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Friday, 9 September 2011

Derivatives Daily Update:09.09.2011

Derivatives Update:09.09.2011


SYMBOL     EXPIRY OPEN  HIGH LOW CLOSE CHG
NIFTY      29/09/2011 5150 5154.85 5042.5 5052.5 -102.5
BANKNIFTY  29/09/2011 9921 9960 9635.5 9659.75 -248.35

On price charts, Nifty September Futures opened at 5150 made a bare high of 5154.85, drifted straight down to 5042.50 and finally closed at 5052.50 near day's low. In similar fashion Bank nifty was also under selling pressure and it too closed at 9659.75. Nifty September Futures and Bank Nifty both closed by 102.5 and 248.35 points lower than yesterday. Both the indices ended its winning streak of last 7 days.


SYMBOL     EXPIRY  OPENINT CHG IN OI TR QTY CONT TRADES
NIFTY      29/09/2011 25799500 -395050 3566150 71323 16936
NIFTY      25/10/2011 1510200 87600 273150 5463 1761
NIFTY      24/11/2011 247700 24950 24500 490 277

On volume charts, Nifty September Futures, saw increase in Traded Quantity, No.of Contracts traded as well as No.of trades than yesterday. Open Interest was down by 395050 shares. On a weak day volumes were higher but Open Interest did not see any built up indicating no new shorts were created in Nifty, instead some unwinding was seen in the market. Any way Bank Nifty and Nifty Futures ended their 7 days honeymoon today.

On technical charts, as indicated in yesterday's post, Nifty was not able to cross 5175 level. Nifty managed to cross 5116 (38.2%) retracement level for a day but was not able to sustain it. Nifty experiences good amount of supply when it approaches its major resistance level.If nifty manages to break short term moving averages of 4995 and 4976 (25%) retracement level, we might see further down side which can straight away send Nifty to test 4718 level once again. Whether it is able to consolidate at that level or not needs to be  watched closely. Till that time it is advisable to short Nifty with 5116/5175/5240 as stop.

On Stock Futures Charts, State Bank, Reliance Ind, Bata, ICICI Bank, Larsen witnessed higher volumes. Top gainers list included GTL +33% Arvind +8% Max India +4% Gitanjali +3% HUL +3% while Top losers list included Rcom -7% Mercator Lines -6% Ambuja Cement -6% Lanco Infra -6% Hindalco -6%.

We are trading at crucial levels and volatility is still not subsidizing. We are able to witness large swings & gyrations in the markets. It is advisable to trade very cautiously in the markets.

Happy Weekend. Happy Trading.

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