FII F&O data analysis for 26 Nov

By | November 25, 2013 11:23 pm

FII_1

  • FIIs bought 17565 contracts of Index Future (bought 13560 long contract and 4005 shorts were covered ) worth 534 cores with net Open Interest increasing by 9555 contracts.So FII’s used rise to enter longs exit only partial shorts.Out of 44K shorts entered since 19 Nov FII in today’s rise of 132 points covered just 4K contract suggests we are still not out of woods.
  • Nifty showed the double bottom effect, and came up to fill the gap. Bullish move only on close above 6155 odd levels,below it can come down to 6050 odd levels.

nifty daily

  • Nifty Future November Open Interest Volume is at 122  cores with liquidation of 15.4 lakhs in Open Interest,cost of carry has fallen so long liquidation and shorts addition in market.
  • Total Future & Option trading volume at 2.19 lakh with total contract traded at 3.4  lakh.PCR (Put to Call Ratio) at 0.92, and cash market volume below average suggesting rally was based on short covering only.
  • 6200 Nifty CE  is having highest OI at 57.4 lakhs with liquidation of 3.1 lakhs in OI,Will remain initial top of market. 6000-6100 CE saw liquidation of 39.9 lakh suggesting panic in bear camp. 3.7 K CE were added by FII and 43.2 K shorted CE were covered by FII’s .6000-6300 CE liquidated 49.9 Lakh in OI.
  • 6000 PE added 12.3 lakh and having highest OI suggesting strong support at 6000,6100 PE added 21.8 lakh in OI, suggesting strong support at 6100. 7.4 K PE longs were liquidated by FII’s and 12.6  K PE were shorted. 6000-6300 PE added 33.1 lakh contract in OI.
  • FIIs bought 837  cores in Equity ,and DII sold 792cores in cash segment.INR closed at 62.4.

 

Buy above 6124 Tgt  6147,6180 and 6212 (Nifty Spot Levels)

Sell below 6090 Tgt 6060,6036 and 6020 (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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