Hi Vish I know i am burdening you with this request. But would be highly obliged if you could write in details how one should interpret the info that you so sincerely forward to this group. At the moment we newbies are not able to take full benefit of all your hardwork purely due to lack of knowledge at our end. This request is by me on behalf of all newbies. I personally am not ashamed in admitting that i have no much clues on options and futures as never focused on it till date. But based on intermarket analysis concepts it makes sense for us as future Technical Anaysts and Traders to be aware of what is happening in the immediate surroundings. God Bless you for all your hardwork and efforts for enlightening this group. Thanks in advance Best Regards Floyd
--- On Fri, 11/27/09, vish <vichooo_1999@ yahoo.com> wrote:
From: vish <vichooo_1999@ yahoo.com> Subject: Re: [Technical-Investor ] options data 2711 To: Technical-Investor@ yahoogroups. com Date: Friday, November 27, 2009, 9:32 AM
Options with increase in OI Ticker |
| Date/Time |
| close |
| ch in Pr |
| volume |
| Open Int |
| ch in vol |
| ch in OI |
| ch in OI % | PE4800NIFTY1209 |
| 11/27/2009 |
| 101.25 |
| 16.65 |
| 11,282,350 |
| 4,095,950 |
| 8,337,250 |
| 1,029,100 |
| 33.56 | PE4700NIFTY1209 |
| 11/27/2009 |
| 73.55 |
| 14.20 |
| 8,623,600 |
| 3,125,650 |
| 7,281,950 |
| 964,300 |
| 44.62 | CE5000NIFTY1209 |
| 11/27/2009 |
| 131.80 |
| (13.75) |
| 12,443,600 |
| 3,368,350 |
| 10,288,500 |
| 809,850 |
| 31.65 | CE4900NIFTY1209 |
| 11/27/2009 |
| 183.30 |
| (19.45) |
| 6,641,850 |
| 2,429,000 |
| 6,189,600 |
| 616,150 |
| 33.99 | PE4500NIFTY1209 |
| 11/27/2009 |
| 40.05 |
| 9.10 |
| 7,063,500 |
| 3,669,900 |
| 6,191,100 |
| 553,450 |
| 17.76 | PE4600NIFTY1209 |
| 11/27/2009 |
| 53.45 |
| 11.50 |
| 6,464,700 |
| 2,382,650 |
| 5,498,550 |
| 490,650 |
| 25.93 | CE4800NIFTY1209 |
| 11/27/2009 |
| 245.00 |
| (22.30) |
| 1,606,950 |
| 1,371,150 |
| 1,389,500 |
| 459,700 |
| 50.44 | PE4900NIFTY1209 |
| 11/27/2009 |
| 138.30 |
| 23.65 |
| 6,209,900 |
| 2,881,900 |
| 2,262,250 |
| 425,550 |
| 17.32 | PE4200NIFTY1209 |
| 11/27/2009 |
| 15.85 |
| 3.85 |
| 1,430,700 |
| 1,151,150 |
| 1,299,700 |
| 350,050 |
| 43.70 | PE4000NIFTY1209 |
| 11/27/2009 |
| 8.70 |
| 1.30 |
| 1,511,150 |
| 2,649,950 |
| 1,130,000 |
| 299,600 |
| 12.75 | CE5300NIFTY0310 |
| 11/27/2009 |
| 159.50 |
| (0.50) |
| 263,150 |
| 250,050 |
| 263,050 |
| 249,950 |
| 249,950.00 | PE4300NIFTY1209 |
| 11/27/2009 |
| 22.05 |
| 5.60 |
| 1,867,900 |
| 2,319,350 |
| 1,401,300 |
| 248,100 |
| 11.98 | PE4100NIFTY1209 |
| 11/27/2009 |
| 12.05 |
| 2.90 |
| 1,081,150 |
| 800,150 |
| 931,550 |
| 185,300 |
| 30.14 | CE5400NIFTY1209 |
| 11/27/2009 |
| 21.85 |
| (1.45) |
| 1,429,400 |
| 2,314,800 |
| (190,200) |
| 184,800 |
| 8.68 | PE4000NIFTY0110 |
| 11/27/2009 |
| 24.90 |
| 5.15 |
| 245,050 |
| 550,250 |
| 144,000 |
| 171,050 |
| 45.11 | PE4500NIFTY0110 |
| 11/27/2009 |
| 80.25 |
| 16.95 |
| 580,250 |
| 852,700 |
| 95,500 |
| 132,200 |
| 18.35 | PE4400NIFTY1209 |
| 11/27/2009 |
| 29.60 |
| 7.55 |
| 2,197,800 |
| 1,350,350 |
| 1,643,050 |
| 108,200 |
| 8.71 | PE4000NIFTY0310 |
| 11/27/2009 |
| 65.00 |
| 3.30 |
| 108,000 |
| 232,600 |
| 104,750 |
| 101,050 |
| 76.81 | wow! good shorting of puts have taken place at the lows. Its good news for the bulls. Options with decrease in OI Ticker |
| Date/Time |
| close |
| ch in Pr |
| volume |
| Open Int |
| ch in vol |
| ch in OI |
| ch in OI % | MF | CE5100NIFTY1209 |
| 11/27/2009 |
| 90.65 |
| (8.70) |
| 11,271,550 |
| 2,941,500 |
| 5,969,250 |
| (710,350) |
| (19.45) | (64,393,228) | PE5000NIFTY1209 |
| 11/27/2009 |
| 185.65 |
| 28.15 |
| 2,877,850 |
| 2,883,950 |
| (3,363,750) |
| (522,800) |
| (15.35) | (97,057,816) | PE5100NIFTY1209 |
| 11/27/2009 |
| 243.90 |
| 35.05 |
| 953,900 |
| 1,361,250 |
| (1,395,250) |
| (136,500) |
| (9.11) | (33,292,350) | PE5200NIFTY1209 |
| 11/27/2009 |
| 311.85 |
| 42.15 |
| 227,850 |
| 932,900 |
| (670,550) |
| (46,950) |
| (4.79) | (14,641,358) | CE3500NIFTY0611 |
| 11/27/2009 |
| 1,674.00 |
| (34.30) |
| 25,050 |
| 145,200 |
| 0 |
| (25,050) |
| (14.71) | (41,933,700) | CE4000NIFTY0611 |
| 11/27/2009 |
| 1,354.10 |
| 0.00 |
| 25,050 |
| 469,950 |
| 0 |
| (25,000) |
| (5.05) | (33,852,500) | CE5300NIFTY1209 |
| 11/27/2009 |
| 36.00 |
| (2.75) |
| 2,702,450 |
| 1,658,250 |
| 823,850 |
| (24,900) |
| (1.48) | (896,400) | CE5200NIFTY1209 |
| 11/27/2009 |
| 59.05 |
| (4.60) |
| 6,304,400 |
| 3,015,150 |
| 2,254,550 |
| (17,600) |
| (0.58) | (1,039,280) | CE5500NIFTY1209 |
| 11/27/2009 |
| 12.85 |
| 0.05 |
| 805,650 |
| 1,766,400 |
| 120,550 |
| (13,200) |
| (0.74) | (169,620) | PE4500NIFTY0310 |
| 11/27/2009 |
| 160.00 |
| 15.00 |
| 50,650 |
| 271,450 |
| 45,300 |
| (9,400) |
| (3.35) | (1,504,000) | Significantly Dec 5100 ce has lost good amount of OI. This indicates profit booking in shorts. Max OI in nifty options Nifty Range is now 4800 to 5000 ( changed fr 4900-5100 on Thursday) Ticker |
| Date/Time |
| close |
| ch in Pr |
| volume |
| Open Int |
| ch in vol |
| ch in OI |
| ch in OI % | PE4800NIFTY1209 |
| 11/27/2009 |
| 101.25 |
| 16.65 |
| 11,282,350 |
| 4,095,950 |
| 8,337,250 |
| 1,029,100 |
| 33.56 | PE4500NIFTY1209 |
| 11/27/2009 |
| 40.05 |
| 9.10 |
| 7,063,500 |
| 3,669,900 |
| 6,191,100 |
| 553,450 |
| 17.76 | CE5000NIFTY1209 |
| 11/27/2009 |
| 131.80 |
| (13.75) |
| 12,443,600 |
| 3,368,350 |
| 10,288,500 |
| 809,850 |
| 31.65 | PE4700NIFTY1209 |
| 11/27/2009 |
| 73.55 |
| 14.20 |
| 8,623,600 |
| 3,125,650 |
| 7,281,950 |
| 964,300 |
| 44.62 | CE5200NIFTY1209 |
| 11/27/2009 |
| 59.05 |
| (4.60) |
| 6,304,400 |
| 3,015,150 |
| 2,254,550 |
| (17,600) |
| (0.58) | CE5100NIFTY1209 |
| 11/27/2009 |
| 90.65 |
| (8.70) |
| 11,271,550 |
| 2,941,500 |
| 5,969,250 |
| (710,350) |
| (19.45) | PE5000NIFTY1209 |
| 11/27/2009 |
| 185.65 |
| 28.15 |
| 2,877,850 |
| 2,883,950 |
| (3,363,750) |
| (522,800) |
| (15.35) | PE4900NIFTY1209 |
| 11/27/2009 |
| 138.30 |
| 23.65 |
| 6,209,900 |
| 2,881,900 |
| 2,262,250 |
| 425,550 |
| 17.32 | PE4000NIFTY1209 |
| 11/27/2009 |
| 8.70 |
| 1.30 |
| 1,511,150 |
| 2,649,950 |
| 1,130,000 |
| 299,600 |
| 12.75 | CE4900NIFTY1209 |
| 11/27/2009 |
| 183.30 |
| (19.45) |
| 6,641,850 |
| 2,429,000 |
| 6,189,600 |
| 616,150 |
| 33.99 | FII trading activity on NSE and BSE on Capital Market Segment The following is combined FII trading data across NSE and BSE collated on the basis of trades executed by FIIs on 27-Nov-2009. FII trading activity on NSE and BSE in Capital Market Segment(In Rs.. Crores) Category Date Buy Value Sell Value Net Value FII 27-Nov-2009 1449.17 2506.35 -1057.18 Domestic Institutional Investors trading activity on NSE and BSE on Capital Market Segment The following is combined Domestic Institutional Investors trading data across NSE and BSE collated on the basis of trades executed by Banks, DFIs, Insurance and MFs on 27-Nov-2009. DII trading activity on NSE and BSE in Capital Market Segment(In Rs. Crores) Category Date Buy Value Sell Value Net Value DII 27-Nov-2009 2394.92 1696.25 698.67 DIIs swung into action @lows!
Nifty data since 3/11/2009 Ticker |
| Date/Time |
| high |
| low |
| Range |
| close | ^NSEI |
| 11/3/2009 |
| 4,729.85 |
| 4,538.50 |
| 191.35 |
| 4,563.90 | ^NSEI |
| 11/4/2009 |
| 4,717.80 |
| 4,565.00 |
| 152.80 |
| 4,710.80 | ^NSEI |
| 11/5/2009 |
| 4,776.35 |
| 4,610.60 |
| 165.75 |
| 4,765.55 | ^NSEI |
| 11/6/2009 |
| 4,836.20 |
| 4,764.85 |
| 71.35 |
| 4,796.15 | ^NSEI |
| 11/9/2009 |
| 4,905.25 |
| 4,789.90 |
| 115.35 |
| 4,898.40 | ^NSEI |
| 11/10/2009 |
| 4,947.70 |
| 4,860.10 |
| 87.60 |
| 4,881.70 | ^NSEI |
| 11/11/2009 |
| 5,016.70 |
| 4,870.05 |
| 146.65 |
| 5,003.95 | ^NSEI |
| 11/12/2009 |
| 5,014.40 |
| 4,924.75 |
| 89.65 |
| 4,952.65 | ^NSEI |
| 11/13/2009 |
| 5,017.90 |
| 4,942.65 |
| 75.25 |
| 4,998.95 | ^NSEI |
| 11/16/2009 |
| 5,073.20 |
| 4,994.00 |
| 79.20 |
| 5,058.05 | ^NSEI |
| 11/17/2009 |
| 5,074.00 |
| 5,010.15 |
| 63.85 |
| 5,062.25 | ^NSEI |
| 11/18/2009 |
| 5,079.30 |
| 5,041.65 |
| 37.65 |
| 5,054.70 | ^NSEI |
| 11/19/2009 |
| 5,053.45 |
| 4,963.70 |
| 89.75 |
| 4,989.00 | ^NSEI |
| 11/20/2009 |
| 5,063.30 |
| 4,932.80 |
| 130.50 |
| 5,052.45 | ^NSEI |
| 11/23/2009 |
| 5,113.10 |
| 5,052.10 |
| 61.00 |
| 5,103.55 | ^NSEI |
| 11/24/2009 |
| 5,112.85 |
| 5,053.50 |
| 59.35 |
| 5,090.55 | ^NSEI |
| 11/25/2009 |
| 5,138.00 |
| 5,078.35 |
| 59.65 |
| 5,108.15 | ^NSEI |
| 11/26/2009 |
| 5,116.45 |
| 4,986.05 |
| 130.40 |
| 5,005.55 | ^NSEI |
| 11/27/2009 |
| 5,005.05 |
| 4,806.70 |
| 198.35 |
| 4,941.75 | Bulls repeated their act of 20/11 but from 4800 levels. If this level is not broken we are on course to a new 52 week high. cheers vish
From: vish <vichooo_1999@ yahoo.com> To: Technical-Investor@ yahoogroups. com Sent: Thu, November 26, 2009 6:40:26 PM Subject: Re: [Technical-Investor ] options data 2611 Options with increase in OI Ticker |
| Date/Time |
| close |
| ch in Pr |
| volume |
| Open Int |
| ch in vol |
| ch in OI |
| ch in OI % | CE5100NIFTY1209 |
| 11/26/2009 |
| 99.35 |
| (54.75) |
| 5,302,300 |
| 3,651,850 |
| 4,152,550 |
| 2,152,650 |
| 143..59 | CE5200NIFTY1209 |
| 11/26/2009 |
| 63.65 |
| (41.45) |
| 4,049,850 |
| 3,032,750 |
| 2,438,950 |
| 1,148,150 |
| 60.92 | CE5000NIFTY1209 |
| 11/26/2009 |
| 145.55 |
| (68.80) |
| 2,155,100 |
| 2,558,500 |
| 1,818,650 |
| 875,200 |
| 51.99 | PE5200NIFTY1209 |
| 11/26/2009 |
| 269.70 |
| 85.35 |
| 898,400 |
| 979,850 |
| 707,050 |
| 606,250 |
| 162.27 | PE4800NIFTY1209 |
| 11/26/2009 |
| 84.60 |
| 37.10 |
| 2,945,100 |
| 3,066,850 |
| 1,935,150 |
| 601,650 |
| 24.41 | CE5400NIFTY1209 |
| 11/26/2009 |
| 23.30 |
| (17.45) |
| 1,619,600 |
| 2,130,000 |
| 1,122,400 |
| 516,600 |
| 32.02 | CE5300NIFTY1209 |
| 11/26/2009 |
| 38.75 |
| (28.85) |
| 1,878,600 |
| 1,683,150 |
| 1,227,200 |
| 369,100 |
| 28.09 | PE4900NIFTY1209 |
| 11/26/2009 |
| 114.65 |
| 47.50 |
| 3,947,650 |
| 2,456,350 |
| 2,763,900 |
| 343,350 |
| 16.25 | PE4500NIFTY0110 |
| 11/26/2009 |
| 63.30 |
| 20.80 |
| 484,750 |
| 720,500 |
| 452,500 |
| 320,300 |
| 80.03 | PE4700NIFTY1209 |
| 11/26/2009 |
| 59.35 |
| 26.00 |
| 1,341,650 |
| 2,161,350 |
| 781,650 |
| 270,250 |
| 14.29 | CE4900NIFTY1209 |
| 11/26/2009 |
| 202.75 |
| (81..30) |
| 452,250 |
| 1,812,850 |
| 377,800 |
| 264,100 |
| 17.05 | PE5100NIFTY1209 |
| 11/26/2009 |
| 208..85 |
| 75.70 |
| 2,349,150 |
| 1,497,750 |
| 774,500 |
| 260,600 |
| 21.06 | PE4400NIFTY1209 |
| 11/26/2009 |
| 22.05 |
| 9.15 |
| 554,750 |
| 1,242,150 |
| 428,300 |
| 182,750 |
| 17.25 | PE4600NIFTY1209 |
| 11/26/2009 |
| 41.95 |
| 19.00 |
| 966,150 |
| 1,892,000 |
| 596,650 |
| 151,850 |
| 8.73 | CE5500NIFTY1209 |
| 11/26/2009 |
| 12.80 |
| (11.00) |
| 685,100 |
| 1,779,600 |
| 359,700 |
| 127,550 |
| 7.72 | PE5000NIFTY0110 |
| 11/26/2009 |
| 212.55 |
| 63.00 |
| 132,000 |
| 176,350 |
| 97,300 |
| 107,800 |
| 157.26 | Good shorting of calls of Dec series. Will 4900 be broken? Options with decrease in OI Ticker |
| Date/Time |
| close |
| ch in Pr |
| volume |
| Open Int |
| ch in vol |
| ch in OI |
| ch in OI % |
| MF | PE5000NIFTY1209 |
| 11/26/2009 |
| 157.50 |
| 62.95 |
| 6,241,600 |
| 3,406,750 |
| 3,968,250 |
| (257,050) |
| (7.02) |
| (40,485,376) | PE3900NIFTY1209 |
| 11/26/2009 |
| 5.70 |
| 0.80 |
| 44,350 |
| 533,700 |
| 30,000 |
| (7,650) |
| (1.41) |
| (43,605) | PE3500NIFTY1209 |
| 11/26/2009 |
| 3.25 |
| 0.55 |
| 50,700 |
| 1,637,350 |
| (4,200) |
| (3,300) |
| (0.20) |
| (10,725) | PE3800NIFTY1209 |
| 11/26/2009 |
| 4.60 |
| 0.65 |
| 18,050 |
| 234,000 |
| (500) |
| (3,000) |
| (1.27) |
| (13,800) | CE3000NIFTY1209 |
| 11/26/2009 |
| 1,984.20 |
| (90..80) |
| 3,450 |
| 250,450 |
| 2,850 |
| (1,650) |
| (0.65) |
| (3,273,930) | PE3700NIFTY1209 |
| 11/26/2009 |
| 4..30 |
| 0.50 |
| 9,650 |
| 679,250 |
| 2,600 |
| (1,300) |
| (0.19) |
| (5,590) | PE4500NIFTY0611 |
| 11/26/2009 |
| 415.00 |
| 10.00 |
| 850 |
| 610,150 |
| 800 |
| (350) |
| (0.06) |
| (145,250) | PE2100NIFTY0611 |
| 11/26/2009 |
| 48.50 |
| (5.90) |
| 150 |
| 175,750 |
| (100) |
| (100) |
| (0.06) |
| (4,850) | CE2500NIFTY0611 |
| 11/26/2009 |
| 2,522.60 |
| (113.80) |
| 50 |
| 242,700 |
| 0 |
| (50) |
| (0.02) |
| (126,130) | CE2800NIFTY1210 |
| 11/26/2009 |
| 2,229.10 |
| (115.50) |
| 50 |
| 350,050 |
| 0 |
| (50) |
| (0.01) |
| (111,455) | Max OI in nifty options Nifty Range is now 4900 to 5100 ( changed fr 5000-5200 on Wednesday) Ticker |
| Date/Time |
| close |
| ch in Pr |
| volume |
| Open Int |
| ch in vol |
| ch in OI |
| ch in OI % | CE5100NIFTY1209 |
| 11/26/2009 |
| 99.35 |
| (54.75) |
| 5,302,300 |
| 3,651,850 |
| 4,152,550 |
| 2,152,650 |
| 143.59 | PE5000NIFTY1209 |
| 11/26/2009 |
| 157.50 |
| 62.95 |
| 6,241,600 |
| 3,406,750 |
| 3,968,250 |
| (257,050) |
| (7.02) | PE4500NIFTY1209 |
| 11/26/2009 |
| 30.95 |
| 14.05 |
| 872,400 |
| 3,116,450 |
| 536,500 |
| 45,850 |
| 1.49 | PE4800NIFTY1209 |
| 11/26/2009 |
| 84.60 |
| 37.10 |
| 2,945,100 |
| 3,066,850 |
| 1,935,150 |
| 601,650 |
| 24.41 | CE5200NIFTY1209 |
| 11/26/2009 |
| 63.65 |
| (41.45) |
| 4,049,850 |
| 3,032,750 |
| 2,438,950 |
| 1,148,150 |
| 60.92 | CE5000NIFTY1209 |
| 11/26/2009 |
| 145.55 |
| (68.80) |
| 2,155,100 |
| 2,558,500 |
| 1,818,650 |
| 875,200 |
| 51.99 | PE4900NIFTY1209 |
| 11/26/2009 |
| 114.65 |
| 47.50 |
| 3,947,650 |
| 2,456,350 |
| 2,763,900 |
| 343,350 |
| 16.25 | PE4000NIFTY1209 |
| 11/26/2009 |
| 7.40 |
| 2.05 |
| 381,150 |
| 2,350,350 |
| 200,400 |
| 50,800 |
| 2.21 | PE4700NIFTY1209 |
| 11/26/2009 |
| 59.35 |
| 26.00 |
| 1,341,650 |
| 2,161,350 |
| 781,650 |
| 270,250 |
| 14.29 | CE5400NIFTY1209 |
| 11/26/2009 |
| 23.30 |
| (17.45) |
| 1,619,600 |
| 2,130,000 |
| 1,122,400 |
| 516,600 |
| 32.02 | Nifty data since 3/11/2009 Ticker |
| Date/Time |
| high |
| low |
| Range |
| close | ^NSEI |
| 11/3/2009 |
| 4,729.85 |
| 4,538.50 |
| 191.35 |
| 4,563.90 | ^NSEI |
| 11/4/2009 |
| 4,717.80 |
| 4,565.00 |
| 152.80 |
| 4,710.80 | ^NSEI |
| 11/5/2009 |
| 4,776.35 |
| 4,610.60 |
| 165.75 |
| 4,765..55 | ^NSEI |
| 11/6/2009 |
| 4,836.20 |
| 4,764.85 |
| 71..35 |
| 4,796.15 | ^NSEI |
| 11/9/2009 |
| 4,905.25 |
| 4,789.90 |
| 115.35 |
| 4,898.40 | ^NSEI |
| 11/10/2009 |
| 4,947.70 |
| 4,860.10 |
| 87.60 |
| 4,881.70 | ^NSEI |
| 11/11/2009 |
| 5,016..70 |
| 4,870.05 |
| 146.65 |
| 5,003.95 | ^NSEI |
| 11/12/2009 |
| 5,014.40 |
| 4,924.75 |
| 89.65 |
| 4,952.65 | ^NSEI |
| 11/13/2009 |
| 5,017.90 |
| 4,942.65 |
| 75.25 |
| 4,998.95 | ^NSEI |
| 11/16/2009 |
| 5,073.20 |
| 4,994.00 |
| 79..20 |
| 5,058.05 | ^NSEI |
| 11/17/2009 |
| 5,074.00 |
| 5,010.15 |
| 63.85 |
| 5,062.25 | ^NSEI |
| 11/18/2009 |
| 5,079..30 |
| 5,041.65 |
| 37.65 |
| 5,054.70 | ^NSEI |
| 11/19/2009 |
| 5,053.45 |
| 4,963.70 |
| 89.75 |
| 4,989.00 | ^NSEI |
| 11/20/2009 |
| 5,063.30 |
| 4,932.80 |
| 130.50 |
| 5,052.45 | ^NSEI |
| 11/23/2009 |
| 5,113.10 |
| 5,052.10 |
| 61.00 |
| 5,103.55 | ^NSEI |
| 11/24/2009 |
| 5,112.85 |
| 5,053.50 |
| 59.35 |
| 5,090.55 | ^NSEI |
| 11/25/2009 |
| 5,138.00 |
| 5,078.35 |
| 59.65 |
| 5,108.15 | ^NSEI |
| 11/26/2009 |
| 5,116.45 |
| 4,986.05 |
| 130.40 |
| 5,005.55 | Previous day low has been breached by a big margin! It remains to be seen whether there will be a bounce from 4920-4930 support region. Can the bulls repeat what they did on 20/11/2009? As of now it looks really tough. cheers vish
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