Category: Your Money

Opening Bell 21.01.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +2.63%
CAC(FRA) +1.70%
UKX(GBR) +1.95%
NKY(JPN) +0.45%
SPX(USA) +1.32%
MINTs
JCI(IDN) +0.22%
INMEX(MEX) +0.89%
NGSEINDX(NGA) +1.38%
XU030(TUR) +1.70%
BRICS
IBOV(BRA) +0.78%
SHCOMP(CHN) +0.76%
NIFTY(IND) +0.02%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.61%

Commodities

Energy
Natural Gas -4.34%
RBOB Gasoline +0.08%
Brent Crude Oil +0.41%
WTI Crude Oil +0.43%
Ethanol +0.39%
Heating Oil +0.31%
Metals
Copper +0.00%
Silver 5000oz -0.23%
Platinum +0.14%
Gold 100oz -0.67%
Palladium +0.52%

Currencies

USDEUR:-0.10% USDJPY:-0.13%

MINTs
USDIDR(IDN) +0.25%
USDMXN(MEX) +0.09%
USDNGN(NGA) -0.20%
USDTRY(TUR) -0.07%
BRICS
USDBRL(BRA) +0.20%
USDCNY(CHN) +0.18%
USDINR(IND) +0.22%
USDRUB(RUS) +0.27%
USDZAR(ZAF) +0.08%
Agricultural
Coffee (Arabica) +2.78%
Coffee (Robusta) +0.00%
Feeder Cattle -0.12%
Lumber -1.50%
Orange Juice +0.38%
Cattle -0.33%
Cotton -0.56%
Lean Hogs +0.58%
Cocoa +0.00%
Corn +0.07%
Soybean Meal +0.77%
Soybeans +0.83%
Sugar #11 +1.79%
Wheat +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 39 are trading above their 10-day SMA and 40 are trading above their 50-day SMA.

Must Reads

Buy Low, Buy High
The last twenty years haven’t been great for U.S. investors. Specifically, it hasn’t been great for lump sum investors. If you invested $10,000 in the S&P 500 in 1999, you could have $29,800 today if you were able to hold on.

When It’s Time To Do Something
The Department of Homeland Security created terrorism warning codes after 9/11. The idea was to attach a label on the level of risk faced at a given moment. There was yellow (significant risk), orange (high risk) and red (severe risk). Comedian Ron White pointed out the problem.

Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 21.01.2019

NIFTY Summary:

  1. Jan 11150 calls added 51,150 contracts.
  2. Jan 11100 calls shed 3,19,425.
  3. Jan 10300 puts added 1,51,425.
  4. Jan 9500 puts shed 2,72,325.

Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.

Avg. True Range

NIFTY.50 NIFTY.BANK
3 88.62 213.82
5 96.63 238.27
10 108.92 279.11
20 120.26 314.90

NIFTY 50 NIFTY BANK
TrueRange 76.00 165.80
TrueHigh 10928.20 27576.45
TrueLow 10852.20 27410.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 88.62 213.82
5 96.63 238.27
10 108.92 279.11
20 120.26 314.90

NIFTY 50 NIFTY BANK
TrueRange 76.00 165.80
TrueHigh 10928.20 27576.45
TrueLow 10852.20 27410.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(1,1)+GARCH(1,1) model:

VIX 16.56 16.54 16.53 16.51 16.49
σ 0.52 0.56 0.58 0.60 0.62

Marketwide OI

Securities under ban today: ADANIPOWER, JETAIRWAYS.
market wide position limit chart

NASDAQ OMX Commodities Index Update 20.01.2019

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png

52-week Lows



None.

100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 44.50
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 44.50

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 52.68
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 52.68

50-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 1.34
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 1.34

100-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 7.86
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 7.86

Check out our international momentum dashboard here.