Category: Your Money

Opening Bell 22.07.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.26%
CAC(FRA) +0.03%
UKX(GBR) +0.21%
NKY(JPN) -0.28%
SPX(USA) -0.62%
MINTs
JCI(IDN) -0.37%
INMEX(MEX) +0.16%
NGSEINDX(NGA) +0.20%
XU030(TUR) +0.30%
BRICS
IBOV(BRA) -1.21%
SHCOMP(CHN) -0.84%
NIFTY(IND) -1.53%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.72%

Commodities

Energy
Heating Oil +0.76%
Natural Gas +1.47%
WTI Crude Oil +0.95%
Brent Crude Oil +1.38%
Ethanol +2.22%
RBOB Gasoline +0.43%
Metals
Copper -0.11%
Silver 5000oz +0.00%
Gold 100oz +0.00%
Palladium +0.03%
Platinum +0.09%

Currencies

USDEUR:+0.03% USDJPY:+0.25%

MINTs
USDIDR(IDN) +0.18%
USDMXN(MEX) -0.04%
USDNGN(NGA) -0.15%
USDTRY(TUR) +0.04%
BRICS
USDBRL(BRA) +0.76%
USDCNY(CHN) -0.04%
USDINR(IND) +0.13%
USDRUB(RUS) +0.07%
USDZAR(ZAF) -0.00%
Agricultural
Wheat -1.00%
Coffee (Arabica) +0.52%
Lean Hogs +1.60%
Sugar #11 -0.17%
White Sugar +0.00%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Cotton +2.20%
Feeder Cattle +0.47%
Orange Juice +3.47%
Soybean Meal -0.77%
Soybeans -0.69%
Cattle +0.26%
Corn -1.51%
Lumber +5.83%

Out of 43 world ETFs listed in NYSE that we track, 20 are trading above their 10-day SMA and 38 are trading above their 50-day SMA.

Must Reads

Most of the World’s Companies Are Duds, Stock Picker Says
(Bloomberg) — Two years ago, an Arizona State University professor made waves with a study showing all the wealth created by U.S. stocks is the result of gains in a weirdly small group of companies. Now he’s back with an update that shows the situation is no cheerier in the rest of the world.

Agriculture Department buries studies showing dangers of climate change
President Donald Trump and Agriculture Secretary Sonny Perdue have both expressed skepticism about climate change and appear to have suppressed research efforts on the topic.

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

Good luck!

Options Daily 22.07.2019

NIFTY Summary:

  1. Aug 11600 calls added 4,26,600 contracts.
  2. Aug 11850 calls shed 42,825.
  3. Aug 11500 puts added 1,12,575.
  4. Aug 11600 puts shed 10,275.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 93.65 316.30
5 101.50 326.61
10 110.62 349.37
20 116.28 369.40

NIFTY 50 NIFTY BANK
TrueRange 105.10 390.75
TrueHigh 11687.50 30769.35
TrueLow 11582.40 30378.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 142.78 490.20
5 129.41 428.83
10 124.03 397.20
20 122.94 388.68

NIFTY 50 NIFTY BANK
TrueRange 241.05 838.00
TrueHigh 11640.35 30543.75
TrueLow 11399.30 29705.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 142.78 490.20
5 129.41 428.83
10 124.03 397.20
20 122.94 388.68

NIFTY 50 NIFTY BANK
TrueRange 241.05 838.00
TrueHigh 11640.35 30543.75
TrueLow 11399.30 29705.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 142.78 490.20
5 129.41 428.83
10 124.03 397.20
20 122.94 388.68

NIFTY 50 NIFTY BANK
TrueRange 241.05 838.00
TrueHigh 11640.35 30543.75
TrueLow 11399.30 29705.75

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL BANKNIFTY Volatility chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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(0,0)+GARCH(1,1) model:

VIX 12.61 12.61 12.61 12.61 12.61
σ 0.78 1.09 1.34 1.54 1.72

Marketwide OI

Securities under ban today: DHFL, IDBI, RELCAPITAL, RELINFRA.
market wide position limit chart

FRED Scan 22.07.2019

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

CBOE Silver ETF Volatility Index

CBOE Silver ETF Volatility Index

Gold Fixing Price 3:00 P.M. (London time) in London Bullion Market, based in Euros

Gold Fixing Price 3:00 P.M. (London time) in London Bullion Market, based in Euros

3-Month Treasury Bill: Secondary Market Rate

3-Month Treasury Bill: Secondary Market Rate

3-Month Treasury Constant Maturity Rate

3-Month Treasury Constant Maturity Rate

NASDAQ OMX Commodities Index Update 21.07.2019

52-week Highs



NASDAQ Commodity Metals Index TR (NQCIMETR)

52w H 13143794 png
NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png
NASDAQ Commodity Nickel Index TR (NQCINITR)

52w H 13143803 png
NASDAQ Commodity Gold Index TR (NQCIGCTR)

52w H 13143779 png
NASDAQ Commodity Precious Metals TR (NQCIPMTR)

52w H 13143806 png

52-week Lows



NASDAQ Commodity Cotton Index TR (NQCICTTR)

52w L 13143770 png
NASDAQ Commodity White Sugar Index TR (NQCISWTR)

52w L 13143838 png

100-day Returns


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 13.64
NASDAQ Commodity Gold Index TR (NQCIGCTR) 7.38
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 5.79
NASDAQ Commodity Metals Index TR (NQCIMETR) 0.99
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.37
bottom 5
NASDAQ Commodity White Sugar Index TR (NQCISWTR) -13.17
NASDAQ Commodity Cotton Index TR (NQCICTTR) -10.93
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.37
NASDAQ Commodity Metals Index TR (NQCIMETR) 0.99
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 5.79

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 48.37
NASDAQ Commodity Gold Index TR (NQCIGCTR) 18.17
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 16.76
NASDAQ Commodity Nickel Index TR (NQCINITR) 15.47
NASDAQ Commodity Metals Index TR (NQCIMETR) 9.16
bottom 5
NASDAQ Commodity Cotton Index TR (NQCICTTR) -19.14
NASDAQ Commodity White Sugar Index TR (NQCISWTR) -13.15
NASDAQ Commodity Metals Index TR (NQCIMETR) 9.16
NASDAQ Commodity Nickel Index TR (NQCINITR) 15.47
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 16.76

50-day Acceleration


top 5
NASDAQ Commodity Cotton Index TR (NQCICTTR) 2.37
NASDAQ Commodity White Sugar Index TR (NQCISWTR) 0.45
NASDAQ Commodity Palladium Index TR (NQCIPATR) -1.19
NASDAQ Commodity Metals Index TR (NQCIMETR) -1.26
NASDAQ Commodity Precious Metals TR (NQCIPMTR) -2.44
bottom 5
NASDAQ Commodity Gold Index TR (NQCIGCTR) -3.18
NASDAQ Commodity Nickel Index TR (NQCINITR) -2.75
NASDAQ Commodity Precious Metals TR (NQCIPMTR) -2.44
NASDAQ Commodity Metals Index TR (NQCIMETR) -1.26
NASDAQ Commodity Palladium Index TR (NQCIPATR) -1.19

100-day Acceleration


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 8.45
NASDAQ Commodity Cotton Index TR (NQCICTTR) 1.19
NASDAQ Commodity Gold Index TR (NQCIGCTR) 0.74
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 0.56
NASDAQ Commodity Metals Index TR (NQCIMETR) 0.12
bottom 5
NASDAQ Commodity White Sugar Index TR (NQCISWTR) -724.64
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.01
NASDAQ Commodity Metals Index TR (NQCIMETR) 0.12
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 0.56
NASDAQ Commodity Gold Index TR (NQCIGCTR) 0.74

Check out our international momentum dashboard here.