FII F&O Data analysis for 05 Jan trade in Nifty future

By | January 4, 2012

Below is my Interpretation of FII OI data Sheet for 4-Jan-11.

 

1. FII sold   6528  Contracts in NF worth 148 Cores in Index Futures with Open Interest increasing  by 17730 contracts.

2. As NF  was down by 23 points and OI has increased today, As price was down marginally and FII were sellers so i am coming to conclusion they shorted more at higher level. To add to my fact is Nifty is unable to cross the resistance of 4800. It made 3 attempt today 4773,4781 and 4783  and all were sold off.  So means selling pressure is coming to higher end.

3. Today trade in NF was quiet irritating and frustrating to most of traders as it was just trading in tight range of 30 points thorugh out the day barring the fall we saw from 4799-4750 in matter of 15 mins which is very difficult to catch. Well after the Big rise we saw yesterday in tune of 136 points this move was quiet acceptable as consolidation is always required before making the next move.

4. Today’s session eventhough Nifty closed in red but Bulls were real winner as they were able to protect the 20 SMA@4725. Technically today is second close above 20 SMA and it signify bulls are preparing ground to break the elusive level of 4840.

5. Today’s choppy  session  was on  volumes 3.5 Lakh NF .Total turnover is just 86.4 K cores. So lot of selling at higher levels got absorbed at lower levels looking at both volumes and Turnover.

6. NF total OI was at 2.07 cores with 97 k lakh liquidation in  OI with fall  in price means longs were liquidated  in NF .

7. In Equity cash segment FII bought  138 cores  whereas DII sold   83 cores.

8. As per Options data  5000 CE has highest OI of 50  lakhs addition of 2.5 lakh and 4500 PE has highest OI of 62  Lakhs addition   of  4.3  Lakh. 4.3 lakh fresh addition is shorts in 4500PE. So 4500 looks like a good support for market for time being.

9. 4700 PE has added another 4 lakhs in OI  so total of 21 lakh in 2 days  which make me belive 4700 is base or support for market in immediate near term.

10. 5100 CE has seen an addition of  another 2  Lakhs in OI so in total 8 lakh in past 2 trading session

11. FII have bought Options today worth 332 cores with net OI addition of 39k so they have not booked any profit and added more Call Options in there Kitty.

Implied Volatility of 5100 CE is 21 and most of call options 21-24 so low volatility always favour buying calls and if you see in PE IV are in range of  28-33.

12. FII SAR level  comes at  4692. Keep this level as SL for positional longs.

13. On Upside above above 4783 Nifty Tgt 4810,4840 and 4881.

14. On dowside below 4725 Nifty Tgt 4696, 4676 and 4650(Nifty Spot Level)

 

Let me go by Disclaimer these are my personal views and trade taken on these observation should be traded with strict Sl

 

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5 thoughts on “FII F&O Data analysis for 05 Jan trade in Nifty future

  1. Bramesh Post author

    Dear Sir,

    For Positional Traders they can use FII SAR for SL for Long/Short

    SAR is for Intraday traders this is basically a trend deciding level.

    So SAR should be used to manage your trades in Intraday.

    Rgds,
    Bramesh

  2. Bramesh Post author

    Dear Sir,

    For Positional Traders they can use FII SAR for SL for Long/Short

    SAR is for Intraday traders this is basically a trend deciding level.

    Rgds,
    Bramesh

  3. Sudhindra Upadhya

    Thanks Sir…, Your hard effort is very helpful to small traders like me… I am adding profit constantly after loosing most of money in market in last couple of year. I wish keep supporting us. Please let me know if you giving paid calls in NIFTY?. mail me sir..

  4. Chandra Mohan Gupta

    Dear Ramesh,

    Yesterday, I also raise the same question, but could not get any reply.
    In this analysis, you are giving FII SAR, while next day morning you are giving SAR and both values looks to be quite different.

    For example in yesterday analysis “FII SAR” was given by you as 4706, while today morning you mentioned “Nifty SAR: for today trade as 4766.

    Shall appreciate, if clarification is forwarded to us.

    Regards

    CM Gupta

  5. K P Singh

    hi Bramesh plz explain that is there any diff in SAR and FII SAR?

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