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)

28 June 2016 – A rally post-Brexit

The indices rallied from the panic selling the last couple of days. Vix falls and advancers outpaced decliners by a 6-1 ratio. Bonds did not budge as it is a safe haven as investors are looking for more market stability. The late day push comes ahead of a hope on the softening of the Brexit outcome.

Dow Transportation gapped up on market open and then range traded for the rest of the day. It had a last hour rally and closed with a bullish marubozu candle within a bullish harami candle pattern. Momentum remains downward. Daily volumetric buying pressure is at 28.2%.

Dow Industrial gapped up on market open and range traded in its upper range. It had a last hour rally to close with a bullish marubozu candle in a trend reversal candle pattern. Momentum remains downward. Short term volumetric buying pressure is at 19.6%. The index is in a daily and monthly Squeeze.

Russell 2000 shot upward on market open and then range traded for the rest of the day. It closed with a bullish marubozu candle. Momentum remains downward. Volumetric buying pressure is at 20.9%.

Nasdaq 100 had a big gap up on market open and range traded for most part of the day. It had a last hour rally and closed with a bullish marubozu candle. Momentum remains downward. Volumetric buying pressure is at 20.4%. The index is in a monthly Squeeze.

S&P 500 gapped and shot upward on market open and range traded for the most part of the day. It rallied in the last hour and closed with a bullish marubozu candle in a trend reversal candle pattern. Volumetric buying pressure is at 25.8%. The index is in a monthly Squeeze.

Metals and Commodities
Oil (/CL) futures traded upward to $48.17 per barrel. Gold (/GC) futures is at $1317.7 per ounce. Silver (/SI) futures is at 17.865 per ounce.

Agriculture (DBA) ETF closed down at 22.00. Commodities (DBC) ETF gapped up and closed at 15.22.

Bonds
High Yield bond ETF (HYG) is up at 83.08. Bonds ETF (TLT) is up at 139.46.

Currencies
The dollar index is at 96.105 at its 200 SMA. EUR/USD is trading at 1.10739. USD/JPY is at 102.443.

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

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

Market Internals
Vix closed at 18.75. Vix futures is at 18.95. Skew is extremely elevated at 153.66. Market sentiment is back to bullish. Market breadth is flattening. Volumetric accumulation/distribution is sloping downward.

The Week Ahead
The market internal is giving mix signals as it stabilises. The prognosis is that the market is still vulnerable to big sell-offs.

 

To YOUR wealth!

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