FRED

Futures (ES, NQ, GC, CL) – 28 June 2017

28 June 2017

Daily status of the futures of Gold (GC), WTI Crude (CL), Nasdaq 100 (NQ) and S&P 500 (ES)

Futures (ES, NQ, GC, CL) – 27 June 2017

27 June 2017

Daily status of the futures of Gold (GC), WTI Crude (CL), Nasdaq 100 (NQ) and S&P 500 (ES)

Futures (ES, NQ, GC, CL) – 23 June 17

23 June 2017

Daily status of the futures of Gold (GC), WTI Crude (CL), Nasdaq 100 (NQ) and S&P 500 (ES)

Options – 18 December 15 Monthly Income – Bull PUT on SPX

Update

14 December 2015

We closed this CALL credit spread and bought it back for $0.05. Overall, it was a small profit to be redeployed for the next trade.

8 December 2015

We sold a monthly CALL credit spread at 2135/2145 for $1.10. The total Return-on-Risk for this new trade is 1.10/8.90 = 12.36 % excluding transaction cost. The PUT credit spread was closed for $1.75.

27 November 2015

We sold a monthly PUT credit spread at 2015/2005 for $1.15. The total Return-on-Risk for this new trade is 1.15/8.85 = 13.00 % excluding transaction cost. Expiration is at 9:30 am, 18 December 2015 (EST)

Options – 21 August 15 Monthly Income – Bull PUT on SPX

Update

21 August 2015

This PUT credit spread expired worthless. The Settlement price was 2015.47.

13 July 2015

We sold a monthly PUT credit spread at 1980/1970 for $1.30. The total Return-on-Risk for this new trade is 1.30/8.70 = 14.94 % excluding transaction cost. Expiration is at 9:30 am, 21 August 2015 (EST)

Options – 17 July 15 Monthly Income – Bull PUT on SPX

Update

13 July 2015

We closed this trade by buying it back for $0.05. Option expiration is this coming Friday morning.

15 June 2015

We sold a monthly PUT credit spread at 1980/1970 for $1.30. The total Return-on-Risk for this new trade is 1.30/8.70 = 14.94 % excluding transaction cost. Expiration is at 9:30 am, 17 July 2015 (EST)

Options – 18 June 15 Monthly Income – Bear Call on SPX

Update

5 June 2015

We closed this trade by buying it back for $0.05. Option expiration is another 2 weeks away.

18 May 2015

We sold a monthly CALL credit spread at 2185/2195 for $1.05. The total Return-on-Risk for this new trade is 1.05/8.95 = 11.7 % excluding transaction cost. Expiration is at 9:30 am, 19 June 2015 (EST)

4 May 2016 – Poor economic data, market sinking continues

The indices continued their decline as poor economic data and earnings continue to put selling pressure on the market. Indices were lower on market open and continued lower throughout the day. Investors rotated to bonds for safety and bonds edged higher. Dollar index had a mild rebound and commodities prices were mixed. Oil and gold were modestly higher.

On the political front, Ted Cruz and John Kasich have dropped out of the Republic primary.

Dow Transportation sold off on market open and continued trading downward for the rest of the day. It closed with a small bearish Marubozu candle below its 200 SMA. Momentum is downward. Daily volumetric buying pressure is at 48.3%.

Dow Industrial swung down and up in the first hour of trading and slowly traded downward for much of the day. It closed with a small bearish Marubozu candle below its 21 EMA. Momentum remains downward. Short term volumetric buying pressure is at 85.5%. The index is in a monthly Squeeze.

Russell 2000 swung up and down in the first hour of trading before it continuing downward. It range traded in the afternoon and closed with a bearish candle below its 200 SMA. momentum has reversed downward. Volumetric buying pressure is at 70.4%.

Nasdaq 100 gapped down on market open and range traded for the rest of the day. It closed with a small doji candle and is below its 50 SMA and 200 SMA. Momentum remains downward. Volumetric buying pressure is at 68.7%. The index is in a monthly Squeeze.

S&P 500 gapped down on market open and traded downward in the morning. It range traded in the afternoon and closed with a bearish candle. Momentum remains downward. Volumetric buying pressure is at 86.2%. The index is in a monthly Squeeze.

Commodities
Oil (/CL) futures is at $44.74 per barrel. Gold (/GC) futures is at 1282.7. Silver (/SI) futures is at 17.430. Agriculture (DBA) ETF closed at 20.97 and is trading sideways. Commodities (DBC) ETF closed at 14.17 on its 200 SMA and is still in a uptrend.

Bonds
Junk bonds ETF (HYG) closed at 82.65. Bonds ETF (TLT) traded down to 130.14.

Currencies
USD/JPY made small gain and is at 107.065. EUR/USD is at 1.1487. The dollar index (/DX) is at 93.245 and still in a downtrend.

Relative Strength – Sectors
On a monthly lookback, the ETFs outperforming the S&P 500 are XLE, XLU, XLF, XLB, XLP, XLY, XLI and XLV respectively. XLU and XLP shows positive momentum.

On a 3-month lookback, the relative strength order are XLE, XLB, XLF, XLY and XLI.

Market Internals
Vix is at made gains at 16.05. Vix futures is at 16.65. Skew is at 124.31. Market sentiment has turned bearish. Market breadth is sloping down. Volumetric accumulation/distribution is sloping downward.

The Week Ahead
Market continues to come under selling pressure from poor economic data and mixed earnings. The US dollar index is still in a downtrend. Commodities is sideways and bonds is starting to trend upward. The prognosis is that market continues to come under sustain selling pressure.

 

To YOUR wealth!

Leave a Reply

You can use these HTML tags

<a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>