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)

12 July 2016 – Breakout continues!

The S&P 500 and Dow Industrials continued their breakout into record high territory. Gold, silver and bonds lost ground as money shifted back into equities from these safe haven assets. Oil had a good day and climbed above $46 per barrel and Dow Transportation were the top performer for the day. The Russell 2000 climbed above the 1200 level for the first time since December 2015.

Dow Transportation gapped up on market open and range traded throughout the day. It closed with a big bullish marubozu candle above all the moving averages. Momentum remains upward. Daily volumetric buying pressure is at 100%.

Dow Industrial had a big gap up on market open and traded down in the first half hour before rallying upward. It closed with a bullish marubozu candle above all its moving averages. It made new all time high at 18371.95. Momentum remains upward. Short term volumetric buying pressure is at 99.8%. The index is in a monthly Squeeze.

Russell 2000 gapped up on market open and traded upward throughout the day. It closed with a bullish marubozu candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 99.9%.

Nasdaq 100 gapped up on market open and range traded throughout the day. It closed with a small doji candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 99.9%. The index is in a monthly Squeeze.

S&P 500 gapped up on market open and made new high at 2155.4. It closed with a marubozu candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 99.9%. The index is in a monthly Squeeze.

Metals and Commodities
Oil (/CL) futures had a good day gaining over $2 per barrel in a single day. Gold (/GC) futures sold off and is trading around $1336.6.6 per ounce. Silver (/SI) futures is trading at 20.300 per ounce.

Agriculture (DBA) ETF is at 21.54. Commodities (DBC) ETF closed at 15.10 and is now above its 50 SMA.

Bonds
High Yield bond ETF (HYG) continues its uptrend and closed with an inverted hammer candle at 85.88. Bonds ETF (TLT) closed at 140.00.

Currencies
The dollar index is at 96.450 and is sitting trading sideways. EUR/USD is trading at 1.10614 and continues its downtrend. USD/JPY had a pause and is still within its downtrending channel at 104.178.

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

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

Market Internals
Vix closed down at 13.55. Vix futures is at 14.36. Skew is at 126.10. Market sentiment continues its extremely bullishness. Market breadth is sloping upward. Volumetric accumulation/distribution is sloping sharply upward.

The Week Ahead
The S&P 500 and Dow Industrial continues to break out to new all-time high. Market internals continues to show strength. The prognosis is that the uptrend continues with small pullbacks to be likely.

 

To YOUR wealth!

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