Monthly Archives: September 2012

Pre-Market Indicators - PMI280912

Pre-Market Indicators September 28th, 2012

Good Friday Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. The ratios are low but levels recently normal, Equity at .60. It has been lower 20% of the time, and Index at 1.03 which has been lower only 15% of the time since June 2011. Here’s a decent article on why this lack of volatility is worrying, and possibly what’s causing it. (FT)

The markets look mixed, but feel red. That combination is going to make for an interesting Friday.

On tap: Personal Income/Spending, PCE Prices – Core, Chicago PMI, Michigan Sentiment.

  • EURUSD (1.2931) + 0.15%
  • Gold Futures (GC)  + 0.09%
  • Oil Futures(CL) + 0.22%
  • S&P Futures (ES)   0.33%
  • CAC40 – 0.92% 
  • FTSE  0.03%
  • Asia (NKD)  1.34%
  • Copper Futures (HG) + 0.45%
  • Silver Futures (SI) + 0.25%
  • VIX: Close 14.84

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Pre-Market Indicators - PMI270912

Pre-Market Indicators September 27th, 2012

Good Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. The ratios are at strongly divergent levels, Equity at .75. It has been lower 75% of the time, and Index at 1.00 which has been lower only 12% of the time since June 2011.

The markets look green, and feel weak.

  • EURUSD (1.2878) + 0.03%
  • Gold Futures (GC)  + 0.73%
  • Oil Futures(CL) + 1.31%
  • S&P Futures (ES)  + 0.40%
  • CAC40 + 0.56% 
  • FTSE + 0.20%
  • Asia (NKD) + 0.85%
  • Copper Futures (HG) + 0.35%
  • Silver Futures (SI) + 1.08%
  • VIX: Close 16.81

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Pre-Market Indicators - PMI260912

Pre-Market Indicators September 26th, 2012

Good Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. The ratios are at strongly divergent levels, Equity at .73. It has been lower 70% of the time, and Index at 1.00 which has been lower only 12% of the time since June 2011.

The markets look red, and feel weak.

On tap: Mortgage Index, New Home Sales, and Crude Inventories.

  • EURUSD (1.2863) – 0.29%
  • Gold Futures (GC)   0.02%
  • Oil Futures(CL)  0.78%
  • S&P Futures (ES)  – 0.07%
  • CAC40 – 1.99% 
  • FTSE  1.19%
  • Asia (NKD)  0.84%
  • Copper Futures (HG) – 1.00%
  • Silver Futures (SI)  0.09%
  • VIX: Close 15.43

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Pre-Market Indicators - PMI250912

Pre-Market Indicators September 25th, 2012

Good Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. The ratios are at low-normal levels, Equity at .61. It has been lower 22% of the time, and Index at .94 which has been lower only 10% of the time since June 2011.

The markets look green, and feel weak.

On tap: Case-Shiller, Consumer Confidence, FHFA Housing Price Index.

  • EURUSD (1.2934) + 0.06%
  • Gold Futures (GC)  + 0.22%
  • Oil Futures(CL) + 0.95%
  • S&P Futures (ES)  + 0.10%
  • CAC40 – 0.09% 
  • FTSE  0.06%
  • Asia (NKD) + 0.33%
  • Copper Futures (HG) + 0.88%
  • Silver Futures (SI) + 0.88%
  • VIX: Close 14.15

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Pre-Market Indicators - PMI240912

Pre-Market Indicators September 24th, 2012

Good Monday Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. The ratios have come back to low-normal levels, Equity at .62. It has been lower 25% of the time, and Index at 1.01 which has been lower only 12% of the time since June 2011.

The markets look red, and feel weak. Silver and Copper are the outliers this morning.

On tap: the Fed selling Twist treasurys.

  • EURUSD (1.2921)  0.49%
  • Gold Futures (GC)   0.82%
  • Oil Futures(CL)  1.13%
  • S&P Futures (ES)   0.38%
  • CAC40 – 0.92% 
  • FTSE  0.64%
  • Asia (NKD)  0.88%
  • Copper Futures (HG) – 1.79%
  • Silver Futures (SI)  2.12%
  • VIX: Close 13.98

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Pre-Market Indicators - PMI210912

Pre-Market Indicators September 21st, 2012

Good Friday Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. They are at strange levels at .75 and .84. The equity level is relatively high, as it’s lower 75% of the time, the index ratio on the other hand has been lower only 3% of the time (last 2 years). Surely this is linked to OPEX and rolling out.

The markets look green, and feel moderate.

On tap: the weekend.

  • EURUSD (1.3065)  0.05%
  • Gold Futures (GC)  + 0.29%
  • Oil Futures(CL) + 0.58%
  • S&P Futures (ES)  + 0.24%
  • CAC40 + 0.17% 
  • FTSE  0.26%
  • Asia (NKD) + 0.39%
  • Copper Futures (HG) + 0.49%
  • Silver Futures (SI) + 0.12%
  • VIX: Close 14.07

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Pre-Market Indicators - PMI200912

Pre-Market Indicators September 20th, 2012

Good Morning NY.

The CBOE Equity and Index put-call ratios are updated, here. They are at extreme levels at .56 and .73. These Ratios have been lower only 10% and 0% of the time respectively (last 2 years). The index put-call ratio is at it’s lowest, partially linked to OPEX on Friday.

The markets look red, and feel red.

On tap: Initial Claims, Continuing Claims, Philadelphia Fed, Leading Indicators.

  • EURUSD (1.3065)  0.18%
  • Gold Futures (GC)   0.40%
  • Oil Futures(CL)  0.09%
  • S&P Futures (ES)  – 0.29%
  • CAC40 – 0.75% 
  • FTSE  0.61%
  • Asia (NKD)  1.20%
  • Copper Futures (HG) – 1.87%
  • Silver Futures (SI)  0.75%
  • VIX: Close 13.88

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