FII DERIVATIVES STATISTICS FOR 20-May-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	106754	2921.86	104117	2855.38	790268	21629.12
INDEX OPTIONS	345490	9499.28	334401	9138.04	1777246	48749.53
STOCK FUTURES	127655	3132.12	108569	2680.19	1274580	30799.81
STOCK OPTIONS	9510	237.07	9936	248.49	26848	673.93
		15790.33		14922.10
FII BUY IN F&O		868.23	FII BUY IN INDEX FUTURES			66.48
FII NET SELL		181	DII NET BUY			368
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)

FII DERIVATIVES STATISTICS FOR 12-May-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	51539	1419.67	102666	2827.04	742494	20336.39
INDEX OPTIONS	230345	6337.85	230796	6380.28	1760139	48281.09
STOCK FUTURES	43725	1138.89	45306	1170.66	1238451	29993.13
STOCK OPTIONS	8196	208.09	7320	187.34	20747	519.06
		9104.51		10565.32		99129.67
FII SELL IN F&O		1460.81	FII SELL IN INDEX FUTURES			1407.37
FII NET SELL		420.03	DII NET BUY			312.44
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)

FII DERIVATIVES STATISTICS FOR 11-May-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	41856	1162.06	41119	1140.31	677957	18849.70
INDEX OPTIONS	121017	3330.26	125237	3472.75	1705282	47449.18
STOCK FUTURES	40218	1053.44	30580	797.85	1233736	30299.47
STOCK OPTIONS	8213	218.47	8158	215.28	21467	545.07
		5764.24		5626.19		97143.42
FII BUY IN F&O		138.05	FII BUY IN INDEX FUTURES			21.75
FII NET BUY		125.07	DII NET BUY			89.12
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)

FII DERIVATIVES STATISTICS FOR 10-May-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	74634	2076.57	50748	1410.76	683716	18948.09
INDEX OPTIONS	188846	5246.97	187578	5170.93	1690710	46842.53
STOCK FUTURES	46056	1198.64	39725	1045.39	1235250	30125.38
STOCK OPTIONS	6841	180.95	6437	167.48	19754	488.55
		8703.12		7794.56		96404.54
FII BUY IN F&O		908.56	FII BUY IN INDEX FUTURES			665.80
FII NET BUY		25.02	DII NET BUY			130.86
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)

FII DERIVATIVES STATISTICS FOR 09-May-2011

	BUY SELL OPEN INTEREST AT THE END OF THE DAY   No. of contracts Amt in Crores No. of contracts Amt in Crores No. of contracts Amt in Crores INDEX FUTURES 74968 2079.67 55541 1540.34 690556 19187.19 INDEX OPTIONS 206640 5735.54 215797 5965.81 1664732 46205.24 STOCK FUTURES 45807 1210.92 37029 958.17 1231013 29991.75 STOCK OPTIONS 6981 179.24 6153 156.53 18972 462.78     9205.36   8620.85   95846.96 FII BUY IN F&O 584.51   FII BUY IN INDEX FUTURES     539.33               FII NET BUY 196.42   DII NET SELL      125.78

NIFTY WEEKEND ANALYSIS for week ended 6th May. 2011

Nifty started the week on a very negative note and continued to fall through out the week before giving a dead cat bounce or short covering on Friday close on Friday and closed at 5551 as compared to previous weekly close at 5751. A good fall of nearly 200 points for the week, The May contract started on a negative note, and open interest data showing huge short building in Nifty

Let us see the alignment of some of the key technical Indicators

 

 Ichimoku: Gave a weak sell signal on 28^th April with the nifty around 5797 level  and nifty entered the   the KOMU but the rise on friday saw nifty moving above cloud thus weakning the selling pressure, fail to cross 5600 by Thursday and nifty will become weak as price would be in the cloud again.

BUZZING NIFTY : ICHIMOKU WEAK SELL SIGNAL

BollingerBand: For 3 days in a row nifty closed below the lower bollinger band , the rise was expected but that was more of a profit booking, and sudden dip in Crude Prices, nifty can rise from here to test the Mid level of the Band around 5769 level

BUZZING NIFTY : BOLLINGER BAND

 In the weekly chart the Nifty is trading below the Mid level of the band currently around 5669, fail to clear this during the week and nifty may continue the journey south to test the lower level of the band which is currently around 5200 odd level.

BUZZING NIFTY : BOLLINGER BAND

In the month chart however the story seems different, as nifty took the support of the mid band of the level at 5445, nifty is yet to give a monthly close below the mid-level of the band for long, a close below 5445 would be yet another indication of the nifty entering the bearish zone,

 

  GARTLEY BEARISH: ALTERNATE BAT

As discussed on several occasions in the past, nifty started moving down and already achieved 4th target,
From earlier update::
Nifty got resisted at the lower boundary of the bat formation after touching 5873 nifty fell sharply, however the time target for the formation is till 6th April, since this is a bearish pattern nifty would slip to previous low around 5233.

BUZZING NIFTY: ALTERNATE BAT

BULLISH GARTLEY: BAT/CRAB PATTERN: 
If this is a BAT formation then this might have completed the CD leg and now the up-move should follow, but if this is a CRAB in formation then the last Leg CD would complete between 5243-4997, however this is not a perfect formation as the above bearish pattern.


 
TRIANGLE FORMATION IN WEEKLY CHART;As can be seen in the chart the Nifty broke the lower line of the triangle but managed to close inside the triangle, if this was a false breakdown then nifty should start moving up to test the upper boundary of the triangle roughly near 5870 level, but a fall below 5229 during the week would be highly desired by the Bears camp who have a huge short built up since the start of the month.




For the week support is seen near 5500 level and resistance near 5600, risk reward ratio for the positions taken near these levels would be high near these levels. Since the trend is down any long position created should be properly hedged. As per the open interest setup looks loke a good support near 5400 level and resistance at 5600 level.
Expected high for the week 5663- Expected low for the week is 5331

FII DERIVATIVES STATISTICS FOR 06-May-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	99046	2734.24	66489	1838.48	700823	19468.97
INDEX OPTIONS	266506	7368.98	247099	6855.40	1657303	46002.50
STOCK FUTURES	75799	1985.21	47406	1210.94	1233457	30133.21
STOCK OPTIONS	8984	229.29	9026	232.11	17206	418.78
		12317.72		10136.93		96023.45
FII BUY IN F&O		2180.78	FII BUY IN INDEX FUTURE			895.76
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)

FII DERIVATIVES STATISTICS FOR 02-May-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	53181	1525.18	85510	2443.56	565941	16178.73
INDEX OPTIONS	207885	5985.54	210457	6016.16	1403913	40019.57
STOCK FUTURES	44469	1218.43	56067	1470.51	1209148	30416.57
STOCK OPTIONS	6651	177.59	6970	185.78	9478	250.95
		8906.75		10116.01		86865.82
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)

FII DERIVATIVES STATISTICS FOR 29-Apr-2011

	BUY		SELL		OPEN INTEREST AT THE END OF THE DAY
	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores	No. of contracts	Amt in Crores
INDEX FUTURES	56116	1618.01	99009	2858.95	545118	15678.79
INDEX OPTIONS	300411	8597.53	217610	6265.48	1372459	39454.67
STOCK FUTURES	54117	1441.57	66267	1794.48	1200154	30363.45
STOCK OPTIONS	6803	183.71	8493	224.84	7617	203.90
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty
(closing price is the daily settlement price of futures contracts)