Nifty fails to cross supply area, FII FnO Data Analysis

By | August 5, 2015

FII

  • FII’s bought 27.1 K contract of Index Future worth 598 cores ,21.6 K Long contract were added by FII’s and 5.5 K  short contracts  were squared off by FII’s. Net Open Interest increased  by 16.1 K contract, so today’s market was used by FII’s to exit shorts in index futures and enter longs. Why traders who trade on news are Bound to fail in long run.
  • Nifty continue to form higher high and higher low formation , still unable to cross  crucial supply area as discussed in Weekly analysis. Today high was 8591 and our supply area was at 8589. Crossing the same we can see move to 8654 and unable to do so can see nifty again seeing pullback towards 8450 odd levels.

Supply Demand

 

  • Nifty August Future Open Interest Volume is at 1.66 core with addition of 5.9 Lakh, with increase in CoC suggesting  long positions got added today.NF Rollover price came at 8503.
  • Total Future & Option trading volume was   at 1.57 core with total contract traded at 3  lakh . PCR @0.99
  • 8800  CE  OI at 48  lakh , wall of resistance @ 8800 .8400/8800 CE added 4.2 lakh in OI so bears continue to add  need to see follow up move. FII bought 15.2 K CE longs and 5.4 K CE were shorted by them.Retail bought 6.3 K CE contracts and 46.1K CE were shorted by them.
  • 8200 PE OI@ 50.9  lakhs  strong base @ 8200.  8300/8600 PE  added 20  lakh so major addition seen in  8400/8600 PE and 62  lakh from start of series . FII bought 21.6 K PE longs and 16.9 K PE were shorted by them.Retail bought 93.3 K PE contracts and 51.8 K PE contracts were shorted by them.
  • FII’s bought 447 cores in Equity and DII’s sold 189 cores in cash segment.INR closed at 63.75

 

Buy above 8571 Tgt 8591,8614 and 8637 (Nifty Spot Levels)

Sell below 8540 Tgt 8520,8500 and 8480 (Nifty Spot Levels)

 

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13 thoughts on “Nifty fails to cross supply area, FII FnO Data Analysis

  1. mithm

    Hello Richard

    thanks for reply.

    i have reached there file name is fao_participant_oi_07082015.csv

    but making calculation of below is still away

    FII Future Index Long 529745
    FII Future Index Short 128711

    Addition or subtraction of both or need to make calculate other data.
    Both doesn’t make any sense for below calculation or i am missing some thing.

    Also this figures are only related to nifty future? I hope other index are not calculated in this figure.Also can we say this figures are for current expiry month? this can include some contracts for next month also.

    FII’s bought 8.5 K contract of Index Future worth 85 cores ,
    8.1 K Long contract were added by FII’s and 0.4 K short contracts were squared off by FII’s.

  2. Richard

    Nseindia.com Search for participant wise OI data in their archives ; daily data section

  3. mithm

    Sorry Richard

    But still i am not able to get it

    FII’s bought 27.1 K contract of Index Future worth 598 cores ,
    This figure i know

    But from that how can i figure out.

    21.6 K Long contract were added by FII’s
    5.5 K short contracts were squared off by FII’s.

    Can you provide any links to reference.

    Thanks for your reply
    Mithesh

  4. rishi

    Nifty now below 8591 .Shall shorts can be initiated for tomorrow

  5. Sreenu N

    Dear Mr.Bramesh,

    So greatful to your analysis.keep it up…

    Thanks
    Regards
    Sreenu N

  6. Bramesh Post author

    Thanks a lot typo error is corrected.

  7. Anuj Aggarwal

    today’s market was used by FII’s to exit shorts in index futures and exit shorts

    Something Wrong.

    Today high was 8491 and our supply area was at 8489. Crossing the same we can see move to 8654 and unable to do so can see nifty again seeing pullback towards 8450 odd levels.

    Much more Wrong…..confused.

  8. mithm

    Hello Sir

    FII’s bought 27.1 K contract of Index Future worth 598 cores ,

    21.6 K Long contract were added by FII’s and 5.5 K short contracts were squared off by FII’s.

    How do you calculate long contract and short figure from 27.1 K

  9. sachin

    Will start following your buying levels and check if that works for me or not for Nifty Future

  10. abhaydeepdubey

    so today’s market was used by FII’s to exit shorts in index futures and exit shorts.

    I think it would be entered longs. Thanks for analysis bramesh ji

  11. preet

    some errors in article pls rectify on level wriitten

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