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)

13 July 2016 – Whereto from here?

The indices took a breather after five straight days of gains and new all time highs in the S&P 500 and the Dow Industrial. The Dow Jones Industrial Average posted a new intraday high of 18,390.16, while the S&P also a new intraday all-time high of 2,156.45. Oil fell back to below $45 per barrel and gave back its gains that it made yesterday.

Dow Transportation range traded for most of the day after market open. It rallied upward in the last hour and closed with a small bullish candle. Momentum remains upward. Daily volumetric buying pressure is at 100%.

Dow Industrial range traded for most of the morning and had a quick dip late morning before rallying upward. It closed with a small spinning top doji candle above all its moving averages. Momentum remains upward. Short term volumetric buying pressure is at 100%. The index is in a monthly Squeeze.

Russell 2000 sold off on market open till mid-morning before it had a small reversal upward. It range traded for the rest of the day and closed with a small spinning top doji candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 93.5%.

Nasdaq 100 rallied upward in the first hour and half before selling off. It range traded and closed with a bearish marubozu candle above all its moving averages. Volumetric buying pressure is at 89.4%. The index is in a monthly Squeeze.

S&P 500 range traded throughout the day and closed with a doji candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 100%. The index is in a monthly Squeeze.

Metals and Commodities
Oil (/CL) futures lost back its previous day’s gain and is now trading at about $45.11 per barrel. Gold (/GC) futures made small gains and trades around $1343.6 per ounce. Silver (/SI) futures is trading at 20.420 per ounce.

Agriculture (DBA) ETF is at 21.68. Commodities (DBC) ETF closed at 14.91 and is now above its 50 SMA.

Bonds
High Yield bond ETF (HYG) closed slightly down 85.63. It is still above all its moving averages. Bonds ETF (TLT) closed at 141.65.

Currencies
The dollar index is at 96.365 and is sitting trading sideways. EUR/USD is trading at 1.10886 and continues its downtrend. USD/JPY had a pause and is still within its downtrending channel at 104.447.

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

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

Market Internals
Vix closed down at 13.04. Vix futures is at 14.24. Skew is at 127.29. Market sentiment is bullish. 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 market is consolidating before making further moves upward.

 

To YOUR wealth!

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