Sensex

Friday, November 20, 2009

Re: Fw: [Technical-Investor] options data 1811

 

Guys, RSI is still overbought, Stochs still giving sell signal, MACD
on daily chart is also shouting sell. Then its baffling to see such a
massive nd sudden upmove. How does one predict such move? Did any one
predict this through indicators or charts?
Thanks
Abhijeet

On 11/20/09, Abhijit <ap19632000@yahoo.com> wrote:
> Both, the 4900 ce and 5100 pe indicate that Nifty might not go below 4930-
> 50, and if at all it does, there will be a huge unwinding of longs.
>
> Low today 4932.8.......5050 as I type this.
>
> Cheers,
>
> AP
>
>
>
> ----- Original Message -----
> From: Abhijit
> To: Technical-Investor@yahoogroups.com
> Sent: Wednesday, November 18, 2009 10:04 PM
> Subject: Re: [Technical-Investor] options data 1811
>
>
>
>
> There is another way of studying Options which is also equally successful in
> predicting the trend--- intra day charts of options.
>
> Charts of Nov 4900 ce and 5100 pe attached.
>
> The 4900 ce chart confirms what Vish has said - that upside is limited for
> now. Moreover, between yesterday and today, there were 6 tops at 113 for
> 5000 ce (yes, SIX tops).
>
> The 4900 ce indicates that it has topped out for the short term and so has
> the Nifty.
>
> However, the 5100 pe also says that downside is limited, and it has a good
> resistance at 125 - 128.
>
> Both, the 4900 ce and 5100 pe indicate that Nifty might not go below 4930-
> 50, and if at all it does, there will be a huge unwinding of longs.
>
> Cheers,
>
> AP
> ----- Original Message -----
> From: vish
> To: Technical-Investor@yahoogroups.com
> Sent: Wednesday, November 18, 2009 7:41 PM
> Subject: Re: [Technical-Investor] options data 1811
>
>
>
>
> Options with increase in OI
>
> Ticker Date/Time close ch in Pr volume Open Int ch in volume
> ch in OI today ch in OI % today
> PE4800NIFTY1109 11/18/2009 10.75 (0.05) 5,619,300 7,580,550
> 1,123,600 1,312,300 20.94
> PE5000NIFTY1109 11/18/2009 43.35 (0.90) 9,899,550 5,471,450
> (2,092,100) 621,650 12.82
> CE5100NIFTY1109 11/18/2009 41.60 (9.60) 9,024,550 4,367,200
> (717,350) 369,250 9.24
> PE4900NIFTY1109 11/18/2009 21.60 0.10 6,572,800 6,088,150
> (479,850) 295,400 5.1
> PE4900NIFTY1209 11/18/2009 100.15 (2.40) 611,900 1,093,700
> 317,300 294,950 36.93
> CE5000NIFTY1109 11/18/2009 95.00 (11.30) 7,522,700 4,084,050
> (2,239,200) 284,700 7.49
> PE5100NIFTY1109 11/18/2009 85.15 0.35 5,007,300 2,082,150
> 1,312,750 212,700 11.38
> PE5000NIFTY1209 11/18/2009 136.20 (1.20) 544,950 1,294,450
> 88,300 190,900 17.3
> PE4000NIFTY0110 11/18/2009 20.15 (2.10) 144,000 159,300
> 107,400 113,400 247.06
> CE5200NIFTY1109 11/18/2009 13.60 (5.35) 3,567,700 3,198,900
> (558,200) 112,550 3.65
>
>
>
> Options with decrease in OI
>
> Ticker Date/Time close ch in Pr volume Open Int ch in volume
> ch in OI today ch in OI % today
> PE4500NIFTY1109 11/18/2009 1.85 (0.60) 1,320,500 3,880,900
> 376,150 (656,700) -14.47
> PE4400NIFTY1109 11/18/2009 1.40 (0.45) 594,500 2,333,700
> 13,900 (326,900) -12.29
> PE4600NIFTY1109 11/18/2009 2.55 (0.55) 1,861,100 4,008,050
> 305,650 (308,000) -7.14
> PE4700NIFTY1109 11/18/2009 5.05 (0.45) 2,002,450 5,440,050
> (775,050) (222,750) -3.93
> PE4200NIFTY1109 11/18/2009 1.05 (0.30) 267,350 1,079,100
> 26,400 (166,250) -13.35
> PE4100NIFTY1109 11/18/2009 0.95 (0.25) 171,600 666,650
> 36,350 (125,400) -15.83
> CE4900NIFTY1109 11/18/2009 172.00 (10.60) 756,900 2,458,750
> (332,100) (114,050) -4.43
> CE4800NIFTY1109 11/18/2009 260.85 (10.65) 318,550 2,064,050
> (118,800) (108,000) -4.97
> PE4300NIFTY1109 11/18/2009 1.20 (0.25) 235,700 1,785,700
> 26,850 (104,600) -5.53
> CE4800NIFTY0310 11/18/2009 492.80 18.20 100,050 54,100
> 100,000 (100,000) -64.89
>
>
> Max OI in nifty options
> Nifty Range is now 4800 to 5100 ( No change fr 4800-5100 on Tuesday)
>
> Ticker Date/Time close ch in Pr volume Open Int ch in volume
> ch in OI today ch in OI % today
> PE4800NIFTY1109 11/18/2009 10.75 (0.05) 5,619,300 7,580,550
> 1,123,600 1,312,300 20.94
> PE4900NIFTY1109 11/18/2009 21.60 0.10 6,572,800 6,088,150
> (479,850) 295,400 5.1
> PE5000NIFTY1109 11/18/2009 43.35 (0.90) 9,899,550 5,471,450
> (2,092,100) 621,650 12.82
> PE4700NIFTY1109 11/18/2009 5.05 (0.45) 2,002,450 5,440,050
> (775,050) (222,750) -3.93
> CE5100NIFTY1109 11/18/2009 41.60 (9.60) 9,024,550 4,367,200
> (717,350) 369,250 9.24
> CE5000NIFTY1109 11/18/2009 95.00 (11.30) 7,522,700 4,084,050
> (2,239,200) 284,700 7.49
> PE4600NIFTY1109 11/18/2009 2.55 (0.55) 1,861,100 4,008,050
> 305,650 (308,000) -7.14
> PE4500NIFTY1109 11/18/2009 1.85 (0.60) 1,320,500 3,880,900
> 376,150 (656,700) -14.47
> CE5200NIFTY1109 11/18/2009 13.60 (5.35) 3,567,700 3,198,900
> (558,200) 112,550 3.65
> PE4500NIFTY1209 11/18/2009 28.10 (3.95) 540,250 2,654,300
> 312,400 87,350 3.4
>
>
> FII & DII Turnover (BSE + NSE)
> (Rs. crore)
> FII DII
> Trade Date Buy Sales Net Buy Sales Net
> 18/11/09 2,597.45 2,185.32 412.13 1,091.23 1,347.96 -256.73
> 17/11/09 2,376.47 1,913.05 463.42 931.18 1,166.72 -235.54
> 16/11/09 2,446.31 1,901.67 544.64 843.31 1,137.95 -294.64
> Nov, 09 31,252.81 27,620.03 3,632.78 16,386.87 15,577.19 809.68
> Since 1/1/09 * 520,186.99 498,371.04 21,815.95 270,927.07
> 246,333.80 24,593.27
>
>
> FIIs buy DIIs sell!
>
> Nifty data since 3/11/2009
>
> Ticker Date/Time high low Range
> ^NSEI 11/3/2009 4,729.85 4,538.50 191.35
> ^NSEI 11/4/2009 4,717.80 4,565.00 152.80
> ^NSEI 11/5/2009 4,776.35 4,610.60 165.75
> ^NSEI 11/6/2009 4,836.20 4,764.85 71.35
> ^NSEI 11/9/2009 4,905.25 4,789.90 115.35
> ^NSEI 11/10/2009 4,947.70 4,860.10 87.60
> ^NSEI 11/11/2009 5,016.70 4,870.05 146.65
> ^NSEI 11/12/2009 5,014.40 4,924.75 89.65
> ^NSEI 11/13/2009 5,017.90 4,942.65 75.25
> ^NSEI 11/16/2009 5,073.20 4,994.00 79.20
> ^NSEI 11/17/2009 5,074.00 5,010.15 63.85
> ^NSEI 11/18/2009 5,079.30 5,041.65 37.65
>
>
> If you observe the lows not a single day since 3rd Nov 2009, previous day
> low has been breached in spite of some selling pressure on some days during
> late hours. Higher high and higher low continues but the daily range is
> getting smaller.
>
> cheers
> vish
>
>
>
>
> ----------------------------------------------------------
> From: vish <vichooo_1999@yahoo.com>
> To: Technical-Investor@yahoogroups.com
> Sent: Tue, November 17, 2009 7:28:57 PM
> Subject: Re: [Technical-Investor] options data 1711
>
>
>
>
> Options with increase in OI
>
> Ticker Date/Time close ch in Pr volume Open Int ch in volume
> ch in OI today ch in OI % today
> CE4900NIFTY1209 11/17/2009 273.05 (11.95) 1,185,600 1,466,700
> 1,073,550 908,050 162.54
> PE5100NIFTY1109 11/17/2009 84.80 (11.60) 3,694,550 1,869,450
> (214,250) 240,050 14.73
> PE4800NIFTY1209 11/17/2009 76.35 (9.00) 772,400 1,470,750
> 494,000 238,050 19.31
> CE5100NIFTY1109 11/17/2009 51.20 (7.80) 9,741,900 3,997,950
> 1,354,650 232,400 6.17
> CE5000NIFTY1109 11/17/2009 106.30 (7.30) 9,761,900 3,799,350
> 3,993,750 223,700 6.26
> CE5000NIFTY0310 11/17/2009 358.10 (18.90) 200,050 291,300
> 199,000 200,000 219.06
> CE5200NIFTY1109 11/17/2009 18.95 (6.85) 4,125,900 3,086,350
> 619,950 182,550 6.29
> PE5000NIFTY1209 11/17/2009 137.40 (10.70) 456,650 1,103,550
> 212,550 178,400 19.28
> CE5200NIFTY1209 11/17/2009 112.05 (9.05) 391,100 1,141,200
> 155,950 134,300 13.34
> CE5100NIFTY1209 11/17/2009 155.60 (11.25) 341,600 910,500
> 87,150 127,800 16.33
> PE4500NIFTY0110 11/17/2009 63.00 (3.25) 113,950 121,350
> 112,950 112,750 1,311.05
> CE5300NIFTY1109 11/17/2009 6.05 (3.50) 1,259,800 1,973,100
> (43,450) 112,400 6.04
> PE4600NIFTY1209 11/17/2009 41.95 (4.90) 284,600 1,509,800
> (389,250) 111,100 7.94
> PE4300NIFTY1209 11/17/2009 19.05 (2.75) 305,400 2,034,700
> (77,000) 100,050 5.17
>
>
>
> Options with decrease in OI
>
>
>
>
> Ticker Date/Time close ch in Pr volume Open Int ch in volume
> ch in OI today ch in OI % today
> PE4600NIFTY1109 11/17/2009 3.10 (3.15) 1,555,450 4,316,050
> 173,050 (345,850) (7.42)
> CE4800NIFTY1109 11/17/2009 271.50 (4.95) 437,350 2,172,050
> 23,850 (253,350) (10.45)
> CE4900NIFTY1109 11/17/2009 182.60 (5.15) 1,089,000 2,572,800
> 207,150 (227,850) (8.14)
> PE4900NIFTY1109 11/17/2009 21.50 (8.45) 7,052,650 5,792,750
> 1,125,650 (155,500) (2.61)
> PE4700NIFTY1109 11/17/2009 5.50 (4.70) 2,777,500 5,662,800
> 65,850 (155,400) (2.67)
> PE4500NIFTY1109 11/17/2009 2.45 (1.65) 944,350 4,537,600
> (209,950) (141,800) (3.03)
> PE4400NIFTY1109 11/17/2009 1.85 (1.30) 580,600 2,660,600
> (319,150) (101,500) (3.67)
> PE4200NIFTY1109 11/17/2009 1.35 (0.65) 240,950 1,245,350
> 3,500 (101,200) (7.52)
> CE4700NIFTY1109 11/17/2009 364.35 (4.45) 175,300 2,113,300
> 14,100 (79,700) (3.63)
> CE5400NIFTY1109 11/17/2009 2.35 (1.85) 386,000 1,119,600
> (150,350) (55,500) (4.72)
>
>
> Puts shorts are being covered. Prelude to a fall?
>
> Max OI in nifty options
>
> Nifty Range is now 4800 to 5100 ( No change fr 4800-5100 on Monday)
>
>
>
> Ticker Date/Time close ch in Pr volume Open Int ch in volume
> ch in OI today ch in OI % today
> PE4800NIFTY1109 11/17/2009 10.80 (6.50) 4,495,700 6,268,250
> (62,750) 49,150 0.79
> PE4900NIFTY1109 11/17/2009 21.50 (8.45) 7,052,650 5,792,750
> 1,125,650 (155,500) (2.61)
> PE4700NIFTY1109 11/17/2009 5.50 (4.70) 2,777,500 5,662,800
> 65,850 (155,400) (2.67)
> PE5000NIFTY1109 11/17/2009 44.25 (9.85) 11,991,650 4,849,800
> 3,533,000 (54,800) (1.12)
> PE4500NIFTY1109 11/17/2009 2.45 (1.65) 944,350 4,537,600
> (209,950) (141,800) (3.03)
> PE4600NIFTY1109 11/17/2009 3.10 (3.15) 1,555,450 4,316,050
> 173,050 (345,850) (7.42)
> CE5100NIFTY1109 11/17/2009 51.20 (7.80) 9,741,900 3,997,950
> 1,354,650 232,400 6.17
> CE5000NIFTY1109 11/17/2009 106.30 (7.30) 9,761,900 3,799,350
> 3,993,750 223,700 6.26
> CE5200NIFTY1109 11/17/2009 18.95 (6.85) 4,125,900 3,086,350
> 619,950 182,550 6.29
> PE4400NIFTY1109 11/17/2009 1.85 (1.30) 580,600 2,660,600
> (319,150) (101,500) (3.67)
>
>
>
>
> Nifty data since 3/11/2009
>
> Ticker Date/Time open high low close
> ^NSEI 11/3/2009 4,712.25 4,729.85 4,538.50 4,563.90
> ^NSEI 11/4/2009 4,567.30 4,717.80 4,565.00 4,710.80
> ^NSEI 11/5/2009 4,711.65 4,776.35 4,610.60 4,765.55
> ^NSEI 11/6/2009 4,767.50 4,836.20 4,764.85 4,796.15
> ^NSEI 11/9/2009 4,796.15 4,905.25 4,789.90 4,898.40
> ^NSEI 11/10/2009 4,898.90 4,947.70 4,860.10 4,881.70
> ^NSEI 11/11/2009 4,882.30 5,016.70 4,870.05 5,003.95
> ^NSEI 11/12/2009 5,004.40 5,014.40 4,924.75 4,952.65
> ^NSEI 11/13/2009 4,952.35 5,017.90 4,942.65 4,998.95
> ^NSEI 11/16/2009 4,996.50 5,073.20 4,994.00 5,058.05
> ^NSEI 11/17/2009 5,058.95 5,074.00 5,010.15 5,062.25
>
>
> If you observe the lows not a single day since 3rd Nov 2009, previous day
> low has been breached in spite of some selling pressure on some days during
> late hours. Higher high and higher low continues.
>
>
>
> FII & DII Turnover (BSE + NSE)
> (Rs. crore)
> FII DII
> Trade Date Buy Sales Net Buy Sales Net
> 17/11/09 2,376.47 1,913.05 463.42 931.18 1,166.72 -235.54
> 16/11/09 2,446.31 1,901.67 544.64 843.31 1,137.95 -294.64
> 13/11/09 2,156.51 1,685.39 471.12 1,076.34 1,101.74 -25.40
> Nov, 09 28,655.36 25,434.71 3,220.65 15,295.63 14,229.23 1,066.40
> Since 1/1/09 * 517,589.53 496,185.73 21,403.80 269,835.84
> 244,985.84 24,850.00
>
> Based on Highs and lows and the continued FII buying, outlook continues to
> be bullish but options data suggests caution as some profit booking in puts
> have taken place.
>
> cheers
> vish
>
>
>
>
>

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