FII Derivative Data Analysis for Nifty Future September 2012 Expiry

By | September 26, 2012

1. FII  bought 12351  Contracts of NF worth 400.48 cores OI also increased by 71207. Expiry is tommrow with 51 F&O Stocks moving out so trade these stocks very cautiously. Click this link to know which 51 stocks . Tomorrow session should be volatile specially in 51 stocks so either stay out of market or trade with strict stop loss.
2. As Nifty Futures was down  by 13 points and OI has increased  by 71207 , FII are booking profits  in Nifty and Bank Nifty Futures.Also do note FII are basically doing  lot of day trading in Index futures and rolling over there positions to next series.

3. Nifty today closed below 5700 for 3 day in a row which shows bull upside momentum is coming to an halt but able to close above 5648 which shows small dips are getting bought into,Till it trades above 5648 bulls have upper hand. As Expiry is nearing and we have these grinding moves so that premium of calls and puts gets eaten away by Option Writers.  Resistance for Nifty has come up to 5672 and 5700 which needs to be watched closely ,Support now exists at 5639 and 5600 .Trend is Buy on Dips till 5588 is not broken on closing basis

4. From the start of September Series view was Buy the Dips as we were near trend line support and double bottom formed at 5217,which worked pretty well as  we made a low of 5217  in May series and bounced back till 5720.  Bears are in pain for the series let me explain to you,

Nifty High =5720

Nifty Low = 5217

Range for the Series 503 points

Mean for the Series =5469 and we closed at 5663

So Bears are in pain and Logically Bears will want to cover there shorts and Bulls want to exit at higher rate so i expect expiry above 5700 tomorrow.

As explained in Nifty Weekly View September has been trending month and we saw a move of 8%.

5. Nifty  September  OI has decreased by 35  Lakhs .Total OI stands at 1.56 cores.Rollovers have started for October and till date 1.23 Cores rollover have happened in Nifty Future.October series also added fresh 55 lakhs in OI and looks longs got rollovered.

6. Total F&O turnover was whopping 1.82 lakh  Cores  with total contract traded at 2.59 lakh. PCR at 0.97 and VIX Collapsed  to 16.97.

7.  5800 CE is having highest OI of 86 lakhs,5700 CE  is having second highest Open Interest of 63 lakhs with fresh addition  of 14 lakhs in OI at a premium of 12 .5600 CE Open Interest  at 41  lakhs, with addition of 1.3 lakhs.

8. 5600 PE added 8 lakh in Open Interest total OI at 86 Lakhs,Bulls want to make  5600 as base for September Series.5700 PE also unwounded huge 28 lakhs in Open Interest ,as Nifty closed below 5700 with 3 days in row with formation of lower top lower bottom.

9. FII  bought 688 cores and DII  sold 696 cores in cash segment,INR closed at 4 months high at 53.53  Live INR rate @ http://inrliverate.blogspot.in/).FII sold 769 cores in Stock Futures.

10. Nifty Futures Trend Deciding level is 5663, Trend Changer at 5463 NF (Above this Level Bulls will rule Nifty/Below this levels Bears have upper hand).

Buy above 5677 Tgt 5700,5720 and 5740

Sell below 5634 Tgt 5618 and 5600,5581 (Nifty Spot Levels)

Expiry Range on Upper Side:5714

Expiry Range on Downside:5612

Disclaimer: These are my personal views and trade taken on these observation should be traded with strict Sl

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13 thoughts on “FII Derivative Data Analysis for Nifty Future September 2012 Expiry

  1. Bramesh Post author

    Thanks Harish!!

    I do not prefer trading in Options but there are few Option strategies i have mentioned on site you can go through them.

    Rgds,
    Bramesh

  2. Bramesh Post author

    Dear Rahul,

    Knwoing when not to trade is most important trait a traders needs to develop to be a consistent performer in market.

    Learn from your past 3 days experience it will help you in making more mature and shrewd treader.

    Rgds,
    Bramesh

  3. Bramesh Post author

    Dear Mynac,

    I totally agree with you Nifty having power to see new highs after break 5740 reason being we are flush with liquidity from overseas investors.

    We still need to see improvement in fundamentals as market always factor in things well in advance so current rally has already discounted news and economic conditions for next 6-8 months.

    Another thing we want to keep in mind is global scenario,India is still a value buy looking at mess and state we are seeing in US and European economy.

    I do foresee a rally till US election than a bubble burst, so lets stay with trend till music is playing.

    As we are traders its immaterial to us whther market goes up or down but matters the most is to catch the trend and milk most of it..

    Rgds,
    Bramesh

  4. dream

    i m seeing tomorow as f&o expiry day in the end nifty closing down below 5600,

  5. harish

    Resp. sir
    nice analysis as always. i think 5581 as you indicated in your analysis.
    any deep explanation on put call stratergy ? is there any article,books or site.your analysis helps us lot. keep it up.
    you are rocking…………………….gr8

  6. mynac

    Dear Bramesh,
    This sharp run-up started from 5435..
    5690-95 is the particular area where there were high volume trades,and considering above said fact,NF rollover & strong FII buying..Nifty has still potential left to show further new top,is my feeling too I wont surprise if it will show even 5760 or 75….nevertheless just market friendly announcements and policies are not enough for market to stay @ top for longer time,but..the implementation,reflection of the same is required in real economy…So are Indian companies in that position today ? or likely to come in that position soon ???

    This will be moot point..
    So let us see…

  7. Rahul

    in three days of consolidation of nifty,
    I lost my 15% profit of the whole month,
    I learned that it very important to learn that there should be no trading on No trade days,And capital protection is plays a very important role.

    One more thing friends,please dont forget money management mantra on expiry,All the best for expiry.

  8. Bramesh Post author

    Hi Kalyan,

    Today we have outperformed global markets and tomorrow technical of market will be at work due to rollover pressure and squaring off positions. Do not be surprised to see some wild moves in last 1 hour of trade..

    Rgds,
    Bramesh

  9. Kalyan

    Hi Bramesh,

    The Europe markets are down 2% + and US is also looking weak, Do you think this would have an impact on the expiry tomorrow? and there is a big chance of gap down opening.

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