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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)

26 July 2016 – Is the Nasdaq getting more volatile?

The indices had a positive open and pulled back by late morning. The Nasdaq had a rather volatile day with its rather violent down and up action. There was a big sell-off at about 10:52 am (EST) which bottomed at about 11.12 am (EST). Overall, it was a positive day for the indices.

Oil continues its downtrend and WTI crude is now below $43 per barrel. Dollar index continues its uptrend. Bond has been trading sideway for the last week.

There is a FOMC rate decision on Wednesday but no changes is expected. AAPL is reporting and that will could move the market.

Dow Transportation range traded on market open till mid-morning. It then traded steadily upward for the rest of the day to close with a bullish marubozu candle above all its moving averages. Momentum remains upward. Daily volumetric buying pressure is at 98.7%. The index is in a weekly Squeeze.

Dow Industrial traded without direction for the first half hour before trading downward. It suffered a sudden drop at about 10:52 am (EST) but managed to recover by the end of the day to close with a high closing spinning top doji candle on its 8 EMA. Momentum remains upward. Short term volumetric buying pressure is at 100%. The index is in a monthly Squeeze.

Russell 2000 traded upward on market open before the sudden sell-off at about 10:52 am (EST). It recovered and traded upward til the end of the day to close with a bullish marubozu candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 95.1%. The index is in a monthly Squeeze.

Nasdaq 100 traded upward on market open for the first hour. It suffered a sudden sell-off at about 10:52 am (EST) before recovering. It closed the day with a spinning top doji candle above all its moving averages. Momentum remains upward. Volumetric buying pressure is at 100%. The index is in a monthly Squeeze.

S&P 500 traded upward for the first half hour after market open. It suffered a sudden drop at about 10:52 am (EST) before recovering and closed the day with doji candle above its 8 EMA. Momentum remains upward. Volumetric buying pressure is at 99.9%. The index is still in a monthly Squeeze.

Metals and Commodities
Oil (/CL) futures continues its downtrend and is trading at $42.88 per barrel. Gold (/GC) futures continues its pullback to $1326.2 per ounce. Silver (/SI) futures is trading at 19.680 per ounce.

Agriculture (DBA) ETF continued its downtrend and closed at 20.72. Commodities (DBC) ETF continues its downtrend and closed at 14.34.

Bonds
High Yield bond ETF (HYG) closed at 85.43 and closed with a bearish candle below its 8 EMA. Bonds ETF (TLT) closed at 138.56.

Currencies
The dollar index had a quiet day at 97.195 in a small doji candle. EUR/USD continues its downtrend and is trading at 1.09911. USD/JPY is trading at 105.126 and was rejected by its 50 SMA.

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

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

Market Internals
Vix closed up at 13.05. Vix futures is at 15.10. Skew is at 130.02. Market sentiment remains bullish. Market breadth continues is sloping up. Volumetric accumulation/distribution is sloping up.

The Week Ahead
The Vix has gone up slightly ahead of the FOMC meeting. Market internals continue to be strong in the midst of earning season. The prognosis is that the uptrend continues.

 

To YOUR wealth!

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