Tag: weekly

NASDAQ OMX Commodities Index Update 20.10.2019

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

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Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

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NASDAQ Commodity Lead Index TR (NQCIPBTR)

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52-week Lows



NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

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100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 28.75
NASDAQ Commodity Lead Index TR (NQCIPBTR) 22.45
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 4.89
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -17.68
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -17.68
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 4.89
NASDAQ Commodity Lead Index TR (NQCIPBTR) 22.45
NASDAQ Commodity Palladium Index TR (NQCIPATR) 28.75

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 46.83
NASDAQ Commodity Lead Index TR (NQCIPBTR) 12.63
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 4.41
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -23.60
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -23.60
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 4.41
NASDAQ Commodity Lead Index TR (NQCIPBTR) 12.63
NASDAQ Commodity Palladium Index TR (NQCIPATR) 46.83

50-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 3.84
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 0.69
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.36
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 0.25
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 0.25
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.36
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 0.69
NASDAQ Commodity Palladium Index TR (NQCIPATR) 3.84

100-day Acceleration


top 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 2.46
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.05
NASDAQ Commodity Lead Index TR (NQCIPBTR) -2.80
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -10.85
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -10.85
NASDAQ Commodity Lead Index TR (NQCIPBTR) -2.80
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.05
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 2.46

Check out our international momentum dashboard here.

Options Weekly 19.10.2019

Summary: Oct NIFTY 11700 calls added 10,84,425 contracts while 11500 calls shed 1,65,750. On the Put side of the equation, the 11500 strike added 15,98,550 while the 11050’s shed 34,350.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NASDAQ OMX Commodities Index Update 16.10.2019

52-week Highs



NASDAQ Commodity Lead Index TR (NQCIPBTR)

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NASDAQ Commodity Palladium Index TR (NQCIPATR)

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Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

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52-week Lows



NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

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100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 30.95
NASDAQ Commodity Lead Index TR (NQCIPBTR) 18.73
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.55
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -11.45
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -11.45
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.55
NASDAQ Commodity Lead Index TR (NQCIPBTR) 18.73
NASDAQ Commodity Palladium Index TR (NQCIPATR) 30.95

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 47.15
NASDAQ Commodity Lead Index TR (NQCIPBTR) 6.63
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 3.95
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -21.78
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -21.78
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 3.95
NASDAQ Commodity Lead Index TR (NQCIPBTR) 6.63
NASDAQ Commodity Palladium Index TR (NQCIPATR) 47.15

50-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.24
NASDAQ Commodity Lead Index TR (NQCIPBTR) 1.24
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 0.89
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 0.58
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 0.58
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 0.89
NASDAQ Commodity Lead Index TR (NQCIPBTR) 1.24
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.24

100-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.50
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 0.98
NASDAQ Commodity Lead Index TR (NQCIPBTR) -1.84
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -2.69
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -2.69
NASDAQ Commodity Lead Index TR (NQCIPBTR) -1.84
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 0.98
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.50

Check out our international momentum dashboard here.

NASDAQ OMX Commodities Index Update 13.10.2019

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

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NASDAQ Commodity Lead Index TR (NQCIPBTR)

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52-week Lows



NASDAQ Commodity Aluminum Index TR (NQCIALTR)

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NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

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100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 28.46
NASDAQ Commodity Lead Index TR (NQCIPBTR) 22.46
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.77
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -4.14
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -11.07
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -11.07
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -4.14
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.77
NASDAQ Commodity Lead Index TR (NQCIPBTR) 22.46
NASDAQ Commodity Palladium Index TR (NQCIPATR) 28.46

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 44.54
NASDAQ Commodity Lead Index TR (NQCIPBTR) 6.82
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 4.85
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -9.69
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -20.96
bottom 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -20.96
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -9.69
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 4.85
NASDAQ Commodity Lead Index TR (NQCIPBTR) 6.82
NASDAQ Commodity Palladium Index TR (NQCIPATR) 44.54

50-day Acceleration


top 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 10.81
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.19
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.26
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.91
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 0.86
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 0.86
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.91
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.26
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.19
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 10.81

100-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.27
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.00
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 0.71
NASDAQ Commodity Lead Index TR (NQCIPBTR) -1.76
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -3.77
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -3.77
NASDAQ Commodity Lead Index TR (NQCIPBTR) -1.76
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 0.71
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.00
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.27

Check out our international momentum dashboard here.