Tuesday, April 14, 2015

A Follow Through Day? 4-14-15

My plan:

ES moved out below yesterday's low overnight. The US retail number came out slightly below expectation. It looks ES/SPX likely to test the CLVA of 2080-2069. On the other hand, indices could just blow up from here since this is the monthly expiration week. I will be a seller of SPX, RUT May 4,5 and June 1 for naked puts.

Grains are in bearish mode overnight. Wheat gave up the $5 mark and is near the low of CHVA. I will wait to see if it will hold. Glad I made a risk reversal and rollover of 510 put. I will wait for a bounce and roll over my May 540 puts.

My execution:

ES had a pop and drop formation after open. However, the drop stopped at 2075 instead of my line of 2070. I didn't get any fill today. It was a frustrating day for me as of no trade in day two.

Wheat attempted to recover but failed after gap fill. It's closed below $5 now. Corn may be forming a round bottom as the edge of CHVA held so far. No trade either.

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