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)

31 July 2020 – Weekly Review – Indices on verge of breaking upwards

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

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

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

Summary (Daily Chart)
$DJTUpTrend. /YMUpTrend and in a Squeeze. /RTYUpTrend and in a preliminary Squeeze. /NQUpTrend and in a Squeeze. /ESUpTrend and in a preliminary Squeeze.

/CL – DownTrend and in a tight Squeeze. /GCUpTrend. /ZBUpTrend and in a preliminary Squeeze. HYGUpTrend.

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

Market Internals (Daily Chart)
Market SentimentBullish. Put/Call ratio – 0.689. Market Breadth – sloping downward showing losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Vix – 24.46 and Vix Futures – 26.90. Skew – 141.56.

The indices are trending upward together with Bond and Gold futures.

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

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


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