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Friday, 26 August 2011

Derivatives Daily Update:26.08.2011

Derivatives update:26.08.2011


SYMBOL     EXPIRY OPEN  HIGH LOW CLOSE CHG
NIFTY      29/09/2011 4855.3 4887.9 4718 4748.7 -90.9
BANKNIFTY  29/09/2011 9210 9254.9 8905.95 8973.5 -203.75

Nifty September Futures started on a weak note continuing its downward spiral effortlessly, making lower top & lower bottom continuously for the second time in a row. Bank Nifty was even worst performer and it too made lower top lower bottom for second time in a row. As stated in earlier posts, we are in strong downward trending market and it was witnessed in today's trading session also. First day of new series was not able to able to bring any cheers to the market instead it brought tears to the market.
 
SYMBOL     EXPIRY  OPENINT CHG IN OI TR QTY CONT TRADES
NIFTY      29/09/2011 24228900 2621450 8214400 164288 57029
NIFTY      25/10/2011 737900 146200 312650 6253 3855
NIFTY      24/11/2011 28250 2250 49250 985 609

Volume Charts also indicate weakness. We can see that on a down day,traded quantity, no.of contracts, no.of trades were higher by 8214400,164288 & 57029 respectively. Even increase in open interest indicate fresh short sales being created in markets.

As indicated in yesterday's post, Nifty September future very easily broke important support level of 4835(200WMA) which was acting as some good support. Since we have broken this level and even 4786, a pivot point we might go & touch 4667 from where rally started & lasted till 6349. One important observation is that it is difficult to break 200 week's moving average, but once it breaks it gives violent move to the market. Last time when it broke 3785 the than 200WMA Nifty violently made a low 2228. Similarly when it broke 3790 the than 200 WMA on upside it made a high of 6349. This is simply an observation just to reiterate the point that 200WMA acts as a good support & resistance.

My prognosis remains the same, we are in strong bearish markets and still there are no signs of reversal. Certain traditional indicators like RSI, Stochastic, MACD are trading in oversold zone but no meaningful divergence is seen on the charts. One who is short in the market, ride the wave keeping 4850 as stop loss for short term, 4925 for medium term and 5191-5337 as long term Stop. If one is brave & initiated long since market have fallen so hard, 4650 is advisable stop.























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