Tuesday, 16 December 2014

Nifty continue with fall, FII FnO Data Analysis

FII
  • FII’s sold 24.7 K contract of Index Future worth 556 cores, 19.6 K Long contract were added by FII’s and 5 K short contracts  were added by FII’s. Net Open Interest decreased  by 24.7 K contract ,so FII’s liquidated long in Index Futures  and continue adding shorts in index future.
  •  Nifty has corrected 575 points in the current correction, Review of Nifty Corrections in 2014  Nifty has broken both AF support and 50 SMA with gap down, now heading towards the 61.8% Fibo retracement of current fall. Nifty has from past 3 times bounced from this level as shown below. Bull market correction are fast and furious so use the dips to enter delivery based buying. As per quantitative analysis maximum rise seen in current fall is 80-90 points so if we rise more than 90 points we can see short term bottom is in place. I have been advocating on Buy the dips only for investors not for over leveraged traders for the simple reason we are in bull market.  S&P 500 in past 4 years of Bull run showed such 5-8% dips almost 6 times and investors who bought those dips were rewarded handsomely.
nifty daily

  • Nifty Future December Open Interest Volume is at 2.39 core with addition of 4 lakh in OIsuggesting shorts addition ,with increase in VIX.
  • Total Future & Option trading volume was   at 4.01  lakh core with total contract traded at 6.9 lakh. PCR @1.01.
  • 8500  CE  OI at 59.9 lakh so wall of resistance @ 8500.8000/8400 CE saw addition of 61.3 lakh so  bears are in full form.FII bought 16.4 K CE and 70.5 K CE were shorted  by them.
  • 8000 PE OI@ 63.8 lakhs so strong base @ 8000  with addition of 23.5 lakhs . 8100 PE did not liquidate 0.05  lakh in OI so  8100 PE writers have not panicked till now. FII bought 104 K PE and 44.7 K PE  were shorted  by them.
  • FII’s sold 455  cores in Equity and DII bought 136  cores in cash segment.INR closed at 63.53.

Buy above 8076 Tgt 8091,8130 and 8153(Nifty Spot Levels)

Sell below 8052 Tgt 8017,7975 and 7930 (Nifty Spot Levels)

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