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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)

4 November 2016 – Muted reaction to NFP – Weekly Review


The indices sold off late in the day as the market continue to be cautious ahead of the US Presidential election. The Non-Farm Payroll and the upward revision of previous months of the NFP report failed to excite the market. Oil prices continued its drop as the failure of the OPEC countries and Russia to limit production growth means that supply will continue to overwhelm demand.

The US dollar continued its downward move and has turned bearish. Gold broke above its 50 SMA and looks set to continue its move upward.

Bond futures closed higher but is still in a daily downtrend. Oil continued its downward move and has reached its 200 SMA.

Dow Transportation probed for the bottom in the first half hour and then rallied upward till midday. It sold off till the end of the day and closed with a low closing spinning top doji candle above its moving averages. Momentum is upward. Volumetric buying pressure is at 0%.

On its weekly chart, it closed with a spinning top doji candle above its moving averages. The index is in its daily and monthly Squeeze.

Dow Industrial probed for the bottom in the first half hour and that was retested at the end of the day. It between, it drew a parabolic arc during the day’s trading and closed with bearish hammer candle below its moving averages. Momentum remains downward. Short term volumetric buying pressure is at 0%. The index is in a daily and monthly Squeeze.

On its weekly chart, it closed with a bearish marubozu candle below its moving averages. Next target is the 50 week moving average.

Russell 2000 traded upward till after midday and sold off till the end of the day and closed with an inverted hammer candle below its moving averages. Momentum is downward. Volumetric buying pressure is at 0%.

On its weekly chart, it closed with a big bearish candle below its moving averages. Next target is the 50 SMA. Momentum is still downward.

Nasdaq 100 traded upward on market open and till midday before selling off. It closed with an inverted hammer candle below its moving averages in a sharp downtrend. Volumetric buying pressure is at 0%. The index is in a monthly Squeeze.

On its weekly chart, it closed with a big bearish candle below its 21 EMA.

S&P 500 bounced off its 200 SMA and traded upward till midday before selling off. It closed with an inverted hammer candle on its 200 SMA. Momentum is downward. Volumetric buying pressure is at 0%.

On its weekly chart, it closed with a bearish marubozu candle below its 21 EMA. Next target is the 50 week moving average. Momentum has turned downward.

Metals and Commodities (Weekly charts)
WTI Crude oil futures closed at $44.13 with a bearish candle below its 21 EMA.

Gold futures closed at $1305.2 per ounce with a bullish ‘rolling pin’ candle above its 200 SMA.

Silver futures closed at $18.425 per ounce with a bullish candle above its 21 EMA. It has to break above its 200 week moving average.

Agriculture (DBA) ETF closed at 20.42 with a spinning top doji candle below its 21 EMA. It remains in a downtrend.

Commodities (DBC) ETF closed at 14.70 with a bearish hammer candle below its 21 EMA.

Bonds (Weekly charts)
Bond futures (/ZB) closed at 163’17 with a bullish ‘rolling pin’ candle below its moving averages. Momentum is downward.

High Yield bond ETF (HYG) closed at $84.98 with a big bearish marubozu candle below its 21 EMA.

Bonds ETF (TLT) closed at 131.74 with a bullish candle on its 50 SMA. It is trending downward.

Currencies (Weekly charts)
The dollar index closed at 96.940 with a big bearish marubozu candle above its 21 EMA but below its 8 EMA. It is now back in its weekly Squeeze.

EUR/USD closed at 1.11409 with a bullish marubozu candle above its 21 EMA.

USD/JPY closed at 103.131 with a bearish candle below its 21 EMA. Momentum remains downward.

Relative Strength – Sectors
On a monthly lookback, the relative strength order of the ETFs that are outperforming the S&P 500 are XLU, XLF, XLB, XLE, XLV, XLI, XLK, XLY and XLP respectively.

On a monthly lookback, the relative strength order of the ETFs that are underperforming the S&P 500 are XLV, XLE, XLY and XLK respectively.

On a 3-monthly lookback, the relative strength order of the ETFs that are outperforming the S&P 500 are XLP, XLU, XLE, XLB, XLV, XLK, XLI, XLY and XLP respectively.

On a 3-monthly lookback, the relative strength order of the ETFs that are underperforming the S&P 500 are XLV, XLY, XLU, XLP, XLB and XLE respectively.

Market Internals
Vix closed at 22.51. Vix futures is at 19.335. Skew is at 133.03. Market sentiment is bearish. Market breadth is sloping downward. Volumetric accumulation/distribution is downward.

The Week Ahead
Market internals continue to deteriorate with massive distribution and nett losers to gainers. Market sentiment is negative. The prognosis is for market volatility with selling pressure.

Stock of the Day
The Stock of the Day is TROX. Tronox is engaged in the production and marketing of titanium bearing mineral sands and titanium dioxide pigment.

 

To YOUR wealth!

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