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)

24 July 2020 – Gold surges to new high

Summary (Weekly Chart)
$DJT – UpTrend and in a preliminary Squeeze. /YMUpTrend and in a preliminary Squeeze. /RTYUpTrend and in a preliminary Squeeze. /NQUpTrend. /ESUpTrend.

/CLUpTrend. /GCUpTrend and in a preliminary Squeeze. /ZBUpTrend and in a tight Squeeze. HYGUpTrend and in a preliminary Squeeze.

$DXY – DownTrend and in a tight Squeeze. EUR/USDUpTrend and in a preliminary Squeeze. USD/JPYDownTrend and in a preliminary Squeeze.

Summary (Daily Chart)
$DJTUpTrend. /YM – DownTrend and in a preliminary Squeeze. /RTY – UpTrend and in a Squeeze. /NQ – DownTrend. /ESUpTrend.

/CLUpTrend and in a Squeeze. /GCUpTrend. /ZBUpTrend and in a preliminary Squeeze. HYGUpTrend.

$DXYDownTrend. EUR/USDUpTrend and in a preliminary Squeeze. USD/JPY – DownTrend and in a weekly Squeeze.

Market Internals (Daily Chart)
Market SentimentBullish. Put/Call ratio – 0.763. Market Breadth – sloping downward showing losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Vix – 25.84 and Vix Futures – 28.78. Skew – 139.40.

The indices are pulling back and the Gold and Bond futures continue to trend upward. It is likely that bond will continue to move upward.

The prognosis is for the indices to pullback as it comes under selling pressure.

Relative Strength – Sectors On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLB, XLY, XLP, SPY, SPX, /ES, XLV, XLI, XLK, XLU, XLF and XLE.

On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLB, XLY, XLV, XLK, SPX, SPY, XLP, /ES, XLI, XLU, XLF and XLE.  


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