The Feb series

  Reminder– Expiry contest closes at 1.00 pm today. Details to participate are here   As the series draws to a close. It's been bull power throughout.the series. To put things in perspective, here's a look at value and vwap for the month.     The chart shows : In the top pane :   […]

22/02/2012

  A quite market early in the session turned on it's head later in the day as the screaming weakness in the bankNifty spread to the Nifty and the market witnessed it's first uncorrected 102 point drop in days.   We had noted in yesterday's charts that there was no selling tails in the profiles […]

Expiry Contest

We are running a small contest to call a closing figure for the expiry tomorrow.   The details of the contest are at this link here : http://www.vtrender.com/content/feb-2012-expiry   At the bottom of that post, you will find a tab to post your answer.   You can also  go to the Today page and Click […]

Current Delta

  Here are the updated charts for the Delta values in NF and BN at current time.   How to read chart :   In the first pane, we have the POC of the bar.( value displayed)  If the POC is declining, it follows that the market is finding value lower and vice versa.   […]

Delta Check from Tuesday

Here is a chart which shows the delta transacted today. The top pane has the POC . The middle pane has the delta which is the net of volume traded at ask and bid prices and the lower pane has the volume transacted.     The initial part of the day had good volume, good […]

21/02/2012

The open today was within value and range of the previous session. When that happens one can safely assume that not much sentiment has changed between the close of the previous session and the open of the current.   It is an important observation to note in view of the longer weekend and a news […]

Profile check- 21/02

Here's what was posted on Friday after the market closed at 3.30 pm : Weekly Profile   This morning we had an open which has been in value and range of the previous sesssion.The neutral day on Friday seemed to suggest that some longs were moving out of the system. That is not the same […]

Trading Systems (1) Indicators

  Through a series of articles I intend to speak to our readers on the different approaches used to make our trading life simpler and whether they give new information and if so whether the information is trade-able. This article is not about Market profile, though we will get to that subsequently. It's about the […]

Profile check- Friday close

As we wait out a long weekend with major news events lined up across Europe and Greece in particular, let's take a look at what the profile charts reveal for activity this expiry.   First a weekly check-     Last week the profile was balanced ( Left of chart) . It's such profiles which […]

The Vix Grew Up. Have you?

Thomas Prestom wrote this thought provoking article for ThinKMoney Magazine. I reproduce his content word-for-word as I found the artcle engrossing and enlightenig. Though he relates to the US market, the concepts he outlines are valid for any market. Here it is… The Vix Grew Up. Have you? For years, the VIX volatility index was […]