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Thursday, 25 August 2011

Derivatives Daily Update:25.08.2011

Derivatives Update 25.08.2011


SYMBOL     EXPIRY OPEN  HIGH LOW CLOSE CHG
NIFTY      25/08/2011   4901.05 4912 4831.1 4839.6 -44.25
BANKNIFTY  25/08/2011   9351.15 9417.15 9137 9177.25 -141.35

Nifty August Futures opened at 4901.05(4930), made a high of 4912(4961.95), drifted way down to 4831.10(4867.30) & finally closed at 4839.60(4883.85) down by 44.25 points.As it can be seen from the data that it has again started making lower tops & lower bottoms. Bank Nifty was more precarious. As indicated in yesterday's post that Bank Nifty is weaker and some unwinding is seen in the market, it continued with the same trend today making lower top & lower bottom. Today was expiry day & it has closed near the low of series which was 4801.

SYMBOL     EXPIRY  OPENINT CHG IN OPINT TR QTY CONT TRADES
NIFTY      25/08/2011 9118550 -4238950 -900200 -18004 -9837
NIFTY      29/09/2011 21607450 5822400 4875650 97513 40966
NIFTY      25/10/2011 591700 113700 100550 2011 985

Above data indicates shifting of positions to September series. Traded Qty Traded Contracts were higher than August Series. Bias is towards Markets going down as on a downward trending day open interest has increased.

Analysis of markets indicate that we are in a strong downward trending market & still no respite is seen. After loosing some 700 points in Nifty in August Series no meaningful pullback is being witnessed. Pullback lasted for only 2 days.

My view still remains bearish. Only silver lining is, as said earlier, level of 4835 which is 200 WMA. Today also it breached that level but on closing basis Nifty has managed to close above this support area. But with the carnage that we have seen in banking stocks and Bank Nifty and fact that Nifty has more weightage from banking stocks, it will not be surprising that we may break this level of 4835 tomorrow itself. In that case we are heading towards 4650 levels from where the last leg of bull trend started. If it fails to break this level than we might move sidewards for few trading session. But for Nifty to have made meaningful bottom it must clear the resistance zone of 5191-5337.

Till than trade safely & look for some meaningful breakouts.


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