Sensex

Thursday, November 19, 2009

Re: [Technical-Investor] options data 1911

 

 
Options with increase in OI

 

Ticker Date/Time close ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
CE5000NIFTY1109 11/19/2009 57.90 (37.10) 12,235,800 4,578,300 4,713,100 494,250 12.10
CE5100NIFTY1109 11/19/2009 21.65 (19.95) 9,690,850 4,817,700 666,300 450,500 10.32
CE4900NIFTY1109 11/19/2009 117.05 (54.95) 1,968,400 2,706,650 1,211,500 247,900 10.08
PE4500NIFTY1209 11/19/2009 36.65 8.55 773,750 2,801,100 233,500 146,800 5.53
CE5000NIFTY1209 11/19/2009 165.70 (34.55) 460,600 1,313,400 149,000 115,850 9.67
PE4500NIFTY1210 11/19/2009 390.10 140.10 100,000 158,300 99,950 100,000 171.53
CE5500NIFTY1209 11/19/2009 23.05 (6.85) 283,750 1,541,600 21,650 85,800 5.89
PE4700NIFTY1109 11/19/2009 7.60 2.55 2,220,200 5,514,150 217,750 74,100 1.36
CE5300NIFTY1209 11/19/2009 55.85 (13.45) 647,300 1,132,600 237,600 68,200 6.41
CE5200NIFTY1209 11/19/2009 83.50 (19.85) 623,550 1,267,100 242,300 46,550

3.81

 

calls have added OI which means upside is limited in this settlement.

 

Options with decrease in OI

 

Ticker Date/Time close ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
PE5000NIFTY1109 11/19/2009 71.85 28.50 14,650,350 4,320,950 4,750,800 (1,150,500) (21.03)
PE4900NIFTY1109 11/19/2009 36.35 14.75 10,061,000 5,479,300 3,488,200 (608,850) (10.00)
PE5100NIFTY1109 11/19/2009 132.95 47.80 3,822,950 1,718,450 (1,184,350) (363,700) (17.47)
PE4800NIFTY1109 11/19/2009 18.40 7.65 5,235,500 7,230,450 (383,800) (350,100) (4.62)
CE5200NIFTY1109 11/19/2009 6.40 (7.20) 3,307,800 2,962,900 (259,900) (236,000) (7.38)
PE4500NIFTY1109 11/19/2009 2.05 0.20 598,950 3,751,700 (721,550) (129,200) (3.33)
CE4700NIFTY1109 11/19/2009 282.40 (71.75) 204,300 1,955,000 76,050 (97,450) (4.75)
CE5600NIFTY1209 11/19/2009 15.10 (4.20) 182,000 279,900 28,050 (95,100) (25.36)
CE4800NIFTY1109 11/19/2009 199.30 (61.55) 232,700 1,987,200 (85,850) (76,850) (3.72)
PE4100NIFTY1109 11/19/2009 0.95 0.00 106,250 590,000 (65,350) (76,650) (11.50)

 

Max OI  in nifty options
Nifty Range is now 4800 to 5100  ( No change fr 4800-5100 on  Wednesday)
 
Ticker Date/Time close ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
PE4800NIFTY1109 11/19/2009 18.40 7.65 5,235,500 7,230,450 (383,800) (350,100) (4.62)
PE4700NIFTY1109 11/19/2009 7.60 2.55 2,220,200 5,514,150 217,750 74,100 1.36
PE4900NIFTY1109 11/19/2009 36.35 14.75 10,061,000 5,479,300 3,488,200 (608,850) (10.00)
CE5100NIFTY1109 11/19/2009 21.65 (19.95) 9,690,850 4,817,700 666,300 450,500 10.32
CE5000NIFTY1109 11/19/2009 57.90 (37.10) 12,235,800 4,578,300 4,713,100 494,250 12.10
PE5000NIFTY1109 11/19/2009 71.85 28.50 14,650,350 4,320,950 4,750,800 (1,150,500) (21.03)
PE4600NIFTY1109 11/19/2009 2.95 0.40 1,034,950 3,963,500 (826,150) (44,550) (1.11)
PE4500NIFTY1109 11/19/2009 2.05 0.20 598,950 3,751,700 (721,550) (129,200) (3.33)
CE5200NIFTY1109 11/19/2009 6.40 (7.20) 3,307,800 2,962,900 (259,900) (236,000) (7.38)
PE4500NIFTY1209 11/19/2009 36.65 8.55 773,750 2,801,100 233,500 146,800 5.53
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
19/11/09 2,056.64 2,515.82 -459.18 1,235.81 1,119.02 116.79
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
Nov, 09 33,309.45 30,135.85 3,173.60 17,622.68 16,696.21 926.47
Since 1/1/09   * 522,243.62 500,886.86 21,356.76 272,162.89 247,452.82 24,710.07

* Data for DII turnover is since 16/4/07
 
Now FIIs sell and DIIs buy. It will be interesting to see  todays FII action in fno which will be uploaded by NSE around 8pm
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
^NSEI 11/19/2009 5,053.45 4,963.70 89.75

 

For the first time since 3/11/2009, Nifty breached the previous day low and it did breach it in style!!

 

 

Nifty has made a top at 5181.95 (17/10/09) and a low @4538.5 (3/11/09)  Since then it has made a lower top@ 5079.3(18/11/09). Remains to be seen where this correction stops. If it makes a lower low than 4538 then LHLL will set in. On the other hand if NIfty reverses with a higher low (abv 4538) then the stage might be set for a pre budget rally going into Feb 2010.

 

I feel we will reverse and get into a pre budget rally especially  since next Bradley turn date is 1/3/2010!
 
 
cheers
vish

 
From: vish <vichooo_1999@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Wed, November 18, 2009 7:41:47 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
 

 

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Posted by nsivaa at 5:31 AM

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