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)

23 June 2016 – Decision day!

It is decision day for the British to vote for either Brexit or Bremain. The market has indeed been volatile with 70 points trading range in the S&P 500 e-mini. That is equivalent to the Dow moving about 700 points within a day! The trading ranges in the indices speak for itself about the market volatility.

Dow Transportation range traded in a narrow range throughout the day. It closed with a bullish candle below its 21 EMA, 50 SMA and 200 SMA. Momentum remains downward. Daily volumetric buying pressure is at 54.9%.

Dow Industrial range traded for most of the day and rallied upward in the last half hour of the day. It closed with a bullish marubozu candle above its moving averages. Momentum has reversed upward. Short term volumetric buying pressure is at 60.1%. The index is in a daily and monthly Squeeze.

Russell 2000 gapped up on market open and traded upward throughout the day. It closed with a big bullish marubozu candle. Momentum remains upward. Volumetric buying pressure is at 24.2%.

Nasdaq 100 probed for the bottom in the first half hour before rallying upward. It traded upward for the rest of the day and closed with a big bullish marubozu candle. Momentum remains downward. Volumetric buying pressure is at 32.2%. The index is in a monthly Squeeze.

S&P 500 gapped up on market open and traded upward throughout the day. It had a last half hour rally and closed with a bullish marubozu candle. Volumetric buying pressure is at 56.4%. The index is in a monthly Squeeze.

Metals and Commodities
Oil (/CL) futures traded up to $49.32 per barrel. Gold (/GC) futures traded at $1270.6 per ounce. Silver (/SI) futures is at 17.325 per ounce.

Agriculture (DBA) ETF closed down at 22.10. Commodities (DBC) ETF closed at 15.32.

Bonds
High Yield bond ETF (HYG) is up at 84.64. Bonds ETF (TLT) dropped down to 132.23.

Currencies
The dollar index is at 94.165 and in a down trend. EUR/USD is trading at 1.12786. USD/JPY is at 104.804 continuing its downtrend.

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

On a 3-month lookback, the relative strength order are XLE, XLB, XLU, XLV, XLF, XLK, XLP and XLI are outperforming the S&P 500.

Market Internals
Vix closed at 17.25. Vix futures is at 18.00. Skew is at 145.70. Market sentiment is very bullish. Market breadth is flattening. Volumetric accumulation/distribution is sloping upward.

The Week Ahead
The market is trading without any direction and with big moves up and down. The indices are seeing swings of more than 3% which is huge! The prognosis is that the market remains rather volatile for another day.

 

To YOUR wealth!

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