Market Profile Analysis dated 16th December 2020

Nifty Dec F:  13699 [ 13712 / 13619 ]

NF opened with a gap up of 67 points moving away from the 3-day balance and settled down into an OAOR (Open Auction Out of Range) as it remained in a narrow range of just 35 points in the IB (Initial Balance). The auction then made the first RE (Range Extension) higher in the ‘D’ period but was rejected back into the IB as it took support at VWAP after which it made a fresh RE in the ‘F’period followed by a similar high in the ‘G’ period indicating exhaustion in the upmove due to lack of new demand and this led to a liquidation break lower in the ‘H’ period as NF made new lows for the day at 13619 but was swiftly rejected back above VWAP signalling that the inventory adjustment move could be done. The ‘I’ period then started a fresh leg to the upside making multiple REs higher into the close and in the process left an extension handle at 13679 & also confirmed a FA at lows as it went on to make a high of 13712 in the ‘L’ period before closing the day at 13699 leaving a Neutral Extreme Day. The opening reference for the next session would be from 13679 to 13712.

Nf 11 Market Profile Analysis Dated 16Th December 2020 Banknifty Futures, Charts, Day Trading, Intraday Trading, Intraday Trading Strategies, Market Profile, Market Profile Trading Strategies, Nifty Futures, Order Flow Analysis, Support And Resistance, Technical Analysis, Trading Strategies, Volume Profile Trading

Click here to view NF move away from the 3-day composite on MPLite

  • The NF Open was a Open Auction Out of Range (OAOR)
  • The Day type was a Neutral Extreme Day – Up (NeuX)
  • Largest volume was traded at 13650 F
  • Vwap of the session was at 13663 with volumes of 80 L and range of 92 points as it made a High-Low of 13712-13619
  • NF confirmed a FA at 13619 on 16/12 and the 1 ATR objective comes to 13769.
  • The settlement day Roll Over point (Dec) is 12974
  • The VWAP & POC of Nov Series is 12554 & 12862 respectively.
  • The VWAP & POC of Oct Series is 11793 & 11897 respectively.
  • The VWAP & POC of Sep Series is 11353 & 11560 respectively.

You can check the monthly charts & other swing levels for Nifty & NF here & for the weekly charts & analysis, please click here.

Daily Zones:

  • Value zones (volume profile) are at 13621-13650-13676

HVNs – 13020 / 13084 / 13190 / 13440 / 13570*


BankNifty Dec F:  30770 [ 30923 / 30526 ]

Bnf 11 Market Profile Analysis Dated 16Th December 2020 Banknifty Futures, Charts, Day Trading, Intraday Trading, Intraday Trading Strategies, Market Profile, Market Profile Trading Strategies, Nifty Futures, Order Flow Analysis, Support And Resistance, Technical Analysis, Trading Strategies, Volume Profile Trading

BNF also opened higher & went on to tag new highs for the series at 30925 in the opening minutes but could not sustain and got back into the 5-day composite triggering the 80% Rule as it made multiple REs lower and even made a swipe down in the ‘H’ period as it hit 30526 almost tagging the VAL of the composite. The auction was swiftly rejected at lows as it left a long tail from 30634 to 30526 and completed the 80% Rule on the upside leaving a PBH (Pull Back High) at 30865 in the ‘J’ period before closing around this week’s HVN of 30770. The failure to move away from the balance now means we have a 6-day composite in BNF with Value at 30510-30786-30860 and BNF is still looking for that initiative volume for a move away from this zone.

Click here to view the 6-day composite in BNF on MPLite

  • The BNF Open was a Open Auction Out of Range (OAOR)
  • The Day type was a Normal Variation Day – Down (NV)
  • Largest volume was traded at 30805 F
  • Vwap of the session was at 30786 with volumes of 41.1 L and range of 398 points as it made a High-Low of 30925-30526
  • BNF confirmed a FA at 30021 on 07/12 and tagged the 1 ATR objective of 30660 on 09/12. The 2 ATR target comes to 31298. This FA has not been tagged and is now positional support.
  • BNF confirmed a FA at 29000 on 26/11 and tagged the 2 ATR objective of 30355 on 07/12. This FA has not been tagged and is now positional support.
  • The settlement day Roll Over point (Dec) is 29629
  • The VWAP & POC of Nov Series is 28104 & 29565 respectively.
  • The VWAP & POC of Oct Series is 23740 & 24468 respectively.
  • The VWAP & POC of Sep Series is 22320 & 22320 respectively.

For the Monthly charts & other swing levels for BankNifty & BNF click here & for the weekly charts & analysis, please click here.

Daily Zones:

  • Value zones (volume profile) are at 30729-30805-30861

HVNs – 29650* / 30100 / 30300 / 30770

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