Friday, September 18, 2015

#SPX vs. its #SKEW (Tail Risk) for Friday, September 18, 2015

#SPX vs. its #SKEW (Tail Risk) for Friday, September 18, 2015SocialTwist Tell-a-Friend

Is a Time-Shifted #SPX 2011 a Good Analog for $SPX 2015?

Is a Time-Shifted #SPX 2011 a Good Analog for $SPX 2015?SocialTwist Tell-a-Friend

#FOREX Pairs with HA Prop Indicators for Friday, September 18, 2015

#FOREX Pairs with HA Prop Indicators for Friday, September 18, 2015SocialTwist Tell-a-Friend

Final #GOOGL #PutCallRatios for Friday, September 18, 2015

Final #GOOGL #PutCallRatios for Friday, September 18, 2015SocialTwist Tell-a-Friend

Final #AAPL #PutCallRatios for Friday, September 18, 2015

Final #AAPL #PutCallRatios for Friday, September 18, 2015SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Friday, September 18, 2015

Final #VIX #PutCallRatios for Friday, September 18, 2015SocialTwist Tell-a-Friend


#VX_F Spread Chart for Friday, September 18, 2015

#VX_F Spread Chart for Friday, September 18, 2015SocialTwist Tell-a-Friend

#NQ_F Volume Profile Chart for Friday, September 18, 2015

#NQ_F Volume Profile Chart for Friday, September 18, 2015SocialTwist Tell-a-Friend

#ES_F Volume Profile Chart for Friday, September 18, 2015

#ES_F Volume Profile Chart for Friday, September 18, 2015SocialTwist Tell-a-Friend

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Friday, September 18, 2015

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Friday, September 18, 2015SocialTwist Tell-a-Friend

#ES_F Daily + Weekly SPR plus IB Levels Chart for Friday, September 18, 2015

#ES_F Daily + Weekly SPR plus IB Levels Chart for Friday, September 18, 2015SocialTwist Tell-a-Friend

Final #SPX #MOC #Imbalances for Friday, September 18, 2015

Final #SPX #MOC #Imbalances for Friday, September 18, 2015SocialTwist Tell-a-Friend

#ES_F Confluence Table for Friday, September 18, 2015

#ES_F Confluence Table for Friday, September 18, 2015SocialTwist Tell-a-Friend

Thursday, September 17, 2015

#SPX vs. its #SKEW (Tail Risk) for Thursday, September 17, 2015

#SPX vs. its #SKEW (Tail Risk) for Thursday, September 17, 2015SocialTwist Tell-a-Friend

Is a Time-Shifted #SPX 2011 a Good Analog for $SPX 2015?

Is a Time-Shifted #SPX 2011 a Good Analog for $SPX 2015?SocialTwist Tell-a-Friend

#FOREX Pairs with HA Prop Indicators for Thursday, September 17, 2015

#FOREX Pairs with HA Prop Indicators for Thursday, September 17, 2015SocialTwist Tell-a-Friend

Final #GOOGL #PutCallRatios for Thursday, September 17, 2015

Final #GOOGL #PutCallRatios for Thursday, September 17, 2015SocialTwist Tell-a-Friend

Final #AAPL #PutCallRatios for Thursday, September 17, 2015

Final #AAPL #PutCallRatios for Thursday, September 17, 2015SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Thursday, September 17, 2015

Final #VIX #PutCallRatios for Thursday, September 17, 2015SocialTwist Tell-a-Friend


#VX_F Spread Chart for Thursday, September 17, 2015

#VX_F Spread Chart for Thursday, September 17, 2015SocialTwist Tell-a-Friend

#NQ_F Volume Profile Chart for Thursday, September 17, 2015

#NQ_F Volume Profile Chart for Thursday, September 17, 2015SocialTwist Tell-a-Friend

#ES_F Volume Profile Chart for Thursday, September 17, 2015

#ES_F Volume Profile Chart for Thursday, September 17, 2015SocialTwist Tell-a-Friend

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Thursday, September 17, 2015

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Thursday, September 17, 2015SocialTwist Tell-a-Friend

#ES_F Daily + Weekly SPR plus IB Levels Chart for Thursday, September 17, 2015

#ES_F Daily + Weekly SPR plus IB Levels Chart for Thursday, September 17, 2015SocialTwist Tell-a-Friend

Final #SPX #MOC #Imbalances for Thursday, September 17, 2015

Final #SPX #MOC #Imbalances for Thursday, September 17, 2015SocialTwist Tell-a-Friend

#ES_F Confluence Table for Thursday, September 17, 2015

#ES_F Confluence Table for Thursday, September 17, 2015SocialTwist Tell-a-Friend

Wednesday, September 16, 2015

#SPX vs. its #SKEW (Tail Risk) for Wednesday, September 16, 2015

#SPX vs. its #SKEW (Tail Risk) for Wednesday, September 16, 2015SocialTwist Tell-a-Friend
To read about the SKEW, visit www.CBOE.com/SKEW

Is a Time-Shifted #SPX 2011 a good Analog for $SPX 2015?

Is a Time-Shifted #SPX 2011 a good Analog for $SPX 2015?SocialTwist Tell-a-Friend


August 25th was the 2015 climatic sell-off low.  In the chart above, it is shifted back by 2 weeks to plot as August 8th, which was 2011 climatic sell-off low.  Look at the correlation so far this year with this shift. BTW, that puts the projected tradable low for 2015 at Tuesday, October 20 +/- 1 day.

#FOREX Pairs with HA Prop Indicators for Wednesday, September 16, 2015

#FOREX Pairs with HA Prop Indicators for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

Final #GOOGL #PutCallRatios for Wednesday, September 16, 2015

Final #GOOGL #PutCallRatios for Wednesday, September 16, 2015SocialTwist Tell-a-Friend


Final #AAPL #PutCallRatios for Wednesday, September 16, 2015

Final #AAPL #PutCallRatios for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

Final #VIX #PutCallRatios for Wednesday, September 16, 2015

Final #VIX #PutCallRatios for Wednesday, September 16, 2015SocialTwist Tell-a-Friend


#VX_F Spread Chart for Wednesday, September 16, 2015

#VX_F Spread Chart for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

#NQ_F Volume Profile Chart for Wednesday, September 16, 2015

#NQ_F Volume Profile Chart for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

#ES_F Volume Profile Chart for Wednesday, September 16, 2015

#ES_F Volume Profile Chart for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, September 16, 2015

#NQ_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

#ES_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, September 16, 2015

#ES_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

Final #SPX #MOC #Imbalances for Wednesday, September 16, 2015

Final #SPX #MOC #Imbalances for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

#ES_F Confluence Table for Wednesday, September 16, 2015

#ES_F Confluence Table for Wednesday, September 16, 2015SocialTwist Tell-a-Friend

#GPRO Bias Update and Levels for Wednesday, September 16, 2015

#GPRO Bias Update and Levels for Wednesday, September 16, 2015SocialTwist Tell-a-Friend


For GPRO I cannot get bullish until a Daily close above Daily center Sigma +41s, and in order to reach 41s GPRO must first get through resistance at 38s and also get through the low volume area (LVA) just below 40.10.


Unless getting and holding above 41s post the FOMC rate decision GPRO is likely certain to test the IPO price at 28s and possibly lower to the -3Sigma target at 21s once/if breaching below 31.35.


Ethan Premock
Futures & Options Strategist Hamzei Analytics, LLC

#TSLA Bias Update and Levels for Wednesday, September 16, 2015

#TSLA Bias Update and Levels for Wednesday, September 16, 2015SocialTwist Tell-a-Friend


Like NFLX TSLA is also on the move to the upside ahead of the FOMC rate decision and if holding above 255s/54s TSLA has potential to reach 265s/66s then 270s pre-FOMC. If so and if Long TSLA the 270s target is the spot (if reached) to consider scaling some profits &/or getting some protection on to protect profits via short-term Puts.

The TSLA Daily +3Sigma target is currently at 277s but unlikely to get achieved before FOMC tomorrow which is why the need for protection might be needed at or just below 270s if the rate decision does not favor more upside for the overall market.


If below 255s/54s either pre or post FOMC rate decision the line in sand  (LIS) for TSLA is at 248s-243s zone which includes Daily center Sigma and is a must hold in order to have chance of reaching the +3Sigma target at 277s post FOMC.


Ethan Premock
Futures & Options Strategist Hamzei Analytics, LLC

#NFLX Bias Update and Levels for Wednesday, September 16, 2015

#NFLX Bias Update and Levels for Wednesday, September 16, 2015SocialTwist Tell-a-Friend


On Monday I was thinking NFLX would remain in more of a sideways pattern between 97s and 93s ahead of the FOMC rate decision but instead NFLX is now on the move above 97s.

On Monday I also mentioned NFLX would have to get and hold above Daily center Sigma at 105s to breach the current downtrend post the FOMC rate decision, which is still case.


In order to now reach Daily center Sigma at 105s NFLX will need to either get above first resistance at 103.20 and/or hold above last week’s value area (VA) +101.30 with 97s as line in sand (LIS) post FOMC tomorrow. If not -3Sigma will become a target at 80s once/if first below the 84.30 support. 



Ethan Premock
Futures & Options Strategist
Hamzei Analytics, LLC

#AAPL Bias Update and Levels for Wednsday, September 16, 2015

#AAPL Bias Update and Levels for Wednsday, September 16, 2015SocialTwist Tell-a-Friend


AAPL is still holding above last’s week’s value area high (VAH) +113.30 post Monday’s iphone sales headline and now seems to just be stalled while in wait mode for the FOMC rate decision.

If not for the potential of a rate decision game changer tomorrow my bias would be in definite favor to the Long side while holding above Daily center Sigma and last week’s value area low (VAL) at 111s/110s; with potential to reach the first resistance I mentioned on Monday at 122s, which is also a +3Sigma target.


However unless above 125s/126s (if a breach above 122s post rate decision) my bias will definitely flip to bearish with potential to reach the -3Sigma target at 101s/100s especially once/if below 109.50 then below the low volume area (LVA) at 104s.


Ethan Premock
Futures & Options Strategist
Hamzei Analytics, LLC

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