Wasendorf
Trading System Daily Update
Updated
as of the close Thursday, May 24, 2012
Commodity &
Month (A)
|
Current
Position (B)
|
Date of
Entry (C)
|
Reversal
Stop (D)
|
|
1. CORN SEP
|
LG@5490
|
R 5/18/12
|
S@5070
|
|
2. OATS JUL
|
ST@3360
|
R 5/10/12
|
B@3420
|
|
3. SOYBEANS AUG
|
ST@14486
|
R 5/7/12
|
B@14170
|
|
4. FEEDER CATTLE MAY
|
LG@15513
|
5/24/12
|
S@15680
|
|
5. LIVE CATTLE JUN
|
LG@11653
|
R 5/9/12
|
S@11480
|
|
6. LEAN HOGS JUN
|
LG@8693
|
R 5/17/12
|
S@8350
|
|
7. COCOA JUL
|
ST@2251
|
R 5/14/12
|
B@2299
|
|
8. COPPER JUL
|
ST@37050
|
R 5/8/12
|
B@35705
|
|
9. LUMBER JUL
|
LG@2888
|
R 5/18/12
|
S@2781
|
|
10. BRITISH POUND JUN
|
ST@16140
|
R 5/9/12
|
B@16101
|
|
11. C DOLLAR JUN
|
ST@10038
|
R 5/4/12
|
B@9963
|
|
12. JAPANESE YEN JUN
|
LG@12619
|
R 5/17/12
|
S@12442
|
|
13. SWISS FRANC JUN
|
ST@10925
|
R 5/3/12
|
B@10697
|
|
14. EURO FX JUN
|
ST@13107
|
R 5/3/12
|
B@12907
|
|
15. DOLLAR INDX JUN
|
LG@79980
|
R 5/7/12
|
S@79975
|
|
16. T-BONDS JUN
|
LG@138040
|
R 3/27/12
|
S@145270
|
|
17. T-NOTES JUN
|
LG@12918
|
R 3/27/12
|
S@13312
|
|
18. NASDAQ 100 JUN
|
ST@262500
|
R 5/4/12
|
B@261650
|
|
19. S&P 500 JUN
|
ST@136000
|
R 5/7/12
|
B@134450
|
|
20. DOW JONES INDEX
JUN
|
ST@12885
|
R 5/8/12
|
B@12730
|
|
21. DJ INDUSTRIAL AVG
JUN
|
ST@12874
|
R 5/7/12
|
B@12794
|
UPCOMING ROLLS: MAY 31–SEP T-Bonds,
SEP T-Notes, SEP NASDAQ 100, SEP S&P 500, SEP Dow Jones Index, SEP DJ
Industrial Avg