Most of the auction of last week was above the high volume pocket placed at 10476 placed in the week prior. The range of trade was a paltry 92 points and the bulk of volume was transacted at 10494 during the week. We continue to see these 2 volume clusters supporting the index for now. […]
On the first day of the new series of Jan, the auction traded the 60-minute zone of settlement day between 10565 and 10501 and developed value in the zone. The profile was an Inside day with a high volume zone at 10533 which is the immediate support for the auction.
FIIs added 6K long Index Futures and covered 5K short Index Futures contracts on first day of JAN series alongwith net 6K long Index CE, net 23K long Index PE and net 5K long Stocks Futures contracts. They were net buyers in equity segment for ₹595 crores.
MO at 32
OrderFlow Charts and Notes 29th Dec 17
Trading Room charts dated 29th Dec 2017
The NF and the BNF Profiles from Friday’s session( Jan 18 Futures)
At the beginning of new Series FIIs are holding 31% of long Open Interest and 13% of short Open Interest in Index Futures. Client’s exposure is more then double with 54% ownership of long Index Futures and 65% ownership of short Index Futures. Nifty Futures saw heavy rollovers to next series but rollovers in Banknifty […]
Settlement day was an auction between the 2 volume points of Thursday’s trade. The auction tested the scene of the crime at 10540 ( Dec F) but met with supply there and the settlement was at the lows of the day. Highest volume traded in Jan F was at 10533 F which is the reference […]
Trading Room charts dated 28th Dec 2017