FII FnO Data Analysis

By | August 10, 2013

FII

  • FIIs bought 14727 contracts of Index Future (Book profits in 4998 Contracts of shorts and 9729  longs were sold) worth 392 cores with net Open Interest increasing by 4731 contracts. So as per data analysis, FII are entering in Long in NF and BNF and booking profit shorts in NF and Bank NF. Chart Patterns for Technical Traders
  • Nifty  at last after continuous  fall of 11 day in a row, showed a bounce back.  Nifty took exact support at the demand area as discussed and showed up  bounceback from 5487-5477 as seen in below chart.Nifty is near its downward falling trendline and any close 5589 will break above this trendline signalling pause in downtrend.nifty daily
  • Nifty Future Aug Open Interest Volume is at 1.58 cores with addition of 2.6 lakhs in Open Interest, shorts booking profit.
  • Total Future & Option trading volume at  1.05 lakh with total contract traded at 2.08 lakh , PCR (Put to Call Ratio) at 0.78.VIX is sustaining above breakout area and in turn ATR range of nifty is increasing which is good for intraday traders :),Quadrant System made a profit of 200 Points in past week.
  • 6000 Nifty CE  is having highest OI at 66 lakhs with liquidation of 0.09 lakhs in OI. 5800 CE liquidated 0.9  lakh in OI and having second highest OI at 56 lakh,Huge addition of 10 lakh in 5700 CE suggests 5700 to be an immediate ceiling for market. As per Option data OI analysis FII entered long in 11.4K call options and added shorts ie call writing in 33.5 K OTM Calls so any upside will be limited. 5600-6200 CE added 13.8 lakh in OI.
  • 5400 PE OI at 68 lakh remain the highest OI, with liquidation of 3.5 lakh in OI, remains the firm support. 5500 PE added 2.4 lakh in OI is emerging support for Nifty,As per Options Data analysis, FII has not done major activity in Put options, so still holding there PE so cautious on upside. 5600-6200 PE liquidated 3.5 lakh  in OI.

OI

  • Nifty Futures Trend Deciding level is 5575 (For Intraday Traders).Nifty Trend Changer Level 5763 and Bank Nifty Trend Changer level 10198.

 

Buy above 5552 Tgt  5578,5592 and 5619(Nifty Spot Levels)

Sell below 5510 Tgt 5485,5450 and 5430(Nifty Spot Levels)

 

Live Nifty A/D charts  Click on the Link

Traders who use Pivot and Camarilla can use the following 2 sites for Hourly values and EOD values

 http://camarillapivotpoints.blogspot.com/
http://niftystockpivot.blogspot.in/

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