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Tuesday, 23 August 2011

Derivatives Daily Update:23.08.2011

Derivative Update:23.08.2011


SYMBOL     EXPIRY OPEN  HIGH LOW CLOSE
NIFTY      25/08/2011  4927 4973.2 4865.1 4947.4
BKNIFTY  25/08/2011  9449.9 9520 9280 9480.3

Nifty August Futures opened at 4927, went down to 4865.10 in first session of the market, made a high of 4973.20 and finally closed at 4947.40 gaining 36.95 points.Consequently for the 2nd day in a row Nifty was able to close higher than its previous session. It was also able to form higher top and higher bottom with relation to previous session for continuously 2nd day which is heartening.


SYMBOL     EXPIRY  OPENINT  TR QTY CONT TRADES
NIFTY      25/08/2011 -4436700 1084950 21699 -15551
NIFTY      29/09/2011 2912350 2824450 56489 8405
NIFTY      25/10/2011 49000 9650 193 65

 From other important data, we can see that traded qty & No.of Contracts have improved by 1084950 & 21699 in August series & have improved by 2824450 & 56489 in September Series. We can see reduction in open interest in August Series & build up in September series.

My prognosis about the market is that we are in downward trending markets. Though there are signs of recovery in markets as Nifty is closing in positive zone for 2 consecutive days, one should bear in mind that, we started Nifty August Series with 5500+ levels and from their we have drifted to as low as 4800. which is a fall of 700 points. There is bound to be a pull back and we are witnessing the same. One good thing is that Nifty has taken support at 4835 which is 200 week's moving average. As indicated in earlier post long term weekly averages work as excellent support & resistance. But for Nifty to have made a meaningful bottom, it has to fill up the gap of 5337-5191 which it made on 05.08.2011. If it breaches that gap & trades about that level for few days, 4800 might be considered good bottom. Till than be cautious and trade with strict stops.

For bulls who could not resist themselves can venture a bull trade with a strict stop at 4825 levels and add further only after some sustainable bottom in place.


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