Here is some intesrting activity which happened twice at 1.44 and 2.44 pm today.
This ius one of our background charts which gives us algo activity taking place in the market.
The chart tells us the volume traded at each price.
Notice the horizontal bars in green which is one time volume or broadly classified as volumes traded by one party.
Each of those green bars denote 30,000 in volume or roughly 600 contracts.
The levels are 5694 and 5696
Though price traded above these levels all afternoon, confirmation may not come in about the same till tomorrow's session as the auction did not complete.
We will note the levels down as I feel that it will be a vital level for the rest of the series.