INSTITUTIONAL DIGEST

Ka Sen 美股收盘研报

交易日:2026-08-11 | 数据源:FRED, Yahoo Finance (2026-08-11 美股收盘 (JST 2026-08-12 06:15))

宏观水力充沛 (0 Alert)
10秒速读:美股收盘核心要点
[ 风险偏好与指数小幅回吐 ]
连涨后市场在 7 月 CPI 通胀数据公布前进入谨慎观察期,叠加美伊局势僵局与油价上涨(WTI +1.34% 至 $83.23),三大指数温和收跌(标普 -0.32%,纳指 -0.60%,道指 -0.34%)。
[ AI & 芯片链结构分化 ]
科技股出现分化:Alphabet (GOOGL -3.84%)、Amazon (-2.09%) 领跌巨头;但半导体设备与芯片龙头 ASML (+3.80%)、AMD (+1.01%)、TSM (+0.86%) 展现韧性反弹。
[ 全球宏观水力充沛 ]
Fed 净流动性保持在 $5.84 万亿美元 高位,TGA 余额 $907B,ON RRP 仅 $1.25B,MOVE 债市波动率维持在 77.92 的温和状态,流动性环境仍非常健康。
[ 关键均线与技术面状态 ]
标普 500(7,728.20)与道指依然维持标准的“强势多头”均线排列(Close > MA20 > MA50 > MA200)。部分高 Beta 芯片股(AMD 偏离 MA200 +47.92%,ARM +39.01%)高位震荡整理。
S&P 500 ^GSPC
7,728.20
-24.91 (-0.32%)
Nasdaq Composite ^IXIC
26,445.45
-159.91 (-0.60%)
Dow Jones ^DJI
53,791.85
-184.13 (-0.34%)
Fed Net Liquidity Assets-TGA-RRP
$5.84T
🟢 水位充沛 (0 Alert)
MOVE Index Bond Vol
77.92
77.92 (< 100 正常)
USD/JPY Fx Rate
159.28
套息交易稳定
代码 / 名称 收盘价 日涨跌幅 MA20 偏离 MA50 偏离 MA100 偏离 MA200 偏离 技术面状态
^GSPC (S&P 500) 7,728.20 -0.32% +2.41% +3.03% +6.16% +9.46% 强势多头:Close > MA20 > MA50 > MA200
^IXIC (Nasdaq Composite) 26,445.45 -0.60% +2.80% +2.01% +5.33% +9.61% 短线反弹,趋势待确认
^DJI (Dow Jones Industrial Average) 53,791.85 -0.34% +1.89% +3.09% +6.79% +9.08% 强势多头:Close > MA20 > MA50 > MA200
SPY (SPY) $770.56 -0.32% +2.43% +3.04% +6.18% +9.46% 强势多头:Close > MA20 > MA50 > MA200
QQQ (QQQ) $718.45 -0.34% +2.53% +0.64% +5.13% +10.71% 短线反弹,趋势待确认
DIA (DIA) $537.28 -0.32% +1.90% +3.00% +6.67% +8.94% 强势多头:Close > MA20 > MA50 > MA200
XLC (Communication Services) $111.27 -0.50% +1.16% +0.99% -1.14% -2.57% 跌破 MA200 风险
XLY (Consumer Discretionary) $119.24 -0.36% +3.38% +2.85% +3.03% +1.81% 短线反弹,趋势待确认
XLP (Consumer Staples) $84.69 -0.31% -0.41% +0.40% +1.19% +2.58% 短线回落但仍在中长期均线上方
XLE (Energy) $60.93 +1.25% +4.13% +7.33% +5.87% +14.63% 强势多头:Close > MA20 > MA50 > MA200
XLF (Financials) $57.80 -0.02% +1.47% +5.00% +8.99% +9.02% 强势多头:Close > MA20 > MA50 > MA200
XLV (Health Care) $168.01 -0.26% +3.01% +5.95% +10.19% +9.68% 强势多头:Close > MA20 > MA50 > MA200
XLI (Industrials) $185.70 +0.60% +2.13% +3.05% +6.07% +10.26% 强势多头:Close > MA20 > MA50 > MA200
XLK (Information Technology) $186.09 -0.12% +3.80% +1.56% +9.26% +18.61% 短线反弹,趋势待确认
XLB (Materials) $53.24 +0.11% +3.47% +3.75% +4.29% +8.15% 强势多头:Close > MA20 > MA50 > MA200
XLRE (Real Estate) $44.08 -0.72% -2.45% -1.49% +0.29% +3.08% 震荡/结构混合
XLU (Utilities) $43.63 +1.16% -2.52% -2.65% -3.50% -2.60% 跌破 MA200 风险
AAPL (AAPL) $304.91 -1.09% -5.45% -1.50% +4.27% +8.95% 震荡/结构混合
MSFT (MSFT) $503.81 -0.44% +15.68% +22.98% +24.02% +16.37% 震荡/结构混合
NVDA (NVDA) $217.50 -0.02% +4.67% +5.45% +7.24% +11.91% 强势多头:Close > MA20 > MA50 > MA200
GOOGL (GOOGL) $343.80 -3.84% -1.27% -3.19% -2.15% +4.15% 震荡/结构混合
AMZN (AMZN) $272.27 -2.09% +7.04% +9.95% +10.17% +14.84% 强势多头:Close > MA20 > MA50 > MA200
META (META) $599.12 +0.71% -1.15% +0.14% -1.53% -4.89% 跌破 MA200 风险
TSLA (TSLA) $332.81 +0.58% -1.23% -11.52% -13.33% -18.37% 跌破 MA200 风险
AVGO (AVGO) $416.08 -1.50% +5.30% +5.51% +6.68% +12.95% 强势多头:Close > MA20 > MA50 > MA200
AMD (AMD) $474.32 +1.01% -4.47% -7.41% +12.88% +47.92% 震荡/结构混合
TSM (TSM) $422.06 +0.86% +3.14% -0.88% +4.83% +16.76% 短线反弹,趋势待确认
ASML (ASML) $1,799.38 +3.80% +4.83% +1.84% +11.67% +27.03% 短线反弹,趋势待确认
ARM (ARM) $268.93 +0.40% +1.30% -15.74% +3.91% +39.01% 短线反弹,趋势待确认
ORCL (ORCL) $145.48 -3.69% +10.78% -7.71% -11.49% -18.30% 跌破 MA200 风险
PLTR (PLTR) $174.94 -0.17% +25.53% +30.94% +27.04% +14.91% 震荡/结构混合
^VIX (VIX) $15.28 -1.16% -10.22% -11.51% -17.89% -17.65% 跌破 MA200 风险
^TNX (10Y Yield) $4.6840 -0.32% +0.91% +2.97% +4.81% +8.86% 强势多头:Close > MA20 > MA50 > MA200
^IRX (2Y Yield) $3.7300 +0.32% +0.14% +1.13% +2.39% +2.66% 强势多头:Close > MA20 > MA50 > MA200
DX-Y.NYB (DXY) $99.82 +0.01% -0.70% -0.70% +0.11% +0.65% 震荡/结构混合
CL=F (WTI Oil) $83.23 +1.34% +1.24% +3.71% -6.54% +8.76% 强势多头:Close > MA20 > MA50 > MA200
GC=F (Gold) $4,427.80 +1.51% +7.44% +6.34% +0.70% -1.21% 跌破 MA200 风险
^MOVE (MOVE) $77.92 +9.93% +11.24% +8.05% +2.41% +7.99% 短线反弹,趋势待确认
JPY=X (USDJPY) $159.28 +0.08% -1.05% -1.18% -0.46% +0.74% 震荡/结构混合
驱动因子与归因溯源
宏观 / 跨资产
高可信度 强驱动
美伊局势僵局与CPI通胀数据前夕观望情绪
美伊和谈出现分歧与僵局,地缘风险推动原油(WTI +1.34% 至 $83.23)连涨。周三将公布 7 月 CPI 数据,市场观望氛围浓厚,大盘高位小幅回吐。
信息源: Yahoo Finance Live
宏观 / 流动性
高可信度 中强驱动
美联储净流动性维持在 $5.84T 充沛水位
Fed 总资产 $6.75T,TGA 余额 $907B,ON RRP 维持在 $1.25B 低位。净流动性保持充沛,MOVE 债市波动率仅 77.92,系统流动性无紧张迹象。
信息源: FRED St. Louis Fed
公司 / 科技巨头
高可信度 强驱动
Alphabet 与科技大厂下挫压制纳指
Alphabet (GOOGL -3.84%) 与 Amazon (-2.09%) 等巨头遭遇获利盘回吐,拖累纳斯达克指数。CoreWeave 与 SMCI 盘后财报备受关注。
信息源: CNBC
公司 / 半导体
高可信度 中等驱动
芯片上游与设备股韧性反弹(ASML / AMD / TSM)
半导体设备龙头 ASML 涨 3.80%,AMD (+1.01%) 与 TSM (+0.86%) 逆势上扬。此外,NVIDIA 与私募银行达成 $5000 亿 AI 融资协议,支撑算力长远建设计划。
信息源: TradingEconomics