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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)

29 June 2016 – Rally continues

It was another day of recovery from the panic post-Brexit as investors take stock of the situation. All the indices posted big gains. Oil is back just below the $50 per barrel mark. Gold lost some ground but is still above $1300 per ounce. Vix dropped again as the indices moved up. The dollar index fell and bond traded lower.

Dow Transportation gapped up on market open and traded upward to its 8 EMA and closed with a bullish marubozu candle. Momentum remains downward. Daily volumetric buying pressure is at 44.3%.

Dow Industrial gapped up on market open and continued trading upward throughout the day. It closed with a bullish marubozu candle on its 21 EMA. Momentum remains downward. Short term volumetric buying pressure is at 37.3%. The index is in a daily and monthly Squeeze.

Russell 2000 gapped up on market open and continued trading upward throughout the day. It closed with a bullish marubozu candle just above its 8 EMA. Momentum remains downward. Volumetric buying pressure is at 40.1%.

Nasdaq 100 had a big gap up on market open and continued trading upward till end of the day. It closed with a bullish marubozu candle above its 8 EMA and 3 EMA. Momentum remains downward. Volumetric buying pressure is at 41.6%. The index is in a monthly Squeeze.

S&P 500 gapped up on market open and traded upward till the end of the day. It closed with a big bullish marubozu candle on its 21 EMA. Momentum remains downward. Volumetric buying pressure is at 50.1%. The index is in a monthly Squeeze.

Metals and Commodities
Oil (/CL) futures traded upward to $49.45 per barrel. Gold (/GC) futures is at $1317.7 per ounce. Silver (/SI) futures is at 18.400 per ounce.

Agriculture (DBA) ETF closed at 22.19. Commodities (DBC) ETF gapped up and closed at 15.44. Both ETF has managed to recover since the sell-off.

Bonds
High Yield bond ETF (HYG) is up at 84.13. Bonds ETF (TLT) is down at 138.39.

Currencies
The dollar index is at 95.885 and below its 200 SMA. EUR/USD is trading at 1.11000. USD/JPY is at 102.704 and in a downtrend.

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

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

Market Internals
Vix closed down at 16.64. Vix futures is at 17.66. Skew is at 136.46. Market sentiment is bullish. Market breadth is flattening. Volumetric accumulation/distribution is sloping upward.

The Week Ahead
The market internal is showing that market participants have come back into the market to buy the recent dip. The prognosis is that the market is still volatile.

 

To YOUR wealth!

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