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Wednesday, 29 August 2012

Derivatives Daily Update: August 29 2012


Weakness Persists: August 29, 2012

Nifty August Futures closed at 5296.60 down by 49.45 points. Bank Nifty closed at 10034.7 down by 55.75 points. Open Interest in Nifty across all the series came down by 3.15 lakh shares at 3.24 Cr shares. Turnover was almost same at Rs 1.70 trillion. Put Call Ratio was pegged at 0.87 way below 1 which is not a good sign as traders are losing confidence and Option writers are writing Calls and squaring off Puts. Traders are no more gung ho about the markets. Volatility as measured by India VIX was up by 2% at 16.74 and Dollar Rupee pair was trading slightly lower at 55.67. In spite of the VIX not rising steeply and Dollar Rupee pair trading favorably, we saw fall in price of Nifty by nearly 1% which indicates some more pain tomorrow.

Today we have closed below 5300 which doesn’t augur well for markets as it has opened probability of market touching 5275 and if fall below this level than 5230. Any way still medium to long term trend has not vitiated as long as we remain above 5230. Medium to long term traders can still buy with 5230 as ultimate stop loss. For short term traders selling, with price objective of 5300 was advised which was achieved today. Any way if tomorrow Nifty doesn’t move above 5325 it is advisable to sell with price target of 5275 and 5230.

Happy Trading

Atul Doshi

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