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Saturday, 8 October 2011

Derivatives Daily Update:07.10.2011

An Up Day:07.10.2011

On price charts, Nifty October Future smartly opened at 4880 with a gap made a low of 4872.55 went up to 4939 finally closed at 4898.60 up by 129.30 points. Bank Nifty too followed the trend and closed at 8710.95 up by 332.05. Both the indices stopped their losing streak and closed higher than yesterday. Let me remind you that Nifty in past 10 days fell 450 points and Bank Nifty fell 1300 points. Since we were in oversold zone at least on price front, this correction was due.
 
SYMBOL     EXPIRY OPEN  HIGH LOW CLOSE CHG
NIFTY      29/09/2011 4880 4939 4872.55 4898.6 129.3
BANK NIFTY  29/09/2011 8940 9141.95 8920.35 9043 332.05

On volume charts, total turnover in FO segment was 1 lac Cr and no.of contracts traded were 41.25 lac. Put Call Ratio improved a bit and was at 1.24 signifying some Put writing has happened in the market due to improved price movement. Traded quantity, no.of contracts and traded shares of Nifty October Future were lower than yesterday though Open Interest was up by 515600 signifying some bull built up has happened.

SYMBOL     EXPIRY  OPEN INT CHG IN OI TR QTY CONT TRADES
NIFTY      25/10/2011 20668750 515600 -2004300 -40086 -13807
NIFTY      24/11/2011 1354550 -6350 73600 1472 602
NIFTY      29/12/2011 261600 43450 9350 187 -255

On technical charts, today's price movement can be labelled as smart correction of bear trend.Traditional indicators like RSI, Stochastics, MACD  have marginally improved from yesterday's level but nothing can be inferred from such move. Pull back was in line with expectation as we were trending & trading lower from many sessions. Nifty has barely touched its very short term moving average. Sustainability of such move has to be confirmed with few more up sessions. Till that time nothing on charts suggest that we are breaking the bear trend. Only silver lining if you may say so is that instead of great turbulence in the world markets and with very high Volatility Nifty is not breaking 4718, a low which it made on 26.08.2011.

On stock futures front top traded stocks were State Bank, ICICI Bank, Reliance, Infosys and Tat Motors. Top gainers were Sun TV 14% TTK Prestige 12% Sterlite 8% Axis Bank 8% Tata Motor DVR 8%. Top losers were Bharti -3% Areva -3% Sriram Tranport -3% Idea -3% and GSPL -3%.

On stock options front, top traded counters were Reliance 800 CE, SBIN 1800 CE, SBIN 1700 PE, Bharti 380 CE, Reliance 820 CE.

On Nifty options front, positive change in Open Interest was seen in 4900 CE(218850) 5100 CE(164450) 5200 CE(598700) 5300 CE(257150) 4400 PE(1138650) 4600 PE(436650) 4700 PE(534050) 4800 PE(774250) 4900 PE(758450). Negative change  in Open Interest was seen 4800 CE(-440000) 4100 PE(-361350) 4200 PE(-274700) 4300 PE(-1329850). Open Interest in Out of the Money Call Option was 2.90 Cr shares While Open Interest in Out of the Money Put Option was 4.09 Cr. Open Interest in In the Money Call & Put Option was 64.71 lac shares.

My technical analysis of the data still doesn't influence my mind to change my stance that we are in downward trending market. At the most this can be construed as pull back and we might continue our downward journey. Though one thing worries me or which pushes me to think otherwise is that instead of all adverse news why Nifty is not breaking 4718? But than your Gut feeling too has to be backed & supported by technical data which is not visible till date. Kanoon sirf sabooto pe viswas karta hai bhavnavo pe nahi. Similarly in markets to you have to rely and respect technical levels. Unless there is a confirmation on chart of trend reversal you have to believe that we are in bear trend and hence have to trade short with adequate stops.

Happy Trading

Atul Doshi

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