FII F&O Data analysis for 18 Jan trade in Nifty future

By | January 17, 2012 11:53 pm

Below is my Interpretation of FII OI data Sheet for 17-Jan-11.

 

1. FII  bought 42432  Contracts in NF worth 1046  Cores in Index Futures with Open Interest increasing  by 42548 contracts.

2. As Nifty Future  was up by 86  points and OI has increased today, with rise  in price so FII are long  in Index futures.As we have discussed 5 days before No shorts above 4800 Click on Link to read and Nifty low was 4804 after that and we are now near 5000. Hope traders did not shorted the market and got stuck up.

3. Today as we discussed on our FaceBook Page Tuesday’s Scenario worked out again,Ie. Nifty making a century on upside from last 2 Tuesday and today was no different.

4. Nifty from past 2 days has closed above 50 SMA@4837 and 100 SMA@4937. crossing 2 SMA in matter of 2 days shows the Bull strength but the upmove looks stretched and a small correction will be healthy for market.

5. Another concern is lot of gap which Nifty has left with the upmove from 4586-4975. These gaps needs to be filled as it will be healthy for market.

6. NF total OI was at 2.24 cores with 12 Lakh addition  in  OI longs  so longs were held by retailers and HNI. FII OI 551609 is highest in series till date.

7. In Equity cash segment FII bought  1025 cores  whereas DII sold  whopping  429 cores. Not a Rule but general observation DII mostly sell in Top end of cycle.

8. As per Options data  5000 CE has highest OI of  72  lakhs addition of  3 lakh and 4700 PE has highest OI of 76 Lakhs.

9.4900 PE saw a Huge addition 27 Lakh in OI now Bulls are getting confident on 4900 PE now whenever mass psychology is at work time to be cautious. My take market should dip towards 4900 to scare 4900 PE writers.

10. FII SAR level  comes at  4933 and Nifty ATP for Dec series comes at 4793.

11. Bulls need to close above 4976 level tomorrow as it being 78.6% retracement of 4532-5100. Nifty high today was 4975 so Fibo levels at work.

Buy above 4978  Tgt 4993,5020,5050

Sell below 4948 Tgt 4922,4902 and 4886

All levels mentioned are SPOT levels.

Let me go by Disclaimer these are my personal views and trade taken on these observation should be traded with strict Sl

 

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2 thoughts on “FII F&O Data analysis for 18 Jan trade in Nifty future

  1. S Mahesh

    Dear Sir,

    By reading point 6, it seems that you only consider retailers/HNI/FII as market participant. DII are also there (having significant 25-30% mkt share). they may also add OI.

    regards,
    Mahesh

    Reply
    1. Bramesh Post author

      hi Sir,

      I do agree with you n DII impact but MF are generally Equity oriented and they need to be long only funds while FII are from hedge funds which can do both long and short.

      So i give more preference to FII as they have both money power and free hand to take long or short without regulations

      Rgds,
      Bramesh

      Reply

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