutual Fund Assets $2.567 Trillion +.50%
  • ICI US Equity Weekly Net New Cash Flow -$1.257 Billion
  • AAII % Bulls 30.9 -.7%
  • AAII % Bears 38.2 +22.8%

Rohstoffe:

  • CRB Index 292.43 -.02%
  • Crude Oil 97.56 -.03%
  • Reformulated Gasoline 274.71 +.26%
  • Natural Gas 3.97 +4.48%
  • Heating Oil 287.34 +.26%
  • Gold 1,311.40 +1.32%
  • Bloomberg Base Metals Index 202.94 +.33%
  • Copper 318.0 -1.10%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 95.70 USD/Ton +.53%
  • Lumber 344.90 +6.06%
  • UBS-Bloomberg Agriculture 1,302.41 +.37%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.8% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1680 -1.81%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 127.24 +.20%
  • Citi US Economic Surprise Index 3.0 +16.0 points
  • Citi Emerging Markets Economic Surprise Index 2.9 +3.3 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 81.39 +.11%
  • Euro/Yen Carry Return Index 142.83 -.72%
  • Yield Curve 198.0 -4.0 basis points
  • 10-Year US Treasury Yield 2.42% -7.0 basis points
  • Federal Reserve’s Balance Sheet $4.367 Trillion +.07%
  • U.S. Sovereign Debt Credit Default Swap 16.67 +4.91%
  • Illinois Municipal Debt Credit Default Swap 168.0 +1.95%
  • Western Europe Sovereign Debt Credit Default Swap Index 39.0 +6.21%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 76.69 +1.79%
  • Emerging Markets Sovereign Debt CDS Index 235.61 +12.18%
  • Israel Sovereign Debt Credit Default Swap 97.0 -.69%
  • Iraq Sovereign Debt Credit Default Swap 382.71 +5.87%
  • Russia Sovereign Debt Credit Default Swap 270.82 +11.76%
  • China Blended Corporate Spread Index 321.92 +3.98%
  • 10-Year TIPS Spread 2.24% -1.0 basis point
  • TED Spread 21.25 -.5 basis point
  • 2-Year Swap Spread 23.75 +3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.75 +1.25%
  • European Financial Sector Credit Default Swap Index 76.76 +2.30%
  • Emerging Markets Credit Default Swap Index 295.17 +5.25%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 81.50 unch.
  • M1 Money Supply $2.867 Trillion -.33%
  • Commercial Paper Outstanding 1,038.50 -.8%
  • 4-Week Moving Average of Jobless Claims 293,500 -3,500
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.14% +2.0 basis points
  • Weekly Mortgage Applications 347.0 +1.55%
  • Bloomberg Consumer Comfort 36.2 -.1 point
  • Weekly Retail Sales +3.90% +30 basis points
  • Nationwide Gas $3.48/gallon unch.
  • Baltic Dry Index 765.0 +1.86%
  • China (Export) Containerized Freight Index 1,112.05 +1.42%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 270,323 +2.08%

Top Sektoren:

  • Coal +3.7%
  • Hospitals +3.4%
  • Alt Energy +2.6%
  • Retail +2.5%
  • Gold & Silver +1.8%

Flop Sektoren:

  • Telecom -2.2%
  • Airlines -2.9%
  • Education -3.0%
  • Gaming -5.2%
  • Oil Tankers -5.4%

Die Woche in Zahlen: KW 31 / 2014

6.51 Uhr

Aktienindizes:

  • S&P 500 1,925.15 -2.69%
  • DJIA 16,493.32 -2.76%
  • NASDAQ 4,352.63 -2.18%
  • Russell 2000 1,114.86 -2.61%
  • S&P 500 High Beta 32.20 -3.33%
  • Wilshire 5000 20,079.29 -2.65%
  • Russell 1000 Growth 894.10 -2.43%
  • Russell 1000 Value 971.62 -2.85%
  • S&P 500 Consumer Staples 446.91 -2.98%
  • Solactive US Cyclical 131.80 -3.53%
  • Morgan Stanley Technology 958.05 -1.75%
  • Transports 8,120.86 -3.65%
  • Utilities 540.69 -2.84%
  • Bloomberg European Bank/Financial Services 105.24 -2.63%
  • MSCI Emerging Markets 43.87 -1.80%
  • HFRX Equity Hedge 1,171.99 -.49%
  • HFRX Equity Market Neutral 967.38 -.43%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 223,108 -2.24%
  • Bloomberg New Highs-Lows Index -293 -637
  • Bloomberg Crude Oil % Bulls 43.24 -3.35%
  • CFTC Oil Net Speculative Position 364,739 -1.81%
  • CFTC Oil Total Open Interest 1,628,926 -.85%
  • Total Put/Call 1.24 +31.91%
  • OEX Put/Call .74 -70.63%
  • ISE Sentiment 43.0 -51.14%
  • NYSE Arms .91 -10.78%
  • Volatility(VIX) 17.03 +34.2%
  • S&P 500 Implied Correlation 60.34 +8.25%
  • G7 Currency Volatility (VXY) 5.65 +3.86%
  • Emerging Markets Currency Volatility (EM-VXY) 6.68 +13.41%
  • Smart Money Flow Index 11,352.05 -2.51%
  • ICI Money Mkt Mutual Fund Assets $2.554 Trillion -.34%
  • ICI US Equity Weekly Net New Cash Flow -$3.374 Billion
  • AAII % Bulls 31.1 +5.0%
  • AAII % Bears 31.1 +3.9%

Rohstoffe:

  • CRB Index 292.48 -1.97%
  • Crude Oil 97.88 -3.94%
  • Reformulated Gasoline 274.43 -3.40%
  • Natural Gas 3.80 +.4%
  • Heating Oil 286.61 -1.59%
  • Gold 1,294.10 -1.10%
  • Bloomberg Base Metals Index 202.27 -2.08%
  • Copper 321.45 -1.02%
  • US No. 1 Heavy Melt Scrap Steel 356.67 USD/Ton unch.
  • China Iron Ore Spot 95.20 USD/Ton +.95%
  • Lumber 324.10 -.58%
  • UBS-Bloomberg Agriculture 1,297.60 -1.98%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.1% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1038 -9.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 126.99 +.14%
  • Citi US Economic Surprise Index -13.0 +11.5 points
  • Citi Emerging Markets Economic Surprise Index -.4 +.2 point
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/17
  • US Dollar Index 81.30 +.33%
  • Euro/Yen Carry Return Index 143.75 +.69%
  • Yield Curve 202.0 +4.0 basis points
  • 10-Year US Treasury Yield 2.49% +2.0 basis points
  • Federal Reserve’s Balance Sheet $4.364 Trillion -.09%
  • U.S. Sovereign Debt Credit Default Swap 15.89 +2.50%
  • Illinois Municipal Debt Credit Default Swap 165.0 unch.
  • Western Europe Sovereign Debt Credit Default Swap Index 37.74 +11.74%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 75.49 +6.21%
  • Emerging Markets Sovereign Debt CDS Index 209.84 +3.34%
  • Israel Sovereign Debt Credit Default Swap 94.44 +7.93%
  • Iraq Sovereign Debt Credit Default Swap 361.50 +4.69%
  • Russia Sovereign Debt Credit Default Swap 242.32 +9.56%
  • China Blended Corporate Spread Index 309.60 +2.96%
  • 10-Year TIPS Spread 2.25% -2.0 basis points
  • TED Spread 21.75 +.75 basis point
  • 2-Year Swap Spread 20.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.5 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 65.86 +11.33%
  • European Financial Sector Credit Default Swap Index 75.03 +11.17%
  • Emerging Markets Credit Default Swap Index 280.45 +14.45%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 81.50 -1.5 basis points
  • M1 Money Supply $2.876 Trillion +.62%
  • Commercial Paper Outstanding 1,046.40 +2.0%
  • 4-Week Moving Average of Jobless Claims 297,000 -4,750
  • Continuing Claims Unemployment Rate 1.9% unch.
  • Average 30-Year Mortgage Rate 4.12% -1.0 basis point
  • Weekly Mortgage Applications 341.70 -2.20%
  • Bloomberg Consumer Comfort 36.3 -1.3 points
  • Weekly Retail Sales +3.60% -30 basis points
  • Nationwide Gas $3.52/gallon -.02/gallon
  • Baltic Dry Index 755.0 +2.16%
  • China (Export) Containerized Freight Index 1,096.44 +.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 264,809 -1.07%

Top Sektoren:

  • Gaming +1.1%
  • Telecom +1.0%
  • Hospitals +.7%
  • Retail -.1%
  • Defense -.9%

Flop Sektoren:

  • Alternative Energy -4.3%
  • Road & Rail -4.3%
  • Construction -4.4%
  • Oil Service -4.6%
  • Homebuidlers -5.0%

Die Woche in Zahlen: KW 28 / 2014

11.38 Uhr

Aktienmarkt:

  • S&P 500 1,967.57 -.90%
  • DJIA 16,943.81 -.73%
  • NASDAQ 4,415.49 -1.57%
  • Russell 2000 1,159.93 -3.99%
  • S&P 500 High Beta 33.28 -2.03%
  • Wilshire 5000 20,554.98 -1.27%
  • Russell 1000 Growth 913.58 -1.13%
  • Russell 1000 Value 992.81 -.99%
  • S&P 500 Consumer Staples 465.51 +.30%
  • Solactive US Cyclical 136.63 -1.24%
  • Morgan Stanley Technology 963.57 -1.39%
  • Transports 8,254.31 -.49%
  • Utilities 559.43 +.93%
  • Bloomberg European Bank/Financial Services 103.59 -3.94%
  • MSCI Emerging Markets 43.78 -.31%
  • HFRX Equity Hedge 1,175.28 -.79%
  • HFRX Equity Market Neutral 967.41 +.16%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 228,237 -1.01%
  • Bloomberg New Highs-Lows Index -70 -608
  • Bloomberg Crude Oil % Bulls 42.86 +121.50%
  • CFTC Oil Net Speculative Position 424,887 -4.70%
  • CFTC Oil Total Open Interest 1,742,131 -.99%
  • Total Put/Call .88 unch.
  • OEX Put/Call 3.11 +170.43%
  • ISE Sentiment 109.0 -3.54%
  • NYSE Arms 1.05 +87.50%
  • Volatility(VIX) 12.08 +17.05%
  • S&P 500 Implied Correlation 50.38 +9.83%
  • G7 Currency Volatility (VXY) 5.33 +3.09%
  • Emerging Markets Currency Volatility (EM-VXY) 5.82 -.68%
  • Smart Money Flow Index 11,669.06 +1.27%
  • ICI Money Mkt Mutual Fund Assets $2.575 Trillion +.21%
  • ICI US Equity Weekly Net New Cash Flow -$8.887 Billion
  • AAII % Bulls 37.6 -2.3%
  • AAII % Bears 28.7 +27.8%

Rohstoffe:

  • CRB Index 297.07 -3.15%
  • Crude Oil 100.83 -3.13%
  • Reformulated Gasoline 290.85 -3.61%
  • Natural Gas 4.15 -5.54%
  • Heating Oil 286.09 -2.28%
  • Gold 1,337.40 +1.29%
  • Bloomberg Base Metals Index 201.83 unch.
  • Copper 326.90 -.17%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 96.90 USD/Ton +.42%
  • Lumber 330.90 -1.30
  • UBS-Bloomberg Agriculture 1,329.42 -5.25%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .2503 -3.25%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.67 +.32%
  • Citi US Economic Surprise Index -13.10 -3.4 points
  • Citi Emerging Markets Economic Surprise Index -4.40 +4.6 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.19 -.10%
  • Euro/Yen Carry Return Index 143.98 -.60%
  • Yield Curve 207.0 -6.0 basis points
  • 10-Year US Treasury Yield 2.52% -12.0 basis points
  • Federal Reserve’s Balance Sheet $4.340 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 16.41 -14.6%
  • Illinois Municipal Debt Credit Default Swap 170.0 +1.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 36.89 +18.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.96 +2.04%
  • Emerging Markets Sovereign Debt CDS Index 190.29 -.75%
  • Israel Sovereign Debt Credit Default Swap 86.50 +13.07%
  • Iraq Sovereign Debt Credit Default Swap 350.03 +4.56%
  • Russia Sovereign Debt Credit Default Swap 172.94 -5.65%
  • China Blended Corporate Spread Index 303.39 +.97%
  • 10-Year TIPS Spread 2.26% unch.
  • TED Spread 21.75 -1.0 basis point
  • 2-Year Swap Spread 16.75 +3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.50 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 57.96 +4.58%
  • European Financial Sector Credit Default Swap Index 71.69 +18.81%
  • Emerging Markets Credit Default Swap Index 225.54 -3.15%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 82.0 -1 basis point
  • M1 Money Supply $2.846 Trillion +.7%
  • Commercial Paper Outstanding 1,041.80 -1.1%
  • 4-Week Moving Average of Jobless Claims 311,500 -3,500
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.15% +3 basis points
  • Weekly Mortgage Applications 353.90 +1.90%
  • Bloomberg Consumer Comfort 37.6 +1.2 points
  • Weekly Retail Sales +3.80% +50 basis points
  • Nationwide Gas $3.63/gallon -.03/gallon
  • Baltic Dry Index 814.0 -8.85%
  • China (Export) Containerized Freight Index 1,092.07 -.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 227,097 -14.23%

Top Sektoren:

  • Gold & Silver +2.5%
  • REITs +1.0%
  • Airlines +.9%
  • Utilities +.9%
  • Telecom +.4%

Flop Sektoren:

  • Gaming -4.6%
  • Coal -4.9%
  • Social Media -5.1%
  • Alt Energy -5.2%
  • 3D Printing -5.5%

Die Woche in Zahlen: KW 27 / 2014

10.13 Uhr

  • S&P 500 1,985.44 +1.44%
  • DJIA 17,068.26 +1.32%
  • NASDAQ 4,485.92 +2.44%
  • Russell 2000 1,208.15 +2.32%
  • S&P 500 High Beta 33.97 +2.44%
  • Wilshire 5000 20,820.09 +1.53%
  • Russell 1000 Growth 923.97 +1.83%
  • Russell 1000 Value 1,002.76 +1.09%
  • S&P 500 Consumer Staples 464.14 +1.15%
  • Morgan Stanley Cyclical 1,623.90 +2.10%
  • Morgan Stanley Technology 977.15 +2.33%
  • Transports 8,294,74 +1.78%
  • Utilities 554.27 -2.76%
  • Bloomberg European Bank/Financial Services 107.84 +1.24%
  • MSCI Emerging Markets 43.92 +1.65%
  • HFRX Equity Hedge 1,184.61 +.84%
  • HFRX Equity Market Neutral 965.91 +.46%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 230,670 +1.01%
  • Bloomberg New Highs-Lows Index 538 +379
  • Bloomberg Crude Oil % Bulls 19.35 -50.88%
  • CFTC Oil Net Speculative Position 445,840 -2.86%
  • CFTC Oil Total Open Interest 1,759,554 +2.25%
  • Total Put/Call 1.02 +22.9%
  • OEX Put/Call 1.15 +17.35%
  • ISE Sentiment 113.0 -19.86%
  • NYSE Arms .56 -62.16%
  • Volatility(VIX) 10.32 -11.26%
  • S&P 500 Implied Correlation 45.87 -7.95%
  • G7 Currency Volatility (VXY) 5.17 -4.08%
  • Emerging Markets Currency Volatility (EM-VXY) 5.85 -.17%
  • Smart Money Flow Index 11,522.21 +1.58%
  • ICI Money Mkt Mutual Fund Assets $2.569 Trillion +.51%
  • ICI US Equity Weekly Net New Cash Flow -$1.312 Billion
  • AAII % Bulls 38.5 +3.5%
  • AAII % Bears 22.4 +6.2%

Rohstoffe:

  • CRB Index 306.74 -1.69%
  • Crude Oil 103.77 -1.66%
  • Reformulated Gasoline 301.3 -1.01%
  • Natural Gas 4.37 -1.71%
  • Heating Oil 291.72 -1.80%
  • Gold 1,321.30 -.49%
  • Bloomberg Base Metals Index 201.83 +2.45%
  • Copper 327.0 +2.43%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 96.50 USD/Ton +1.69%
  • Lumber 338.10 unch.
  • UBS-Bloomberg Agriculture 1,402.35 -4.74%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1095 -6.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.27 +.26%
  • Citi US Economic Surprise Index -9.70 +14.0 points
  • Citi Emerging Markets Economic Surprise Index -9.0 -2.90 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.27 +.32%
  • Euro/Yen Carry Return Index 144.88 +.29%
  • Yield Curve 213.0 +6.0 basis points
  • 10-Year US Treasury Yield 2.64% +11.0 basis points
  • Federal Reserve’s Balance Sheet $4.334 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 19.22 +13.28%
  • Illinois Municipal Debt Credit Default Swap 168.0 +5.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.08 +8.41%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 70.52 -3.85%
  • Emerging Markets Sovereign Debt CDS Index 191.72 +1.74%
  • Israel Sovereign Debt Credit Default Swap 76.50 -.95%
  • Iraq Sovereign Debt Credit Default Swap 334.77 +1.55%
  • Russia Sovereign Debt Credit Default Swap 183.31 +5.35%
  • China Blended Corporate Spread Index 300.47 -3.05%
  • 10-Year TIPS Spread 2.26% unch.
  • TED Spread 22.75 +1.25 basis points
  • 2-Year Swap Spread 13.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 55.42 -3.92%
  • European Financial Sector Credit Default Swap Index 60.34 -7.9%
  • Emerging Markets Credit Default Swap Index 232.87 -1.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 unch.
  • M1 Money Supply $2.826 Trillion -.14%
  • Commercial Paper Outstanding 1,053.90 -.10%
  • 4-Week Moving Average of Jobless Claims 315,000 +750
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.12% -2 basis points
  • Weekly Mortgage Applications 347.30 -.23%
  • Bloomberg Consumer Comfort 36.4 -.7 point
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $3.66/gallon -.02/gallon
  • Baltic Dry Index 893.0 +7.46%
  • China (Export) Containerized Freight Index 1,097.12 +.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 264,766 -2.86%

Top Sektoren:

  • Computer Hardware +4.2%
  • Steel +4.0%
  • Biotech +3.6%
  • Semis +3.5%
  • Computer Services +3.5%

Flop Sektoren:

  • Restaurants +.2%
  • Coal +.1%
  • Energy unch.
  • Oil Tankers -.5%
  • Utilities -2.8%

Die Woche in Zahlen: KW 26 / 2014

8.11 Uhr

Aktienindizes:

  • S&P 500 1,960.96 -.10%
  • DJIA 16,851.84 -.56%
  • NASDAQ 4,397.93 +.68%
  • Russell 2000 1,189.50 +.09%
  • S&P 500 High Beta 33.22 +.42%
  • Wilshire 5000 20,558.10 -.08%
  • Russell 1000 Growth 910.50 +.28%
  • Russell 1000 Value 992.94 -.45%
  • S&P 500 Consumer Staples 459.49 -1.36%
  • Morgan Stanley Cyclical 1,593.82 -.09%
  • Morgan Stanley Technology 957.57 +.29%
  • Transports 8,175.52 -.36%
  • Utilities 571.71 +.93%
  • Bloomberg European Bank/Financial Services 106.52 -3.6%
  • MSCI Emerging Markets 43.18 -.50%
  • HFRX Equity Hedge 1,174.77 -.02%
  • HFRX Equity Market Neutral 961.52 -.15%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 228,353 +.39%
  • Bloomberg New Highs-Lows Index 159 -569
  • Bloomberg Crude Oil % Bulls 39.39 -21.22%
  • CFTC Oil Net Speculative Position 458,969 +.40%
  • CFTC Oil Total Open Interest 1,720,856 -.05%
  • Total Put/Call .83 +7.79%
  • OEX Put/Call 3.50 +253.54%
  • ISE Sentiment 141.0 +63.95%
  • NYSE Arms 1.48 +40.95%
  • Volatility(VIX) 11.26 +3.78%
  • S&P 500 Implied Correlation 49.83 +2.98%
  • G7 Currency Volatility (VXY) 5.38 -1.10%
  • Emerging Markets Currency Volatility (EM-VXY) 5.86 -1.84%
  • Smart Money Flow Index 11,436.68 unch.
  • ICI Money Mkt Mutual Fund Assets $2.556 Trillion +.20%
  • ICI US Equity Weekly Net New Cash Flow -$2.193 Billion
  • AAII % Bulls 37.2 +5.8%
  • AAII % Bears 21.1 -12.6%

Rohstoffe:

  • CRB Index 310.82 -.67%
  • Crude Oil 105.74 -1.45%
  • Reformulated Gasoline 309.88 -.98%
  • Natural Gas 4.41 -3.18%
  • Heating Oil 299.76 -1.80%
  • Gold 1,320.0 +.39%
  • Bloomberg Base Metals Index 197.01 +1.71%
  • Copper 314.90 +1.04%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 94.90 USD/Ton +3.04%
  • Lumber 337.50 +2.58%
  • UBS-Bloomberg Agriculture 1,472.18 -1.0%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.4% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1242 -4.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.94 +.10%
  • Citi US Economic Surprise Index -23.70 -13.5 points
  • Citi Emerging Markets Economic Surprise Index -6.10 +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 80.04 -.36%
  • Euro/Yen Carry Return Index 144.54 -.26%
  • Yield Curve 207.0 -8.0 basis points
  • 10-Year US Treasury Yield 2.53% -8.0 basis points
  • Federal Reserve’s Balance Sheet $4.326 Trillion unch.
  • U.S. Sovereign Debt Credit Default Swap 16.97 -2.83%
  • Illinois Municipal Debt Credit Default Swap 160.0 +3.23%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.67 -1.78%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 73.35 -1.60%
  • Emerging Markets Sovereign Debt CDS Index 188.44 -3.32%
  • Israel Sovereign Debt Credit Default Swap 77.23 +2.97%
  • Iraq Sovereign Debt Credit Default Swap 329.65 +.90%
  • Russia Sovereign Debt Credit Default Swap 173.99 -8.11%
  • China Blended Corporate Spread Index 312.94 +.54%
  • 10-Year TIPS Spread 2.26% -1.0 basis points
  • TED Spread 21.50 +1.25 basis points
  • 2-Year Swap Spread 12.75 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 57.68 +2.73%
  • European Financial Sector Credit Default Swap Index 65.52 +10.41%
  • Emerging Markets Credit Default Swap Index 235.79 +.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 -1.0 basis point
  • M1 Money Supply $2.831 Trillion -.11%
  • Commercial Paper Outstanding 1,054.80 +1.20%
  • 4-Week Moving Average of Jobless Claims 314,250 +2,500
  • Continuing Claims Unemployment Rate 2.0% +10 basis points
  • Average 30-Year Mortgage Rate 4.14% -3 basis points
  • Weekly Mortgage Applications 348.10 -1.0%
  • Bloomberg Consumer Comfort 37.1 unch.
  • Weekly Retail Sales +3.40% unch.
  • Nationwide Gas $3.68/gallon +.03/gallon
  • Baltic Dry Index 824.0 -8.85%
  • China (Export) Containerized Freight Index 1,092.11 -.99%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 +20.0%
  • Rail Freight Carloads 272,553 +.85%

Top Sektoren:

  • Oil Tankers +2.5%
  • Homebuliders +2.2%
  • Gaming +1.8%
  • Education +1.3%
  • Utilities +.9%

Flop Sektoren:

  • Construction -1.4%
  • Road & Rail -1.6%
  • Hospitals -2.3%
  • Coal -2.3%
  • Tobacco -3.2%

Die Woche in Zahlen: KW 23 / 2014

16.52 Uhr

Indices

  • S&P 500 1,936.16 -.68%
  • DJIA 16,775.74 -.88%
  • NASDAQ 4,310.65 -.25%
  • Russell 2000 1,162.68 -.22%
  • S&P 500 High Beta 32.58 -.73%
  • Wilshire 5000 20,273.40 -.63%
  • Russell 1000 Growth 897.26 -.97%
  • Russell 1000 Value 981.36 -.38%
  • S&P 500 Consumer Staples 457.53 -1.23%
  • Morgan Stanley Cyclical 1,569.25 -1.25%
  • Morgan Stanley Technology 947.95 +.03%
  • Transports 8,042.85 -2.04%
  • Utilities 542.42 -1.38%
  • Bloomberg European Bank/Financial Services 112.36 -1.04%
  • MSCI Emerging Markets 43.57 +.64%
  • HFRX Equity Hedge 1,173.44 +.59%
  • HFRX Equity Market Neutral 965.95 +.72%

Sentiment/Internals

  • NYSE Cumulative A/D Line 224,777 -.31%
  • Bloomberg New Highs-Lows Index 226 -470
  • Bloomberg Crude Oil % Bulls 65.40 +217.50%
  • CFTC Oil Net Speculative Position 418,011 +.34%
  • CFTC Oil Total Open Interest 1,676,336 +.74%
  • Total Put/Call .76 -17.39%
  • OEX Put/Call 2.44 +134.62%
  • ISE Sentiment 76.0 -42.42%
  • NYSE Arms .56 -50.0%
  • Volatility(VIX) 12.18 +13.51%
  • S&P 500 Implied Correlation 52.94 +9.72%
  • G7 Currency Volatility (VXY) 5.67 +1.07%
  • Emerging Markets Currency Volatility (EM-VXY) 6.59 +.30%
  • Smart Money Flow Index 11,236.59 +.01%
  • ICI Money Mkt Mutual Fund Assets $2.582 Trillion +.10%
  • ICI US Equity Weekly Net New Cash Flow -$1.132 Billion
  • AAII % Bulls 44.7 +13.1%
  • AAII % Bears 21.2 -4.4%

Futures Spot Prices

  • CRB Index 309.98 +1.55%
  • Crude Oil 106.91 +4.0%
  • Reformulated Gasoline 305.77 +3.74%
  • Natural Gas 4.74 +.49%
  • Heating Oil 298.76 +3.87%
  • Gold 1,274.10 +1.73%
  • Bloomberg Base Metals Index 189.76 -.53%
  • Copper 302.95 -.95%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton unch.
  • China Iron Ore Spot 90.90 USD/Ton -3.81%
  • Lumber 307.80 +1.22%
  • UBS-Bloomberg Agriculture 1,463.23 -.83%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0436 +1.13%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 124.51 +.27%
  • Citi US Economic Surprise Index -19.50 -6.6 points
  • Citi Emerging Markets Economic Surprise Index -6.10 +10.4 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.57 +.18%
  • Euro/Yen Carry Return Index 144.22 -1.18%
  • Yield Curve 215.0 -4 basis points
  • 10-Year US Treasury Yield 2.60% +1 basis point
  • Federal Reserve’s Balance Sheet $4.298 Trillion +.24%
  • U.S. Sovereign Debt Credit Default Swap 16.95 +4.77%
  • Illinois Municipal Debt Credit Default Swap 156.0 +5.40%
  • Western Europe Sovereign Debt Credit Default Swap Index 28.08 -8.04%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 77.22 +2.93%
  • Emerging Markets Sovereign Debt CDS Index 192.58 +1.64%
  • Israel Sovereign Debt Credit Default Swap 69.0 -11.55%
  • Iraq Sovereign Debt Credit Default Swap 271.62 +1.36%
  • Russia Sovereign Debt Credit Default Swap 183.35 +8.47%
  • China Blended Corporate Spread Index 314.39 -.27%
  • 10-Year TIPS Spread 2.18% -1.0 basis point
  • TED Spread 20.25 +.5 basis point
  • 2-Year Swap Spread 14.5 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.25 -5.25 basis points
  • N. America Investment Grade Credit Default Swap Index 59.41 +3.40%
  • European Financial Sector Credit Default Swap Index 60.23 +.55%
  • Emerging Markets Credit Default Swap Index 246.40 +4.86%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 -1.0 basis point
  • M1 Money Supply $2.831 Trillion +2.13%
  • Commercial Paper Outstanding 1,046.40 +.70%
  • 4-Week Moving Average of Jobless Claims 315,250 +5,000
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.20% +6 basis points
  • Weekly Mortgage Applications 387.10 +10.35%
  • Bloomberg Consumer Comfort 35.5 +.4 point
  • Weekly Retail Sales +3.30% -40 basis points
  • Nationwide Gas $3.65/gallon -.01/gallon
  • Baltic Dry Index 939.0 -5.06%
  • China (Export) Containerized Freight Index 1,102.98 -.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +11.11%
  • Rail Freight Carloads 269,823 +11.45%

Leading Sectors

  • Gold & Silver +6.5%
  • Energy +2.2%
  • Disk Drives +2.0%
  • Tobacco +1.6%
  • Semis +1.6%

Lagging Sectors

  • Hospitals -2.0%
  • REITs -2.3%
  • Construction -2.3%
  • Homebuilders -2.9%
  • Airlines -4.9%

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%

Die Woche in Zahlen: KW 21 / 2014

6.25 Uhr

Der S&P 500 schloss am vergangenen Freitag auf einem neuen Allzeithoch. Auffällig ist und bleibt das niedrige Handelsvolumen (selbst für diese Jahreszeit) und der neue Tiefstand beim VIX, der nur noch bei rund 11 notiert. Es herrscht also extreme Gelassenheit..

Hier die Daten der letzten Woche:

Aktienindizes:

  • S&P 500 1,900.53 +1.21%
  • DJIA 16,606.25 +.70%
  • NASDAQ 4,185.80 +2.33%
  • Russell 2000 1,126.19 +2.11%
  • S&P 500 High Beta 31.50 +2.54%
  • Wilshire 5000 19,867.40 +1.31%
  • Russell 1000 Growth 883.56 +1.53%
  • Russell 1000 Value 959.60 +.92%
  • S&P 500 Consumer Staples 453.97 -.05%
  • Morgan Stanley Cyclical 1,535.53 +1.21%
  • Morgan Stanley Technology 926.06 +2.40%
  • Transports 7,986.59 +1.79%
  • Utilities 534.02 -.70%
  • Bloomberg European Bank/Financial Services 109.11 +.84%
  • MSCI Emerging Markets 43.13 +.99%
  • HFRX Equity Hedge 1,147.49 -.60%
  • HFRX Equity Market Neutral 963.54 +.02%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 220,811 +1.21%
  • Bloomberg New Highs-Lows Index 144 +289
  • Bloomberg Crude Oil % Bulls 34.78 +.87%
  • CFTC Oil Net Speculative Position 410,208 +5.79%
  • CFTC Oil Total Open Interest 1,607,523 -1.22%
  • Total Put/Call .75 -18.48%
  • OEX Put/Call 1.54 +156.67%
  • ISE Sentiment 143.0 +45.92%
  • NYSE Arms .94 -22.95%
  • Volatility(VIX) 11.36 -8.68%
  • S&P 500 Implied Correlation 56.57 +1.71%
  • G7 Currency Volatility (VXY) 6.22 -1.11%
  • Emerging Markets Currency Volatility (EM-VXY) 6.90 -4.17%
  • Smart Money Flow Index 11,006.93 +.32%
  • ICI Money Mkt Mutual Fund Assets $2.584 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow -$2.322 Billion
  • AAII % Bulls 30.4 -8.1%
  • AAII % Bears 26.4 +16.8%

Rohstoffe:

  • CRB Index 308.26 +.76%
  • Crude Oil 104.35 +2.12%
  • Reformulated Gasoline 302.35 +1.72%
  • Natural Gas 4.41 unch.
  • Heating Oil 295.49 +.12%
  • Gold 1,291.70 -.09%
  • Bloomberg Base Metals Index 196.13 +1.25%
  • Copper 316.75 +.67%
  • US No. 1 Heavy Melt Scrap Steel 363.67 USD/Ton -2.19%
  • China Iron Ore Spot 97.50 USD/Ton -3.18%
  • Lumber 317.30 -2.70%
  • UBS-Bloomberg Agriculture 1,523.48 -.26%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 5.0% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1999 -1.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.69 +.16%
  • Citi US Economic Surprise Index 1.40 +3.7 points
  • Citi Emerging Markets Economic Surprise Index -19.10 +6.1 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 80.39 +.42%
  • Euro/Yen Carry Return Index 145.05 -.02%
  • Yield Curve 219.0 +3 basis points
  • 10-Year US Treasury Yield 2.53% +1 basis point
  • Federal Reserve’s Balance Sheet $4.285 Trillion -.21%
  • U.S. Sovereign Debt Credit Default Swap 16.17 -6.40%
  • Illinois Municipal Debt Credit Default Swap 139.0 -10.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 37.35 +4.81%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 82.84 -2.13%
  • Emerging Markets Sovereign Debt CDS Index 216.25 -6.62%
  • Israel Sovereign Debt Credit Default Swap 82.09 -1.69%
  • Russia Sovereign Debt Credit Default Swap 198.40 -14.52%
  • China Blended Corporate Spread Index 349.79 -2.76%
  • 10-Year TIPS Spread 2.22% +4.0 basis points
  • TED Spread 19.75 -1.5 basis points
  • 2-Year Swap Spread 16.25 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 63.20 -2.63%
  • European Financial Sector Credit Default Swap Index 77.36 -.86%
  • Emerging Markets Credit Default Swap Index 261.70 -2.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 85.0 -4.0 basis points
  • M1 Money Supply $2.785 Trillion -.83%
  • Commercial Paper Outstanding 1,036.90 -.10%
  • 4-Week Moving Average of Jobless Claims 322,500 -750
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.14% -6 basis points
  • Weekly Mortgage Applications 366.50 +.85%
  • Bloomberg Consumer Comfort 34.1 -.8 point
  • Weekly Retail Sales +4.10% -10 basis points
  • Nationwide Gas $3.66/gallon +.01/gallon
  • Baltic Dry Index 966.0 -5.94%%
  • China (Export) Containerized Freight Index 1,097.18 +.06%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 267,061 -.08%

Top Sektoren:

  • Alt Energy +5.1%
  • Internet +3.9%
  • Airlines +3.8%
  • Homebuilders +3.6%
  • Gaming +2.9%

Flop Sektoren:

  • Retail -1.8%
  • Oil Tankers -1.9%
  • Coal -2.1%
  • Steel -3.0%
  • Education -3.5%

 

 

Die Woche in Zahlen: KW 19 / 2014

17.24 Uhr

Aktienindizes:

  • S&P 500 1,878.48 -.14%
  • DJIA 16,583.34 +.43%
  • NASDAQ 4,071.87 -1.26%
  • Russell 2000 1,107.22 -1.91%
  • S&P 500 High Beta 30.87 -1.09%
  • Wilshire 5000 19,621.0 -.39%
  • Russell 1000 Growth 868.29 -.19%
  • Russell 1000 Value 953.58 -.28%
  • S&P 500 Consumer Staples 456.84 +.82%
  • Morgan Stanley Cyclical 1,517.42 -.39%
  • Morgan Stanley Technology 894.19 -1.03%
  • Transports 7,719.30 +.27%
  • Utilities 539.55 -.78%
  • Bloomberg European Bank/Financial Services 108.96 -.95%
  • MSCI Emerging Markets 41.68 +.58%
  • HFRX Equity Hedge 1,157.18 -.51%
  • HFRX Equity Market Neutral 969.61 -.76%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 217,322 -.15%
  • Bloomberg New Highs-Lows Index 105 -69
  • Bloomberg Crude Oil % Bulls 45.95 +19.47%
  • CFTC Oil Net Speculative Position 383,093 -4.78%
  • CFTC Oil Total Open Interest 1,638,412 -.79%
  • Total Put/Call .94 -2.08%
  • OEX Put/Call 1.73 +143.66%
  • ISE Sentiment 96.0 -15.04%
  • NYSE Arms 1.42 +65.12%
  • Volatility(VIX) 12.92 +.08%
  • S&P 500 Implied Correlation 56.53 -1.05%
  • G7 Currency Volatility (VXY) 6.11 -.49%
  • Emerging Markets Currency Volatility (EM-VXY) 7.33 -5.54%
  • Smart Money Flow Index 11,022.69 +.23%
  • ICI Money Mkt Mutual Fund Assets $2.591 Trillion +.64%
  • ICI US Equity Weekly Net New Cash Flow -$3.963 Billion
  • AAII % Bulls 28.3 -4.8%
  • AAII % Bears 28.7 -2.7%

Rohstoffe:

  • CRB Index 304.57 -.84%
  • Crude Oil 99.99 unch.
  • Reformulated Gasoline 289.60 -1.78%
  • Natural Gas 4.53 -3.29%
  • Heating Oil 290.68 -.66%
  • Gold 1,287.60 -.98%
  • Bloomberg Base Metals Index 191.52 +1.53%
  • Copper 308.30 +.59%
  • US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton unch.
  • China Iron Ore Spot 102.70 USD/Ton -3.11%
  • Lumber 343.0 +.70%
  • UBS-Bloomberg Agriculture 1,544.84 -.08%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2925 -.92%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.14 +.28%
  • Citi US Economic Surprise Index -9.10 +9.8 point
  • Citi Emerging Markets Economic Surprise Index -25.40 +1.2 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 79.87 +.45%
  • Euro/Yen Carry Return Index 146.21 -1.16%
  • Yield Curve 224.0 +8 basis points
  • 10-Year US Treasury Yield 2.62% +4 basis points
  • Federal Reserve’s Balance Sheet $4.260 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 16.75 -3.36%
  • Illinois Municipal Debt Credit Default Swap 143.0 +3.37%
  • Western Europe Sovereign Debt Credit Default Swap Index 32.41 -4.97%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 84.55 -3.35%
  • Emerging Markets Sovereign Debt CDS Index 230.78 -8.13%
  • Israel Sovereign Debt Credit Default Swap 88.50 +2.38%
  • Russia Sovereign Debt Credit Default Swap 265.83 -2.66%
  • China Blended Corporate Spread Index 359.77 +1.82%
  • 10-Year TIPS Spread 2.18% -1.0 basis point
  • TED Spread 20.25 -.5 basis point
  • 2-Year Swap Spread 13.75 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 64.25 +.36%
  • European Financial Sector Credit Default Swap Index 74.65 -4.50%
  • Emerging Markets Credit Default Swap Index 269.32 -4.17%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • M1 Money Supply $2.777 Trillion -.38%
  • Commercial Paper Outstanding 1,042.30 +1.0%
  • 4-Week Moving Average of Jobless Claims 324,750 +4,750
  • Continuing Claims Unemployment Rate 2.0% -10 basis points
  • Average 30-Year Mortgage Rate 4.21% -8 basis points
  • Weekly Mortgage Applications 350.90 +5.31%
  • Bloomberg Consumer Comfort 37.1 -.8 point
  • Weekly Retail Sales +3.60% +20 basis points
  • Nationwide Gas $3.66/gallon -.02/gallon
  • Baltic Dry Index 1008.0 +1.51%
  • China (Export) Containerized Freight Index 1,086.19 +1.87%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 264,228 +1.19%

Top Sektoren:

  • HMOs +5.3%
  • Telecom +1.8%
  • Medical Equipment +1.4%
  • REITs +1.1%
  • Foods +1.0%

Flop Sektoren:

  • Computer Hardware -3.5%
  • Social Media -3.7%
  • Disk Drives -6.1%
  • Alt Energy -7.0%
  • Gaming -7.7%

Die Woche in Zahlen: KW 16 / 2014

19.35 Uhr

Aktienindizes:

  • S&P 500 1,864.85 +1.73%
  • DJIA 16,408.54 +1.47%
  • NASDAQ 4,095.52 +1.02%
  • Russell 2000 1,137.90 +.91%
  • S&P 500 High Beta 30.93 +2.59%
  • Wilshire 5000 19,554.50 +1.60%
  • Russell 1000 Growth 861.34 +1.54%
  • Russell 1000 Value 948.55 +1.78%
  • S&P 500 Consumer Staples 448.37 +1.55%
  • Morgan Stanley Cyclical 1,516.45 +2.15%
  • Morgan Stanley Technology 916.12 +1.30%
  • Transports 7,634.42 +2.73%
  • Utilities 543.0 +1.53%
  • Bloomberg European Bank/Financial Services 109.02 -.62%
  • MSCI Emerging Markets 41.69 -.97%
  • HFRX Equity Hedge 1,155.35 -1.45%
  • HFRX Equity Market Neutral 972.88 -.22%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 214,360 +1.23%
  • Bloomberg New Highs-Lows Index 187 +269
  • Bloomberg Crude Oil % Bulls 21.43 -22.33%
  • CFTC Oil Net Speculative Position 399,787 n/a
  • CFTC Oil Total Open Interest 1,655,472 n/a
  • Total Put/Call .84 -16.83%
  • OEX Put/Call 1.13 +6.60%
  • ISE Sentiment 93.0 +19.23%
  • NYSE Arms .86 -61.60%
  • Volatility(VIX) 13.36 -15.92%
  • S&P 500 Implied Correlation 56.46 +.88%
  • G7 Currency Volatility (VXY) 6.65 -2.49%
  • Emerging Markets Currency Volatility (EM-VXY) 8.42 +.60%
  • Smart Money Flow Index 10,918.85 +.82%
  • ICI Money Mkt Mutual Fund Assets $2.577 Trillion -1.34%
  • ICI US Equity Weekly Net New Cash Flow +$2.076 Billion
  • AAII % Bulls 27.22 -4.4%
  • AAII % Bears 34.25 +.4%

Rohstoffe:

  • CRB Index 311.46 +.41%
  • Crude Oil 104.30 +.87%
  • Reformulated Gasoline 305.47 +1.55%
  • Natural Gas 4.74 +2.33%
  • Heating Oil 300.82 +2.40%
  • Gold 1,293.90 -1.84%
  • Bloomberg Base Metals Index 190.78 +.46%
  • Copper 304.50 +.20%
  • US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton +3.5%
  • China Iron Ore Spot 116.50 USD/Ton -2.18%
  • Lumber 329.70 -.24%
  • UBS-Bloomberg Agriculture 1,547.78 +.54%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 3.9% +60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1429 +7.69%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.71 +.07%
  • Citi US Economic Surprise Index -26.1 -14.1 points
  • Citi Emerging Markets Economic Surprise Index -23.70 -2.6 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 79.87 +.46%
  • Euro/Yen Carry Return Index 147.63 +.27%
  • Yield Curve 233.0 +6 basis points
  • 10-Year US Treasury Yield 2.72% +10 basis points
  • Federal Reserve’s Balance Sheet $4.241 Trillion +.95%
  • U.S. Sovereign Debt Credit Default Swap 17.13 -4.83%
  • Illinois Municipal Debt Credit Default Swap 133.0 +2.63%
  • Western Europe Sovereign Debt Credit Default Swap Index 34.91 -3.01%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 88.08 -.34%
  • Emerging Markets Sovereign Debt CDS Index 263.60 +3.2%
  • Israel Sovereign Debt Credit Default Swap 87.76 -.84%
  • Russia Sovereign Debt Credit Default Swap 240.34 +7.89%
  • China Blended Corporate Spread Index 354.40 +.87%
  • 10-Year TIPS Spread 2.21% +7.0 basis points
  • TED Spread 20.5 +1.5 basis points
  • 2-Year Swap Spread 14.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.0 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 67.76 -1.58%
  • European Financial Sector Credit Default Swap Index 79.95 -3.29%
  • Emerging Markets Credit Default Swap Index 277.14 -.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 unch.
  • M1 Money Supply $2.754 Trillion +.78%
  • Commercial Paper Outstanding 1,044.50 +.60%
  • 4-Week Moving Average of Jobless Claims 312,000 -4,250
  • Continuing Claims Unemployment Rate 2.1% unch.
  • Average 30-Year Mortgage Rate 4.27% -7 basis points
  • Weekly Mortgage Applications 366.10 +4.3%
  • Bloomberg Consumer Comfort -29.10 +2.8 points
  • Weekly Retail Sales +2.6% -10 basis points
  • Nationwide Gas $3.66/gallon +.04/gallon
  • Baltic Dry Index 930 -9.62%
  • China (Export) Containerized Freight Index 1,070.97 +.27%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,382 +1.26%

Top Sektoren:

  • Oil Service +4.5%
  • Energy +4.1%
  • Defense +3.1%
  • I-Banking +3.0%
  • Road & Rail +2.7%

Flop Sektoren:

  • Steel -2.0%
  • Oil Tankers -2.0%
  • Homebuilders -2.1%
  • Gold & Silver -4.3%
  • HMOs -4.8%

Die Woche in Zahlen: KW 15 / 2014

21.05 Uhr

Autsch, das war ein herber Rückschlag für die Bullen. Mit dem Bruch der 1.840er Marke im S&P 500 ist jetzt erstmal eine Korrektur angesagt. Auch der DAX bekam eins kräftig auf die Mütze, wobei im großen Bild noch nichts passiert ist. Erst wenn die 50-Wochenlinie klar unterboten wird (siehe Top 2007/08), sollte man sich ernsthafte Sorgen machen.

Top-Formation-Vergleich 2007/08 vs. heute (DAX, weekly):

topanalogie130414

Aktienindizes:

  • S&P 500 1,815.69 -2.65%
  • DJIA 16,026.76 -2.35%
  • NASDAQ 3,999.73 -3.10%
  • Russell 2000 1,111.44 -3.64%
  • S&P 500 High Beta 29.65 -4.35%
  • Wilshire 5000 19,046.43 -2.82%
  • Russell 1000 Growth 838.76 -2.78%
  • Russell 1000 Value 928.80 -2.71%
  • S&P 500 Consumer Staples 439.21 -.31%
  • Morgan Stanley Cyclical 1,465.95 -3.33%
  • Morgan Stanley Technology 891.74 -2.58%
  • Transports 7,632.69 -2.75%
  • Utilities 534.32 +.51%
  • Bloomberg European Bank/Financial Services 108.39 -4.32%
  • MSCI Emerging Markets 41.88 +1.33%
  • HFRX Equity Hedge 1,172.34 -1.23%
  • HFRX Equity Market Neutral 975.05 -.08%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 210,397 -.92%
  • Bloomberg New Highs-Lows Index -82 -517
  • Bloomberg Crude Oil % Bulls 27.59 +28.74%
  • CFTC Oil Net Speculative Position 399,787 +2.04%
  • CFTC Oil Total Open Interest 1,655,472 +.67%
  • Total Put/Call 1.18 +24.21%
  • OEX Put/Call 1.39 -6.08%
  • ISE Sentiment 78.0 -2.50%
  • NYSE Arms 1.55 +27.05%
  • Volatility(VIX) 17.03 +21.99%
  • S&P 500 Implied Correlation 58.06 +8.56%
  • G7 Currency Volatility (VXY) 6.82 -4.08%
  • Emerging Markets Currency Volatility (EM-VXY) 8.37 +1.33%
  • Smart Money Flow Index 10,830.0 -3.47%
  • ICI Money Mkt Mutual Fund Assets $2.612 Trillion -.67%
  • ICI US Equity Weekly Net New Cash Flow +$.949 Billion
  • AAII % Bulls 28.5 -20.1%
  • AAII % Bears 34.1 +27.3%

Rohstoffe:

  • CRB Index 309.39 +1.49%
  • Crude Oil 103.74 +2.65%
  • Reformulated Gasoline 301.44 +2.84%
  • Natural Gas 4.62 +4.60%
  • Heating Oil 292.32 +.88%
  • Gold 1,319.0 +1.28%
  • Bloomberg Base Metals Index 190.84 +1.81%
  • Copper 304.15 +.51%
  • US No. 1 Heavy Melt Scrap Steel 362.33 USD/Ton unch.
  • China Iron Ore Spot 116.90 USD/Ton +1.04%
  • Lumber 328.30 +.18%
  • UBS-Bloomberg Agriculture 1,526.71 -.19%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 3.3% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0666 -15.69%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.62 +.06%
  • Citi US Economic Surprise Index -40.20 +3.6 points
  • Citi Emerging Markets Economic Surprise Index -21.10 -15.2 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 79.45 -1.20%
  • Euro/Yen Carry Return Index 147.22 -.31%
  • Yield Curve 227.0 -4 basis points
  • 10-Year US Treasury Yield 2.62% -10 basis points
  • Federal Reserve’s Balance Sheet $4.201 Trillion +.18%
  • U.S. Sovereign Debt Credit Default Swap 18.0 +5.88%
  • Illinois Municipal Debt Credit Default Swap 130.0 -5.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 36.0 -2.70%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 88.38 -.46%
  • Emerging Markets Sovereign Debt CDS Index 255.42 +5.49%
  • Israel Sovereign Debt Credit Default Swap 88.50 +.57%
  • Russia Sovereign Debt Credit Default Swap 222.77 +2.10%
  • China Blended Corporate Spread Index 351.33 +.18%
  • 10-Year TIPS Spread 2.14% unch.
  • TED Spread 19.0 -2.0 basis points
  • 2-Year Swap Spread 13.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.50 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 68.85 +4.83%
  • European Financial Sector Credit Default Swap Index 82.67 -.65%
  • Emerging Markets Credit Default Swap Index 279.45 +.49%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 -1.0 basis point
  • M1 Money Supply $2.732 Trillion +.74%
  • Commercial Paper Outstanding 1,038.10 +.40%
  • 4-Week Moving Average of Jobless Claims 316,250 -3,250
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.34% -7 basis points
  • Weekly Mortgage Applications 351.0 -1.60%
  • Bloomberg Consumer Comfort -31.90 -1.9 points
  • Weekly Retail Sales +2.7% unch.
  • Nationwide Gas $3.62/gallon +.08/gallon
  • Baltic Dry Index 1,029 -14.60%
  • China (Export) Containerized Freight Index 1,068.05 -.15%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 261,084 -1.55%

Top Sektoren:

  • Utilities +.5%
  • Steel -.2%
  • Foods -.3%
  • Computer Services -.4%
  • Agriculture -.6%

Flop Sektoren:

  • Disk Drives -5.0%
  • Banks -5.0%
  • Hospitals -6.0%
  • 3D Printing -7.1%
  • Education -8.2%

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!

Die Woche in Zahlen: KW 14 / 2014

20.36 Uhr

Was für ein Fakemove am Freitag: Zuerst die positive Reaktion auf die Payrolls-Daten, dann bis zum Close fallende Kurse bei S&P 500, Nasdaq und Co. Gold dagegen stieg an und schloss zum Wochenschluss oberhalb der 1.300er Marke. Anbei der Intraday-Verlauf aller Futures am Freitag:

nfp040414Quelle: www.ramonte.com

Aktienindizes:

  • S&P 500 1,865.09 +.40%
  • DJIA 16,412.70 +.55%
  • NASDAQ 4,127.72 -.68%
  • Russell 2000 1,153.38 +.14%
  • S&P 500 High Beta 31.0 +.81%
  • Wilshire 5000 19,599.30 +.37%
  • Russell 1000 Growth 8862.75 +.02%
  • Russell 1000 Value 949.53 +.79%
  • S&P 500 Consumer Staples 440.57 +.28%
  • Morgan Stanley Cyclical 1,516.55 +2.0%
  • Morgan Stanley Technology 915.35 -.75%
  • Transports 7,570.76 +1.60%
  • Utilities 531.61 +.89%
  • Bloomberg European Bank/Financial Services 113.28 +4.14%
  • MSCI Emerging Markets 41.33 +1.85%
  • HFRX Equity Hedge 1,185.75 +.85%
  • HFRX Equity Market Neutral 975.18 +.68%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 212,358 +.91%
  • Bloomberg New Highs-Lows Index 435 +436
  • Bloomberg Crude Oil % Bulls 21.4 -57.14%
  • CFTC Oil Net Speculative Position 391,783 +.16%
  • CFTC Oil Total Open Interest 1,644,507 +2.49%
  • Total Put/Call .95 -3.06%
  • OEX Put/Call 1.48 +59.14%
  • ISE Sentiment 80.0 -26.61%
  • NYSE Arms 1.22 +60.52%
  • Volatility(VIX) 13.96 -3.12%
  • S&P 500 Implied Correlation 53.48 -2.34%
  • G7 Currency Volatility (VXY) 7.04 -7.49%
  • Emerging Markets Currency Volatility (EM-VXY) 8.25 -5.39%
  • Smart Money Flow Index 11,219.85 -.73%
  • ICI Money Mkt Mutual Fund Assets $2.63 Trillion -.5%
  • ICI US Equity Weekly Net New Cash Flow -$.267 Billion
  • AAII % Bulls 35.7 +14.4%
  • AAII % Bears 26.8 -6.4%

Rohstoffe:

  • CRB Index 304.84 -.12%
  • Crude Oil 101.14 -.52%
  • Reformulated Gasoline 293.13 +.07%
  • Natural Gas 4.44 -.74%
  • Heating Oil 290.79 -1.62%
  • Gold 1,303.50 +.70%
  • Bloomberg Base Metals Index 187.44 +1.43%
  • Copper 302.25 -.58%
  • US No. 1 Heavy Melt Scrap Steel 362.33 USD/Ton unch.
  • China Iron Ore Spot 115.70 USD/Ton +3.03%
  • Lumber 328.40 -1.82%
  • UBS-Bloomberg Agriculture 1,529.62 +.64%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 3.0% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1384 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.55 +.22%
  • Citi US Economic Surprise Index -43.80 -14.3 points
  • Citi Emerging Markets Economic Surprise Index -5.90 +.6 point
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 80.42 +.30%
  • Euro/Yen Carry Return Index 147.67 +.10%
  • Yield Curve 231.0 +4 basis points
  • 10-Year US Treasury Yield 2.72% unch.
  • Federal Reserve’s Balance Sheet $4.193 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 17.0 -15.17%
  • Illinois Municipal Debt Credit Default Swap 137.0 -2.84%
  • Western Europe Sovereign Debt Credit Default Swap Index 37.0 -15.26%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 88.78 -4.04%
  • Emerging Markets Sovereign Debt CDS Index 242.12 -6.63%
  • Israel Sovereign Debt Credit Default Swap 88.0 unch.
  • Russia Sovereign Debt Credit Default Swap 218.18 -7.48%
  • China Blended Corporate Spread Index 351.24 -5.14%
  • 10-Year TIPS Spread 2.14% unch.
  • TED Spread 21.0 +1.25 basis points
  • 2-Year Swap Spread 12.75 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -.50 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 65.67 -6.44%
  • European Financial Sector Credit Default Swap Index 83.21 -12.35%
  • Emerging Markets Credit Default Swap Index 278.08 -7.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • M1 Money Supply $2.723 Trillion -.57%
  • Commercial Paper Outstanding 1,033.70 +.80%
  • 4-Week Moving Average of Jobless Claims 319,500 +1,750
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.41% +1 basis point
  • Weekly Mortgage Applications 356.70 -1.25%
  • Bloomberg Consumer Comfort -30.0 +1.5 points
  • Weekly Retail Sales +2.7% -10 basis points
  • Nationwide Gas $3.54/gallon +.01/gallon
  • Baltic Dry Index 1,235 -10.05%
  • China (Export) Containerized Freight Index 1,069.66 +1.83%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 265,188 +1.72%

Top Sektoren:

  • Steel +3.6%
  • Airlines +3.4%
  • Homebuilders +2.7%
  • Energy +2.4%
  • Medical Equipment +2.1%

Flop Sektoren:

  • Disk Drives -.6%
  • Software -1.3%
  • Biotech -1.7%
  • I-Banking -1.7%
  • Internet -2.6%

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!

Die Woche in Zahlen: KW 12/2014

7.58 Uhr

Der Goldpreis gab in Folge der Zinserhöhungsspekulationen – ausgelöst durch die neue Fed-Chefin Yellen – kräftig nach. Der Blick auf die Entwicklung der Assetklassen seit Jahresbeginn zeigt aber, dass das gelbe Edelmetall nach wie vor mit einem Zuwachs von über 10 Prozent den ersten Platz belegt.

Performance div. Assetklassen seit Jahresbeginn (in USD):

gold220314

Aktienindizes:

  • S&P 500 1,866.40 +1.37%
  • DJIA 16,302.70 +1.48%
  • NASDAQ 4,276.78 +.74%
  • Russell 2000 1,193.73 +1.04%
  • S&P 500 High Beta 31.26 +1.92%
  • Wilshire 5000 19,703.90 +1.28%
  • Russell 1000 Growth 873.76 +.75%
  • Russell 1000 Value 941.69 +1.85%
  • S&P 500 Consumer Staples 436.91 +.46%
  • Morgan Stanley Cyclical 1,500.78 +2.35%
  • Morgan Stanley Technology 935.84 +2.48%
  • Transports 7,515.18 +.53%
  • Utilities 521.66 -.12%
  • Bloomberg European Bank/Financial Services 108.14 +2.29%
  • MSCI Emerging Markets 38.90 +.66%
  • HFRX Equity Hedge 1,182.57 -.09%
  • HFRX Equity Market Neutral 967.32 +.44%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 209,792 +.89%
  • Bloomberg New Highs-Lows Index 163 +76
  • Bloomberg Crude Oil % Bulls 30.77 +60.0%
  • CFTC Oil Net Speculative Position 384,285 -5.54%
  • CFTC Oil Total Open Interest 1,623,266 -4.36%
  • Total Put/Call .89 +15.58%
  • OEX Put/Call 1.03 +11.96%
  • ISE Sentiment 113.0 +41.25%
  • NYSE Arms 1.27 -16.99%
  • Volatility(VIX) 15.0 -15.82%
  • S&P 500 Implied Correlation 54.34 -7.93%
  • G7 Currency Volatility (VXY) 7.23 -4.87%
  • Emerging Markets Currency Volatility (EM-VXY) 8.98 -1.1%
  • Smart Money Flow Index 11,588.07 -.15%
  • ICI Money Mkt Mutual Fund Assets $2.646 Trillion -1.17%
  • ICI US Equity Weekly Net New Cash Flow +$1.902 Billion
  • AAII % Bulls 36.8 -11.0%
  • AAII % Bears 26.2 -2.5%

Rohstoffe:

  • CRB Index 299.40 -1.15%
  • Crude Oil 99.55 +.50%
  • Reformulated Gasoline 291.67 -1.58%
  • Natural Gas 4.31 -2.18%
  • Heating Oil 292.40 -.76%
  • Gold 1,335.0 -3.51%
  • Bloomberg Base Metals Index 182.35 +.14%
  • Copper 294.90 +.29%
  • US No. 1 Heavy Melt Scrap Steel 362.67 USD/Ton -2.75%
  • China Iron Ore Spot 110.70 USD/Ton +.54%
  • Lumber 335.0 -1.61%
  • UBS-Bloomberg Agriculture 1,482.22 -1.12%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 2.3% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .1397 -7.11%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.26 +.12%
  • Citi US Economic Surprise Index -32.60 +.1 point
  • Citi Emerging Markets Economic Surprise Index -4.20 +3.8 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 4/30
  • US Dollar Index 80.11 +.89%
  • Euro/Yen Carry Return Index 147.18 +.03%
  • Yield Curve 232.0 +1 basis point
  • 10-Year US Treasury Yield 2.74% +9 basis points
  • Federal Reserve’s Balance Sheet $4.179 Trillion +.98%
  • U.S. Sovereign Debt Credit Default Swap 22.66 -13.44%
  • Illinois Municipal Debt Credit Default Swap 141.0 +1.44%
  • Western Europe Sovereign Debt Credit Default Swap Index 43.18 -6.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 95.86 -5.08%
  • Emerging Markets Sovereign Debt CDS Index 289.61 -4.91%
  • Israel Sovereign Debt Credit Default Swap 88.50 +.35%
  • Russia Sovereign Debt Credit Default Swap 273.99 -1.50%
  • China Blended Corporate Spread Index 380.51 +.36%
  • 10-Year TIPS Spread 2.15% -3 basis points
  • TED Spread 18.75 -.25 basis point
  • 2-Year Swap Spread 13.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.5 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 69.38 +3.71%
  • European Financial Sector Credit Default Swap Index 98.0 +4.02%
  • Emerging Markets Credit Default Swap Index 316.88 -3.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 88.50 -8.5 basis points
  • M1 Money Supply $2.793 Trillion -.79%
  • Commercial Paper Outstanding 1,019.20 -.20%
  • 4-Week Moving Average of Jobless Claims 338,500 +5,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.32% -5 basis points
  • Weekly Mortgage Applications 369.0 -1.15%
  • Bloomberg Consumer Comfort -29.0 -1.4 points
  • Weekly Retail Sales +2.6% +10 basis points
  • Nationwide Gas $3.53/gallon +.02/gallon
  • Baltic Dry Index 1,621 +9.75%
  • China (Export) Containerized Freight Index 1,068.62 -.63%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 255,951 +4.91%

Top Sektoren:

  • HMOs +6.2%
  • Steel +5.1%
  • Coal +4.6%
  • Banks +4.5%
  • Oil Service +3.9%

Flop Sektoren:

  • REITs -.3%
  • Gaming -1.3%
  • Homebuilders -1.3%
  • Biotech -2.8%
  • Gold & Silver -7.2%

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!

Die Woche in Zahlen: KW 11/2014

12.24 Uhr

Mit einem Wochengewinn von knapp 3 Prozent zeigt sich Gold weiterhin von seiner starken Seite, das Widerstandsniveau bei 1.360 Dollar wurde überwunden. Grund genug, auch einen Blick auf die Minen zu werfen. Wer hier Mut hatte gegen Ende 2013 zu kaufen, sitzt bereits auf einem Gewinn von rund 35 Prozent. Diese Woche ging es für die Goldminen um 6,5% nach oben.

Goldminenindex (weekly):

gold150314Hier alle Daten zur abgelaufenen Woche:

Aktienindizes:

  • S&P 500 1,841.13 -1.97%
  • DJIA 16,065.60 -2.35%
  • NASDAQ 4,245.39 -2.1%
  • Russell 2000 1,181.41 -1.82%
  • S&P 500 High Beta 30.67 -3.0%
  • Wilshire 5000 19,454.20 -1.94%
  • Russell 1000 Growth 867.23 -2.06%
  • Russell 1000 Value 924.58 -1.81%
  • S&P 500 Consumer Staples 434.89 -.38%
  • Morgan Stanley Cyclical 1,466.39 -2.96%
  • Morgan Stanley Technology 913.21 -2.72%
  • Transports 7,475.79 -1.53%
  • Utilities 522.29 +1.57%
  • Bloomberg European Bank/Financial Services 105.72 -4.41%
  • MSCI Emerging Markets 38.65 -2.84%
  • HFRX Equity Hedge 1,183.64 -.30%
  • HFRX Equity Market Neutral 963.10 -.28%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 207,945 -1.31%
  • Bloomberg New Highs-Lows Index 87 -970
  • Bloomberg Crude Oil % Bulls 19.23 -15.88%
  • CFTC Oil Net Speculative Position 406,832 -4.46%
  • CFTC Oil Total Open Interest 1,697,240 +.56%
  • Total Put/Call .77 -6.10%
  • OEX Put/Call .92 -43.56%
  • ISE Sentiment 80.0 -26.61%
  • NYSE Arms 1.53 +66.3%
  • Volatility(VIX) 17.82 +26.29%
  • S&P 500 Implied Correlation 59.02 +9.01%
  • G7 Currency Volatility (VXY) 7.58 +3.13%
  • Emerging Markets Currency Volatility (EM-VXY) 9.09 +4.84%
  • Smart Money Flow Index 11,605.73 -2.15%
  • ICI Money Mkt Mutual Fund Assets $2.678 Trillion -.08%
  • ICI US Equity Weekly Net New Cash Flow $1.945 Billion
  • AAII % Bulls 41.3 +2.0%
  • AAII % Bears 26.8 +.7%

Rohstoffe:

  • CRB Index 302.88 -1.40%
  • Crude Oil 98.89 -3.69%
  • Reformulated Gasoline 296.40 +.56%
  • Natural Gas 4.42 -4.34%
  • Heating Oil 294.31 -1.97%
  • Gold 1,379.0 +2.95%
  • Bloomberg Base Metals Index 182.09 -3.83%
  • Copper 295.05 -4.34%
  • US No. 1 Heavy Melt Scrap Steel 372.93 USD/Ton -.37%
  • China Iron Ore Spot 110.10 USD/Ton -3.59%
  • Lumber 340.50 -5.05%
  • UBS-Bloomberg Agriculture 1,498.39 -1.21%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 2.3% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1865 +12.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 121.12 +.16%
  • Citi US Economic Surprise Index -32.70 -1.5 points
  • Citi Emerging Markets Economic Surprise Index -8.0 -22.3 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 79.41 -.36%
  • Euro/Yen Carry Return Index 147.11 -1.59%
  • Yield Curve 231.0 -11 basis points
  • 10-Year US Treasury Yield 2.65% -14 basis points
  • Federal Reserve’s Balance Sheet $4.138 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 26.18 -3.47%
  • Illinois Municipal Debt Credit Default Swap 139.0 -2.11%
  • Western Europe Sovereign Debt Credit Default Swap Index 48.0 +4.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.83 +6.0%
  • Emerging Markets Sovereign Debt CDS Index 304.97 +7.26%
  • Israel Sovereign Debt Credit Default Swap 89.69 -1.44%
  • Russia Sovereign Debt Credit Default Swap 278.15 +28.51%
  • China Blended Corporate Spread Index 379.16 +6.67%
  • 10-Year TIPS Spread 2.18% -5 basis points
  • TED Spread 19.0 unch.
  • 2-Year Swap Spread 14.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 66.90 +6.32%
  • European Financial Sector Credit Default Swap Index 94.21 +9.71%
  • Emerging Markets Credit Default Swap Index 328.60 +5.89%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 96.0 unch.
  • M1 Money Supply $2.815 Trillion +3.82%
  • Commercial Paper Outstanding 1,021.0 -.70%
  • 4-Week Moving Average of Jobless Claims 330,500 -6,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.37% +9 basis points
  • Weekly Mortgage Applications 373.30 -2.12%
  • Bloomberg Consumer Comfort -27.6 +.9 point
  • Weekly Retail Sales +2.5% -40 basis points
  • Nationwide Gas $3.51/gallon +.03/gallon
  • Baltic Dry Index 1,468 -4.86%
  • China (Export) Containerized Freight Index 1,075.41 -1.05%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 244,015 -5.31%

Top Sektoren:

  • Gold & Silver +5.5%
  • Utilities +1.6%
  • Restaurants +.5%
  • REITs +.1%
  • Tobacco -.4%

Flop Sektoren:

  • Coal -4.9%
  • Alt Energy -5.3%
  • Homebuilders -5.5%
  • Gaming -5.9%
  • Hospitals -6.2%

Die Woche in Zahlen: KW 10/2014

14.36 Uhr

Anbei wie gewohnt alle wichtigen Daten zur abgelaufenen, ziemlich spannenden Börsenwoche. Chart der Woche ist dieses Mal der Kaffeekontrakt, der sich seit November fast verdoppelt hat. Crazy!

Kaffee (daily):

kaffee080314Und nun zu den Zahlen…

Aktienindizes:

  • S&P 500 1,878.04 +1.0%
  • DJIA 16,452.70 +.80%
  • NASDAQ 4,336.22 +.65%
  • Russell 2000 1,203.32 +1.71%
  • S&P 500 High Beta 31.62 +1.48%
  • Wilshire 5000 19,839.20 +1.03%
  • Russell 1000 Growth 885.46 +.61%
  • Russell 1000 Value 941.67 +1.30%
  • S&P 500 Consumer Staples 436.55 +.64%
  • Morgan Stanley Cyclical 1,511.14 +1.54%
  • Morgan Stanley Technology 938.74 +.46%
  • Transports 7,592.36 +3.32%
  • Utilities 514.20 -.88%
  • Bloomberg European Bank/Financial Services 110.60 -1.1%
  • MSCI Emerging Markets 39.78 +.05%
  • HFRX Equity Hedge 1,187.16 +.85%
  • HFRX Equity Market Neutral 965.82 +.20%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 210,205 +.42%
  • Bloomberg New Highs-Lows Index 1,057 +599
  • Bloomberg Crude Oil % Bulls 22.86 +77.21%
  • CFTC Oil Net Speculative Position 425,818 +2.25%
  • CFTC Oil Total Open Interest 1,687,807 +2.67%
  • Total Put/Call .82 unch.
  • OEX Put/Call 1.63 +108.97%
  • ISE Sentiment 109.0 -.91%
  • NYSE Arms .92 -14.02%
  • Volatility(VIX) 14.11 +.79%
  • S&P 500 Implied Correlation 54.14 -.48%
  • G7 Currency Volatility (VXY) 7.36 -2.65%
  • Emerging Markets Currency Volatility (EM-VXY) 8.67 -.91%
  • Smart Money Flow Index 11,883.81 +.38%
  • ICI Money Mkt Mutual Fund Assets $2.680 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow $3.113 Billion
  • AAII % Bulls 40.5 +2.1%
  • AAII % Bears 26.6 +26.0%

Rohstoffe:

  • CRB Index 307.19 +1.58%
  • Crude Oil 102.58 -.18%
  • Reformulated Gasoline 297.38 -.24%
  • Natural Gas 4.62 +.39%
  • Heating Oil 301.21 -2.14%
  • Gold 1,338.20 +.72%
  • Bloomberg Base Metals Index 189.35 -.93%
  • Copper 305.25 -4.64%
  • US No. 1 Heavy Melt Scrap Steel 374.33 USD/Ton unch.
  • China Iron Ore Spot 114.20 USD/Ton -3.30%
  • Lumber 358.60 +2.14%
  • UBS-Bloomberg Agriculture 1,516.71 +3.81%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 1.9% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1898 +14.58%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.93 +.12%
  • Citi US Economic Surprise Index -31.20 -17.8 points
  • Citi Emerging Markets Economic Surprise Index 14.30 +1.8 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 79.72 -.07%
  • Euro/Yen Carry Return Index 149.49 +1.99%
  • Yield Curve 242.0 +9 basis points
  • 10-Year US Treasury Yield 2.79% +14 basis points
  • Federal Reserve’s Balance Sheet $4.129 Trillion +.28%
  • U.S. Sovereign Debt Credit Default Swap 27.13 +.35%
  • Illinois Municipal Debt Credit Default Swap 142.0 -.97%
  • Western Europe Sovereign Debt Credit Default Swap Index 46.0 -13.2%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 96.06 -4.90%
  • Emerging Markets Sovereign Debt CDS Index 284.34 +7.14%
  • Israel Sovereign Debt Credit Default Swap 91.0 unch.
  • South Korea Sovereign Debt Credit Default Swap 63.0 -3.82%
  • China Blended Corporate Spread Index 355.45 -2.60%
  • 10-Year TIPS Spread 2.23% +5 basis points
  • TED Spread 19.0 unch.
  • 2-Year Swap Spread 13.75 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.75 +3.25 basis points
  • N. America Investment Grade Credit Default Swap Index 62.93 -.36%
  • European Financial Sector Credit Default Swap Index 85.88 -.71%
  • Emerging Markets Credit Default Swap Index 310.33 +1.47%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 96.0 +7.5 basis points
  • M1 Money Supply $2.712 Trillion +.55%
  • Commercial Paper Outstanding 1,028.40 +1.6%
  • 4-Week Moving Average of Jobless Claims 336,500 -1,800
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.28% -9 basis points
  • Weekly Mortgage Applications 381.40 +9.44%
  • Bloomberg Consumer Comfort -28.5 +.1 point
  • Weekly Retail Sales +2.9% -10 basis points
  • Nationwide Gas $3.48/gallon +.03/gallon
  • Baltic Dry Index 1,480 +17.65%
  • China (Export) Containerized Freight Index 1,086.78 -2.55%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -7.69%
  • Rail Freight Carloads 257,710 +1.7%

 

Top Sektoren:

  • Road & Rail +3.9%
  • Banks +3.4%
  • Agriculture +3.0%
  • Tobacco +2.5%
  • Insurance +2.5%

Flop Sektoren:

  • Biotech -2.0%
  • Homebuilders -2.3%
  • Hospitals -2.6%
  • Oil Tankers -2.8%
  • Steel -4.0%

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!

Die Woche in Zahlen: KW 08 / 2014

8.20 Uhr

Und wieder eine Börsenwoche vorbei. Als Chart der Woche präsentiere ich die Tesla-Aktie, die von positiven Quartalszahlen profitieren konnte und damit neue Rekordhochs erreichte. Weiter so, Mr. Musk!

Schönes Wochenende 🙂

Tesla (daily):

tesla220214

Aktienindizes:

  • S&P 500 1,836.25 +.35%
  • DJIA 16,103.30 +.47%
  • NASDAQ 4,263.41 +.54%
  • Russell 2000 1,164.63 +1.47%
  • S&P 500 High Beta 30.77 +1.15%
  • Wilshire 5000 19,384.30 +.57%
  • Russell 1000 Growth 867.85 +.40%
  • Russell 1000 Value 919.25 +.56%
  • S&P 500 Consumer Staples 426.31 -.09%
  • Morgan Stanley Cyclical 1,463.20 +.35%
  • Morgan Stanley Technology 924.06 +.35%
  • Transports 7,308.60 +.37%
  • Utilities 523.47%
  • Bloomberg European Bank/Financial Services 111.55 +.14%
  • MSCI Emerging Markets 39.48 +1.22%
  • HFRX Equity Hedge 1,171.57 +.31%
  • HFRX Equity Market Neutral 962.58 +.14%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 206,615 +.73%
  • Bloomberg New Highs-Lows Index 365 -11
  • Bloomberg Crude Oil % Bulls 14.29 -51.41%
  • CFTC Oil Net Speculative Position 416,441+8.92%
  • CFTC Oil Total Open Interest 1,650,294 +.24%
  • Total Put/Call .69 -15.85%
  • OEX Put/Call 1.27 +81.43%
  • ISE Sentiment 105.0 +9.38%
  • NYSE Arms 1.33 +47.78%
  • Volatility(VIX) 14.68 +3.82%
  • S&P 500 Implied Correlation 51.61 -.04%
  • G7 Currency Volatility (VXY) 7.62 -2.43%
  • Emerging Markets Currency Volatility (EM-VXY) 8.82 +1.97%
  • Smart Money Flow Index 11,884.82 +.75%
  • ICI Money Mkt Mutual Fund Assets $2.664 Trillion -1.81%
  • ICI US Equity Weekly Net New Cash Flow $4.159 Billion
  • AAII % Bulls 42.2 +5.2%
  • AAII % Bears 22.8 -16.7%

Rohstoffe:

  • CRB Index 301.58 +3.08%
  • Crude Oil 102.20 +1.83%
  • Reformulated Gasoline 283.33 +2.13%
  • Natural Gas 6.13 +17.12%
  • Heating Oil 309.92 +1.94%
  • Gold 1,323.60 +1.61%
  • Bloomberg Base Metals Index 192.21 +.78%
  • Copper 329.10 +1.25%
  • US No. 1 Heavy Melt Scrap Steel 374.33 USD/Ton -5.9%
  • China Iron Ore Spot 122.40 USD/Ton -.65%
  • Lumber 363.60 -.17%
  • UBS-Bloomberg Agriculture 1,432.35 +3.47%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.5% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3088 +6.54%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.54 +.16%
  • Citi US Economic Surprise Index -7.7 -27.4 points
  • Citi Emerging Markets Economic Surprise Index 13.60 -6.5 points
  • Fed Fund Futures imply 30.0% chance of no change, 70.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.24 +.11%
  • Euro/Yen Carry Return Index 146.87 +1.0%
  • Yield Curve 241.0 -2 basis points
  • 10-Year US Treasury Yield 2.73% -1 basis points
  • Federal Reserve’s Balance Sheet $4.106 Trillion +.71%
  • U.S. Sovereign Debt Credit Default Swap 25.55 -5.94%
  • Illinois Municipal Debt Credit Default Swap 143.0 -5.86%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.0 -1.85%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 104.66 -.48%
  • Emerging Markets Sovereign Debt CDS Index 244.29 -9.52%
  • Israel Sovereign Debt Credit Default Swap 94.50 +1.07%
  • South Korea Sovereign Debt Credit Default Swap 67.50 +.75%
  • China Blended Corporate Spread Index 355.55 +.31%
  • 10-Year TIPS Spread 2.14% -3 basis points
  • TED Spread 20.0 -2.5 basis points
  • 2-Year Swap Spread 13.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.25 unch.
  • N. America Investment Grade Credit Default Swap Index 64.48 +.38%
  • European Financial Sector Credit Default Swap Index 90.25 +2.22%
  • Emerging Markets Credit Default Swap Index 318.32 -3.32%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 90.0 -10.0 basis points
  • M1 Money Supply $2.716 Trillion -2.85%
  • Commercial Paper Outstanding 1,028.10 +3.7%
  • 4-Week Moving Average of Jobless Claims 338,500 +1,700
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.33% +5 basis points
  • Weekly Mortgage Applications 380.90 -4.1%
  • Bloomberg Consumer Comfort -30.6 +.1 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.39/gallon +.05/gallon
  • Baltic Dry Index 1,164 +5.24%
  • China (Export) Containerized Freight Index 1,1133.98 -3.13%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 -7.67%
  • Rail Freight Carloads 236,625 -3.86%

Top Sektoren:

  • Coal +4.5%
  • Airlines +3.7%
  • Biotech +3.5%
  • Gold & Silver +3.3%
  • HMOs +3.2%

Flop Sektoren:

  • Hospitals -.1%
  • Restaurants -.1%
  • Internet -.3%
  • Road & Rail -.3%
  • Banks -1.0%

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!

Die Woche in Zahlen: KW 07 / 2014

10.00 Uhr

Ab sofort gibt es neben den nüchternen Zahlen auch einen Chart der Woche  – dieses Mal ist es der Goldpreis, der sich deutlich nach oben setzen konnte und endlich die 1.300er Marke hinter sich ließ. Die Downtrendlinie seit Ende 2011 wurde geknackt – das ist ein Anfang! Nächster Widerstand: 1.340/60 Dollar!

Gold (daily)

gold150214

Und nun wie gewohnt die Zahlen, schönes Wochenende!

  • S&P 500 1,838.63 +2.32%
  • DJIA 16,154.33 +2.28%
  • NASDAQ 4,244.02 +2.86%
  • Russell 2000 1,149.21 +2.92%
  • S&P 500 High Beta 30.54 +2.48%
  • Wilshire 5000 19,355.70 +2.43%
  • Russell 1000 Growth 866.31 +2.38%
  • Russell 1000 Value 920.48 +2.40%
  • S&P 500 Consumer Staples 429.19 +2.03%
  • Morgan Stanley Cyclical 1,463.66 +2.78%
  • Morgan Stanley Technology 922.82 +2.55%
  • Transports 7,306.69 +.89%
  • Utilities 519.51 +3.1%
  • Bloomberg European Bank/Financial Services 111.39 +1.48%
  • MSCI Emerging Markets 39.43 +2.1%
  • HFRX Equity Hedge 1,167.91 +2.1%
  • HFRX Equity Market Neutral 961.21 +.09%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 205,116 +2.53%
  • Bloomberg New Highs-Lows Index 376 +390
  • Bloomberg Crude Oil % Bulls 29.41 +8.81%
  • CFTC Oil Net Speculative Position 382,334 +6.14%
  • CFTC Oil Total Open Interest 1,646,415 +5.46%
  • Total Put/Call .82 +1.23%
  • OEX Put/Call .70 -16.67%
  • ISE Sentiment 96.0 -24.41%
  • NYSE Arms 1.0 +36.99%
  • Volatility(VIX) 13.57 -11.25%
  • S&P 500 Implied Correlation 50.80 -3.75%
  • G7 Currency Volatility (VXY) 7.79 -.76%
  • Emerging Markets Currency Volatility (EM-VXY) 8.65 -7.59%
  • Smart Money Flow Index 11,796.86 +2.76%
  • ICI Money Mkt Mutual Fund Assets $2.713 Trillion +.30%
  • ICI US Equity Weekly Net New Cash Flow -$1.564 Billion
  • AAII % Bulls 40.2 +43.9%
  • AAII % Bears 27.3 -24.9%

Rohstoffe:

  • CRB Index 293.24 +1.19%
  • Crude Oil 100.30 +.16%
  • Reformulated Gasoline 280.53 +2.23%
  • Natural Gas 5.21 +9.22%
  • Heating Oil 307.82 +1.05%
  • Gold 1,318.60 +4.17%
  • Bloomberg Base Metals Index 190.73 +.55%
  • Copper 326.45 +.57%
  • US No. 1 Heavy Melt Scrap Steel 397.73 USD/Ton -.32%
  • China Iron Ore Spot 123.20 USD/Ton +1.90%
  • Lumber 362.40 +2.29%
  • UBS-Bloomberg Agriculture 1,383.67 +.85%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.3% -90 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1192 +2.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.35 +.02%
  • Citi US Economic Surprise Index 19.70 -3.9 points
  • Citi Emerging Markets Economic Surprise Index 20.10 +9.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.14 -.66%
  • Euro/Yen Carry Return Index 145.42 -.08%
  • Yield Curve 243.0 +5 basis points
  • 10-Year US Treasury Yield 2.74% +6 basis points
  • Federal Reserve’s Balance Sheet $4.077 Trillion +.25%
  • U.S. Sovereign Debt Credit Default Swap 27.17 -8.76%
  • Illinois Municipal Debt Credit Default Swap 152.0 -2.79%
  • Western Europe Sovereign Debt Credit Default Swap Index 54.0 +1.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 105.17 -5.29%
  • Emerging Markets Sovereign Debt CDS Index 270.0 +3.85%
  • Israel Sovereign Debt Credit Default Swap 93.50 -2.83%
  • South Korea Sovereign Debt Credit Default Swap 67.0 -5.57%
  • China Blended Corporate Spread Index 354.44 -2.06%
  • 10-Year TIPS Spread 2.17% unch.
  • TED Spread 22.5 +7.25 basis points
  • 2-Year Swap Spread 13.25 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -5.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 64.25 -5.89%
  • European Financial Sector Credit Default Swap Index 88.29 -5.87%
  • Emerging Markets Credit Default Swap Index 329.27 +2.57%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 -10.0 basis points
  • M1 Money Supply $2.795 Trillion +4.07%
  • Commercial Paper Outstanding 991.0 +.10%
  • 4-Week Moving Average of Jobless Claims 336,800 +2,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.28% +5 basis points
  • Weekly Mortgage Applications 397.20 -1.97%
  • Bloomberg Consumer Comfort -30.7 +2.4 points
  • Weekly Retail Sales +2.80% -20 basis points
  • Nationwide Gas $3.34/gallon +.07/gallon
  • Baltic Dry Index 1,097 +.55%
  • China (Export) Containerized Freight Index 1,170.59 +.49%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +25.0%
  • Rail Freight Carloads 246,114 -.40%

Top Sektoren:

  • Gold & Silver +10.6%
  • Computer Hardware +6.8%
  • Biotech +4.7%
  • Semis +4.4%
  • Hospitals +3.7%

Flop Sektoren:

  • Restaurants +1.0%
  • Retail +.7%
  • Road & Rail +.5%
  • Homebuilders +.1%
  • Oil Tankers -.6%

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!

Die Woche in Zahlen: KW 06 / 2014

16.16 Uhr

Aktienindizes:

  • S&P 500 1,797.02 +.81%
  • DJIA 15,794.0 +.61%
  • NASDAQ 4,125.85 +.54%
  • Russell 2000 1,116.55 -1.27%
  • S&P 500 High Beta 29.80 +1.09%
  • Wilshire 5000 18,896.0 +.58%
  • Russell 1000 Growth 846.15 +.90%
  • Russell 1000 Value 898.89 +.60%
  • S&P 500 Consumer Staples 420.66 +.36%
  • Morgan Stanley Cyclical 1,424.11 +.57%
  • Morgan Stanley Technology 900.70 +1.11%
  • Transports 7,242.33 -.64%
  • Utilities 503.85 -.48%
  • Bloomberg European Bank/Financial Services 109.77 +1.34%
  • MSCI Emerging Markets 38.62 +.15%
  • HFRX Equity Hedge 1,144.42 -.85%
  • HFRX Equity Market Neutral 960.38 +.33%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 198,368 -.40%
  • Bloomberg New Highs-Lows Index -14 -31
  • Bloomberg Crude Oil % Bulls 27.03 +4.7%
  • CFTC Oil Net Speculative Position 360,217 +2.58%
  • CFTC Oil Total Open Interest 1,561,179 -1.93%
  • Total Put/Call .81 -6.90%
  • OEX Put/Call .84 +12.0%
  • ISE Sentiment 127.0 +30.61%
  • NYSE Arms .73 -51.97%
  • Volatility(VIX) 15.29 -16.89%
  • S&P 500 Implied Correlation 52.78 -11.13%
  • G7 Currency Volatility (VXY) 7.87 -7.74%
  • Emerging Markets Currency Volatility (EM-VXY) 9.36 -8.59%
  • Smart Money Flow Index 11,480.05 -.69%
  • ICI Money Mkt Mutual Fund Assets $2.705 Trillion -.04%
  • ICI US Equity Weekly Net New Cash Flow $1.879 Billion
  • AAII % Bulls 27.9 -13.3%
  • AAII % Bears 36.4 +11.1%

Rohstoffe:

  • CRB Index 289.77 +2.28%
  • Crude Oil 100.13 +2.60%
  • Reformulated Gasoline 274.80 +4.16%
  • Natural Gas 4.76 -2.27%
  • Heating Oil 305.10 -5.56%
  • Gold 1,266.80 +1.90%
  • Bloomberg Base Metals Index 189.68 +1.66%
  • Copper 324.45 +1.57%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton unch.
  • China Iron Ore Spot 120.90 USD/Ton -1.39%
  • Lumber 354.20 -.62%
  • UBS-Bloomberg Agriculture 1,371.15 +2.78%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.2% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0907 +14.35%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.32 +.03%
  • Citi US Economic Surprise Index 23.60 -25.4 points
  • Citi Emerging Markets Economic Surprise Index 10.80 -1.6 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 80.69 -.69%
  • Euro/Yen Carry Return Index 145.55 +1.40%
  • Yield Curve 238.0 +7 basis points
  • 10-Year US Treasury Yield 2.68% +4 basis points
  • Federal Reserve’s Balance Sheet $4.066 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 29.78 -2.38%
  • Illinois Municipal Debt Credit Default Swap 156.0 -2.34%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.0 -3.63%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 111.04 -4.37%
  • Emerging Markets Sovereign Debt CDS Index 260.0 unch.
  • Israel Sovereign Debt Credit Default Swap 96.22 +1.82%
  • South Korea Sovereign Debt Credit Default Swap 70.95 -.41%
  • China Blended Corporate Spread Index 361.75 unch.
  • 10-Year TIPS Spread 2.17% +4.0 basis points
  • TED Spread 15.25 -6.25 basis points
  • 2-Year Swap Spread 12.25 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 68.25 -4.80%
  • European Financial Sector Credit Default Swap Index 93.80 -7.15%
  • Emerging Markets Credit Default Swap Index 321.0 -5.27%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -.5 basis point
  • M1 Money Supply $2.686 Trillion +.32%
  • Commercial Paper Outstanding 989.70 -2.40%
  • 4-Week Moving Average of Jobless Claims 334,000 +1,000
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.23% -9 basis points
  • Weekly Mortgage Applications 405.20 +.45%
  • Bloomberg Consumer Comfort -33.1 -1.3 points
  • Weekly Retail Sales +3.0% -10 basis points
  • Nationwide Gas $3.27/gallon -.01/gallon
  • Baltic Dry Index 1,092 -1.62%
  • China (Export) Containerized Freight Index 1,164.88 +.58%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 247,109 +.50%

Top Sektoren:

  • Restaurants +2.4%
  • Steel +2.2%
  • Agriculture +2.0%
  • Gold & Silver +1.7%
  • Airlines +1.6%

Flop Sektoren:

  • Alt Energy -2.3%
  • Oil Tankers -2.3%
  • Coal -2.7%
  • 3D Printing -3.7%
  • HMOs -3.8%

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!

Die Woche in Zahlen: KW 05 / 2014

8.38 Uhr

Aktienindizes:

  • S&P 500 1,782.59 -.43%
  • DJIA 15,698.80 -1.13%
  • NASDAQ 4,103.87 -.59%
  • Russell 2000 1,130.88 -1.16%
  • S&P 500 High Beta 29.48 +.79%
  • Wilshire 5000 18,787.80 -.40%
  • Russell 1000 Growth 838.59 -.32%
  • Russell 1000 Value 893.55 -.37%
  • S&P 500 Consumer Staples 419.15 -1.66%
  • Morgan Stanley Cyclical 1,416.05 +.31%
  • Morgan Stanley Technology 890.81 -.95%
  • Transports 7,289.18 +.42%
  • Utilities 506.26 +2.91%
  • Bloomberg European Bank/Financial Services 108.32 -.50%
  • MSCI Emerging Markets 38.56 -1.47%
  • HFRX Equity Hedge 1,154.20 -1.47%
  • HFRX Equity Market Neutral 957.26 +.25%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 198,396 -.41%
  • Bloomberg New Highs-Lows Index 17 -134
  • Bloomberg Crude Oil % Bulls 25.81 -44.86%
  • CFTC Oil Net Speculative Position 351,146 +3.26%
  • CFTC Oil Total Open Interest 1,591,971 -1.32%
  • Total Put/Call .87 -3.33%
  • OEX Put/Call .75 +10.29%
  • ISE Sentiment 98.0 +24.05%
  • NYSE Arms 1.52 -13.14%
  • Volatility(VIX) 18.41 +1.49%
  • S&P 500 Implied Correlation 59.35 +3.45%
  • G7 Currency Volatility (VXY) 8.44 +1.81%
  • Emerging Markets Currency Volatility (EM-VXY) 10.21 +4.29%
  • Smart Money Flow Index 11,559.36 -2.64%
  • ICI Money Mkt Mutual Fund Assets $2.706 Trillion -.07%
  • ICI US Equity Weekly Net New Cash Flow $2.45 Billion
  • AAII % Bulls 32.2 -15.6%
  • AAII % Bears 32.8 +37.9%

Rohstoffe:

  • CRB Index 283.31 +.27%
  • Crude Oil 97.49 +.61%
  • Reformulated Gasoline 263.14 -1.57%
  • Natural Gas 4.94 -4.13%
  • Heating Oil 299.71 -5.30%
  • Gold 1,239.80 -2.29%
  • Bloomberg Base Metals Index 186.59 -2.71%
  • Copper 319.70 -2.07%
  • US No. 1 Heavy Melt Scrap Steel 399.0 USD/Ton +4.18%
  • China Iron Ore Spot 122.60 USD/Ton -1.05%
  • Lumber 353.80 -1.17%
  • UBS-Bloomberg Agriculture 1,334.07 +.79%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1246 -5.82%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.28 -.11%
  • Citi US Economic Surprise Index 49.0 -13.6 points
  • Citi Emerging Markets Economic Surprise Index 12.50 +5.8 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 3/19
  • US Dollar Index 81.31 +1.03%
  • Euro/Yen Carry Return Index 143.58 -1.66%
  • Yield Curve 231.0 -7 basis points
  • 10-Year US Treasury Yield 2.64% -8 basis points
  • Federal Reserve’s Balance Sheet $4.059 Trillion +.11%
  • U.S. Sovereign Debt Credit Default Swap 30.50 +9.55%
  • Illinois Municipal Debt Credit Default Swap 160.0 +3.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 55.0 +3.13%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 116.12 -2.39%
  • Emerging Markets Sovereign Debt CDS Index 260.0 +5.05%
  • Israel Sovereign Debt Credit Default Swap 94.50 +2.72%
  • South Korea Sovereign Debt Credit Default Swap 71.24 -3.07%
  • China Blended Corporate Spread Index 361.75 +9.0 basis points
  • 10-Year TIPS Spread 2.13% unch.
  • TED Spread 21.50 +2.5 basis points
  • 2-Year Swap Spread 13.0 -2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.75 -3.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.75 -.38%
  • European Financial Sector Credit Default Swap Index 101.03 -2.88%
  • Emerging Markets Credit Default Swap Index 338.87 +.43%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.50 +.5 basis point
  • M1 Money Supply $2.678 Trillion +.65%
  • Commercial Paper Outstanding 1,014.0 -.40%
  • 4-Week Moving Average of Jobless Claims 333,000 +1,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.32% -7 basis points
  • Weekly Mortgage Applications 403.40 -.17%
  • Bloomberg Consumer Comfort -31.8 -.8 point
  • Weekly Retail Sales +3.10% +10 basis points
  • Nationwide Gas $3.28/gallon -.01/gallon
  • Baltic Dry Index 1,127 -9.55%
  • China (Export) Containerized Freight Index 1,158.16 +2.61%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -20.0%
  • Rail Freight Carloads 245,883 -8.06%

Top Sektoren:

  • Homebuilders +6.4%
  • Gaming +4.9%
  • Utilities +2.9%
  • Road & Rail +1.9%
  • Steel +1.5%

Flop Sektoren:

  • I-Banks -2.1%
  • Gold & Silver -2.1%
  • Airlines -3.3%
  • Tobacco -4.5%
  • Education -5.9

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!

Die Woche in Zahlen: KW 04/2014

17.27 Uhr

Aktienindizes:

  • S&P 500 1,790.29 -3.01%
  • DJIA 15,879.10 -3.28%
  • NASDAQ 4,128.17 -2.15%
  • Russell 2000 1,144.13 -2.47%
  • S&P 500 High Beta 29.25 -4.32%
  • Wilshire 5000 18,863.93 -2.94%
  • Russell 1000 Growth 841.31 -2.67%
  • Russell 1000 Value 896.93 -3.30%
  • S&P 500 Consumer Staples 426.24 -2.40%
  • Morgan Stanley Cyclical 1,411.60 -4.54%
  • Morgan Stanley Technology 899.39 -2.20%
  • Transports 7,258.72 -2.65%
  • Utilities 491.96 -.15%
  • Bloomberg European Bank/Financial Services 108.87 -4.51%
  • MSCI Emerging Markets 39.14 -2.64%
  • HFRX Equity Hedge 1,171.40 -.22%
  • HFRX Equity Market Neutral 954.91 -.08%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 199,214 -.72%
  • Bloomberg New Highs-Lows Index 151 -403
  • Bloomberg Crude Oil % Bulls 46.81 +22.41%
  • CFTC Oil Net Speculative Position 340,049 +3.88%
  • CFTC Oil Total Open Interest 1,613,293 -.60%
  • Total Put/Call .90 +28.57%
  • OEX Put/Call .68 -27.66%
  • ISE Sentiment 79.0 -40.15%
  • NYSE Arms 1.75 +12.90%
  • Volatility(VIX) 18.14 +44.77%
  • S&P 500 Implied Correlation 57.37 +10.14%
  • G7 Currency Volatility (VXY) 8.34 +7.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.78 +13.99%
  • Smart Money Flow Index 11,872.55 -.45%
  • ICI Money Mkt Mutual Fund Assets $2.707 Trillion +.24%
  • ICI US Equity Weekly Net New Cash Flow $4.237 Billion
  • AAII % Bulls 38.1 -2.2%
  • AAII % Bears 23.8 +10.6%

Rohstoffe:

  • CRB Index 282.54 +1.48%
  • Crude Oil 96.64 +2.64%
  • Reformulated Gasoline 266.32 +2.67%
  • Natural Gas 5.18 +18.61%
  • Heating Oil 313.74 +4.84%
  • Gold 1,264.30 +1.78%
  • Bloomberg Base Metals Index 191.79 -1.80%
  • Copper 327.15 -1.98%
  • US No. 1 Heavy Melt Scrap Steel 383.0 USD/Ton unch.
  • China Iron Ore Spot 124.30 USD/Ton -2.36%
  • Lumber 357.40 -3.07%
  • UBS-Bloomberg Agriculture 1,323.65 -.46%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.2% +50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1295 -4.63%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.41 +.07%
  • Citi US Economic Surprise Index 62.60 -4.0 points
  • Citi Emerging Markets Economic Surprise Index 6.70 +1.9 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.46 -.89%
  • Euro/Yen Carry Return Index 145.96 -.94%
  • Yield Curve 238.0 -7 basis points
  • 10-Year US Treasury Yield 2.72% -10 basis points
  • Federal Reserve’s Balance Sheet $4.055 Trillion +.64%
  • U.S. Sovereign Debt Credit Default Swap 27.85 +1.25%
  • Illinois Municipal Debt Credit Default Swap 154.0 +2.42%
  • Western Europe Sovereign Debt Credit Default Swap Index 53.33 +7.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 118.97 +11.1%
  • Emerging Markets Sovereign Debt CDS Index 247.50 +13.01%
  • Israel Sovereign Debt Credit Default Swap 92.0 -1.08%
  • South Korea Sovereign Debt Credit Default Swap 73.50 +7.30%
  • China Blended Corporate Spread Index 352.75 +19.25 basis points
  • 10-Year TIPS Spread 2.13% -12.0 basis points
  • TED Spread 19.0 -1.5 basis points
  • 2-Year Swap Spread 15.0 +1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.0 -2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.98 +11.31%
  • European Financial Sector Credit Default Swap Index 104.02 +21.66%
  • Emerging Markets Credit Default Swap Index 337.41 +15.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 +2.0 basis points
  • M1 Money Supply $2.660 Trillion +.87%
  • Commercial Paper Outstanding 1,018.50 -1.70%
  • 4-Week Moving Average of Jobless Claims 331,500 -3,500
  • Continuing Claims Unemployment Rate 2.3%unch.
  • Average 30-Year Mortgage Rate 4.39% -2 basis points
  • Weekly Mortgage Applications 404.10 +4.7%
  • Bloomberg Consumer Comfort -31.0 unch.
  • Weekly Retail Sales +3.0% +10 basis points
  • Nationwide Gas $3.29/gallon -.01/gallon
  • Baltic Dry Index 1,271 -9.08%
  • China (Export) Containerized Freight Index 1,128.73 +1.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 +2.5%
  • Rail Freight Carloads 267,428 +13.32%

Top Sektoren:

  • Gold & Silver +3.2%
  • Computer Hardware +1.1%
  • Utilities -.2%
  • Tobacco -.6%
  • HMOs -.7%

Flop Sektoren:

  • Agriculture -4.6%
  • Insurance -5.8%
  • Alt Energy -6.3%
  • Steel -8.0%
  • Gaming -8.6%

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!


 

Die Woche in Zahlen: KW 03/2014

10.54 Uhr

Aktienindizes:

  • S&P 500 1,838.70 -.20%
  • DJIA 16,458.60 +.13%
  • NASDAQ 4,197.58 +.55%
  • Russell 2000 1,168.43 +.34%
  • S&P 500 High Beta 30.44 -.62%
  • Wilshire 5000 19,360.50 -.13%
  • Russell 1000 Growth 861.56 +.03%
  • Russell 1000 Value 923.23 -.37%
  • S&P 500 Consumer Staples 433.24 -.86%
  • Morgan Stanley Cyclical 1,471.11 -.05%
  • Morgan Stanley Technology 918.22 +2.11%
  • Transports 7,427.46 -.52%
  • Utilities 492.70 -.24%
  • Bloomberg European Bank/Financial Services 114.01 +2.35%
  • MSCI Emerging Markets 40.06 +.14%
  • HFRX Equity Hedge 1,173.95 +.49%
  • HFRX Equity Market Neutral 955.63 +.34%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 200,668 +.38%
  • Bloomberg New Highs-Lows Index 554 -94
  • Bloomberg Crude Oil % Bulls 38.24 unch.
  • CFTC Oil Net Speculative Position 327,351 -1.11%
  • CFTC Oil Total Open Interest 1,623,027 +.20%
  • Total Put/Call .70 -6.67%
  • OEX Put/Call .94 -44.05%
  • ISE Sentiment 132.0 +24.53%
  • NYSE Arms 1.33 +11.76%
  • Volatility(VIX) 12.44 +2.47%
  • S&P 500 Implied Correlation 51.56 +5.61%
  • G7 Currency Volatility (VXY) 7.81 +1.03%
  • Emerging Markets Currency Volatility (EM-VXY) 8.64 +1.89%
  • Smart Money Flow Index 11,926.38 -.25%
  • ICI Money Mkt Mutual Fund Assets $2.700 Trillion -.52%
  • ICI US Equity Weekly Net New Cash Flow -$3.362 Billion
  • AAII % Bulls 38.99 -10.6%
  • AAII % Bears 21.49 -14.04%

Rohstoffe:

  • CRB Index 278.41 +1.08%
  • Crude Oil 94.37 +1.59%
  • Reformulated Gasoline 262.04 -2.19%
  • Natural Gas 4.33 +6.13%
  • Heating Oil 302.37 +2.52%
  • Gold 1,251.90 +.27%
  • Bloomberg Base Metals Index 195.30 +2.39%
  • Copper 334.45 +.02%
  • US No. 1 Heavy Melt Scrap Steel 383.0 USD/Ton +1.06%
  • China Iron Ore Spot 127.30 USD/Ton -2.60%
  • Lumber 369.80 +.46%
  • UBS-Bloomberg Agriculture 1,331.62 -.15%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.7% +120 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0006 +107.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.33 +.09%
  • Citi US Economic Surprise Index 66.60 +1.1 points
  • Citi Emerging Markets Economic Surprise Index 4.80 +5.7 points
  • Fed Fund Futures imply 32.0% chance of no change, 68.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 81.18 +.69%
  • Euro/Yen Carry Return Index 147.34 -.80%
  • Yield Curve 245.0 -4 basis points
  • 10-Year US Treasury Yield 2.82% -4 basis points
  • Federal Reserve’s Balance Sheet $4.029 Trillion +1.09%
  • U.S. Sovereign Debt Credit Default Swap 27.50 -1.24%
  • Illinois Municipal Debt Credit Default Swap 151.0 -2.72%
  • Western Europe Sovereign Debt Credit Default Swap Index 49.68 -.63%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.10 +.09%
  • Emerging Markets Sovereign Debt CDS Index 219.0 +1.39%
  • Israel Sovereign Debt Credit Default Swap 93.0 -6.1%
  • South Korea Sovereign Debt Credit Default Swap 68.50 +2.24%
  • China Blended Corporate Spread Index 333.50 +5.5 basis points
  • 10-Year TIPS Spread 2.25% -2.0 basis points
  • TED Spread 20.5 unch.
  • 2-Year Swap Spread 13.25 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.25 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 64.66 +.33%
  • European Financial Sector Credit Default Swap Index 85.50 -.58%
  • Emerging Markets Credit Default Swap Index 291.98 +4.29%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 108.0 -2.0 basis points
  • M1 Money Supply $2.645 Trillion -.18%
  • Commercial Paper Outstanding 1,035.60 -2.20%
  • 4-Week Moving Average of Jobless Claims 335,000 -14,000
  • Continuing Claims Unemployment Rate 2.3% +10 basis points
  • Average 30-Year Mortgage Rate 4.41% -10 basis points
  • Weekly Mortgage Applications 386.10 +11.9%
  • Bloomberg Consumer Comfort -31.0 -2.6 points
  • Weekly Retail Sales +2.90% -70 basis points
  • Nationwide Gas $3.30/gallon -.01/gallon
  • Baltic Dry Index 1,398 -18.05%
  • China (Export) Containerized Freight Index 1,115.55 +1.60%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +16.7%
  • Rail Freight Carloads 235,987 +26.3%

Top Sektoren:

  • Gold & Silver +6.0%
  • Biotech +3.8%
  • Coal +3.6%
  • Networking +3.3%
  • Computer Hardware +2.9%

Flop Sektoren:

  • Restaurants -2.0%
  • Energy -2.1%
  • Road & Rail -2.2%
  • Hombuilders -2.7%
  • Retail -5.4%

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!

Die Woche in Zahlen: KW 02/2014

23.00 Uhr

Aktienindizes:

  • S&P 500 1,842.37 +.60%
  • DJIA 16,437.0 -.20%
  • NASDAQ 4,174.66 +1.04%
  • Russell 2000 1,164.53 +.73%
  • S&P 500 High Beta 30.63 +1.2%
  • Wilshire 5000 19,384.90 +.72%
  • Russell 1000 Growth 861.28 +.75%
  • Russell 1000 Value 926.66 +.63%
  • S&P 500 Consumer Staples 436.99 unch.
  • Morgan Stanley Cyclical 1,471.91 +.05%
  • Morgan Stanley Technology 899.23 +.85%
  • Transports 7,466.03 +1.89%
  • Utilities 493.87 +2.59%
  • Bloomberg European Bank/Financial Services 111.39 +4.65%
  • MSCI Emerging Markets 40.0 -.87%
  • HFRX Equity Hedge 1,1668.23 +.24%
  • HFRX Equity Market Neutral 952.40 +.06%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 198,598 +.75%
  • Bloomberg New Highs-Lows Index 460 +317
  • Bloomberg Crude Oil % Bulls 45.95 +152.75%
  • CFTC Oil Net Speculative Position 331,011 -6.83%
  • CFTC Oil Total Open Interest 1,619,796 +.24%
  • Total Put/Call .75 -16.7%
  • OEX Put/Call 1.68 +75.0%
  • ISE Sentiment 106.0 -6.19%
  • NYSE Arms 1.19 -21.71%
  • Volatility(VIX) 12.14 -11.77%
  • S&P 500 Implied Correlation 48.82 -5.52%
  • G7 Currency Volatility (VXY) 7.73 -10.1%
  • Emerging Markets Currency Volatility (EM-VXY) 8.47 -9.70%
  • Smart Money Flow Index 11,956.74 -1.44%
  • ICI Money Mkt Mutual Fund Assets $2.715 Trillion -.15%
  • ICI US Equity Weekly Net New Cash Flow $3.315 Billion
  • AAII % Bulls 43.6 +1.2%
  • AAII % Bears 25.0 -14.6%

Rohstoffe:

  • CRB Index 275.42 -.40%
  • Crude Oil 92.72 -1.69%
  • Reformulated Gasoline 266.91 +.84%
  • Natural Gas 4.05 -6.31%
  • Heating Oil 294.07 -.33%
  • Gold 1,246.90 +.77%
  • Bloomberg Base Metals Index 190.75 -.99%
  • Copper 334.15 -.33%
  • US No. 1 Heavy Melt Scrap Steel 379.0 USD/Ton unch.
  • China Iron Ore Spot 130.70 USD/Ton -3.2%
  • Lumber 368.60 +1.77%
  • UBS-Bloomberg Agriculture 1,332.30 -.86%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.5% +70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .3398 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.22 +.16%
  • Citi US Economic Surprise Index 65.50 +12.1 points
  • Citi Emerging Markets Economic Surprise Index -.9 -.5 point
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.62 -.28%
  • Euro/Yen Carry Return Index 148.48 -.07%
  • Yield Curve 249.0 -11 basis points
  • 10-Year US Treasury Yield 2.86% -13 basis points
  • Federal Reserve’s Balance Sheet $3.986 Trillion +.13%
  • U.S. Sovereign Debt Credit Default Swap 27.84 -2.09%
  • Illinois Municipal Debt Credit Default Swap 155.0 -.78%
  • Western Europe Sovereign Debt Credit Default Swap Index 50.0 -7.41%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 107.0 -.37%
  • Emerging Markets Sovereign Debt CDS Index 216.0 -2.48%
  • Israel Sovereign Debt Credit Default Swap 99.0 -5.71%
  • South Korea Sovereign Debt Credit Default Swap 7.0 -1.47%
  • China Blended Corporate Spread Index 328.0 +4.75 basis points
  • 10-Year TIPS Spread 2.27% +2.0 basis points
  • TED Spread 20.5 +3.25 basis points
  • 2-Year Swap Spread 12.0 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -1.75 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 64.45 +2.12%
  • European Financial Sector Credit Default Swap Index 86.0 +3.06%
  • Emerging Markets Credit Default Swap Index 279.96 +2.18%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 +17.0 basis points
  • M1 Money Supply $2.65 Trillion -.07%
  • Commercial Paper Outstanding 1,059.30 +1.3%
  • 4-Week Moving Average of Jobless Claims 349,000 -8,300
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.51% -2 basis points
  • Weekly Mortgage Applications 345.10 +2.59%
  • Bloomberg Consumer Comfort -28.40 +.3 point
  • Weekly Retail Sales +3.60% +10 basis points
  • Nationwide Gas $3.31/gallon -.02/gallon
  • Baltic Dry Index 1,706 -19.3%
  • China (Export) Containerized Freight Index 1,098.37 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 -14.3%
  • Rail Freight Carloads 186,878 +8.40%

Top Sektoren:

  • Biotech +5.5%
  • Gaming +3.8%
  • Medical Equipment +3.6%
  • Hospitals +2.9%
  • Airlines +2.8%

Flop Sektoren:

  • I-Banks -.2%
  • Telecom -.6%
  • Retail -1.2%
  • Steel -2.3%
  • Coal -4.4%

 

Woche in Zahlen: KW 51/2013

19:09 Uhr

  • S&P 500 1,818.32 +2.4%
  • DJIA 16,221.1 +3.0%
  • NASDAQ 4,104.74 +2.6%
  • Russell 2000 1,146.47 +3.6%
  • S&P 500 High Beta 29.96 +3.6%
  • Wilshire 5000 19,095.50 +2.5%
  • Russell 1000 Growth 848.93 +2.5%
  • Russell 1000 Value 912.96 +2.3%
  • S&P 500 Consumer Staples 438.85 +1.4%
  • Morgan Stanley Cyclical 1,442.09 +2.9%
  • Morgan Stanley Technology 887.08 +3.5%
  • Transports 7,282.26 +2.8%
  • Utilities 488.34 +2.2%
  • Bloomberg European Bank/Financial Services 104.47 +4.1%
  • MSCI Emerging Markets 40.68 -1.1%
  • HFRX Equity Hedge 1,153.54 +1.0%
  • HFRX Equity Market Neutral 957.14 +.52%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 193,204 +1.32%
  • Bloomberg New Highs-Lows Index 46 +424
  • Bloomberg Crude Oil % Bulls 18.75 -16.96%
  • CFTC Oil Net Speculative Position 346,700 -.66%
  • CFTC Oil Total Open Interest 1,629,694 -1.91%
  • Total Put/Call .74 -12.94%
  • OEX Put/Call 1.0 +9.9%
  • ISE Sentiment 192.0 +47.7%
  • NYSE Arms 1.32 +8.2%
  • Volatility(VIX) 13.79 -12.5%
  • S&P 500 Implied Correlation 51.42 -3.61%
  • G7 Currency Volatility (VXY) 8.35 -3.6%
  • Emerging Markets Currency Volatility (EM-VXY) 9.13 +.6%
  • Smart Money Flow Index 12,012.21 +1.9%
  • ICI Money Mkt Mutual Fund Assets $2.675 Trillion -1.27%
  • ICI US Equity Weekly Net New Cash Flow -$5.682 Billion
  • AAII % Bulls 47.5 +15.0%
  • AAII % Bears 25.1 +.5%

Rohstoffe:

  • CRB Index 283.13 +1.23%
  • Crude Oil 99.20 +2.82%
  • Reformulated Gasoline 279.01 +6.3%
  • Natural Gas 4.43 +.9%
  • Heating Oil 307.78 +3.38%
  • Gold 1,202.40 -2.92%
  • Bloomberg Base Metals Index 192.61 +.82%
  • Copper 330.45 -.01%
  • US No. 1 Heavy Melt Scrap Steel 377.67 USD/Ton +4.71%
  • China Iron Ore Spot 132.70 USD/Ton -2.43%
  • Lumber 373.60 +2.47%
  • UBS-Bloomberg Agriculture 1,377.55 +.81%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.1% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2053 -8.4%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 120.12 -.06%
  • Citi US Economic Surprise Index 47.0 +14.9 points
  • Citi Emerging Markets Economic Surprise Index -12.0 +3.0 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 1/29
  • US Dollar Index 80.55 +.43%
  • Euro/Yen Carry Return Index 148.42 +.30%
  • Yield Curve 251.0 -3 basis points
  • 10-Year US Treasury Yield 2.89% +3 basis points
  • Federal Reserve’s Balance Sheet $3.965 Trillion +.36%
  • U.S. Sovereign Debt Credit Default Swap 29.21 -3.56%
  • Illinois Municipal Debt Credit Default Swap 163.0 -.61%
  • Western Europe Sovereign Debt Credit Default Swap Index 60.33 +8.83%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 101.63 -.40%
  • Emerging Markets Sovereign Debt CDS Index 223.17 -4.1%
  • Israel Sovereign Debt Credit Default Swap 100.0 -.83%
  • South Korea Sovereign Debt Credit Default Swap 61.46 +11.75%
  • China Blended Corporate Spread Index 331.5 -4.25 basis points
  • 10-Year TIPS Spread 2.16% unch.
  • TED Spread 19.25 +1.0 basis point
  • 2-Year Swap Spread 8.0 -2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.25 -3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 65.24 -6.5%
  • European Financial Sector Credit Default Swap Index 87.32 -10.1%
  • Emerging Markets Credit Default Swap Index 267.61 -3.5%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 113.0 unch.
  • M1 Money Supply $2.640 Trillion +.14%
  • Commercial Paper Outstanding 1,085.30 +.40%
  • 4-Week Moving Average of Jobless Claims 343,500 +14,700
  • Continuing Claims Unemployment Rate 2.2% +10 basis points
  • Average 30-Year Mortgage Rate 4.47% +5 basis points
  • Weekly Mortgage Applications 374.60 -5.45%
  • Bloomberg Consumer Comfort -29.40 +1.5 points
  • Weekly Retail Sales +2.80% +20 basis points
  • Nationwide Gas $3.22/gallon -.03/gallon
  • Baltic Dry Index 2,134 -8.7%
  • China (Export) Containerized Freight Index 1,046.78 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.50 unch.
  • Rail Freight Carloads 268,161 +2.1%

Top Sektoren:

  • Computer Hardware +5.2%
  • Homebuilders +5.2%
  • Alt Energy +4.2%
  • Defense +3.9%
  • Internet +3.9%

Flop Sektoren:

  • Airlines +1.1%
  • Coal +.8%
  • Steel +.7%
  • Hospitals -.8%
  • Gold & Silver -2.1%

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!

Die Woche in Zahlen KW 46/2013

07:56 Uhr

Aktienindizes:

  • S&P 500 1,798.18 +1.56%
  • DJIA 15,961.70 +1.27%
  • NASDAQ 3,985.96 +1.70%
  • Russell 2000 1,116.20 +1.47%
  • S&P 500 High Beta 29.23 +1.92%
  • Wilshire 5000 18,859.10 +3.04%
  • Russell 1000 Growth 836.69 +1.89%
  • Russell 1000 Value 905.62 +1.40%
  • S&P 500 Consumer Staples 446.03 +1.67%
  • Morgan Stanley Cyclical 1,416.70 +2.06%
  • Morgan Stanley Technology 866.50 +2.19%
  • Transports 7,211.04 +2.76%
  • Utilities 506.91 +.89%
  • Bloomberg European Bank/Financial Services 104.20 -.95%
  • MSCI Emerging Markets 41.74 +.85%
  • HFRX Equity Hedge 1,142.58 +.24%
  • HFRX Equity Market Neutral 949.95 +.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 195,768 +1.2%
  • Bloomberg New Highs-Lows Index 508+400
  • Bloomberg Crude Oil % Bulls 39.13 +95.65%
  • CFTC Oil Net Speculative Position 305,566 +2.02%
  • CFTC Oil Total Open Interest 1,735,933 -.05%
  • Total Put/Call .75 -9.64%
  • OEX Put/Call .49 -63.43%
  • ISE Sentiment 153.0 +50.0%
  • NYSE Arms .78 -48.34%
  • Volatility(VIX) 12.19 -12.36%
  • S&P 500 Implied Correlation 33.41 -18.31%
  • G7 Currency Volatility (VXY) 7.79 -4.18%
  • Emerging Markets Currency Volatility (EM-VXY) 8.57 -8.93%
  • Smart Money Flow Index 12,003.16 +2.73%
  • ICI Money Mkt Mutual Fund Assets $2.669 Trillion -.12%
  • ICI US Equity Weekly Net New Cash Flows $5.407 Billion +26.78%
  • AAII % Bulls 39.2 -13.8%
  • AAII % Bears 27.5 +25.9%

Rohstoffe:

  • CRB Index 274.34 +.43%
  • Crude Oil 93.84 -.54%
  • Reformulated Gasoline 265.77 +4.3%
  • Natural Gas 3.66 +3.12%
  • Heating Oil 293.89 +2.53%
  • Gold 1,287.40 -.12%
  • Bloomberg Base Metals Index 186.32 -1.68%
  • Copper 317.10 -2.71%
  • US No. 1 Heavy Melt Scrap Steel 340.87 USD/Ton +1.55%
  • China Iron Ore Spot 136.80 USD/Ton +.66%
  • Lumber 363.50 -3.12%
  • UBS-Bloomberg Agriculture 1,373.50 -1.23%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.20% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0994 -4.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.40 +.07%
  • Citi US Economic Surprise Index 6.90 -12.5 points
  • Citi Emerging Markets Economic Surprise Index -12.60 unch.
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.85 -.44%
  • Euro/Yen Carry Return Index 141.02 +2.13%
  • Yield Curve 241.0 -3 basis points
  • 10-Year US Treasury Yield 2.70% -5 basis points
  • Federal Reserve’s Balance Sheet $3.864 Trillion +1.46%
  • U.S. Sovereign Debt Credit Default Swap 25.13 -18.48%
  • Illinois Municipal Debt Credit Default Swap 197.0 +.22%
  • Western Europe Sovereign Debt Credit Default Swap Index 63.36 -4.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 104.06 -6.22%
  • Emerging Markets Sovereign Debt CDS Index 225.50 -4.45%
  • Israel Sovereign Debt Credit Default Swap 108.55 -1.31%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +.21%
  • China Blended Corporate Spread Index 363.0 -3 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 17.25 -1.75 basis points
  • 2-Year Swap Spread 10.25 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 70.50 -3.43%
  • European Financial Sector Credit Default Swap Index 107.04 +.75%
  • Emerging Markets Credit Default Swap Index 284.55 -5.14%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 102.0 -7.0 basis points
  • M1 Money Supply $2.621 Trillion -1.18%
  • Commercial Paper Outstanding 1,066.90 -.30%
  • 4-Week Moving Average of Jobless Claims 344,000 -4,300
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.35% +19 basis points
  • Weekly Mortgage Applications 461.70 -1.77%
  • Bloomberg Consumer Comfort -33.90 +4.0 points
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $3.20/gallon -.01/gallon
  • Baltic Dry Index 1,507 -4.68%
  • China (Export) Containerized Freight Index 1,043.77 +2.98%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
  • Rail Freight Carloads 265,259 +.38%

Top Sektoren:

  • Homebuilders +4.6%
  • Biotech +3.9%
  • HMOs +3.1%
  • Computer Services +2.9%
  • Retail +2.9%

Flop Sektoren:

  • Networking +.7%
  • Banks +.5%
  • Gold & Silver +.1%
  • Steel -1.2%
  • Coal -2.2%

 

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!

Die Woche in Zahlen KW 45/2013

19:25 Uhr

Aktienindizes:

  • S&P 500 1,770.61 +.51%
  • DJIA 15,761.70 +.94%
  • NASDAQ 3,919.23 -.o7%
  • Russell 2000 1,099.97 +.39%
  • S&P 500 High Beta 28.68 +.14%
  • Wilshire 5000 18,544.30 +.35%
  • Russell 1000 Growth 821.16 -.03%
  • Russell 1000 Value 893.10 +.70%
  • S&P 500 Consumer Staples 438.69 +.35%
  • Morgan Stanley Cyclical 1,388.08 +.25%
  • Morgan Stanley Technology 847.93 +.32%
  • Transports 7,017.34 -.43%
  • Utilities 502.46 -.43%
  • Bloomberg European Bank/Financial Services 105.2 -.76%
  • MSCI Emerging Markets 41.39 -2.97%
  • HFRX Equity Hedge 1,139.86 -.01%
  • HFRX Equity Market Neutral 947.74 +.64%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 193,038 -.95%
  • Bloomberg New Highs-Lows Index 108 -92
  • Bloomberg Crude Oil % Bulls 20.0 -17.15%
  • CFTC Oil Net Speculative Position 299,514 -.89%
  • CFTC Oil Total Open Interest 1,736,874 -2.11%
  • Total Put/Call .83 -9.78%
  • OEX Put/Call 1.34 +35.35%
  • ISE Sentiment 102.0 -8.93%
  • NYSE Arms .48 -28.35%
  • Volatility(VIX) 12.90 -2.86%
  • S&P 500 Implied Correlation 39.53 -1.89%
  • G7 Currency Volatility (VXY) 8.10 +.25%
  • Emerging Markets Currency Volatility (EM-VXY) 9.41 +9.53%
  • Smart Money Flow Index 11,684.07 -.84%
  • Money Mkt Mutual Fund Assets $2.672 Trillion +.15%
  • AAII % Bulls 45.5 +1.1%
  • AAII % Bears 21.8 +1.5%

Rohstoffe:

  • CRB Index 274.39 -.21%
  • Crude Oil 94.60 -.01%
  • Reformulated Gasoline 255.34 +.24%
  • Natural Gas 3.56 +1.31%
  • Heating Oil 287.16 -.36%
  • Gold 1,284.60 -2.35%
  • Bloomberg Base Metals Index 189.50 -2.30%
  • Copper 325.40 -1.35%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 135.90 USD/Ton +.44%
  • Lumber 374.70 +1.30%
  • UBS-Bloomberg Agriculture 1,390.66 +.12%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 1.80% +10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1075 unch.
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.32 +.12%
  • Citi US Economic Surprise Index 19.40 +14.1 points
  • Citi Emerging Markets Economic Surprise Index -12.60 -3.80 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 81.30 +.72%
  • Euro/Yen Carry Return Index 138.10 -.48%
  • Yield Curve 244.0 +13 basis points
  • 10-Year US Treasury Yield 2.75% +13 basis points
  • Federal Reserve’s Balance Sheet $3.808 Trillion +.22%
  • U.S. Sovereign Debt Credit Default Swap 30.83 +2.06%
  • Illinois Municipal Debt Credit Default Swap 197.0 +4.0%
  • Western Europe Sovereign Debt Credit Default Swap Index 66.48 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 110.96 +3.52%
  • Emerging Markets Sovereign Debt CDS Index 236.0 +1.17%
  • Israel Sovereign Debt Credit Default Swap 110.0 -1.79%
  • Egypt Sovereign Debt Credit Default Swap 683.53 -1.55%
  • China Blended Corporate Spread Index 366.0 +2 basis points
  • 10-Year TIPS Spread 2.18% +4 basis points
  • TED Spread 19.0 -1.25 basis points
  • 2-Year Swap Spread 11.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 72.95 -1.93%
  • European Financial Sector Credit Default Swap Index 106.25 -8.88%
  • Emerging Markets Credit Default Swap Index 299.97 +8.03%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 109.0 -1.0 basis point
  • M1 Money Supply $2.654 Trillion -1.08%
  • Commercial Paper Outstanding 1,070.30 -1.0%
  • 4-Week Moving Average of Jobless Claims 348,300 -8,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.16% +6 basis points
  • Weekly Mortgage Applications 449.60 -7.05%
  • Bloomberg Consumer Comfort -37.90 -.3 point
  • Weekly Retail Sales +3.40% +20 basis points
  • Nationwide Gas $3.21/gallon -.06/gallon
  • Baltic Dry Index 1,593 +5.92%
  • China (Export) Containerized Freight Index 1,013.52 +.19%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 264,264 +1.16%

Top Sektoren:

  • Software +3.3%
  • Networking +2.7%
  • Banks +2.5%
  • I-Banks +2.3%
  • Defense +2.0%

Flop Sektoren:

  • Papers -2.3%
  • Disk Drives -3.1%
  • Hospitals -4.2%
  • Homebuilders -4.2%
  • REITs -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!

Die Woche in Zahlen KW 44/2013

06:47 Uhr

Aktienindizes:

  • S&P 500 1,761.64 +.11%
  • DJIA 15,615.50 +.29%
  • NASDAQ 3,922.04 -.54%
  • Russell 2000 1,095.67 -2.03%
  • S&P 500 High Beta 28.64 unch.
  • Wilshire 5000 18,489.03 -.18%
  • Russell 1000 Growth 821.38 +.04%
  • Russell 1000 Value 886.85 -.02%
  • S&P 500 Consumer Staples 437.16 +1.14%
  • Morgan Stanley Cyclical 1,384.67 +.37%
  • Morgan Stanley Technology 845.27 -.10%
  • Transports 7,047.77 +.55%
  • Utilities 504.65 -.38%
  • Bloomberg European Bank/Financial Services 106.0 -.42%
  • MSCI Emerging Markets 42.66 +.08%
  • HFRX Equity Hedge 1,139.94 -.04%
  • HFRX Equity Market Neutral 941.74 -.05%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 194,884 -.51%
  • Bloomberg New Highs-Lows Index 200 -432
  • Bloomberg Crude Oil % Bulls 24.14 +49.7%
  • CFTC Oil Net Speculative Position 299,196 -1.23%
  • CFTC Oil Total Open Interest 1,785,295 -2.17%
  • Total Put/Call .92 unch.
  • OEX Put/Call .99 +312.50%
  • ISE Sentiment 112.0 +24.44%
  • NYSE Arms .67 -13.92%
  • Volatility(VIX) 13.28 +1.45%
  • S&P 500 Implied Correlation 40.29 +8.28%
  • G7 Currency Volatility (VXY) 8.12 +7.27%
  • Emerging Markets Currency Volatility (EM-VXY) 8.60 +7.23%
  • Smart Money Flow Index 11,782.48 -.04%
  • Money Mkt Mutual Fund Assets $2.669 Trillion +.04%
  • AAII % Bulls 45.0 -8.6%
  • AAII % Bears 21.5 +22.2%

Rohstoffe:

  • CRB Index 274.96 -2.69%
  • Crude Oil 94.61 -3.35%
  • Reformulated Gasoline 254.19 -1.20%
  • Natural Gas 3.51 -5.47%
  • Heating Oil 288.23 -1.03%
  • Gold 1,350.50 -2.73%
  • Bloomberg Base Metals Index 193.97 +1.33%
  • Copper 329.85 +1.01%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 135.30 USD/Ton +1.50%
  • Lumber 368.10 +1.85%
  • UBS-Bloomberg Agriculture 1,388.20 -2.92%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 1.70% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1075 -.74%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 119.18 +.23%
  • Citi US Economic Surprise Index 5.30 -11.7 points
  • Citi Emerging Markets Economic Surprise Index -8.80 -3.20 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 12/18
  • US Dollar Index 80.72 +1.90%
  • Euro/Yen Carry Return Index 138.86 -.97%
  • Yield Curve 231.0 +10 basis points
  • 10-Year US Treasury Yield 2.62% +11 basis points
  • Federal Reserve’s Balance Sheet $3.800 Trillion +.12%
  • U.S. Sovereign Debt Credit Default Swap 30.21 -19.37%
  • Illinois Municipal Debt Credit Default Swap 189.0 +4.83%
  • Western Europe Sovereign Debt Credit Default Swap Index 68.38 -.89%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 103.55 +3.33%
  • Emerging Markets Sovereign Debt CDS Index 233.26 +8.31%
  • Israel Sovereign Debt Credit Default Swap 112.0 +3.22%
  • Egypt Sovereign Debt Credit Default Swap 694.31 +1.36%
  • China Blended Corporate Spread Index 364.0 -8 basis points
  • 10-Year TIPS Spread 2.14% -5 basis points
  • TED Spread 20.25 -.5 basis point
  • 2-Year Swap Spread 11.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 74.25 +3.20%
  • European Financial Sector Credit Default Swap Index 116.60 -6.99%
  • Emerging Markets Credit Default Swap Index 277.66 +6.11%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 110.0 -2.5 basis points
  • M1 Money Supply $2.684 Trillion +1.18%
  • Commercial Paper Outstanding 1,081.50 +1.80%
  • 4-Week Moving Average of Jobless Claims 356,300 +8,000
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.10% -3 basis points
  • Weekly Mortgage Applications 483.70 +6.42%
  • Bloomberg Consumer Comfort -37.60 -1.5 points
  • Weekly Retail Sales +3.20% +20 basis points
  • Nationwide Gas $3.27/gallon -.05/gallon
  • Baltic Dry Index 1,504 -11.94%
  • China (Export) Containerized Freight Index 1,011.55 +3.64%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 +18.18%
  • Rail Freight Carloads 261,231 -1.31%

Top Sektoren:

  • Steel +2.3%
  • Restaurants +1.9%
  • Semis +1.8%
  • HMOs +1.8%
  • Hospitals +1.3%

Flop Sektoren:

  • Biotech -2.5%
  • Papers -3.6%
  • Homebuilders -4.9%
  • Education -5.6%
  • Gold & Silver -7.7%

 

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!

Die Woche in Zahlen KW 43/2013

18:51 Uhr

Aktienindizes:

  • S&P 500 1,759.77 +.88%
  • DJIA 15,570.66 +1.1%
  • NASDAQ 3,943.36 +.74%
  • Russell 2000 1,118.34 +.32%
  • S&P 500 High Beta 28.64 +.31%
  • Wilshire 5000 18,522.14 +.77%
  • Russell 1000 Growth 821.09 +1.09%
  • Russell 1000 Value 887.03 +.53%
  • Morgan Stanley Consumer 1,055.68 n/a
  • Morgan Stanley Cyclical 1,379.53 +2.0%
  • Morgan Stanley Technology 846.07 -.12%
  • Transports 7,009.05 +2.61%
  • Utilities 506.57 +2.12%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 42.62 -1.25%
  • HFRX Equity Hedge 1,142.04 +.34%
  • HFRX Equity Market Neutral 943.35 +.08%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 195,890 +1.46%
  • Bloomberg New Highs-Lows Index 632 -356
  • Bloomberg Crude Oil % Bulls 16.13 +22.57%
  • CFTC Oil Net Speculative Position 315,438 -1.66%
  • CFTC Oil Total Open Interest 1,856,649 -1.30%
  • Total Put/Call .92 +35.29%
  • OEX Put/Call .24 -84.42%
  • ISE Sentiment 90.0 +11.11%
  • NYSE Arms .79 -36.29%
  • Volatility(VIX) 13.09 +.38%
  • S&P 500 Implied Correlation 37.21 +3.16%
  • G7 Currency Volatility (VXY) 7.58 -.66%
  • Emerging Markets Currency Volatility (EM-VXY) 8.02 -4.30%
  • Smart Money Flow Index 11,787.50 +.85%
  • Money Mkt Mutual Fund Assets $2.668 Trillion +2.09%
  • AAII % Bulls 49.2 +6.3%
  • AAII % Bears 17.6 -29.5%

Rohstoffe:

  • CRB Index 282.56 -1.52%
  • Crude Oil 97.85 -2.98%
  • Reformulated Gasoline 258.71 -2.90%
  • Natural Gas 3.71 -1.54%
  • Heating Oil 290.97 -4.1%
  • Gold 1,352.50 +2.73%
  • Bloomberg Base Metals Index 191.42 -.76%
  • Copper 326.90 -.65%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton -.06%
  • China Iron Ore Spot 133.30 USD/Ton -.82%
  • Lumber 361.40 +2.2%
  • UBS-Bloomberg Agriculture 1,429.96 -1.15%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.0% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1482 +9.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.91 +.06%
  • Citi US Economic Surprise Index 17.0 -6.2 points
  • Citi Emerging Markets Economic Surprise Index -5.60 +4.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.19 -.52%
  • Euro/Yen Carry Return Index 140.20 +.51%
  • Yield Curve 221.0 -5 basis points
  • 10-Year US Treasury Yield 2.51% -7 basis points
  • Federal Reserve’s Balance Sheet $3.796 Trillion +.68%
  • U.S. Sovereign Debt Credit Default Swap 37.47 +10.15%
  • Illinois Municipal Debt Credit Default Swap 180.0 -1.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 69.0 -3.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 100.21 -2.65%
  • Emerging Markets Sovereign Debt CDS Index 215.37 +3.79%
  • Israel Sovereign Debt Credit Default Swap 108.50 -.30%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +1.32%
  • China Blended Corporate Spread Index 372.0 +9 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 20.75 -1.25 basis points
  • 2-Year Swap Spread 12.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 72.08 +1.64%
  • European Financial Sector Credit Default Swap Index 125.37 +4.1%
  • Emerging Markets Credit Default Swap Index 261.66 +1.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 112.50 -.5 basis point
  • M1 Money Supply $2.652 Trillion +3.92%
  • Commercial Paper Outstanding 1,061.90 +2.70%
  • 4-Week Moving Average of Jobless Claims 348,300 +11,800
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.13% -15 basis points
  • Weekly Mortgage Applications 454.50 -.57%
  • Bloomberg Consumer Comfort -36.10 -2.0 points
  • Weekly Retail Sales +3.0% -20 basis points
  • Nationwide Gas $3.32/gallon -.04/gallon
  • Baltic Dry Index 1,708 -12.86%
  • China (Export) Containerized Freight Index 1,010.07 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,687 +1.48%

Top Sektoren:

  • Gold & Silver +8.2%
  • Homebuilders +4.1%
  • Airlines +2.9%
  • Biotech +2.4%
  • Utilities +2.1%

Flop Sektoren:

  • Oil Service -1.8%
  • Semis -2.0%
  • Alt Energy -2.7%
  • Networking -5.6%
  • Disk Drives -8.9%

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!

Die Woche in Zahlen KW 43/2013

18:51 Uhr

Aktienindizes:

  • S&P 500 1,759.77 +.88%
  • DJIA 15,570.66 +1.1%
  • NASDAQ 3,943.36 +.74%
  • Russell 2000 1,118.34 +.32%
  • S&P 500 High Beta 28.64 +.31%
  • Wilshire 5000 18,522.14 +.77%
  • Russell 1000 Growth 821.09 +1.09%
  • Russell 1000 Value 887.03 +.53%
  • Morgan Stanley Consumer 1,055.68 n/a
  • Morgan Stanley Cyclical 1,379.53 +2.0%
  • Morgan Stanley Technology 846.07 -.12%
  • Transports 7,009.05 +2.61%
  • Utilities 506.57 +2.12%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 42.62 -1.25%
  • HFRX Equity Hedge 1,142.04 +.34%
  • HFRX Equity Market Neutral 943.35 +.08%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 195,890 +1.46%
  • Bloomberg New Highs-Lows Index 632 -356
  • Bloomberg Crude Oil % Bulls 16.13 +22.57%
  • CFTC Oil Net Speculative Position 315,438 -1.66%
  • CFTC Oil Total Open Interest 1,856,649 -1.30%
  • Total Put/Call .92 +35.29%
  • OEX Put/Call .24 -84.42%
  • ISE Sentiment 90.0 +11.11%
  • NYSE Arms .79 -36.29%
  • Volatility(VIX) 13.09 +.38%
  • S&P 500 Implied Correlation 37.21 +3.16%
  • G7 Currency Volatility (VXY) 7.58 -.66%
  • Emerging Markets Currency Volatility (EM-VXY) 8.02 -4.30%
  • Smart Money Flow Index 11,787.50 +.85%
  • Money Mkt Mutual Fund Assets $2.668 Trillion +2.09%
  • AAII % Bulls 49.2 +6.3%
  • AAII % Bears 17.6 -29.5%

Rohstoffe:

  • CRB Index 282.56 -1.52%
  • Crude Oil 97.85 -2.98%
  • Reformulated Gasoline 258.71 -2.90%
  • Natural Gas 3.71 -1.54%
  • Heating Oil 290.97 -4.1%
  • Gold 1,352.50 +2.73%
  • Bloomberg Base Metals Index 191.42 -.76%
  • Copper 326.90 -.65%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton -.06%
  • China Iron Ore Spot 133.30 USD/Ton -.82%
  • Lumber 361.40 +2.2%
  • UBS-Bloomberg Agriculture 1,429.96 -1.15%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.0% -80 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1482 +9.85%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.91 +.06%
  • Citi US Economic Surprise Index 17.0 -6.2 points
  • Citi Emerging Markets Economic Surprise Index -5.60 +4.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.19 -.52%
  • Euro/Yen Carry Return Index 140.20 +.51%
  • Yield Curve 221.0 -5 basis points
  • 10-Year US Treasury Yield 2.51% -7 basis points
  • Federal Reserve’s Balance Sheet $3.796 Trillion +.68%
  • U.S. Sovereign Debt Credit Default Swap 37.47 +10.15%
  • Illinois Municipal Debt Credit Default Swap 180.0 -1.09%
  • Western Europe Sovereign Debt Credit Default Swap Index 69.0 -3.25%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 100.21 -2.65%
  • Emerging Markets Sovereign Debt CDS Index 215.37 +3.79%
  • Israel Sovereign Debt Credit Default Swap 108.50 -.30%
  • Egypt Sovereign Debt Credit Default Swap 685.0 +1.32%
  • China Blended Corporate Spread Index 372.0 +9 basis points
  • 10-Year TIPS Spread 2.19% +1 basis point
  • TED Spread 20.75 -1.25 basis points
  • 2-Year Swap Spread 12.75 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 72.08 +1.64%
  • European Financial Sector Credit Default Swap Index 125.37 +4.1%
  • Emerging Markets Credit Default Swap Index 261.66 +1.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 112.50 -.5 basis point
  • M1 Money Supply $2.652 Trillion +3.92%
  • Commercial Paper Outstanding 1,061.90 +2.70%
  • 4-Week Moving Average of Jobless Claims 348,300 +11,800
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.13% -15 basis points
  • Weekly Mortgage Applications 454.50 -.57%
  • Bloomberg Consumer Comfort -36.10 -2.0 points
  • Weekly Retail Sales +3.0% -20 basis points
  • Nationwide Gas $3.32/gallon -.04/gallon
  • Baltic Dry Index 1,708 -12.86%
  • China (Export) Containerized Freight Index 1,010.07 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 264,687 +1.48%

Top Sektoren:

  • Gold & Silver +8.2%
  • Homebuilders +4.1%
  • Airlines +2.9%
  • Biotech +2.4%
  • Utilities +2.1%

Flop Sektoren:

  • Oil Service -1.8%
  • Semis -2.0%
  • Alt Energy -2.7%
  • Networking -5.6%
  • Disk Drives -8.9%

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!

Die Woche in Zahlen KW 42/2013

17:00 Uhr

Aktienindizes:

  • S&P 500 1,744.50 +2.43%
  • DJIA 15,399.60 +1.07%
  • NASDAQ 3,914.27 +3.23%
  • Russell 2000 1,114.77 +2.81%
  • S&P 500 High Beta 28.55 +3.59%
  • Wilshire 5000 18,379.90 +3.24%
  • Russell 1000 Growth 812.23 +2.65%
  • Russell 1000 Value 882.36 +2.29%
  • Morgan Stanley Consumer 1,055.68 +2.24%
  • Morgan Stanley Cyclical 1,352.53 +2.15%
  • Morgan Stanley Technology 847.08 +2.59%
  • Transports 6,830.45 +2.74%
  • Utilities 496.05 +.89%
  • Bloomberg European Bank/Financial Services 107.54 +2.13%
  • MSCI Emerging Markets 43.16 +1.65%
  • HFRX Equity Hedge 1,133.44 +1.66%
  • HFRX Equity Market Neutral 941.26 +.73%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 194,370 +2.09%
  • Bloomberg New Highs-Lows Index 988 +652
  • Bloomberg Crude Oil % Bulls 13.16 -68.98%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .68 -29.17%
  • OEX Put/Call 1.67 +27.48%
  • ISE Sentiment 104.0 +28.4%
  • NYSE Arms 1.24 +175.50%
  • Volatility(VIX) 13.04 -20.87%
  • S&P 500 Implied Correlation 36.07 -22.72%
  • G7 Currency Volatility (VXY) 7.63 -8.18%
  • Emerging Markets Currency Volatility (EM-VXY) 8.38 -8.32%
  • Smart Money Flow Index 11,688.55 +2.04%
  • Money Mkt Mutual Fund Assets $2.613 Trillion -1.96%
  • AAII % Bulls 46.3 +12.0%
  • AAII % Bears 24.9 -25.8%

Rohstoffe:

  • CRB Index 286.92 -.16%
  • Crude Oil 100.81 -.91%
  • Reformulated Gasoline 267.32 +.39%
  • Natural Gas 3.76 -.71%
  • Heating Oil 303.54 +.07%
  • Gold 1,314.60 +3.30%
  • Bloomberg Base Metals Index 192.88 +1.05%
  • Copper 329.90 +.79%
  • US No. 1 Heavy Melt Scrap Steel 335.87 USD/Ton +.06%
  • China Iron Ore Spot 134.40 USD/Ton +.98%
  • Lumber 353.50 +6.16%
  • UBS-Bloomberg Agriculture 1,446.40 +1.55%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 2.8% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1800 +9.87%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.84 unch.
  • Citi US Economic Surprise Index 23.20 -12.2 points
  • Citi Emerging Markets Economic Surprise Index -9.60 -5.0 points
  • Fed Fund Futures imply 34.0% chance of no change, 66.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 79.65 -.94%
  • Euro/Yen Carry Return Index 139.57 +.27%
  • Yield Curve 226.0 -7 basis points
  • 10-Year US Treasury Yield 2.58% -11 basis points
  • Federal Reserve’s Balance Sheet $3.770 Trillion +1.47%
  • U.S. Sovereign Debt Credit Default Swap 34.02 +.80%
  • Illinois Municipal Debt Credit Default Swap 182.0 -4.75%
  • Western Europe Sovereign Debt Credit Default Swap Index 71.32 -1.37%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 102.95 -6.10%
  • Emerging Markets Sovereign Debt CDS Index 207.50 -6.10%
  • Israel Sovereign Debt Credit Default Swap 108.83 -4.53%
  • Egypt Sovereign Debt Credit Default Swap 676.08 +.16%
  • China Blended Corporate Spread Index 363.0 -7 basis points
  • 10-Year TIPS Spread 2.18% -3 basis points
  • TED Spread 22.0 +3.25 basis points
  • 2-Year Swap Spread 13.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.50 +1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 70.91 -8.25%
  • European Financial Sector Credit Default Swap Index 120.44 -5.92%
  • Emerging Markets Credit Default Swap Index 257.13 -6.77%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 113.0 -1 basis point
  • M1 Money Supply $2.552 Trillion -1.88%
  • Commercial Paper Outstanding 1,033.70 -3.0%
  • 4-Week Moving Average of Jobless Claims 336,500 +11,500
  • Continuing Claims Unemployment Rate 2.2% unch.
  • Average 30-Year Mortgage Rate 4.28% +5 basis points
  • Weekly Mortgage Applications 457.10 +.26%
  • Bloomberg Consumer Comfort -34.10 -4.4 points
  • Weekly Retail Sales +3.20% -50 basis points
  • Nationwide Gas $3.36/gallon +.02/gallon
  • Baltic Dry Index 1,901 -4.23%
  • China (Export) Containerized Freight Index 1,010.07 -2.85%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 260,839 -2.15%

 

Top Sektoren:

  • Gold & Silver +6.2%
  • Internet +5.5%
  • Oil Tankers +4.2%
  • Airlines +3.9%
  • Gaming +3.9%

Flop Sektoren:

  • Utilities +.9%
  • Networking +.3%
  • Road & Rail -.6%
  • HMOs -3.3%
  • Computer Services -3.8%

 

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!

Die Woche in Zahlen KW 41/2013

06:25 Uhr

Aktienindizes:

  • S&P 500 1,703.20 +.75%
  • DJIA 15,237.10 +1.09%
  • NASDAQ 3,791.87 -.42%
  • Russell 2000 1,084.31 +.56%
  • S&P 500 High Beta 27.56 +.45%
  • Wilshire 5000 17,929.70 +.57%
  • Russell 1000 Growth 791.26 +.11%
  • Russell 1000 Value 826.60 +1.10%
  • Morgan Stanley Consumer 1,032.53 +1.58%
  • Morgan Stanley Cyclical 1,324.11 +.23%
  • Morgan Stanley Technology 825.74 -.48%
  • Transports 6,648.41 +.58%
  • Utilities 491.68 +2.43%
  • Bloomberg European Bank/Financial Services 105.30 +2.24%
  • MSCI Emerging Markets 42.46 +1.57%
  • HFRX Equity Hedge 1,122.47 -.08%
  • HFRX Equity Market Neutral 935.90 +.29%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 190,387 -.04%
  • Bloomberg New Highs-Lows Index 208 -47
  • Bloomberg Crude Oil % Bulls 42.42 +112.1%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .96 +10.34%
  • OEX Put/Call 1.31 +50.57%
  • ISE Sentiment 81.0 -11.96%
  • NYSE Arms 1.24 +67.57%
  • Volatility(VIX) 15.72 -6.09%
  • S&P 500 Implied Correlation 44.24 -11.04%
  • G7 Currency Volatility (VXY) 8.31 -3.49%
  • Emerging Markets Currency Volatility (EM-VXY) 9.14 -6.35%
  • Smart Money Flow Index 11,455.09 +.26%
  • Money Mkt Mutual Fund Assets $2.666 Trillion -.74%
  • AAII % Bulls 41.3 +9.2%
  • AAII % Bears 33.6 +11.7%

Rohstoffe:

  • CRB Index 286.6 +.06%
  • Crude Oil 102.02 -1.59%
  • Reformulated Gasoline 266.81 +2.23%
  • Natural Gas 3.78 +7.55%
  • Heating Oil 303.49 +1.10%
  • Gold 1,268.20 -3.28%
  • Bloomberg Base Metals Index 190.88 +.86%
  • Copper 326.90 -1.06%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 133.10 USD/Ton +1.29%
  • Lumber 331.20 -1.87%
  • UBS-Bloomberg Agriculture 1,422.76 -.49%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 3.8% -100 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3118 -5.94%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.84 +.12%
  • Citi US Economic Surprise Index 35.40 -9.3 points
  • Citi Emerging Markets Economic Surprise Index -4.60 -5.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.36 +.29%
  • Euro/Yen Carry Return Index 139.19 +1.02%
  • Yield Curve 233.0 +2 basis points
  • 10-Year US Treasury Yield 2.69% +5 basis points
  • Federal Reserve’s Balance Sheet $3.715 Trillion +.31%
  • U.S. Sovereign Debt Credit Default Swap 33.74 -17.17%
  • Illinois Municipal Debt Credit Default Swap 191.0 +7.50%
  • Western Europe Sovereign Debt Credit Default Swap Index 72.31 -12.53%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 109.64 -5.10%
  • Emerging Markets Sovereign Debt CDS Index 220.99 -6.75%
  • Israel Sovereign Debt Credit Default Swap 114.0 -4.88%
  • Egypt Sovereign Debt Credit Default Swap 675.0 +1.02%
  • China Blended Corporate Spread Index 370.0 -9 basis points
  • 10-Year TIPS Spread 2.21% unch.
  • TED Spread 18.75 -3.5 basis points
  • 2-Year Swap Spread 13.25 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.50 -1.5 basis points
  • N. America Investment Grade Credit Default Swap Index 77.29 -3.07%
  • European Financial Sector Credit Default Swap Index 128.01 -5.81%
  • Emerging Markets Credit Default Swap Index 275.81 -3.58%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 114.0 unch.
  • M1 Money Supply $2.600 Trillion +1.15%
  • Commercial Paper Outstanding 1,065.70 +1.0%
  • 4-Week Moving Average of Jobless Claims 325,000 +20,000
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.23% +1 basis point
  • Weekly Mortgage Applications 455.90 +1.27%
  • Bloomberg Consumer Comfort -29.7 -.3 point
  • Weekly Retail Sales +3.70% -20 basis points
  • Nationwide Gas $3.34/gallon -.03/gallon
  • Baltic Dry Index 1,985 -4.75%
  • China (Export) Containerized Freight Index 1,039.72 -4.67%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 266,580 -1.21%

Top Sektoren:

  • Coal +3.3%
  • Tobacco +3.0%
  • REITs +2.9%
  • Utilities +2.4%
  • Medical Equipment +2.2%

Flop Sektoren:

  • Internet -1.6%
  • Retail -1.7%
  • Networking -1.9%
  • Gold & Silver -4.0%
  • Biotech -5.4%

 

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!

Die Woche in Zahlen KW 40/2013

09:00 Uhr

Aktienindizes:

  • S&P 500 1,690.50 -.07%
  • DJIA 15,072.50 -1.22%
  • NASDAQ 3,807.75 +.69%
  • Russell 2000 1,078.25 +.38%
  • S&P 500 High Beta 27.44 +1.09%
  • Wilshire 5000 17,827.33 +.10%
  • Russell 1000 Growth 790.37 +.13%
  • Russell 1000 Value 853.31 -.04%
  • Morgan Stanley Consumer 1,016.45 -.50%
  • Morgan Stanley Cyclical 1,321.05 +.19%
  • Morgan Stanley Technology 829.70 +.44%
  • Transports 6,609.75 +.18%
  • Utilities 480.0 -.45%
  • Bloomberg European Bank/Financial Services 102.99 +1.40%
  • MSCI Emerging Markets 41.80 +.87%
  • HFRX Equity Hedge 1,124.75 +.42%
  • HFRX Equity Market Neutral 934.12 -.03%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 190,458 -.20%
  • Bloomberg New Highs-Lows Index 255 +55
  • Bloomberg Crude Oil % Bulls 20.0 -17.15%
  • CFTC Oil Net Speculative Position 320,758 n/a
  • CFTC Oil Total Open Interest 1,881,081 n/a
  • Total Put/Call .87 -7.45%
  • OEX Put/Call .87 -92.01%
  • ISE Sentiment 92.0 +19.48%
  • NYSE Arms .74 -40.80%
  • Volatility(VIX) 16.74 +8.28%
  • S&P 500 Implied Correlation 49.73 +4.89%
  • G7 Currency Volatility (VXY) 8.59 -.46%
  • Emerging Markets Currency Volatility (EM-VXY) 9.77 -3.17%
  • Smart Money Flow Index 11,425.66 +.86%
  • Money Mkt Mutual Fund Assets $2.685 Trillion -.32%
  • AAII % Bulls 37.8 +5.0%
  • AAII % Bears 30.1 -1.8%

Rohstoffe:

  • CRB Index 286.45 -.18%
  • Crude Oil 103.84 +1.0%
  • Reformulated Gasoline 260.76 -1.49%
  • Natural Gas 3.51 -2.26%
  • Heating Oil 290.90 +.39%
  • Gold 1,309.90 -1.95%
  • Bloomberg Base Metals Index 189.25 -1.40%
  • Copper 330.10 -.48%
  • US No. 1 Heavy Melt Scrap Steel 335.67 USD/Ton unch.
  • China Iron Ore Spot 131.40 USD/Ton -.38%
  • Lumber 336.80 -1.87%
  • UBS-Bloomberg Agriculture 1,429.73 +.09%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.8% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0976 -5.43%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.69 +.04%
  • Citi US Economic Surprise Index 44.70 -1.8 points
  • Citi Emerging Markets Economic Surprise Index .80 -3.4 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.12 -.21%
  • Euro/Yen Carry Return Index 137.73 -.54%
  • Yield Curve 231.0 +2 basis points
  • 10-Year US Treasury Yield 2.64% +2 basis points
  • Federal Reserve’s Balance Sheet $3.704 Trillion +.35%
  • U.S. Sovereign Debt Credit Default Swap 40.74 +31.4%
  • Illinois Municipal Debt Credit Default Swap 178.0 +2.97%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.66 -2.64%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 115.53 -3.07%
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.24%
  • Israel Sovereign Debt Credit Default Swap 119.84 -.58%
  • Egypt Sovereign Debt Credit Default Swap 668.16 +2.79%
  • China Blended Corporate Spread Index 379.0 +1 basis point
  • 10-Year TIPS Spread 2.21% +3 basis points
  • TED Spread 22.25 -1.5 basis points
  • 2-Year Swap Spread 13.25 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.0 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 79.73 -1.02%
  • European Financial Sector Credit Default Swap Index 135.91 -6.42%
  • Emerging Markets Credit Default Swap Index 286.05 -2.69%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 114.0 +4.0 basis points
  • M1 Money Supply $2.568 Trillion +.58%
  • Commercial Paper Outstanding 1,054.70 -.90%
  • 4-Week Moving Average of Jobless Claims 305,000 -3,000
  • Continuing Claims Unemployment Rate 2.3% +10 basis points
  • Average 30-Year Mortgage Rate 4.22% -10 basis points
  • Weekly Mortgage Applications 450.20 -.38%
  • Bloomberg Consumer Comfort -29.4 -1.3 points
  • Weekly Retail Sales +3.90% unch.
  • Nationwide Gas $3.37/gallon -.05/gallon
  • Baltic Dry Index 2,084 +1.86%
  • China (Export) Containerized Freight Index 1,090.62 -1.30%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 269,853 +2.65%

Top Sektoren:

  • Hospitals +5.4%
  • Coal +5.0%
  • Alt Energy +3.8%
  • HMOs +3.1%
  • Networking +2.8%

Flop Sektoren:

  • I-Banks -1.3%
  • REITs -1.6%
  • Defense -1.7%
  • Homebuilders -2.5%
  • Gold & Silver -3.6%

 

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!

Die Woche in Zahlen: KW 38/2013

 

 

 

16:23 Uhr

Aktienindizes:

S&P 500 1,709.91 +1.3%

  • DJIA 15,451.09 +.49%
  • NASDAQ 3,774.72 +1.41%
  • Russell 2000 1,072.83 +1.79%
  • S&P 500 High Beta 27.37 +.66%
  • Wilshire 5000 17,956.9 +1.34%
  • Russell 1000 Growth 794.43 +1.65%
  • Russell 1000 Value 863.70 +1.0%
  • Morgan Stanley Consumer 1,039.96 +.92%
  • Morgan Stanley Cyclical 1,330.45 +1.80%
  • Morgan Stanley Technology 829.63 +1.44%
  • Transports 6,692.26 +2.59%
  • Utilities 485.33 +1.77%
  • Bloomberg European Bank/Financial Services 103.37 +.84%
  • MSCI Emerging Markets 42.0 +2.68%
  • HFRX Equity Hedge 1,124.59 +.43%
  • HFRX Equity Market Neutral 933.63 +.16%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,323 +1.31%
  • Bloomberg New Highs-Lows Index 955 +661
  • Bloomberg Crude Oil % Bulls 38.24 -13.09%
  • CFTC Oil Net Speculative Position 326,831 -2.39%
  • CFTC Oil Total Open Interest 1,926,402 +1.30%
  • Total Put/Call 1.05 +40.0%
  • OEX Put/Call .78 -25.71%
  • ISE Sentiment 85.0 -19.81%
  • NYSE Arms 1.59 +67.36%
  • Volatility(VIX) 13.12 -7.34%
  • S&P 500 Implied Correlation 47.23 +2.41%
  • G7 Currency Volatility (VXY) 8.95 -2.51%
  • Emerging Markets Currency Volatility (EM-VXY) 9.83 -5.30%
  • Smart Money Flow Index 11,653.20 +2.49%
  • Money Mkt Mutual Fund Assets $2.658 Trillion -.05%
  • AAII % Bulls 45.1 -.9%
  • AAII % Bears 29.7 +20.8%

Rohstoffe:

  • CRB Index 287.44 -1.23%
  • Crude Oil 104.75 -3.55%
  • Reformulated Gasoline 268.42 -2.88%
  • Natural Gas 3.69 +.30%
  • Heating Oil 300.42 -3.62%
  • Gold 1,332.60 +.48%
  • Bloomberg Base Metals Index 192.02 +2.80%
  • Copper 332.05 +2.95%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 131.80 USD/Ton -2.0%
  • Lumber 354.20 +2.88%
  • UBS-Bloomberg Agriculture 1,417.64 -1.52%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0888 -12.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.72 +.19%
  • Citi US Economic Surprise Index 44.40 -5.3 points
  • Citi Emerging Markets Economic Surprise Index 2.10 -1.5 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.43 -1.34%
  • Euro/Yen Carry Return Index 140.15 +1.74%
  • Yield Curve 240.0 -5 basis points
  • 10-Year US Treasury Yield 2.73% -15 basis points
  • Federal Reserve’s Balance Sheet $3.679 Trillion +1.7%
  • U.S. Sovereign Debt Credit Default Swap 22.38 +1.23%
  • Illinois Municipal Debt Credit Default Swap 172.0 -2.71%
  • Western Europe Sovereign Debt Credit Default Swap Index 86.91 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 98.19 -14.83%
  • Emerging Markets Sovereign Debt CDS Index 205.16 -7.38%
  • Israel Sovereign Debt Credit Default Swap 117.0 -8.59%
  • Egypt Sovereign Debt Credit Default Swap 650.0 -.41%
  • China Blended Corporate Spread Index 365.0 -7 basis points
  • 10-Year TIPS Spread 2.24% +13 basis points
  • TED Spread 24.0 -.25 basis point
  • 2-Year Swap Spread 15.5 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.25 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 78.95 +1.75%
  • European Financial Sector Credit Default Swap Index 140.36 +1.38%
  • Emerging Markets Credit Default Swap Index 262.38 -14.22%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 111.50 -8.5 basis points
  • M1 Money Supply $2.556 Trillion -.81%
  • Commercial Paper Outstanding 1,046.70 +1.10%
  • 4-Week Moving Average of Jobless Claims 314,800 -6,450
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.50% -7 basis points
  • Weekly Mortgage Applications 428.20 +11.22%
  • Bloomberg Consumer Comfort -29.40 +2.7 points
  • Weekly Retail Sales +4.0% -60 basis points
  • Nationwide Gas $3.49/gallon -.05/gallon
  • Baltic Dry Index 1,904 +16.38%
  • China (Export) Containerized Freight Index 1,104.96 -1.82%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 265,873 +16.15%

Top Sektoren:

  • Alt Energy +3.8%
  • Construction +3.3%
  • Airlines +3.1%
  • Homebuilders +3.0%
  • Gaming +2.8%

Flop Sektoren:

  • Restaurants +.1%
  • Papers unch.
  • Banks -.1%
  • Disk Drives -1.1%
  • HMOs -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!

Die Woche in Zahlen: KW 38/2013

 

 

 

16:23 Uhr

Aktienindizes:

S&P 500 1,709.91 +1.3%

  • DJIA 15,451.09 +.49%
  • NASDAQ 3,774.72 +1.41%
  • Russell 2000 1,072.83 +1.79%
  • S&P 500 High Beta 27.37 +.66%
  • Wilshire 5000 17,956.9 +1.34%
  • Russell 1000 Growth 794.43 +1.65%
  • Russell 1000 Value 863.70 +1.0%
  • Morgan Stanley Consumer 1,039.96 +.92%
  • Morgan Stanley Cyclical 1,330.45 +1.80%
  • Morgan Stanley Technology 829.63 +1.44%
  • Transports 6,692.26 +2.59%
  • Utilities 485.33 +1.77%
  • Bloomberg European Bank/Financial Services 103.37 +.84%
  • MSCI Emerging Markets 42.0 +2.68%
  • HFRX Equity Hedge 1,124.59 +.43%
  • HFRX Equity Market Neutral 933.63 +.16%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,323 +1.31%
  • Bloomberg New Highs-Lows Index 955 +661
  • Bloomberg Crude Oil % Bulls 38.24 -13.09%
  • CFTC Oil Net Speculative Position 326,831 -2.39%
  • CFTC Oil Total Open Interest 1,926,402 +1.30%
  • Total Put/Call 1.05 +40.0%
  • OEX Put/Call .78 -25.71%
  • ISE Sentiment 85.0 -19.81%
  • NYSE Arms 1.59 +67.36%
  • Volatility(VIX) 13.12 -7.34%
  • S&P 500 Implied Correlation 47.23 +2.41%
  • G7 Currency Volatility (VXY) 8.95 -2.51%
  • Emerging Markets Currency Volatility (EM-VXY) 9.83 -5.30%
  • Smart Money Flow Index 11,653.20 +2.49%
  • Money Mkt Mutual Fund Assets $2.658 Trillion -.05%
  • AAII % Bulls 45.1 -.9%
  • AAII % Bears 29.7 +20.8%

Rohstoffe:

  • CRB Index 287.44 -1.23%
  • Crude Oil 104.75 -3.55%
  • Reformulated Gasoline 268.42 -2.88%
  • Natural Gas 3.69 +.30%
  • Heating Oil 300.42 -3.62%
  • Gold 1,332.60 +.48%
  • Bloomberg Base Metals Index 192.02 +2.80%
  • Copper 332.05 +2.95%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 131.80 USD/Ton -2.0%
  • Lumber 354.20 +2.88%
  • UBS-Bloomberg Agriculture 1,417.64 -1.52%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .0888 -12.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.72 +.19%
  • Citi US Economic Surprise Index 44.40 -5.3 points
  • Citi Emerging Markets Economic Surprise Index 2.10 -1.5 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 10/30
  • US Dollar Index 80.43 -1.34%
  • Euro/Yen Carry Return Index 140.15 +1.74%
  • Yield Curve 240.0 -5 basis points
  • 10-Year US Treasury Yield 2.73% -15 basis points
  • Federal Reserve’s Balance Sheet $3.679 Trillion +1.7%
  • U.S. Sovereign Debt Credit Default Swap 22.38 +1.23%
  • Illinois Municipal Debt Credit Default Swap 172.0 -2.71%
  • Western Europe Sovereign Debt Credit Default Swap Index 86.91 -3.43%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 98.19 -14.83%
  • Emerging Markets Sovereign Debt CDS Index 205.16 -7.38%
  • Israel Sovereign Debt Credit Default Swap 117.0 -8.59%
  • Egypt Sovereign Debt Credit Default Swap 650.0 -.41%
  • China Blended Corporate Spread Index 365.0 -7 basis points
  • 10-Year TIPS Spread 2.24% +13 basis points
  • TED Spread 24.0 -.25 basis point
  • 2-Year Swap Spread 15.5 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.25 +2.25 basis points
  • N. America Investment Grade Credit Default Swap Index 78.95 +1.75%
  • European Financial Sector Credit Default Swap Index 140.36 +1.38%
  • Emerging Markets Credit Default Swap Index 262.38 -14.22%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 111.50 -8.5 basis points
  • M1 Money Supply $2.556 Trillion -.81%
  • Commercial Paper Outstanding 1,046.70 +1.10%
  • 4-Week Moving Average of Jobless Claims 314,800 -6,450
  • Continuing Claims Unemployment Rate 2.1% -10 basis points
  • Average 30-Year Mortgage Rate 4.50% -7 basis points
  • Weekly Mortgage Applications 428.20 +11.22%
  • Bloomberg Consumer Comfort -29.40 +2.7 points
  • Weekly Retail Sales +4.0% -60 basis points
  • Nationwide Gas $3.49/gallon -.05/gallon
  • Baltic Dry Index 1,904 +16.38%
  • China (Export) Containerized Freight Index 1,104.96 -1.82%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 265,873 +16.15%

Top Sektoren:

  • Alt Energy +3.8%
  • Construction +3.3%
  • Airlines +3.1%
  • Homebuilders +3.0%
  • Gaming +2.8%

Flop Sektoren:

  • Restaurants +.1%
  • Papers unch.
  • Banks -.1%
  • Disk Drives -1.1%
  • HMOs -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!

Die Woche in Zahlen: KW 37/2013

 

 

 

18:27 Uhr

Aktienindizes:

  • S&P 500 1,687.99 +1.98%
  • DJIA 15,376.0 +3.04%
  • NASDAQ 3,722.18 +1.70%
  • Russell 2000 1,053.98 +2.37%
  • S&P 500 High Beta 27.19 +2.72%
  • Value Line Geometric(broad market) n/a
  • Russell 1000 Growth 781.57 +2.23%
  • Russell 1000 Value 855.16 +1.86%
  • Morgan Stanley Consumer 1,030.52 +2.70%
  • Morgan Stanley Cyclical 1,306.94 +3.69%
  • Morgan Stanley Technology 817.86 +2.50%
  • Transports 6,523.42 +2.39%
  • Utilities 476.89 +.74%
  • Bloomberg European Bank/Financial Services 102.51 +2.28%
  • MSCI Emerging Markets 40.90 +3.22%
  • HFRX Equity Hedge 1,117.12 +.35%
  • HFRX Equity Market Neutral 933.27 -.02%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 188,854 +1.37%
  • Bloomberg New Highs-Lows Index 294 +219
  • Bloomberg Crude Oil % Bulls 44.0 -.99%
  • CFTC Oil Net Speculative Position 334,825 -1.33%
  • CFTC Oil Total Open Interest 1,901,643 +2.42%
  • Total Put/Call .75 -14.77%
  • OEX Put/Call 1.05 -3.67%
  • ISE Sentiment 106.0 +9.28%
  • NYSE Arms .95 +7.95%
  • Volatility(VIX) 14.16 -10.66%
  • S&P 500 Implied Correlation 46.12 -8.63%
  • G7 Currency Volatility (VXY) 9.18 -4.57%
  • Emerging Markets Currency Volatility (EM-VXY) 10.38 -8.87%
  • Smart Money Flow Index 11,369.80 +2.01%
  • Money Mkt Mutual Fund Assets $2.659 Trillion +.76%
  • AAII % Bulls 45.5 +28.1%
  • AAII % Bears 24.6 -21.3%

Rohstoffe:

  • CRB Index 291.02 -.79%
  • Crude Oil 108.21 -1.83%
  • Reformulated Gasoline 276.96 -2.53%
  • Natural Gas 3.68 +4.08%
  • Heating Oil 311.37 -1.48%
  • Gold 1,308.40 -5.80%
  • Bloomberg Base Metals Index 186.79 -1.99%
  • Copper 320.35 -1.72%
  • US No. 1 Heavy Melt Scrap Steel 342.67 USD/Ton unch.
  • China Iron Ore Spot 134.50 USD/Ton +.30%
  • Lumber 344.0 +2.99%
  • UBS-Bloomberg Agriculture 1,439.57 +.31%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.1% +20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1069 +12.64%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 118.49 +.30%
  • Citi US Economic Surprise Index 49.70 -6.8 points
  • Citi Emerging Markets Economic Surprise Index 3.60 +18.6 points
  • Fed Fund Futures imply 36.0% chance of no change, 64.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.45 -.85%
  • Euro/Yen Carry Return Index 137.79 +1.17%
  • Yield Curve 245.0 -3 basis points
  • 10-Year US Treasury Yield 2.88% -5 basis points
  • Federal Reserve’s Balance Sheet $3.619 Trillion +.23%
  • U.S. Sovereign Debt Credit Default Swap 22.11 +.50%
  • Illinois Municipal Debt Credit Default Swap 177.0 -2.68%
  • Western Europe Sovereign Debt Credit Default Swap Index 90.0 -1.10%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 115.29 -5.88%
  • Emerging Markets Sovereign Debt CDS Index 221.50 -11.40%
  • Israel Sovereign Debt Credit Default Swap 128.0 -12.52%
  • Egypt Sovereign Debt Credit Default Swap 652.70 -8.56%
  • China Blended Corporate Spread Index 372.0 +3 basis points
  • 10-Year TIPS Spread 2.11% +3 basis points
  • TED Spread 24.25 +.25 basis point
  • 2-Year Swap Spread 15.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -8.50 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 77.59 -5.22%
  • European Financial Sector Credit Default Swap Index 138.45 -5.20%
  • Emerging Markets Credit Default Swap Index 305.88 -7.35%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 120.0 +5 basis points
  • M1 Money Supply $2.577 Trillion +.46%
  • Commercial Paper Outstanding 1,035.0 +2.0%
  • 4-Week Moving Average of Jobless Claims 321,250 -7,250
  • Continuing Claims Unemployment Rate 2.2% -10 basis points
  • Average 30-Year Mortgage Rate 4.57% unch.
  • Weekly Mortgage Applications 385.0 -13.48%
  • Bloomberg Consumer Comfort -32.10 +.2 point
  • Weekly Retail Sales +4.60% +70 basis points
  • Nationwide Gas $3.54/gallon -.04/gallon
  • Baltic Dry Index 1,636 +21.0%
  • China (Export) Containerized Freight Index 1,112.19 -1.18%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 228,899 -11.85%

Top Sektoren:

  • Airlines +7.2%
  • Homebuilders +5.9%
  • Gaming +5.3%
  • Disk Drives +4.5%
  • Computer Services +4.3%

Flop Sektoren:

  • Utilities +.7%
  • Computer Hardware +.6%
  • Oil Tankers +.2%
  • Coal +.1%
  • Gold & Silver -7.1%

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!

Die Woche in Zahlen: KW 35/2013

 

 

 

11:05 Uhr

Indices

  • S&P 500 1,632.97 -1.84%
  • DJIA 14,810.30 -1.33%
  • NASDAQ 3,589.86 -1.86%
  • Russell 2000 1,010.90 -2.63%
  • S&P 500 High Beta 25.62 -2.99%
  • Value Line Geometric(broad market) 429.51 -2.54%
  • Russell 1000 Growth 752.94 -1.57%
  • Russell 1000 Value 829.06 -2.09%
  • Morgan Stanley Consumer 992.17 -1.95%
  • Morgan Stanley Cyclical 1,230.09 -2.10%
  • Morgan Stanley Technology 772.38 -1.83%
  • Transports 6,249.88 -3.55%
  • Utilities 477.87 -1.05%
  • Bloomberg European Bank/Financial Services 96.29 -4.02%
  • MSCI Emerging Markets 38.44 -.55%
  • HFRX Equity Hedge 1,105.92 -.75%
  • HFRX Equity Market Neutral 933.48 -.41%

Sentiment/Internals

  • NYSE Cumulative A/D Line 185,682 -.12%
  • Bloomberg New Highs-Lows Index -28 -43
  • Bloomberg Crude Oil % Bulls 43.24 +103.87%
  • CFTC Oil Net Speculative Position 345,130 -.07%
  • CFTC Oil Total Open Interest 1,855,284 +1.09%
  • Total Put/Call 1.12 +41.77%
  • OEX Put/Call 2.40 -45.08%
  • ISE Sentiment 84.0 -22.2%
  • NYSE Arms 1.10 +20.88%
  • Volatility(VIX) 17.01 +21.67%
  • S&P 500 Implied Correlation 54.59 +12.04%
  • G7 Currency Volatility (VXY) 10.13 +3.47%
  • Emerging Markets Currency Volatility (EM-VXY) 11.74 +9.51%
  • Smart Money Flow Index 11,198.56 -.93%
  • Money Mkt Mutual Fund Assets $2.644 Trillion +.24%
  • AAII % Bulls 33.5 +15.8%
  • AAII % Bears 30.8 -28.3%

Futures Spot Prices

  • CRB Index 291.16 +.13%
  • Crude Oil 107.65 +1.25%
  • Reformulated Gasoline 289.01 +.73%
  • Natural Gas 3.58 +2.90%
  • Heating Oil 313.66 +1.20%
  • Gold 1,395.80 -.06%
  • Bloomberg Base Metals Index 188.72 -2.97%
  • Copper 323.30 -3.58%
  • US No. 1 Heavy Melt Scrap Steel 338.53 USD/Ton unch.
  • China Iron Ore Spot 137.70 USD/Ton -.65%
  • Lumber 318.90 +1.82%
  • UBS-Bloomberg Agriculture 1,434.54 +1.14%

Economy

  • ECRI Weekly Leading Economic Index Growth Rate 4.2% -30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0822 +10.07%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.89 +.14%
  • Citi US Economic Surprise Index 30.80 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -17.90 +6.7 points
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 82.09 +.89%
  • Euro/Yen Carry Return Index 135.31 -1.80%
  • Yield Curve 238.0 -6 basis points
  • 10-Year US Treasury Yield 2.78% -3 basis points
  • Federal Reserve’s Balance Sheet $3.602 Trillion -.03%
  • U.S. Sovereign Debt Credit Default Swap 22.22 -.22%
  • Illinois Municipal Debt Credit Default Swap 184.0 +3.16%
  • Western Europe Sovereign Debt Credit Default Swap Index 87.50 +2.34%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 131.01 +2.10%
  • Emerging Markets Sovereign Debt CDS Index 255.0 +3.87%
  • Israel Sovereign Debt Credit Default Swap 140.67 +6.57%
  • Egypt Sovereign Debt Credit Default Swap 770.33 -1.87%
  • China Blended Corporate Spread Index 385.0 unch.
  • 10-Year TIPS Spread 2.11% -3 basis points
  • TED Spread 23.75 unch.
  • 2-Year Swap Spread 17.0 -2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 83.33 +4.61%
  • European Financial Sector Credit Default Swap Index 150.21 +6.86%
  • Emerging Markets Credit Default Swap Index 349.55 +8.55%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 115.0 +10 basis points
  • M1 Money Supply $2.537 Trillion -.05%
  • Commercial Paper Outstanding 1,020.10 unch.
  • 4-Week Moving Average of Jobless Claims 331,300 +800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% -7 basis points
  • Weekly Mortgage Applications 439.20 -2.49%
  • Bloomberg Consumer Comfort -31.70 -2.9 points
  • Weekly Retail Sales +3.70% +10 basis points
  • Nationwide Gas $3.59/gallon +.05/gallon
  • Baltic Dry Index 1,132 -2.24%
  • China (Export) Containerized Freight Index 1,126.0 -.62%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 unch.
  • Rail Freight Carloads 257,080 +.24%

Leading Sectors

  • Biotech +.3%
  • Energy -.2%
  • Utilities -1.0%
  • Telecom -1.2%
  • Gaming -1.3%

Lagging Sectors

  • Networking -3.8%
  • Steel -4.1%
  • Banks -4.2%
  • Coal -5.1%
  • Gold & Silver -7.1%

 

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!

Die Woche in Zahlen KW 33/2013

12:37 Uhr

Aktienindizes:

  • S&P 500 1,655.83 -2.10%
  • DJIA 15,081.41 -2.23%
  • NASDAQ 3,602.77 -1.57%
  • Russell 2000 1,024.30 -2.30%
  • S&P 500 High Beta 26.23 -1.60%
  • Value Line Geometric(broad market) 437.15 -2.10%
  • Russell 1000 Growth 756.73 -2.20%
  • Russell 1000 Value 845.73 -2.14%
  • Morgan Stanley Consumer 1,013.84 -2.70%
  • Morgan Stanley Cyclical 1,261.46 -1.39%
  • Morgan Stanley Technology 787.63 -1.34%
  • Transports 6,374.27 -1.63%
  • Utilities 481.68 -4.25%
  • Bloomberg European Bank/Financial Services 102.65 +1.55%
  • MSCI Emerging Markets 39.55 +.67%
  • HFRX Equity Hedge 1,111.77 -1.12%
  • HFRX Equity Market Neutral 935.82 -.87%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 185,490 -2.40%
  • Bloomberg New Highs-Lows Index -265 -548
  • Bloomberg Crude Oil % Bulls 31.4 +22.6%
  • CFTC Oil Net Speculative Position 350,475 -1.97%
  • CFTC Oil Total Open Interest 1,934,417 +2.94%
  • Total Put/Call .91 +1.11%
  • OEX Put/Call 1.70 -23.77%
  • ISE Sentiment 78.0 -10.34%
  • NYSE Arms 1.10 -23.60%
  • Volatility(VIX) 14.37 +7.16%
  • S&P 500 Implied Correlation 50.44 -1.06%
  • G7 Currency Volatility (VXY) 9.26 +1.42%
  • Emerging Markets Currency Volatility (EM-VXY) 9.64 +7.2%
  • Smart Money Flow Index 11,453.93 -.92%
  • Money Mkt Mutual Fund Assets $2.622 Trillion +.09%
  • AAII % Bulls 34.5 -12.6%
  • AAII % Bears 28.2 +5.7%

Rohstoffe:

  • CRB Index 292.49 +2.49%
  • Crude Oil 107.46 +1.34%
  • Reformulated Gasoline 296.75 +2.02%
  • Natural Gas 3.37 +4.66%
  • Heating Oil 308.31 +3.03%
  • Gold 1,371.0 +4.33%
  • Bloomberg Base Metals Index 196.54 +2.17%
  • Copper 336.30 +1.63%
  • US No. 1 Heavy Melt Scrap Steel 338.53 USD/Ton +4.38%
  • China Iron Ore Spot 137.90 USD/Ton +3.60%
  • Lumber 318.60 +3.64%
  • UBS-Bloomberg Agriculture 1,412.68 +2.16%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.7% -60 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0511 +1.54%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.52 +.20%
  • Citi US Economic Surprise Index 36.60 -.3 point
  • Citi Emerging Markets Economic Surprise Index -29.50 +.3 point
  • Fed Fund Futures imply 40.0% chance of no change, 60.0% chance of 25 basis point cut on 9/18
  • US Dollar Index 81.26 +.16%
  • Euro/Yen Carry Return Index 135.67 +1.36%
  • Yield Curve 248.0 +21 basis points
  • 10-Year US Treasury Yield 2.83% +25 basis points
  • Federal Reserve’s Balance Sheet $3.603 Trillion +1.73%
  • U.S. Sovereign Debt Credit Default Swap 21.89 +1.24%
  • Illinois Municipal Debt Credit Default Swap 172.0 +1.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.28 -1.15%
  • Emerging Markets Sovereign Debt CDS Index 239.78 +3.80%
  • Israel Sovereign Debt Credit Default Swap 122.50 +6.52%
  • Egypt Sovereign Debt Credit Default Swap 810.0 +5.88%
  • China Blended Corporate Spread Index 383.0 -1 basis point
  • 10-Year TIPS Spread 2.17% -9 basis points
  • TED Spread 22.75 +1.25 basis points
  • 2-Year Swap Spread 18.75 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 80.03 +5.23%
  • European Financial Sector Credit Default Swap Index 139.43 +2.04%
  • Emerging Markets Credit Default Swap Index 318.52 +7.36%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 105.0 -5 basis points
  • M1 Money Supply $2.572 Trillion -.07%
  • Commercial Paper Outstanding 1,004.1 +1.60%
  • 4-Week Moving Average of Jobless Claims 332,000 -3,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.40% unch.
  • Weekly Mortgage Applications 471.90 -4.74%
  • Bloomberg Consumer Comfort -26.60 -3.1 points
  • Weekly Retail Sales +3.70% +50 basis points
  • Nationwide Gas $3.54/gallon -.04/gallon
  • Baltic Dry Index 1,102 +10.0%
  • China (Export) Containerized Freight Index 1,132.01 +2.69%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 257,969 +1.15%

Top Sektoren:

  • Gold & Silver +11.9%
  • Homebuilders +.2%
  • Agriculture -.3%
  • Gaming -.4%
  • Steel -.6%

Flop Sektoren:

  • Utilities -4.2%
  • Airlines -4.4%
  • Alt Energy -4.5%
  • Disk Drives -5.9%
  • REITs -6.7%

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!

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!

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!

Die Woche in Zahlen KW 28/2013

15:57 Uhr

Aktienindizes:

  • S&P 500 1,680.19 +2.96%
  • DJIA 15,464.30 +2.17%
  • NASDAQ 3,600.08 +3.47%
  • Russell 2000 1,036.52 +3.10%
  • S&P 500 High Beta 26.17 +2.79%
  • Value Line Geometric(broad market) 441.88 +3.23%
  • Russell 1000 Growth 766.34 +3.07%
  • Russell 1000 Value 856.52 +2.90%
  • Morgan Stanley Consumer 1,034.15 +3.73%
  • Morgan Stanley Cyclical 1,244.81 +3.52%
  • Morgan Stanley Technology 787.02 +3.95%
  • Transports 6,436.93 +2.34%
  • Utilities 498.03 +4.42%
  • Bloomberg European Bank/Financial Services 92.83 +1.99%
  • MSCI Emerging Markets 39.0 +3.30%
  • HFRX Equity Hedge 1,116.61 +1.14%
  • HFRX Equity Market Neutral 936.49 -.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,194 +2.37%
  • Bloomberg New Highs-Lows Index 893 +889
  • Bloomberg Crude Oil % Bulls 50.0 +50.02%
  • CFTC Oil Net Speculative Position 305,392 +5.45%
  • CFTC Oil Total Open Interest 1,818,204 +2.73%
  • Total Put/Call .89 -5.32%
  • OEX Put/Call .78 -55.68%
  • ISE Sentiment 72.0 -25.77%
  • NYSE Arms .80 +23.07%
  • Volatility(VIX) 13.84 -7.05%
  • S&P 500 Implied Correlation 52.76 +.06%
  • G7 Currency Volatility (VXY) 10.80 -1.55%
  • Emerging Markets Currency Volatility (EM-VXY) 10.26 -6.13%
  • Smart Money Flow Index 11,491.87 +.67%
  • Money Mkt Mutual Fund Assets $2.620 Trillion +.92%
  • AAII % Bulls 48.9 +16.5%
  • AAII % Bears 18.3 -23.2%

Rohstoffe:

  • CRB Index 286.66 +2.12%
  • Crude Oil 105.9 +2.24%
  • Reformulated Gasoline 311.75 +7.50%
  • Natural Gas 3.64 +.66%
  • Heating Oil 302.94 +1.16%
  • Gold 1,277.60 +4.52%
  • Bloomberg Base Metals Index 184.86 +1.59%
  • Copper 315.50 +2.65%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton -3.76%
  • China Iron Ore Spot 126.80 USD/Ton +3.43%
  • Lumber 316.0 +2.43%
  • UBS-Bloomberg Agriculture 1,431.75 +1.31%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.6% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1217 -.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.35 +.37%
  • Citi US Economic Surprise Index -11.70 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -37.70 -3.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.99 -1.73%
  • Euro/Yen Carry Return Index 135.15 -.15%
  • Yield Curve 224.0 -10 basis points
  • 10-Year US Treasury Yield 2.58% -16 basis points
  • Federal Reserve’s Balance Sheet $3.462 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 26.34 -7.79%
  • Illinois Municipal Debt Credit Default Swap 182.0 +8.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.49%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.56%
  • Egypt Sovereign Debt Credit Default Swap 655.39 -15.3%
  • China Blended Corporate Spread Index 385.0 -23 basis points
  • 10-Year TIPS Spread 2.05% -2 basis points
  • TED Spread 23.75 +.5 basis point
  • 2-Year Swap Spread 17.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 unch.
  • N. America Investment Grade Credit Default Swap Index 78.84 -8.44%
  • European Financial Sector Credit Default Swap Index 158.68 -4.07%
  • Emerging Markets Credit Default Swap Index 319.48 -7.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.
  • M1 Money Supply $2.537 Trillion +1.11%
  • Commercial Paper Outstanding 990.50 -4.40%
  • 4-Week Moving Average of Jobless Claims 351,800 +6,300
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% +22 basis points
  • Weekly Mortgage Applications 533.30 -4.0%
  • Bloomberg Consumer Comfort -27.3 +.2 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.55/gallon +.07/gallon
  • Baltic Dry Index 1,149 +4.55%
  • China (Export) Containerized Freight Index 1,034.91 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 205,597 -17.65%

 

Top Sektoren:

  • Homebuilders +7.8%
  • Coal +6.3%
  • Biotech +6.1%
  • Internet +4.8%
  • Utilities +4.4%

Flop Sektoren:

  • Oil Tankers +1,6%
  • Restaurants +1.4%
  • Medical Equipment +1.3%
  • Banks +.9%
  • Computer Services +.6%

 

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!

Die Woche in Zahlen KW 28/2013

15:57 Uhr

Aktienindizes:

  • S&P 500 1,680.19 +2.96%
  • DJIA 15,464.30 +2.17%
  • NASDAQ 3,600.08 +3.47%
  • Russell 2000 1,036.52 +3.10%
  • S&P 500 High Beta 26.17 +2.79%
  • Value Line Geometric(broad market) 441.88 +3.23%
  • Russell 1000 Growth 766.34 +3.07%
  • Russell 1000 Value 856.52 +2.90%
  • Morgan Stanley Consumer 1,034.15 +3.73%
  • Morgan Stanley Cyclical 1,244.81 +3.52%
  • Morgan Stanley Technology 787.02 +3.95%
  • Transports 6,436.93 +2.34%
  • Utilities 498.03 +4.42%
  • Bloomberg European Bank/Financial Services 92.83 +1.99%
  • MSCI Emerging Markets 39.0 +3.30%
  • HFRX Equity Hedge 1,116.61 +1.14%
  • HFRX Equity Market Neutral 936.49 -.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,194 +2.37%
  • Bloomberg New Highs-Lows Index 893 +889
  • Bloomberg Crude Oil % Bulls 50.0 +50.02%
  • CFTC Oil Net Speculative Position 305,392 +5.45%
  • CFTC Oil Total Open Interest 1,818,204 +2.73%
  • Total Put/Call .89 -5.32%
  • OEX Put/Call .78 -55.68%
  • ISE Sentiment 72.0 -25.77%
  • NYSE Arms .80 +23.07%
  • Volatility(VIX) 13.84 -7.05%
  • S&P 500 Implied Correlation 52.76 +.06%
  • G7 Currency Volatility (VXY) 10.80 -1.55%
  • Emerging Markets Currency Volatility (EM-VXY) 10.26 -6.13%
  • Smart Money Flow Index 11,491.87 +.67%
  • Money Mkt Mutual Fund Assets $2.620 Trillion +.92%
  • AAII % Bulls 48.9 +16.5%
  • AAII % Bears 18.3 -23.2%

Rohstoffe:

  • CRB Index 286.66 +2.12%
  • Crude Oil 105.9 +2.24%
  • Reformulated Gasoline 311.75 +7.50%
  • Natural Gas 3.64 +.66%
  • Heating Oil 302.94 +1.16%
  • Gold 1,277.60 +4.52%
  • Bloomberg Base Metals Index 184.86 +1.59%
  • Copper 315.50 +2.65%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton -3.76%
  • China Iron Ore Spot 126.80 USD/Ton +3.43%
  • Lumber 316.0 +2.43%
  • UBS-Bloomberg Agriculture 1,431.75 +1.31%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.6% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1217 -.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.35 +.37%
  • Citi US Economic Surprise Index -11.70 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -37.70 -3.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.99 -1.73%
  • Euro/Yen Carry Return Index 135.15 -.15%
  • Yield Curve 224.0 -10 basis points
  • 10-Year US Treasury Yield 2.58% -16 basis points
  • Federal Reserve’s Balance Sheet $3.462 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 26.34 -7.79%
  • Illinois Municipal Debt Credit Default Swap 182.0 +8.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.49%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.56%
  • Egypt Sovereign Debt Credit Default Swap 655.39 -15.3%
  • China Blended Corporate Spread Index 385.0 -23 basis points
  • 10-Year TIPS Spread 2.05% -2 basis points
  • TED Spread 23.75 +.5 basis point
  • 2-Year Swap Spread 17.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 unch.
  • N. America Investment Grade Credit Default Swap Index 78.84 -8.44%
  • European Financial Sector Credit Default Swap Index 158.68 -4.07%
  • Emerging Markets Credit Default Swap Index 319.48 -7.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.
  • M1 Money Supply $2.537 Trillion +1.11%
  • Commercial Paper Outstanding 990.50 -4.40%
  • 4-Week Moving Average of Jobless Claims 351,800 +6,300
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% +22 basis points
  • Weekly Mortgage Applications 533.30 -4.0%
  • Bloomberg Consumer Comfort -27.3 +.2 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.55/gallon +.07/gallon
  • Baltic Dry Index 1,149 +4.55%
  • China (Export) Containerized Freight Index 1,034.91 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 205,597 -17.65%

 

Top Sektoren:

  • Homebuilders +7.8%
  • Coal +6.3%
  • Biotech +6.1%
  • Internet +4.8%
  • Utilities +4.4%

Flop Sektoren:

  • Oil Tankers +1,6%
  • Restaurants +1.4%
  • Medical Equipment +1.3%
  • Banks +.9%
  • Computer Services +.6%

 

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!

Die Woche in Zahlen KW 27/2013

15:32 Uhr

Aktienindizes:

  • § S&P 500 1,631.89 +1.16%
  • § DJIA 15,135.83 +.74%
  • § NASDAQ 3,479.38 +2.28%
  • § Russell 2000 1,005.39 +2.60%
  • § S&P 500 High Beta 25.46 +1.80%
  • § Value Line Geometric(broad market) 428.04 +1.91%
  • § Russell 1000 Growth 743.50 +1.51%
  • § Russell 1000 Value 832.38 +1.0%
  • § Morgan Stanley Consumer 997.0 +.76%
  • § Morgan Stanley Cyclical 1,202.53 +1.24%
  • § Morgan Stanley Technology 757.10 +.96%
  • § Transports 6,289.96 +1.45%
  • § Utilities 476.94 -1.23%
  • § Bloomberg European Bank/Financial Services 91.02 +2.44%
  • § MSCI Emerging Markets 37.75 -.29%
  • § HFRX Equity Hedge 1,104.47 +2.10%
  • § HFRX Equity Market Neutral 938.78 +.07%

Sentiment/Marktbreite:

  • § NYSE Cumulative A/D Line 186,768 +.23%
  • § Bloomberg New Highs-Lows Index 4 +74
  • § Bloomberg Crude Oil % Bulls 33.33 n/a
  • § CFTC Oil Net Speculative Position 274,474 n/a
  • § CFTC Oil Total Open Interest 1,809,371 n/a
  • § Total Put/Call .94 unch.
  • § OEX Put/Call 1.76 +27.54%
  • § ISE Sentiment 97.0 +53.97%
  • § NYSE Arms .65 -43.48%
  • § Volatility(VIX) 14.89 -11.68%
  • § S&P 500 Implied Correlation 52.73 -11.11%
  • § G7 Currency Volatility (VXY) 10.97 -.45%
  • § Emerging Markets Currency Volatility (EM-VXY) 10.93 -.27%
  • § Smart Money Flow Index 11,415.12 -.86%
  • § Money Mkt Mutual Fund Assets $2.596 Trillion +.07%
  • § AAII % Bulls 42.0 +38.7%
  • § AAII % Bears 23.8 -32.2%

Rohstoffe:

  • § CRB Index 280.72 +1.21%
  • § Crude Oil 103.22 +6.67%
  • § Reformulated Gasoline 289.68 +6.41%
  • § Natural Gas 3.62 +.50%
  • § Heating Oil 298.97 +3.68%
  • § Gold 1,212.70 +1.06%
  • § Bloomberg Base Metals Index 181.97 +.40%
  • § Copper 306.50 +.72%
  • § US No. 1 Heavy Melt Scrap Steel 337.0 USD/Ton unch.
  • § China Iron Ore Spot 122.60 USD/Ton +5.2%
  • § Lumber 309.50 +3.13%
  • § UBS-Bloomberg Agriculture 1,413.22 -1.89%

Konjunktur/Zinsen/Credits:

  • § ECRI Weekly Leading Economic Index Growth Rate 5.3% -50 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.0848 +9.2%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.92 +.06%
  • § Citi US Economic Surprise Index -14.0 -5.0 points
  • § Citi Emerging Markets Economic Surprise Index -34.30 +2.8 points
  • § Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • § US Dollar Index 84.45 +1.53%
  • § Euro/Yen Carry Return Index 135.39 +.68%
  • § Yield Curve 234.0 +21 basis points
  • § 10-Year US Treasury Yield 2.74% +25 basis points
  • § Federal Reserve’s Balance Sheet $3.450 Trillion +.41%
  • § U.S. Sovereign Debt Credit Default Swap 28.56 +1.39%
  • § Illinois Municipal Debt Credit Default Swap 167.0 +1.21%
  • § Western Europe Sovereign Debt Credit Default Swap Index 96.0 +1.05%
  • § Emerging Markets Sovereign Debt CDS Index 248.13 -.24%
  • § Israel Sovereign Debt Credit Default Swap 120.50 -5.11%
  • § Egypt Sovereign Debt Credit Default Swap 773.82 -12.2%
  • § China Blended Corporate Spread Index 407.0 +1 basis point
  • § 10-Year TIPS Spread 2.07% +8 basis points
  • § TED Spread 23.25 -1 basis point
  • § 2-Year Swap Spread 17.75 +2.5 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -.5 basis point
  • § N. America Investment Grade Credit Default Swap Index 86.11 -.03%
  • § European Financial Sector Credit Default Swap Index 165.42 -.86%
  • § Emerging Markets Credit Default Swap Index 346.66 +8.32%
  • § CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 -5 basis points
  • § M1 Money Supply $2.509 Trillion +.60%
  • § Commercial Paper Outstanding 1,035.70 -.40%
  • § 4-Week Moving Average of Jobless Claims 345,500 -300
  • § Continuing Claims Unemployment Rate 2.3% unch.
  • § Average 30-Year Mortgage Rate 4.29% -17 basis points
  • § Weekly Mortgage Applications 555.50 -11.7%
  • § Bloomberg Consumer Comfort -27.5 +.8 point
  • § Weekly Retail Sales +2.80% unch.
  • § Nationwide Gas $3.48/gallon -.03/gallon
  • § Baltic Dry Index 1,099 -6.15%
  • § China (Export) Containerized Freight Index 1,034.91 +2.14%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 +25.0%
  • § Rail Freight Carloads 249,673 -1.24%

Top Sektoren:

  • § Biotech +4.5%
  • § Alt Energy +4.0%
  • § I-Banks +3.5%
  • § Banks +3.5%
  • § Education +3.4%

Flop Sektoren:

  • § Utilities -1.2%
  • § Coal -1.9%
  • § Steel -2.2%
  • § Hospitals -2.6%
  • § Homebuilders -5.6%

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!

Die Woche in Zahlen KW 26/2013

07:41 Uhr

 

xxx

 

Aktienindizes:

  • S&P 500 1,606.28 +.87%
  • DJIA 14,909.60 +.75%
  • NASDAQ 3,403.25 +1.37%
  • Russell 2000 977.48 +1.43%
  • S&P 500 High Beta 24.82 +1.06%
  • Value Line Geometric(broad market) 419.39 +1.50%
  • Russell 1000 Growth 729.59 +.91%
  • Russell 1000 Value 820.93 +1.14%
  • Morgan Stanley Consumer 982.95 +.38%
  • Morgan Stanley Cyclical 1,179.84 +.61%
  • Morgan Stanley Technology 745.21 +.12%
  • Transports 6,173.86 +1.04%
  • Utilities 485.90 +2.99%
  • Bloomberg European Bank/Financial Services 88.85 +.77%
  • MSCI Emerging Markets 38.64 +2.89%
  • HFRX Equity Hedge 1,095.54 +.33%
  • HFRX Equity Market Neutral 940.65 +.16%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 186,348 +1.76%
  • Bloomberg New Highs-Lows Index -70 +916
  • Bloomberg Crude Oil % Bulls 33.33 +88.84%
  • CFTC Oil Net Speculative Position 274,474 -8.12%
  • CFTC Oil Total Open Interest 1,809,371 -3.19%
  • Total Put/Call .94 -18.97%
  • OEX Put/Call 1.38 +18.97%
  • ISE Sentiment 90.0 +15.38%
  • NYSE Arms 1.36 +47.82%
  • Volatility(VIX) 16.86 -10.79%
  • S&P 500 Implied Correlation 58.05 +.75%
  • G7 Currency Volatility (VXY) 10.99 -3.17%
  • Emerging Markets Currency Volatility (EM-VXY) 10.96 -6.40%
  • Smart Money Flow Index 11,487.81 +.80%
  • Money Mkt Mutual Fund Assets $2.594 Trillion +.33%
  • AAII % Bulls 30.3 -19.2%
  • AAII % Bears 35.2 +17.4%

Rohstoffe:

  • CRB Index 275.62 -.88%
  • Crude Oil 96.56 +2.78%
  • Reformulated Gasoline 271.56 -1.17%
  • Natural Gas 3.56 -6.36%
  • Heating Oil 285.88 +.38%
  • Gold 1,223.70 -5.70%
  • Bloomberg Base Metals Index 181.25 -.19%
  • Copper 305.75 -1.44%
  • US No. 1 Heavy Melt Scrap Steel 337.0 USD/Ton +3.1%
  • China Iron Ore Spot 116.50 USD/Ton -1.77%
  • Lumber 299.0 +3.25%
  • UBS-Bloomberg Agriculture 1,440.47 -2.83%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 5.8% -40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1296 +9.56%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.85 +.04%
  • Citi US Economic Surprise Index -9.0 +3.0 points
  • Citi Emerging Markets Economic Surprise Index -37.10 +6.6 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 83.14 +.88%
  • Euro/Yen Carry Return Index 134.50 +.42%
  • Yield Curve 213.0 -3 basis points
  • 10-Year US Treasury Yield 2.49% -4 basis points
  • Federal Reserve’s Balance Sheet $3.436 Trillion +.26%
  • U.S. Sovereign Debt Credit Default Swap 27.50 -6.95%
  • Illinois Municipal Debt Credit Default Swap 165.0 -7.82%
  • Western Europe Sovereign Debt Credit Default Swap Index 95.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 248.74 +1.09%
  • Israel Sovereign Debt Credit Default Swap 127.0 -.58%
  • China Blended Corporate Spread Index 406.0 -5 basis points
  • 10-Year TIPS Spread 1.99% +5 basis points
  • TED Spread 24.25 +1 basis point
  • 2-Year Swap Spread 15.25 -4.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.5 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 86.14 -6.64%
  • European Financial Sector Credit Default Swap Index 166.84 -7.54%
  • Emerging Markets Credit Default Swap Index 320.02 -15.12%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 135.0 +15 basis points
  • M1 Money Supply $2.494 Trillion -.59%
  • Commercial Paper Outstanding 1,039.80 +.20%
  • 4-Week Moving Average of Jobless Claims 345,800 -2,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.46% +53 basis points
  • Weekly Mortgage Applications 629.20 -3.04%
  • Bloomberg Consumer Comfort -28.3 +1.1 points
  • Weekly Retail Sales +2.80% -10 basis points
  • Nationwide Gas $3.51/gallon -.08/gallon
  • Baltic Dry Index 1,171 +14.02%
  • China (Export) Containerized Freight Index 1,013.26 -.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 252,807 -.57%

Top Sektoren:

  • Alt Energy +5.1%
  • Oil Tankers +4.5%
  • REITs +3.9%
  • Biotech +3.1%
  • Utilities +3.0%

Flop Sektoren:

  • Agriculture -1.1%
  • Computer Services -1.3%
  • Gold & Silver -1.4%
  • Steel -2.4%
  • Coal -8.8%

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!

Die Woche in Zahlen KW 26/2013

07:41 Uhr

 

xxx

 

Aktienindizes:

  • S&P 500 1,606.28 +.87%
  • DJIA 14,909.60 +.75%
  • NASDAQ 3,403.25 +1.37%
  • Russell 2000 977.48 +1.43%
  • S&P 500 High Beta 24.82 +1.06%
  • Value Line Geometric(broad market) 419.39 +1.50%
  • Russell 1000 Growth 729.59 +.91%
  • Russell 1000 Value 820.93 +1.14%
  • Morgan Stanley Consumer 982.95 +.38%
  • Morgan Stanley Cyclical 1,179.84 +.61%
  • Morgan Stanley Technology 745.21 +.12%
  • Transports 6,173.86 +1.04%
  • Utilities 485.90 +2.99%
  • Bloomberg European Bank/Financial Services 88.85 +.77%
  • MSCI Emerging Markets 38.64 +2.89%
  • HFRX Equity Hedge 1,095.54 +.33%
  • HFRX Equity Market Neutral 940.65 +.16%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 186,348 +1.76%
  • Bloomberg New Highs-Lows Index -70 +916
  • Bloomberg Crude Oil % Bulls 33.33 +88.84%
  • CFTC Oil Net Speculative Position 274,474 -8.12%
  • CFTC Oil Total Open Interest 1,809,371 -3.19%
  • Total Put/Call .94 -18.97%
  • OEX Put/Call 1.38 +18.97%
  • ISE Sentiment 90.0 +15.38%
  • NYSE Arms 1.36 +47.82%
  • Volatility(VIX) 16.86 -10.79%
  • S&P 500 Implied Correlation 58.05 +.75%
  • G7 Currency Volatility (VXY) 10.99 -3.17%
  • Emerging Markets Currency Volatility (EM-VXY) 10.96 -6.40%
  • Smart Money Flow Index 11,487.81 +.80%
  • Money Mkt Mutual Fund Assets $2.594 Trillion +.33%
  • AAII % Bulls 30.3 -19.2%
  • AAII % Bears 35.2 +17.4%

Rohstoffe:

  • CRB Index 275.62 -.88%
  • Crude Oil 96.56 +2.78%
  • Reformulated Gasoline 271.56 -1.17%
  • Natural Gas 3.56 -6.36%
  • Heating Oil 285.88 +.38%
  • Gold 1,223.70 -5.70%
  • Bloomberg Base Metals Index 181.25 -.19%
  • Copper 305.75 -1.44%
  • US No. 1 Heavy Melt Scrap Steel 337.0 USD/Ton +3.1%
  • China Iron Ore Spot 116.50 USD/Ton -1.77%
  • Lumber 299.0 +3.25%
  • UBS-Bloomberg Agriculture 1,440.47 -2.83%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 5.8% -40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1296 +9.56%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.85 +.04%
  • Citi US Economic Surprise Index -9.0 +3.0 points
  • Citi Emerging Markets Economic Surprise Index -37.10 +6.6 points
  • Fed Fund Futures imply 46.0% chance of no change, 54.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 83.14 +.88%
  • Euro/Yen Carry Return Index 134.50 +.42%
  • Yield Curve 213.0 -3 basis points
  • 10-Year US Treasury Yield 2.49% -4 basis points
  • Federal Reserve’s Balance Sheet $3.436 Trillion +.26%
  • U.S. Sovereign Debt Credit Default Swap 27.50 -6.95%
  • Illinois Municipal Debt Credit Default Swap 165.0 -7.82%
  • Western Europe Sovereign Debt Credit Default Swap Index 95.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 248.74 +1.09%
  • Israel Sovereign Debt Credit Default Swap 127.0 -.58%
  • China Blended Corporate Spread Index 406.0 -5 basis points
  • 10-Year TIPS Spread 1.99% +5 basis points
  • TED Spread 24.25 +1 basis point
  • 2-Year Swap Spread 15.25 -4.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -10.5 +2.75 basis points
  • N. America Investment Grade Credit Default Swap Index 86.14 -6.64%
  • European Financial Sector Credit Default Swap Index 166.84 -7.54%
  • Emerging Markets Credit Default Swap Index 320.02 -15.12%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 135.0 +15 basis points
  • M1 Money Supply $2.494 Trillion -.59%
  • Commercial Paper Outstanding 1,039.80 +.20%
  • 4-Week Moving Average of Jobless Claims 345,800 -2,500
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.46% +53 basis points
  • Weekly Mortgage Applications 629.20 -3.04%
  • Bloomberg Consumer Comfort -28.3 +1.1 points
  • Weekly Retail Sales +2.80% -10 basis points
  • Nationwide Gas $3.51/gallon -.08/gallon
  • Baltic Dry Index 1,171 +14.02%
  • China (Export) Containerized Freight Index 1,013.26 -.38%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 20.0 -11.11%
  • Rail Freight Carloads 252,807 -.57%

Top Sektoren:

  • Alt Energy +5.1%
  • Oil Tankers +4.5%
  • REITs +3.9%
  • Biotech +3.1%
  • Utilities +3.0%

Flop Sektoren:

  • Agriculture -1.1%
  • Computer Services -1.3%
  • Gold & Silver -1.4%
  • Steel -2.4%
  • Coal -8.8%

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!

Die Woche in Zahlen KW 24/2013

21:17 Uhr

Aktienindizes:

  • S&P 500 1,626.73 -1.01%
  • DJIA 15,070.18 -1.17%
  • NASDAQ 3,423.55 -1.32%
  • Russell 2000 981.38 -.63%
  • S&P 500 High Beta 25.06 -2.0%
  • Value Line Geometric(broad market) 422.78 -.76%
  • Russell 1000 Growth 740.81 -1.05%
  • Russell 1000 Value 828.80 -.90%
  • Morgan Stanley Consumer 1,005.01 -.14%
  • Morgan Stanley Cyclical 1,213.52 +.05%
  • Morgan Stanley Technology 754.99 -1.18%
  • Transports 6,309.48 -.54%
  • Utilities 485.33 -.32%
  • Bloomberg European Bank/Financial Services 93.18 -3.02%
  • MSCI Emerging Markets 39.67 -2.61%
  • HFRX Equity Hedge 1,097.24 -.70%
  • HFRX Equity Market Neutral 945.94 -.10%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 184.922 -1.46%
  • Bloomberg New Highs-Lows Index -306 -195
  • Bloomberg Crude Oil % Bulls 21.21 -39.90%
  • CFTC Oil Net Speculative Position 269,831 +5.47%
  • CFTC Oil Total Open Interest 1,815,904 +4.32%
  • Total Put/Call 1.18 +5.36%
  • OEX Put/Call .72 -19.10%
  • ISE Sentiment 113.0 +44.87%
  • NYSE Arms 1.75 +124.35%
  • Volatility(VIX) 17.15 +13.28%
  • S&P 500 Implied Correlation 56.60 +7.46%
  • G7 Currency Volatility (VXY) 10.65 +2.80%
  • Emerging Markets Currency Volatility (EM-VXY) 9.93 +2.69%
  • Smart Money Flow Index 11,854.72 +.64%
  • Money Mkt Mutual Fund Assets $2.612 Trillion -.01%
  • AAII % Bulls 33.0 +11.9%
  • AAII % Bears 34.6 -11.2%

Rohstoffe:

  • CRB Index 286.18 -.52%
  • Crude Oil 97.85 +1.66%
  • Reformulated Gasoline 289.67 +.80%
  • Natural Gas 3.73 -2.35%
  • Heating Oil 296.22 +2.10%
  • Gold 1,387.60 +.24%
  • Bloomberg Base Metals Index 188.14 -4.25%
  • Copper 320.15 -2.03%
  • US No. 1 Heavy Melt Scrap Steel 327.0 USD/Ton unch.
  • China Iron Ore Spot 113.60 USD/Ton +2.43%
  • Lumber 283.60 -7.92%
  • UBS-Bloomberg Agriculture 1,484.29 -1.67%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 6.6% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1766 +9.62%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 116.53 +.32%
  • Citi US Economic Surprise Index -29.70 +2.6 points
  • Citi Emerging Markets Economic Surprise Index -48.40 -3.3 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 80.67 -1.25%
  • Euro/Yen Carry Return Index 130.94 -2.62%
  • Yield Curve 186.0 -1 basis point
  • 10-Year US Treasury Yield 2.13% -4 basis points
  • Federal Reserve’s Balance Sheet $3.367 Trillion +.30%
  • U.S. Sovereign Debt Credit Default Swap 27.17 -2.96%
  • Illinois Municipal Debt Credit Default Swap 158.0 +2.15%
  • Western Europe Sovereign Debt Credit Default Swap Index 88.93 +2.22%
  • Emerging Markets Sovereign Debt CDS Index 208.07 -5.43%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.76%
  • China Blended Corporate Spread Index 401.0 +15 basis points
  • 10-Year TIPS Spread 2.06% -9 basis points
  • TED Spread 23.25 -.25 basis point
  • 2-Year Swap Spread 15.75 -1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -12.0 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 82.49 +3.90%
  • European Financial Sector Credit Default Swap Index 159.64 +4.82%
  • Emerging Markets Credit Default Swap Index 297.78 -.71%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 137.0 +34.5 basis points
  • M1 Money Supply $2.618 Trillion +3.36%
  • Commercial Paper Outstanding 1,034.50 +.40%
  • 4-Week Moving Average of Jobless Claims 345,300 -7,200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.98% +7 basis points
  • Weekly Mortgage Applications 670.70 +5.01%
  • Bloomberg Consumer Comfort -31.3 -1.6 points
  • Weekly Retail Sales +2.80% +10 basis points
  • Nationwide Gas $3.62/gallon -.01/gallon
  • Baltic Dry Index 900.0 +10.84%
  • China (Export) Containerized Freight Index 1,035.03 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • Rail Freight Carloads 252,641 +13.9%

Top Sektoren:

  • Hospitals +1.8%
  • Telecom +1.2%
  • Airlines +1.1%
  • Homebuilders +.8%
  • Drugs +.6%

Flop Sektoren:

  • Computer Services -2.2%
  • Banks -2.3%
  • Software -2.5%
  • Gold & Silver -2.9%
  • Coal -7.2%

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!

Die Woche in Zahlen KW 22/2013

18:00 Uhr

Aktienindizes:

  • S&P 500 1,630.74 -1.20%
  • DJIA 15,115.50 -1.17%
  • NASDAQ 3,455.91 -.10%
  • Russell 2000 984.14 -.01%
  • S&P 500 High Beta 25.50 -.51%
  • Value Line Geometric(broad market) 425.0 -.40%
  • Russell 1000 Growth 744.63 -1.30%
  • Russell 1000 Value 829.74 -1.03%
  • Morgan Stanley Consumer 992.65 -2.32%
  • Morgan Stanley Cyclical 1,219.17 -1.18%
  • Morgan Stanley Technology 761.26 -.38%
  • Transports 6,290.18 -2.17%
  • Utilities 482.16 -4.43%
  • Bloomberg European Bank/Financial Services 98.29 +1.60%
  • MSCI Emerging Markets 41.86 -1.83%
  • HFRX Equity Hedge 1,121.72 +.31%
  • HFRX Equity Market Neutral 946.01 +.64%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 189,948 -.60%
  • Bloomberg New Highs-Lows Index 116 +192
  • Bloomberg Crude Oil % Bulls 23.81 +8.82%
  • CFTC Oil Net Speculative Position 257,139 -4.39%
  • CFTC Oil Total Open Interest 1,744,717 +.15%
  • Total Put/Call 1.18 -7.09%
  • OEX Put/Call 2.05 +56.49%
  • ISE Sentiment 97.0 +38.57%
  • NYSE Arms 1.47 +54.73%
  • Volatility(VIX) 16.30 +15.85%
  • S&P 500 Implied Correlation 55.15 -.11%
  • G7 Currency Volatility (VXY) 10.22 +3.34%
  • Emerging Markets Currency Volatility (EM-VXY) 9.76 +14.96%
  • Smart Money Flow Index 12,097.22 -.56%
  • Money Mkt Mutual Fund Assets $2.613 Trillion +.50%
  • AAII % Bulls 36.0 -26.5%
  • AAII % Bears 29.6 +37.4%

Rohstoffe:

  • CRB Index 281.85 -1.46%
  • Crude Oil 91.97 -2.62%
  • Reformulated Gasoline 275.49 -2.54%
  • Natural Gas 3.98 -6.57%
  • Heating Oil 278.14 -2.72%
  • Gold 1,393.0 +.24%
  • Bloomberg Base Metals Index 193.94 +1.31%
  • Copper 329.25 -1.05%
  • US No. 1 Heavy Melt Scrap Steel 349.33 USD/Ton unch.
  • China Iron Ore Spot 110.40 USD/Ton -10.4%
  • Lumber 306.30 +.23%
  • UBS-Bloomberg Agriculture 1,505.91 +1.84%

Konjunktur/Credits/Zinsen:

  • ECRI Weekly Leading Economic Index Growth Rate 6.6% -20 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.3444 +4.65%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 115.92 +.17%
  • Citi US Economic Surprise Index -14.40 +.9 point
  • Citi Emerging Markets Economic Surprise Index -47.10 +3.9 points
  • Fed Fund Futures imply 44.0% chance of no change, 56.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 83.37 -.32%
  • Euro/Yen Carry Return Index 136.02 -.43%
  • Yield Curve 183.0 +7 basis points
  • 10-Year US Treasury Yield 2.13% +12 basis points
  • Federal Reserve’s Balance Sheet $3.342 Trillion -.43%
  • U.S. Sovereign Debt Credit Default Swap 27.75 -8.29%
  • Illinois Municipal Debt Credit Default Swap 123.0 +3.36%
  • Western Europe Sovereign Debt Credit Default Swap Index 82.50 +1.11%
  • Emerging Markets Sovereign Debt CDS Index 199.50 +6.06%
  • Israel Sovereign Debt Credit Default Swap 120.0 +2.46%
  • China Blended Corporate Spread Index 366.0 -42 basis points
  • 10-Year TIPS Spread 2.19% -6 basis points
  • TED Spread 25.0 +1.25 basis points
  • 2-Year Swap Spread 16.25 +.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.25 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 77.45 +2.59%
  • European Financial Sector Credit Default Swap Index 146.69 +3.05%
  • Emerging Markets Credit Default Swap Index 279.13 +7.39%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 -6 basis points
  • M1 Money Supply $2.524 Trillion +.19%
  • Commercial Paper Outstanding 1,047.80 +1.40%
  • 4-Week Moving Average of Jobless Claims 347,300 +7,800
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.81% +22 basis points
  • Weekly Mortgage Applications 721.40 -8.80%
  • Bloomberg Consumer Comfort -29.7 -.3 point
  • Weekly Retail Sales +2.60% unch.
  • Nationwide Gas $3.61/gallon -.04/gallon
  • Baltic Dry Index 809.0 -2.29%
  • China (Export) Containerized Freight Index 1,035.04 -2.16%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -16.7%
  • Rail Freight Carloads 248,210 -.78%

Top Sektoren:

  • Networking +6.4%
  • Gold & Silver +5.4%
  • Hospitals +4.4%
  • Disk Drives +2.4%
  • Oil Tankers +1.9%

Flop Sektoren:

  • Telecom -3.2%
  • Coal -3.6%
  • REITs -5.4%
  • Steel -6.3%
  • Homebuilders -6.3%

 

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!