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 . . .
Thursday, March 31, 2011
3/31 Top Prospects (Updated)
Issues that are candidates for new positions in my accounts.
Bull Positions
Bear Positions
Issues that I hold positions in are marked with an asterisk (*).
- 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.)
Not Top
Issues that are not Out of Play but fall short of being Top Prospects.
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.
Issues that I hold positions in are marked with an asterisk (*).
(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.)
Not Top
Issues that are not Out of Play but fall short of being Top Prospects.
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.
Issues that I hold positions in are marked with an asterisk (*).
- 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.
Bear Positions
Issues that I hold positions in are marked with an asterisk (*).
- Bull Changes:
- Recent breakouts: MCP, T.
- Bear Changes:
- None.
| 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 |
| 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 |
3/31 Indicators
An overview of key market indicators.
Stocks
Bonds
Tangibles
Global
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
Bear Phase
Price channel and parabolic sar concurrence
Issues that I hold positions in are marked with an asterisk (*).
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 |
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 . . .
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 Positions
Bear Positions
Issues that I hold positions in are marked with an asterisk (*).
- 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.)
Not Top
Issues that are not Out of Play but fall short of being Top Prospects.
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.
Issues that I hold positions in are marked with an asterisk (*).
(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 (*).
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