Follow through with the fingers of your glove down. (Hugh Howell & Grant Weir say pull glove back to chest.) Remember that you are a fielder as soon as you release the ball and you need to be in the ready position as well. Also if a ball is hit back at you, you need to react for the out, not just to avoid being hit.
To be clear on this issue, the glove elbow must come past the chest and that will bring the glove towards the chest palm up and close or in your chest. This will then be like a closed hand with your fingers up and the glove facing your body. Try get your hand down to a fielding position as soon as you are able, without compromising on your pitching motion. (so this would take place after delivery)
Remember that this is NOT directed at MLB Stars and adults where the velocity does not allow for this, this is aimed at youngsters 10 – 14 yrs old where there is plenty of time to become “a fielder” before the ball is potentially hit back at you.
Here is a terrific example of what you should look like just before delivery.