Thursday, March 31, 2011

4/1 Almanac

On Friday, April 1: Unemployment, manufacuring index.

There are 15 days before April options expire, 50 the May and 78 the June.

On the jump, market stats, econ reports, and the trading calendar . . .

3/31 Top Prospects (Updated)

Issues that are candidates for new positions in my accounts.

    Bull Changes:
  • Recent breakouts: HP, MCP, T.
  • Promoted to Top Prospects: GNRC, HP, MKTX, VZ.

    Bear Changes:
  • None

Bull Positions
sym adx traj psar bday blevel bstop 2-day?
AGP       mar28 $61.39 $59.81  
ALXA       mar28 $1.68 $1.57  
BHI       mar24 $71.90 $69.41  
BIDU       mar23 $131.63 $127.28  
DFS       2010sep23 $16.49 $15.99  
GILD       mar24 $41.82 $41.02  
GNRC       mar29 $19.65 $19.02  
HDB       mar28 $164.16 $160.06  
HLF       feb23 $71.16 $67.00  
HON       mar28 $58.19 $56.96  
HP       2010nov11 $45.12 $43.98  
JAZZ*       mar3 $25.48 $24.37  
LFUS       mar25 $54.98 $53.60  
LXU*       mar24 $37.74 $36.51  
MCP       mar29 $57.40 $54.05  
MEE       mar23 $67.17 $64.55  
MKTX       2010sep9 $16.00 $15.50  
MO       mar24 $25.82 $25.42  
NBR       mar24 $28.80 $28.40  
PFE       jan4 $17.90 $17.67  
PH       mar25 $93.60 $91.52  
RAVN       mar22 $56.55 $54.59  
SWN*       mar16 $40.16 $38.90  
T       mar28 $29.61 $29.08  
TSCO       jan27 $49.64 $48.94  
TSO       mar25 $26.72 $25.51  
VZ       mar28 $37.32 $36.66  
WDC       mar25 $36.79 $35.40  
WFMI*       jan13 $51.75 $50.53  
WLK       feb16 $44.16 $42.92  
WWWW       feb9 $10.35 $10.71  
XOP       mar25 $62.57 $60.84  

Bear Positions
sym adx traj psar bday blevel bstop 2-day?
BAC       mar23 $13.22 $13.59  
CENT       mar15 $8.95 $9.19  
CMA       mar23 $36.80 $37.78  
RIMM       mar25 $58.53 $60.61  

Issues that I hold positions in are marked with an asterisk (*).

3/31 Bear Worksheet

Issues in bear phase that presently are not top prospects for new positions in my accounts.
(See the Top Prospects posting for issues that I’m considering for new positions.)

    Changes:
  • Hit stop/loss (Exit 2): FLEX, PALL, USD/JPY.
  • Average directional index turned down while at 40 or above (Exit 4): ENER, FFIV.
  • Parabolic Sar divergence, taken out of play (Exit 5): GGB.
  • Parabolic sar convergence, put back in play (Exit 5 reversal): AIG, LCC.
  • Removed to correct methodology: GS.

Not Top
Issues that are not Out of Play but fall short of being Top Prospects.

sym adx traj psar bday blevel bstop 2-day?
AIG       feb23 $39.52 $40.76  
ATVI       feb10 $11.08 $11.33  
BBY       feb11 $33.40 $34.01  
C       mar4 $4.54 $4.64  
CCJ       mar13 $36.95 $38.21  
CCL       mar29 $38.08 $39.23
CPLA       mar29 $49.58 $50.96
CREE       mar4 $50.05 $51.69  
DAL       jan18 $12.15 $12.56  
LCC       feb22 $9.21 $9.58  
URA       mar10 $18.94 $19.49  
UUP*       feb24 $22.13 $22.26  
VNM       feb22 $25.35 $26.13  
WMT       feb22 $53.14 $53.98  

Out of Play
Issues whose parabolic sar is in bear phase. If held, under my rules they are sold. If not held, they are not candidates for a new position.

sym adx traj psar bday blevel bstop 2-day?
AFL       mar11 $54.80 $56.07  
BK       mar10 $29.31 $30.06  
BRCM       feb18 $41.94 $43.21  
GGB       mar21 $12.65 $13.51  
GOOG       mar9 $587.00 $598.22  
INTC       mar15 $20.27 $20.74  
MSFT       mar1 $26.43 $26.90  
NKE       mar18 $81.01 $80.91  
NOK       feb14 $9.08 $9.51  
NTAP       mar10 $49.82 $50.67  
PG       mar3 $62.30 $63.04  

Issues that I hold positions in are marked with an asterisk (*).

3/31 Bull Worksheet

Issues in bull phase that presently are not top prospects for new positions in my accounts. (See the Top Prospects posting for issues that I’m considering for new positions.)

    Changes:
  • Recent breakouts: ACAS, FXI, LCUT, REMX, XME, VIA/B.
  • Existing phase added: HP, KRA, PCLN.
  • Promoted to Top Prospects: GNRC, HP, MKTX, VZ.
  • Hit stop/loss (Exit 2): BMY, EMC.
  • Parabolic Sar divergence, taken out of play (Exit 5): LOW.
  • Removed to correct methodology: CSX, YUM.

Not Top
Issues that are not Out of Play but fall short of being Top Prospects.

sym adx traj psar bday blevel bstop 2-day?
ACAS       mar30 $9.70 $9.38
AIRM       mar11 $60.26 $58.03  
BTU       mar18 $70.84 $67.89  
CAP       mar2 $21.29 $21.07  
CAT       mar21 $105.86 $103.58  
CBI       mar18 $38.18 $36.60  
CLH       2010dec2 $75.21 $73.80  
CVI       mar25 $21.68 $20.51  
DORM       mar24 $39.00 $37.33  
EEM       mar30 $48.21 $47.41
EL       mar28 $95.55 $93.26  
EMN       mar24 $97.84 $95.26  
EUR/USD       mar2 $1.38605 $1.37375  
EWA       mar30 $26.35 $25.83
EWY       mar30 $63.73 $62.57
EZA       mar30 $72.63 $70.85
EZPW       mar23 $29.94 $29.97  
FAST       mar25 $63.74 $62.43  
FXI       mar31 $44.85 $44.15
HK       mar17 $22.44 $21.60  
IDX       mar30 $29.43 $28.86
KO       mar30 $65.88 $64.87
KRA       feb28 $33.66 $32.76  
LCUT       mar31 $14.60 $14.15
LPNT       mar30 $39.99 $39.10
NSRGY       mar30 $57.32 $56.47
PBR       feb22 $38.70 $37.81  
PCLN       mar24 $474.74 $462.25  
PM       mar25 $64.74 $63.66  
PVH       mar29 $64.40 $62.05  
REMX       mar31 $25.89 $25.04
SBUX       mar7 $34.03 $33.17  
SLV*       feb17 $30.44 $29.79  
SRCL       mar25 $88.28 $86.22  
SUP       mar16 $21.84 $20.99  
THD       mar29 $65.71 $64.60  
TPX       feb4 $44.95 $43.48  
VIA.B       mar30 $46.65 $45.77
VLO*       mar29 $30.42 $29.22  
WLP       jan10 $61.00 $60.12  
XLE       mar30 $79.62 $77.94
XLP       mar30 $29.96 $29.67
XLV       mar30 $33.23 $32.85
XME       mar31 $74.66 $72.82
XOP       mar30 $63.77 $62.09
XRT       mar30 $50.61 $49.58

Out of Play
Issues whose parabolic sar is in bear phase. If held, under my rules they are sold. If not held, they are not candidates for a new position.

sym adx traj psar bday blevel bstop 2-day?
IPG       feb3 $11.34 $11.03  
LOW       mar8 $26.00 $25.89  
TRIB       mar3 $9.19 $8.84  

Issues that I hold positions in are marked with an asterisk (*).

3/31 Top Prospects

Issues that are candidates for new positions in my accounts.

    Bull Changes:
  • Recent breakouts: MCP, T.

    Bear Changes:
  • None.
Bull Positions
sym adx traj psar bday blevel bstop 2-day?
AGP       mar28 $61.39 $59.81  
ALXA       mar28 $1.68 $1.57  
BHI       mar24 $71.90 $69.41  
BIDU       mar23 $131.63 $127.28  
DFS       2010sep23 $16.49 $15.99  
GILD       mar24 $41.82 $41.02  
HDB       mar28 $164.16 $160.06  
HLF       feb23 $71.16 $67.00  
HON       mar28 $58.19 $56.96  
JAZZ*       mar3 $25.48 $24.37  
LFUS       mar25 $54.98 $53.60  
LXU*       mar24 $37.74 $36.51  
MCP       mar29 $57.40 $54.05  
MEE       mar23 $67.17 $64.55  
MO       mar24 $25.82 $25.42  
NBR       mar24 $28.80 $28.40  
PFE       jan4 $17.90 $17.67  
PH       mar25 $93.60 $91.52  
RAVN       mar22 $56.55 $54.59  
SWN*       mar16 $40.16 $38.90  
T       mar28 $29.61 $29.08  
TSCO       jan27 $49.64 $48.94  
TSO       mar25 $26.72 $25.51  
WDC       mar25 $36.79 $35.40  
WFMI*       jan13 $51.75 $50.53  
WLK       feb16 $44.16 $42.92  
WWWW       feb9 $10.35 $10.71  
XOP       mar25 $62.57 $60.84  
Bear Positions
sym adx traj psar bday blevel bstop 2-day?
BAC       mar23 $13.22 $13.59  
CENT       mar15 $8.95 $9.19  
CMA       mar23 $36.80 $37.78  
RIMM       mar25 $58.53 $60.61  
Issues that I hold positions in are marked with an asterisk (*).

3/31 Forex

USD/JPY pair turns neutral upon hitting stop/loss.

Top-volume currency pairs.

sym chan adx traj psar bday blevel stop 2-day?
EUR/USD         mar2 $1.38605 $1.37375  
AUD/USD         mar25 $1.02279 $1.00869  
USD/CAD                
USD/JPY                
GBP/CHF                
GBP/USD                
EUR/JPY                
AUD/JPY                
USD/CHF         feb24 SF0.92978 SF0.94008  
NZD/USD                
USD/MXN                

3/31 Indicators

An overview of key market indicators.

Stocks
sym chan adx traj psar bday blevel stop 2-day?
SPY                
QQQ                
VIX                

Bonds
sym chan adx traj psar bday blevel stop 2-day?
TLT                
JNK                

Tangibles
sym chan adx traj psar bday blevel stop 2-day?
USO                
GLD                

Global
sym chan adx traj psar bday blevel stop 2-day?
UUP         feb24 $22.13 $22.26  
EEM         mar30 $48.21 $47.41

Wednesday, March 30, 2011

3/31-4/8 Weeklys

The Weeklys are very short-term options traded on the Chicago Board of Options Exchange. The most recent batch will be listed beginning on Thursday, March 31, and will expire on Friday, April 8.

The CBOE Weeklys page.

The CBOE Weeklys list.

Below is a list of those in bull or bear phase. I've excluded those, such as F, whose parabolic sar phase differs from the price-channel phase, according to my trading rules.

Weeklys: March 31-April 8, 2011

Bull Phase
sym adx traj psar bday blevel bstop 2-day?
BIDU       mar23 $131.63 $127.68  
CAT       feb21 $105.86 $103.58  
EEM       mar30 $48.21 $47.26
MCP       mar29 $57.40 $55.07  
MEE       mar23 $67.17 $65.15  
PCLN       mar24 $474.74 $460.50  
PFE       jan4 $17.90 $17.41  
T       mar28 $29.61 $28.72  
VZ       mar28 $37.32 $36.66  
XLE       mar30 $79.62 $77.65

Bear Phase
Price channel and parabolic sar concurrence
sym adx traj psar bday blevel bstop 2-day?
BAC       mar23 $13.22 $13.62  
C       mar4 $4.54 $4.68  
RIMM       mar25 $58.53 $56.19  
Issues that I hold positions in are marked with an asterisk (*).

3/31 Almanac

On Thursday, March 31: Factory orders, weekly jobless claims, jobs for monsters.

There are 16 days before April options expire, 51 the May and 79 the June.

On the jump, market stats, econ reports, and the trading calendar . . .

3/30 Top Prospects (Updated)

Issues that are candidates for new positions in my accounts.

    Bull Changes:
  • Promoted to Top Prospects: BIDU, HDB, HON, PFE, PH, TSCO, WWWW, XOP.
  • Demoted from Top Prospects on pullback: BTU, CAP, CBI, CLH, EZPW, LOW, SUP, WLP.
  • Average directional index turned down while at 40 or above (Exit 4): OME.

    Bear Changes:
  • Demoted from Top Prospects on pullback: BBY.

Bull Positions
sym adx traj psar bday blevel bstop 2-day?
AGP       mar28 $61.39 $63.23  
ALXA       mar28 $1.68 $1.41  
BHI       mar24 $71.90 $69.74  
BIDU       mar23 $131.63 $127.68  
DFS       2010sep23 $16.49 $16.00  
GILD       mar24 $41.82 $40.63  
HDB       mar28 $164.16 $159.24  
HLF       feb23 $71.16 $70.00  
HON       mar28 $58.19 $56.86  
JAZZ*       mar3 $25.48 $24.72  
LFUS       mar25 $54.98 $53.33
LXU*       mar24 $37.74 $36.61  
MEE       mar23 $67.17 $65.15  
MO       mar24 $25.82 $25.18  
NBR       mar24 $28.80 $27.94  
PFE       jan4 $17.90 $17.41  
PH       mar25 $93.60 $90.79  
RAVN       mar22 $56.55 $54.85  
SWN*       mar16 $40.16 $38.96  
TSCO       jan27 $49.64 $48.94  
TSO       mar25 $26.72 $25.92  
WDC       mar25 $36.79 $35.69  
WFMI*       jan13 $51.75 $50.20  
WLK       feb16 $44.16 $42.84  
WWWW       feb9 $10.35 $10.71  
XOP       mar25 $62.57 $60.69  

Bear Positions
sym adx traj psar bday blevel bstop 2-day?
BAC       mar23 $13.22 $13.62  
CENT       mar15 $8.95 $9.22  
CMA       mar23 $36.80 $37.10  
RIMM       mar25 $58.53 $56.19

Issues that I hold positions in are marked with an asterisk (*).

3/30 Bear Worksheet

Issues in bear phase that presently are not top prospects for new positions in my accounts.
(See the Top Prospects posting for issues that I’m considering for new positions.)

    Changes:
  • Demoted from Top Prospects on pullback: BBY.
  • Hit stop/loss (Exit 2): BBBY, XLU.
  • Broke out of the 20-day price-channel (Exit 3): AMR, FDX.
  • Parabolic Sar divergence, taken out of play (Exit 5): NKE.

Not Top
Issues that are not Out of Play but fall short of being Top Prospects.

sym adx traj psar bday blevel bstop 2-day?
ATVI       feb10 $11.08 $11.33  
BBY       feb11 $33.40 $34.40  
C       mar4 $4.54 $4.68  
CCJ       mar13 $36.95 $38.06  
CCL       mar29 $38.08 $39.22
CPLA       mar29 $49.58 $50.96
CREE       mar4 $50.05 $51.55  
DAL       jan18 $12.15 $12.51  
GGB       mar21 $15.11 $14.66  
GS       mar7 $160.12 $164.71  
URA       mar10 $18.94 $19.51  
UUP*       feb24 $22.13 $22.32  
VNM       feb22 $25.35 $26.11  
WMT       feb22 $53.14 $54.73  

Out of Play
Issues whose parabolic sar is in bear phase. If held, under my rules they are sold. If not held, they are not candidates for a new position.

sym adx traj psar bday blevel bstop 2-day?
AFL       mar11 $54.80 $56.44  
AIG       feb23 $39.52 $40.71  
BK       mar10 $29.31 $30.19  
BRCM       feb18 $41.94 $43.20  
ENER       mar1 $3.78 $3.89  
FFIV       mar18 $102.66 $105.74  
FLEX       mar10 $7.57 $7.86  
GOOG       mar9 $587.00 $604.61  
INTC       mar15 $20.27 $20.80  
LCC       feb22 $9.21 $9.49  
MSFT       mar1 $26.43 $27.22  
NKE       mar18 $81.01 $80.91  
NOK       feb14 $9.08 $9.35  
NTAP       feb22 $51.76 $53.31  
PALL       mar14 $74.01 $76.23  
PG       mar3 $62.30 $63.70  
USD/JPY       mar14 ¥80.92 ¥83.18  

Issues that I hold positions in are marked with an asterisk (*).