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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)

14 May 2021 – Weekly Review – Indices recover

Summary (Weekly Chart)

$DJTUpTrend with upward momentum. /YMUpTrend with upward momentum. /RTYUpTrend with upward momentum and in a Squeeze. /NQUpTrend with upward momentum and in a Squeeze. /ESUpTrend with upward momentum.

The indices are on an UpTrend.

/CLUpTrend with upward momentum. /GCUpTrend with upward momentum and in a preliminary Squeeze. /ZBDownTrend with downward momentum. HYGUpTrend with upward momentum and in a Squeeze. DBCUpTrend with upward momentum.

Both HYG and DBC are in an UpTrend and as such the upTrend is intact.

$DXYDownTrend with downward momentum and in a preliminary Squeeze. EUR/USDUpTrend with upward momentum and in a preliminary Squeeze. USD/JPYUpTrend with upward momentum.

US Dollar continue its downtrend.

Summary (Daily Chart)
$DJTUpTrend with upward momentum. /YMUpTrend with upward momentum and in a preliminary Squeeze. /RTYUpTrend with sideward momentum and in a preliminary Squeeze. /NQDownTrend with downward momentum. /ESUpTrend with upward momentum and in a Squeeze.

/CLUpTrend with upward momentum and in a preliminary Squeeze. /GCUpTrend with upward momentum. /ZBDownTrend with downward momentum and in a Squeeze. HYGUpTrend with upward momentum and in a preliminary Squeeze. DBCUpTrend with downward momentum.

Commodities are on an upTrend. High Yield bond (HYG) which measures market appetite for risk is trending upwards. It is a risk-on market.

$DXYDownTrend with downward momentum. EUR/USDUpTrend with upward momentum and in a Squeeze. USD/JPYDownTrend with downward momentum.

Market Internals (Daily Chart)
Market SentimentBullish . Put/Call ratio – 0.739. Market Breadth – sloping downward showing more losers than gainers. Volume Acc/Dis – sloping upward and showing accumulation. Skew – 139.05. Vix – 18.81.

Market Internals are showing strength.

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

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

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