Bursa Malaysia – KLSE

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)

FRED

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)

Bursa Malaysia – KLSE

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)

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)

23 July 2021 – Indices surged to new All-time highs

Summary (Weekly Chart)

$DJTSideward Trend with downward momentum. /YMUpTrend with upward momentum and in a preliminary Squeeze. /RTYDownTrend with downward momentum and in a tight Squeeze. /NQUpTrend with upward momentum and new All-Time high. /ESUpTrend with upward momentum and new all-Time high.

The S&P 500 and Nasdaq 100 are making new all-time highs. The Dow Transportation and Russell is still trending sideways or downwards.

/CLUpTrend with upward momentum. /GCSideward Trend with downward momentum. /ZBUpTrend with upward momentum. HYGUpTrend with upward momentum and in a preliminary Squeeze. DBCUpTrend with upward momentum.

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

$DXYUpTrend with upward momentum and. EUR/USDDownTrend with downward momentum. USD/JPYUpTrend with upward momentum and in a Squeeze.

US Dollar is now in an Uptrend.

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

/CLUpTrend with upward momentum and in a preliminary Squeeze. /GCSideward Trend with downward momentum and in a preliminary Squeeze. /ZBUpTrend with upward momentum. HYGUpTrend with upward momentum. DBCUpTrend with downward momentum and in a preliminary Squeeze.

Oil is in an UpTrend. Commodities are turning upward. High Yield bond (HYG) which measures market appetite for risk is trending upwards. It is a risk-on market.

$DXYUpTrend with upward momentum and in a preliminary Squeeze. EUR/USDDownTrend with downward momentum and in a preliminary Squeeze. USD/JPYUpTrend with upward momentum and in a preliminary Squeeze.

Market Internals (Daily Chart)
Market SentimentExtremely Bullish . Put/Call ratio – 0.606. Market Breadth – sloping downward showing more losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Skew – 159.44. Vix – 17.2.

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 XLK, XLV, /NQ, /ES, XLY, /YM, XLP, XLU, XLI, /RTY, XLF, $DJT, XLB and XLE.

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

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