Changes to MCX Charts
The MCX recognizes the 5- 6 pm session as Session 2 and the 10- 5 pm session as 1. This is important even as the MCX functions from 10.00 am to 11.30 pm seamlessly it makes a distinction between the same session. We all know that there is extra volume and more liquidity […]
FII Open Interest Sheet
As keen followers of Auction Market Theory and Volume at Price, we are keenly interested to know the kind of volumes which move the market. Since the start of this year RM who gives us the daily McClellan readings has devoted a lot of time and energy to trace the footprints of one particular […]
IB Extension Set Up- The C Side
The C side extension Play In the Trading room of Vtrender we have been tracking for quite some time a variation of an Initial Balance setup which we call a C side extension . The set up is that after an Initial Balance ( IB) is formed in the first hour, we are on the […]
Changes to OrderFlow Charts
From tomorrow, there are 2 minor changes made to the charts we see in the trading room , both based on feedback received. BankNifty :
Nifty day of week change
Here is a revisit to a post we have done earlier on the bias each day carries between the open and the close. That first post on the subject is here – http://www.vtrender.com/content/nifty-daily-stats-3 You may like to revisit that to check results from that time to today. This is of academic interest rather […]
NF at 10:20:32 today
Here are the trades executed in NF today between 10:20:31 and 10:20:32 this morning. It started at 5908 and ended at 5990 and all happened in that one second. Notice the bid- ask spread at 10:20 :32 between 5945 – 5990 which was the reason we got that high tick. Buyers […]
Vwap of September Revisited
A quick post with reference to a previous view on September's vwap posted here- http://vtrender.com/content/september-series-charts We saw september as a series filled with short covering and longs and basically what we call in market profile as one time frame movement. Such series often get to visit the vwap to test buyer/ seller strength. […]
September Series Charts
Here is a Volume by Price chart of the September Futures (expired contract). The Purpose of the chart is only to see and note the volume weighted average price (vwap) of the series as well as the region where the highest volume occurred. The Orange is the vwap of the series and […]
Profile Charts Of Oct Series
Here are 2 charts of the NF and the BNF which show the Profile or the kind of auction taking place in the market. These are day session charts with the blue area showing the volume traded at price and to the left of it we have the TPO charts which represents […]
Nifty Expiry
So you had a boring expiry today? I wouldn't blame you for believing that when you saw a 66 point range today in a series which has seen many 150+ days in the Nifty. The truth is that Fii's were extremely busy today closing out the maximum amount of Open Interest in Options […]