Nifty @ fresh life high, FII FnO data analysis

By | April 21, 2014 7:30 pm

FII_1

  • FII’s bought 11081  contract of Index Futures worth 378 cores (26.3 K longs were added  and 15.2 k shorts were added for  Index Future) with net OI increasing by41.5  K contracts. So today’s FII’s continue adding longs and also added fresh shorts  Index Futures.

NIFTY - Primary Analysis - Apr-21 1901 PM (1 hour)

  • Nifty Future April Open Interest Volume is at 1.42 cores with liquidation of of 10.5 lakhs in Open Interest,  whole 10 lakhs got rollovered to May series with fresh addition of 10 lakhs, OI is showing a bullish picture. VIX spiked to 35% odd levels, it can easily move in 48-52 range till 13 may.
  • Total Future & Option trading volume at 1.95 lakh with total contract traded at 1.6 lakh , PCR (Put to Call Ratio) at 1.08
  • 6900 Nifty CE  is having highest OI at 46  lakhs , resistance for the market with 6 lakh addition, 6800 CE  with OI at 39.8  Lakhs,saw liquidation of 4.3 lakhs suggesting Bears not confident of expiry below 6800. FII’s sold 9.1 K CE longs and 2.6 K CE shorts were covered by them.6300-7000 CE liquidated 5.6 lakhs.
  • 6700 PE   is having highest OI at  68.4 lakh with addition of 4 lakhs remains a strong support for the series, 6800 PE  saw  a addition of 3.4 lakhs in OI show bears again took backseat. .FII’s bought 16.5 K PE longs and 1 K PE shorts were covered  taken by them.6300-7000 CE added 15 lakhs.

OI

  • FIIs bought 212 cores in Equity and DII sold  217 cores in cash segment.INR closed above 60.58

Buy above 6833 Tgt 6849,6875 and 6909(Nifty Spot Levels)

Sell below 6787 Tgt 6770, 6750 and 6730 (Nifty Spot Levels)

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