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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)

24 May 2016 – Housing data beats expectations, bull charges

Housing data beats expectation and all the market indices rallied by a large amount led by financials. Rate hike expectations for June remains. All the indices except the transportation indices closed above the 50 SMA. The move upward started when the Frankfurt market open at 0300 EST.

Dow Transportation traded upward till early afternoon and then sold off. It closed with a small inverted hammer candle below its 21 EMA. Momentum remains downward. Daily volumetric buying pressure is at 0%.

Dow Industrial gapped up in market open and continued trading upward for the rest of the day and closed with a bullish marubozu candle. Momentum remains downward. Short term volumetric buying pressure is at 29.7.6%. The index is in a monthly Squeeze.

Russell 2000 gapped up on market open and continued trading upward for the rest of the day. It closed with a big bullish marubozu candle above its 50 and 200 SMA. Momentum has reversed upward. Volumetric buying pressure is at 66.3%. The index is in a monthly Squeeze.

Nasdaq 100 gapped up and continued its strong move upward till the end of the day. It closed with a bullish marubozu candle above its 50 SMA. Momentum has reversed upward. Volumetric buying pressure is at 97.6%. The index is in a daily and monthly Squeeze.

S&P 500 gapped up on market open and continued trading upward till midday. It range traded for the rest of the day and closed with a with a big bullish marubozu candle above its 50 SMA. Volumetric buying pressure is at 74.5%. The index is in a daily and monthly Squeeze.

Metals and Commodities
Oil (/CL) futures is up slightly at 49.17. Gold (/GC) futures is at $1246.5. Silver (/SI) futures is at 16.265. Both gold and silver have pulled back lately.

Agriculture (DBA) ETF closed at 20.83 on its 50 SMA. Commodities (DBC) ETF closed at 14.58.

Bonds
High Yield bond ETF (HYG) closed at 83.66. Bonds ETF (TLT) made a slight gains and closed 129.86.

Currencies
The dollar index continue to rally and is now above its 50 SMA at 95.595. EUR/USD is trading at 1.11413. USD/JPY is at 110.20.

Relative Strength – Sectors
On a monthly lookback, the ETFs outperforming the S&P 500 are XLE, XLK, XLB, XLF and XLV respectively.

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

Market Internals
Vix closed at 14.16. Vix futures is at 16.30. Skew is at 124.74. Market sentiment is bullish. Market breadth is sloping downward. Volumetric accumulation/distribution is sloping upward.

The Week Ahead
The indices shot upward without much news. The move started when the European market opened in Frankfurt and continued till the US market closed. The prognosis is that the market is getting less predictable and there could be factors that are pushing the US market upward and most market participants are not aware off. Volatility fules!

 

To YOUR wealth!

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