FII FnO Data Analysis for 11Dec

By | December 10, 2013

FII_1

  • FIIs bought 5758 contracts of Index Future  worth 183 cores (10818 Longs were added and 5060 shorts were added ) with net Open Interest increasing by 15878 contracts, so FII’s added both  long and short in Index Futures.
  • Nifty did the 3 gap up yesterday and it proved to be exhaustion gap which started filling yesterday and continued today.6300 is an important support any break below it will see a quick fall till 6260 odd levels.
  • Nifty Future December Open Interest Volume is at 2.19 cores with addition of 4 lakhs in Open Interest,with increase in cost of carry signalling long addition.
  • Total Future & Option trading volume at 1.21  lakh with total contract traded at 1.97 lakh.PCR (Put to Call Ratio) at 1.04.VIX corrected 6% ,option premium coming down.
  • 6500 Nifty CE  is having highest OI at 50.9 lakhs ,6400 CE Will remain initial top of market. 6200- 6300 CE liquidated 2.2 lakhs,FII’s bought 15.6 K  in Call mostly 6400 and 6500 CE and 4.8 K shorted CE were covered mostly 6200 and 6300.6000-6700 CE liquidated 14.4 Lakh in OI.
  • 6000 PE   is having highest OI at 49.1lakhs suggesting strong support at 6000.6100 and 6400 PE added .72  lakh in OI suggesting buying happening and traders are hedging there longs. 6300 is emerging support for market.FII’s sold 28.1 Kcontract  in PE mostly 5900 and 5800 PE and 8.7  contract of  shorted PE were  covered.6000-6700 PE added 2.3 Lakh in OI.
  • FIIs bought 396 cores in Equity ,and DII sold 628cores in cash segment.INR closed at 61.03

Buy above 6344 Tgt  6361,6389,6415 and 6440 (Nifty Spot Levels)

Sell below 6305 Tgt 6280,6260 and 6232 (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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