Clomid

This is my first month taking clomid, and I am so confused. So I take the medicine and have the various side effects. All the while previously while I haven't become pregnant every month according to the ovulation tests I have ovulated. This month on the ovulation medicine no such luck.  For 9 days I had the flashy smiling face( lh surge) no peak including this morning and the this afternoon I start bleeding. What does this mean? My period wasn't due for 10 days is this it or is something else? I'm so sad, frustrated, confused, and mad nothing works. Any info would be much appreciated.