FII Statistics – Details on Derivatives FII Statistics for 23 Oct

By | October 22, 2012 7:48 pm

1. FII bought 8090  Contracts of Index Future,worth 236.01 cores with net OI increasing by 78396 contracts.

2. As Nifty Future was up by 36 points and  Open Interest in Index Futures increased by 78396,so  FII covered shorts and initiated fresh longs  in Nifty Future and Bank Nifty.An important point to note today’s traded contract in Index future is highest in the month of October so is this the hint that we will break the 90 points range of 5635-5725 on Upside?

3. NS closed at 5719 after making a high of 5722  and low of 5658.Nifty spot again was unable to break 5725 and 5638 so still trading within the range of 5635-5725. It has been 9 days of consolidation in this range and has been a very frustrating range to traders. Best is to stay on sidelines till this range breakout/breakdown gets resolved. Now the Bollinger band on Daily charts has squeezed so a fast move is round the corner, either it will be before expiry

4. Resistance for Nifty has come up to 5725 and 5741 which needs to be watched closely ,Support now exists at 5690 and 5676 .Trend is Sell on Rise  till 5725 is not broken on closing basis.

5. Nifty  Future October  Open Interest is at 1.97 cores with liquidation of  24 Lakh in OI,long liquidation in NF.Rollovers have started in NF and 46 lakhs got rollovered from October Series.

6. Total F&O turnover was  at 1.72 lakh  Cores  with total contract traded at 2.61 lakh,  PCR at 1.12 and VIX  collapsed 10% to 13.04,Cash market volumes dipped again today so our assumption on Thursday that higher cash volumes were sign of distribution proved right.

As per Volume Profile 5700 NF will act as Strong support

7.  5800 CE  is having highest Open Interest of 1.17 Core with addition  of 9.7 lakhs in OI as Premium increased  from  Rs 3 To Rs 7 ,5700 CE sheded 9 lakhs in OI after Bulls were able to close nifty above  5700 .5500-5900 CE  sheded 3.5 lakhs in Open Interest.

8. 5600 PE is having highest Open Interest of 83 lakhs with addition of 15 lakhs in OI so 5600 is strong base for Nifty. 5700 PE saw a addition of 7 lakhs put writers were rewarded as premium reduced from Rs 50 to Rs 18 .5500-5900 PE  added 17  lakhs in Open Interest,so can Bulls break 5725 tommorow


9. FII  bought 241.68 cores and DII  sold 137.9 cores in cash segment,INR closed at at 53.67 Live INR rate @ http://inrliverate.blogspot.in/).FII bought 294.66 cores in Stock Futures.

10. Nifty Futures Trend Deciding level is 5705(For Intraday Traders), Trend Changer at 5719 NF(For Positional Traders). (Above this Level Bulls will rule Nifty/Below this levels Bears have upper hand).

Buy above 5725 Tgt 5740,5752,5775 and 5800

Sell below 5700 Tgt 5676,5658 and 5635 (Nifty Spot Levels)

Disclaimer: These are my personal views and trade taken on these observation should be traded with strict Sl

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