FII FnO data analysis for 30 Sep

By | September 27, 2013 10:17 pm

FII_1

  • FIIs sold 8868 contracts of Index Future (sold 3431 long contract and  5437 shorts were added ) worth 243 cores with net Open Interest increasing by 2006 contracts.FII’s have shorted Index Futures
  • Nifty continued to move in the trading range, today formed bearish engulfing pattern but it took support at the rising trendline. Monday’s price action will further unravel the mystery. Market moves will be choppy going forward till the range of 5798-5920 is not broken. We have monthly closing also on Monday bulls will like to close on higher end of range as September has been the best month of 2013. All thats starts well ends well 🙂

nifty daily

  • Nifty Future Oct Open Interest Volume is at 1.79 cores with liquidation of 1.5  lakhs in Open Interest,with rise in cost of carry.
  • Total Future & Option trading volume at  0.84  lakh with total contract traded at 2.3 lakh.PCR (Put to Call Ratio) at 0.98, signalling more calls are getting traded. Today’s fall was based on low volumes.
  • 6000 Nifty CE  is having highest OI at 31 lakhs with addition of 2.1 lakhs in OI, short term resistance. 5900 CE added 5.9 lakh in OI suggesting 5900 suggesting it will remain minor resistance.Today’s high at 5910.FII’s added 12.6 K in Call option and 6.8 CE were shorted. 5500-6000 CE added 8.4 lakh in OI.
  •  5700 PE is having the highest OI of 35.3 lakhs,  suggesting strong support of Nifty and 5800 PE added 9.1 lakh in OI suggesting  5800 will continue acting support.FII’s added 18.9 K in Put option and 3.5 K PE were shorted.5500-6000 PE added 10.4  lakh in OI.
  • FIIs sold in Equity in tune of 245 cores ,and DII sold 115cores in cash segment.INR closed at 62.45.

 

Buy above 5854 Tgt 5885, 5910 , 5946 (Nifty Spot Levels)

Sell below 5833 Tgt 5820, 5799 and 5780 (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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Category: Nifty Options Data

About Bramesh

Bramesh Bhandari has been actively trading the Indian Stock Markets since over 15+ Years. His primary strategies are his interpretations and applications of Gann And Astro Methodologies developed over the past decade.

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