FII Derivate Data Analysis for 21 March

By | March 20, 2014

FII_1

  • FIIs sold 4317 contracts of Index Future worth 132 cores (6.3 K Long contracts were  squared off  and 2 K short contract  were squared off ) with net Open Interest decreasing by 8409 contracts, so FII’s  squared off longs and shorts in index future.
  • Nifty continued with its consolidation in range of 6480-6575 and is very near to its trendline support of 6470. Any close below this will give a pause to current uptrend. As per time analysis a swift move shall come tomorrow or on Monday. Weekly closing tomorrow Bulls will like to close above 6535 and bears below 6438.

nifty daily

  • Nifty Future March Open Interest Volume is at 1.92 cores with liquidation of 6.6  lakhs in Open Interest,so liquidation of longs.
  • Total Future & Option trading volume at 1.68  lakh with total contract traded at 1.9  lakh , PCR (Put to Call Ratio) at 1.09
  • 6600 Nifty CE  is having highest OI at 57.4  lakhs , is having the highest OI and resistance for the market,6500 CE saw addition of 7.7 lakh suggesting bears want to close below 6500 ,6300-6600 CE added 8.8 Lakh in OI.FII’s bought 1.1 K contract of CE and 4.5 K CE were shorted .
  • 6400 PE   is having highest OI at  66.4  lakh with addition of 3.7 lakhs suggesting bulls wants to hold 6400, 6500 PE liquidated  6.6  lakhs,suggesting bulls are not sure of holding 6500,  6300-6600 PE liquidated 17.5 Lakh in OI .FII’s bought 7.9 K contract of PE mostly in 6500 PE  and 4.7 K PE were shorted mostly in 6300 and 6400 PE.
  • FIIs bought 722 cores in Equity and DII sold 563 cores in cash segment.INR closed at 61.33

Buy above 6500 Tgt 6515 ,6544 and 6575 (Nifty Spot Levels)

Sell below 6480 Tgt 6463,6443 and 6420 (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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