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Tuesday, 28 August 2012

Derivatives Daily Update: August 28 2012


Weakness Continues: August 28, 2012

Nifty August Futures closed at 5346.05 down by 16.35 points. Bank Nifty closed at 10090.45 down by 87 points. Open Interest in Nifty across all the series was up by 25 lakh shares at 3.27 Cr shares. Turnover was higher at Rs 1.73 trillion partly due to roll over activity. Put Call Ratio across all the series was slightly lower at 1.03. Volatility as measured by India VIX was slightly lower at 16.35 and Dollar Rupee pair was trading at 55.70. Despite any improvement in VIX markets are falling which doesn’t augur well, if VIX start rising steeply it will have negative impact on Nifty. Even increase in Open Interest on a down day is not a good sign for market.

I still hold that we will retest 5300 before we move further up. Today we saw a low of 5320 intraday. Any way if we don’t fall below 5230 on closing basis upside targets of 5500 & 5630 are still achievable. Short term traders have an opportunity to sell with stop loss of 5380 and for medium term traders any price near 5300 is buying opportunity with stop below 5230 and price target of 5500.

Happy Trading

Atul Doshi

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