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Sunday, June 19, 2011

How the YM, ES, NQ & TF closed out their last Opt. Exp. period...

Each candle on the charts below represents a one month Opt. Exp. period for the YM, ES, NQ & TF...the last candle represents the May-June OPEX period...as can been seen, a fair amount of distribution has taken place since January of this year. According to the Chaikin Money Flow indicator, the TF has lost the most money so far this year, followed by NQ, ES and then YM.


The pivot points for the next Opt. Exp. period (June-July) are as follows:
YM = 12099
ES = 1288.50
NQ = 2249.25
TF = 799.50

Overlayed on each of the Daily charts below of YM, ES, NQ & TF is a one-month Opt. Exp. period Volume Profile...the POC is represented by the red horizontal lines...the May-June POC for each is as follows:
YM = 11943
ES = 1296.25
NQ = 2314
TF = 786