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Tuesday, 13 September 2011

Derivatives Daily Update:12.09.2011

Derivatives Update:12.09.2011


SYMBOL     EXPIRY OPEN  HIGH LOW CLOSE CHG
NIFTY      29/09/2011 4996 4996 4912.05 4954 -98.5
BANKNIFTY  29/09/2011 9495 9540 9336 9385.6 -274.15


On price charts, Nifty September future opened weaker at 4996 made high of 4996, drifted as lower as 4912.05 and closed a 4954 down by 98.50 points. Bank nifty also followed at closed lower at 9385.60 down by 274.15.


SYMBOL     EXPIRY  OPENINT CHG IN OI TR QTY CONT TRADES
NIFTY      29/09/2011 26735700 936200 1879200 37584 16609
NIFTY      25/10/2011 1695700 185500 231850 4637 3262
NIFTY      24/11/2011 261900 14200 3350 67 65

On volume charts too, it was scaring. Traded quantity, No.of Contracts traded as well as No.of trades all were higher than previous day. This is bad sign for bulls as improvement in volume on a falling day indicates participation on short side has increased. Even Open Interest & change in Open Interest suggests that gloom is going to continue as it too has increased by 936200 shares indicating fresh shorts have been created in the market.

On technical Charts as indicated in earlier posts, Good amount of supply comes at the resistance zone area of 5175 making it difficult for Nifty to cross its resistance zone. Weakness may continue further and Nifty may try to touch recent bottom of 4718. Whether consolidation happens at this level or not needs to be watched very carefully. If not than God Forbid, difficult days lie ahead for Bulls as Nifty may drift down as low as 4200-4400 levels.

We are trading at difficult levels and volatility has increased in the markets. Advise remains the same trade short with respective stops as no immediate breakout on upper side is in vicinity.

Happy trading.

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