OrderFlow charts and Notes 19/09/14

Sept_Bnf Sept_Nf

 

 

Get Image Orderflow Charts And Notes 19/09/14

General Chat Transcript

 

Room Name: Vtrender
Date and Time: September 19, 2014 09:29:15

[09:00]   r m : Good Morning folks!
[09:01]   r m : http://vtrender.com/levels-and-plan-for-19th-sept/
[09:04]   Shai : GM all
[09:06]   Kathir : Good morning shai RM and all friends
[09:07]   Shai : Looks like a consolidation friday morning
[09:07]   Shai : also typical of friday morning these days to be slow irrespcetive of what happens on thurs
[09:08]   r m : Hi Kathir
[09:09]   Shai : Yesterday’s profiles in NF and BNF were trend days but had good structure with no anomalies
[09:11]   Sumit : gm Shai, rm, Kathir
[09:11]   Sharad : GM all
[09:12]   Kathir : hi sumit sharad
[09:12]   Kathir : @shai usd/inr below 60.90..will it take big support near 60.70?
[09:13]   Sharad : Shai can we adjust screen size of NF and BNF to see both at a time without scrolling
[09:14]   Shai : Sharad Omnovia has suggested some changes – we will try to implement over the weekend
[09:14]   Sharad : Hi Kathir
[09:14]   Shai : Hopefully Mon should be better
[09:14]   Sharad : ok good
[09:15]   Sumit : bnf low 16101.50
[09:16]   r m : Hi Sumit
[09:16]   Kathir : I placed a buy order at 16150 did not trade 🙁
[09:17]   r m : @Kathir, lowest tick which registered on capture software is at 16198
[09:18]   Kathir : ok ge
[09:25]   r m : on ODIN first tick 16101.50 volume 200, second tick is at 16225
[09:26]   Sumit : thanks rm
[09:26]   Sumit : so a lower buy wouldn’t have triggered anyway
[09:27]   r m : yes, it was only for show “haathi ke daant” 🙂
[09:27]   Sumit : 🙂
[09:27]   Kathir : 🙂
[09:27]   r m : @Kathir, you understand that Hindi saying? 🙂
[09:28]   Sharad : This open price is for retail… they will think today that this 16100 will come and they will start shorting
[09:30]   Kathir : no but in understand i have to smile for that 🙂
[09:30]   r m : lo
[09:30]   r m : lol
[09:30]   Kathir : @sharad ok now i understood
[09:31]   r m : elephant has two set of teeth, tusks for show and real one inside for chewing 🙂
[09:31]   Kathir : ok 🙂
[09:31]   r m : that is the hindi proverb
[09:34]   Kathir : bnf nelow vwap with pink
[09:34]   Kathir : below
[09:35]   r m : @Sharad, retail began shorting yesterday itself, Client category (includes all except brokers, FII, DII) shorted 28K contracts yesterday itself!
[09:35]   r m : http://screencast.com/t/6HD5H8eTr
[09:37]   Sharad : yes very true… RM can we see this daily morning or any link of this
[09:37]   r m : yes, these are updated in the evening after release of data from NSE
[09:38]   Sharad : where?
[09:38]   Sumit : Kathir,16150 here for you to buy
[09:38]   r m : @Sharad, all google spreadsheets, will give links here too, generally any significant change is posted in vtrender blog
[09:39]   r m : @Sumit, bnf pink has generated 40 points so far
[09:39]   Sharad : RM can you give link of that spreadsheet… i will save it
[09:39]   r m : sure Sharad
[09:39]   Sharad : Thanks
[09:40]   Sumit : yes
[09:40]   Sumit : rm, you will get used to it 🙂
[09:40]   Sumit : remember ‘W’ formation
[09:40]   r m : 🙂
[09:41]   r m : @Sharad, there are three main analysis sheets – http://tinyurl.com/OIAnalysis
[09:41]   Manik : gm shai , rm ,kathir
[09:41]   Kathir : hi manik
[09:41]   r m : Hi Manik
[09:42]   Sumit : 16101 came within 15 points
[09:42]   r m : http://tinyurl.com/CurrentMonthOI
[09:44]   r m : http://tinyurl.com/NSEOI
[09:45]   Shai : Thanks RM
[09:45]   r m : welcome 🙂
[09:45]   Shai : I’ve saved all the links in the docs folder on the right for easy ref
[09:46]   Shai : Definitely more 2 time frame today
[09:46]   Shai : yesterday was a 1 was drive with the least amount of pull back seen for a trend day
[09:47]   Shai : that was about 14 points in NF and 64 in BNF
[09:47]   Shai : yesterday’s vwap is crucial now to hold for the buyers
[09:48]   Shai : 8092/ 16079
[09:48]   Shai : BNF has to cross 16150 quickly here
[09:49]   Shai : 16230 turning out to be a bigger res than initially thought
[09:49]   Sharad : BNF to listen master quickely….
[09:54]   Kathir : my openion is NF will obey shai than bnf when the market trades near or at new highs
[09:56]   r m : OI = Obedience Index 😀
[09:56]   Kathir : 🙂
[09:57]   r m : blue is increasing in BNF, maybe a touch of vwap?
[09:58]   Anay : @Shai query abt VWAP…it has to hold strictly or market can trade below it for some time n come back up again for our long view to hold?
[09:59]   Sharad : RM this daily categorywise open interest is in which sheet and which tab…. tough to find
[09:59]   r m : yeah, complex stuff 🙂
[10:00]   r m : that is in OI Analysis sheet, FII OI Change an Client OI Change should be the tabs
[10:02]   Sharad : still the same you posted can not see
[10:03]   Sharad : so i think you must be clubing figures from different tabs
[10:03]   r m : that one is from NSEOI
[10:04]   r m : We have created databases and fetch data from those to analysis sheets, since google does not charge anything so we have squatted on half their storage space 😀
[10:04]   Sharad : ok got it OISHIFT tab
[10:05]   Sharad : very ice work…..
[10:05]   Sharad : nice
[10:05]   r m : Thanks, all Shai’s ideas, only execution is mine 🙂
[10:06]   Kathir : so thanks both
[10:06]   r m : 🙂
[10:06]   Sharad : yes Thanks both
[10:06]   r m : but they have been there for more than one year open to all with links in vtrender.com
[10:07]   Sharad : not checked site …thoroughly
[10:07]   r m : ok
[10:07]   Sharad : green BNF should go above vwap to go long
[10:08]   r m : there is a small writeup about the categorywise OI analysis here – http://vtrender.com/fii-positions-in-futures-options-3/
[10:09]   r m : the spreadsheet links in that post have gone topsy turvy when we shifted to wordpress platform 🙂
[10:12]   r m : this is the original link to that post – http://vtrender.com/participant-data/
[10:13]   r m : looks like vwap rejected bnf advance
[10:17]   Shai : @ Anay vwap is just market average and not an absolute number
[10:18]   Shai : so if the market has 2 time frame which are equal it will go both sides of it
[10:18]   Anay : yup…I know…
[10:18]   Anay : ok
[10:18]   Shai : when 1 is stronger than the other that it stays abv like yesterday or below like tuesday
[10:18]   Anay : rt
[10:19]   Shai : In bnf that 16101 is only 1 tick 🙂
[10:19]   r m : S&P future breaking over all time high – http://screencast.com/t/pJnOCNkyQW
[10:19]   Kathir : @shai usd/inr low 60.81 any updates in supp res today
[10:20]   Shai : yes that is headed for 2033 now- cash spx
[10:21]   Shai : Kathir I was not ready for the break below 61 today- but all rises to 61.10 are sells for 60.71-60.66 tgt
[10:22]   Shai : looks like Kathir is generating all the volumes in usdinr 🙂
[10:22]   r m : yeah
[10:22]   Kathir : ok thanks 🙂
[10:22]   r m : He will attract all forex brokerages to India 🙂
[10:22]   Kathir : lol
[10:22]   Manik : oh yes!! myself assisting in placing orders
[10:22]   Shai : and get a phone call from rajan soon 🙂
[10:22]   r m : lol
[10:22]   Manik : LOL
[10:23]   Kathir : yeah he will call me to repay the bank loans soon
[10:23]   r m : 😀
[10:24]   Shai : today’s NF orderflow between 8110- 8140 better than yesterday
[10:24]   r m : tell him that you got zero interest loans from swiss central bank 🙂
[10:24]   Shai : Only problem was the patch between 8075- 8104 now
[10:24]   Shai : Even BNF is good and suggestive of a rise in the afternoon
[10:25]   Kathir : @rm if i tell that to him he will inform cbi fbi and all other i’s to visit me
[10:26]   r m : lol
[10:26]   r m : no issues, just take an appointment with dir cbi, now a days he is not keeping the visitor’s register 🙂
[10:26]   Manik : lol
[10:26]   Kathir : lol
[10:27]   Kathir : @rm if unable to manage then i will tell Shai is my master and guru
[10:27]   r m : lol
[10:28]   Kathir : and i will have a free trip to pune
[10:29]   r m : 🙂
[10:34]   Kathir : 8154 nf re level hypo 1
[10:36]   Sharad : buy BNF above vwap , DPOC and green ?
[10:37]   Shai : yes
[10:37]   Kathir : hypo 1 says buy above 54 for 204
[10:37]   Kathir : ok
[10:37]   Sharad : ok
[10:37]   Kathir : oh sorry it is NF
[10:39]   Sharad : 8152 NF
[10:40]   Kathir : IT index 200 +
[10:46]   r m : bn beyond dvah
[10:46]   Sharad : 8154 done
[10:47]   Kathir : @shai if new buy above 8154 what SL?
[10:48]   Shai : sl will be vwap
[10:48]   Kathir : ok thanks
[10:51]   Sumit : rm, hom many points this green 🙂
[10:51]   Sumit : *how
[10:53]   r m : 16160 was the signal but that time bnf was below vwap
[10:54]   Sumit : i think 40 this time also, upto high
[10:54]   Sharad : 16170 above vwap i bot
[10:54]   r m : has given 40 above vwap
[10:54]   Sharad : when Sai said yes
[11:00]   Shai : Nf probing previous supply 8149-8158
[11:00]   Shai : will be atime battle today
[11:00]   Sharad : 8164
[11:00]   Shai : Buyers will keep it up above 8140 and force the seller to cover
[11:00]   Shai : cross of 16230 key in BNF
[11:01]   Chiranthan : Any trade in NF available?
[11:01]   Sumit : premium in both gone down
[11:01]   Shai : shorts covering
[11:01]   Narendra : reliance infy taking nifty
[11:02]   Shai : Chiranthan keep a buy order near 8152- 8155 with sl below 8138
[11:02]   Shai : go with 50% of your normal qty
[11:02]   Chiranthan : ok
[11:02]   Shai : tgt is 8185/ 8204 by close
[11:09]   Shai : sellers are assertive here
[11:10]   Shai : looks more and more like a time battle
[11:10]   Shai : 8100 strike is key into expiry
[11:11]   Shai : 105 now
[11:11]   Shai : they will not move out till thurs
[11:12]   Shai : I remember that strike being about 144 last friday
[11:13]   Shai : 8161 is a big selelr
[11:16]   Shai : exit longs beliow 8147
[11:16]   Shai : sellers getting agressive again
[11:40]   Kathir : @shai what is the supp for BHEL spot and appollotyre spot?
[11:43]   Kathir : bnf below 16090
[11:43]   Narendra : bnf touched yesterdays vwap
[11:44]   Shai : Bhel supp 224.1 and 222.34
[11:45]   Shai : apolllo not a good long below 207.2
[11:45]   Kathir : ok shai thanks
[11:45]   Shai : can fall to 198
[11:45]   Kathir : ok
[11:46]   Kathir : algo @ lows bnf buy or selle
[11:46]   Shai : Buyers trying to return back in NF
[11:46]   Shai : big fall by that 8161 seller
[12:08]   Shai : That seller at 8161 will be difficult to cross from here I think
[12:08]   Shai : but stage may be set for a close near 8140 again this week
[12:09]   Shai : twice buyers have responded from below 8117
[12:16]   Shai : Here is a cross vol by price profile of today’s auction in numbers-http://screencast.com/t/wBllJNibI1BB
[12:16]   Shai : that same seller we noted at 11.10
[12:17]   Shai : If that seller stays at close I think it will be big res for the rest of the series also
[12:19]   Amit J : shai any view on sun pharma for shorting
[12:27]   Shai : Sun pahram not a short here
[12:28]   Shai : 850- 830 was the seller of last week
[12:28]   Shai : this could still go to 837
[12:28]   Shai : short works below 814
[12:30]   Amit J : thanks
[12:38]   Shai : 8150 ce and 8150 pe look remarkable safe at 90/-
[12:44]   Manik : @ shai levels for reliance ,please
[12:48]   Shai : long?
[12:50]   Manik : ss
[12:50]   Shai : reliance res 1009- 1012 for longs
[12:50]   Manik : ok thanks
[12:50]   Shai : cross over of 1012 can bring 1021- 1032
[12:51]   Manik : ok
[12:56]   Narendra : adjust nifty chart
[13:06]   Shai : price has stalled
[13:13]   Shai : sellers coming back again in BNF
[13:19]   Shai : 16090 Is a buyer algo in BNF from 11.40
[13:20]   Sumit : dpoc shifted in bnf
[13:39]   Shai : sellers are getting stronger around 8140
[13:40]   Shai : premium is down to 4
[14:02]   Shai : BN and Cnxit negotiating on who will close where
[14:02]   r m : looks like BN lost the toss!
[14:04]   Shai : 11358 max upside in cnxit from here
[14:04]   Shai : so if not today then BN takes over next week
[14:06]   r m : ok
[14:06]   Anay : @Shai 80% rule in play on NF?
[14:07]   Shai : Yesterday was a trend day so 80% does not apply
[14:08]   Anay : ok
[14:08]   Shai : logic of 80% works better if you use it on days which created value like today
[14:09]   Shai : yesterday there was no value creating just one time frame in control
[14:09]   Anay : rt
[14:11]   Amit J : shai sun below 810, short makes sense.
[14:12]   Shai : you are looking to shoprt pharma as strategy?
[14:13]   Narendra : news flashing in sun
[14:13]   Amit J : no only sun
[14:13]   Amit J : time for sunset
[14:14]   r m : 🙂
[14:15]   Shai : yes now looks on track for 785
[14:16]   Shai : price stopped at 825
[14:16]   Shai : 830- 850 is a big seller from last week
[14:16]   Shai : so I gues all upside till there will be sold into now
[14:17]   Shai : first probe this week has backed off
[14:17]   Shai : 742 can also come in stcok if 785 breaks on volumes
[14:18]   Shai : Meanwhile NF has decided to go on the weekend already
[14:18]   Shai : Hypo1 was a closing between 8140- 8155F
[14:19]   Shai : last week’s close was also here
[14:20]   r m : are charts refreshing?
[14:20]   Narendra : no
[14:20]   r m : ok
[14:24]   Shai : ?
[14:24]   r m : ok now
[14:25]   Narendra : its late
[14:26]   r m : yes
[14:26]   Shai : ok now?
[14:26]   Narendra : yes
[14:27]   Shai : esignal did not realise that the market had started to move again
[14:27]   r m : 🙂
[14:27]   Kathir : they were also tired of yestdays run
[14:28]   Shai : cnxit backing off a bit will be hope for the BNF bull
[14:30]   Shai : in BNf except for that 11- 11.45 sell off – it looks like new longs were built today
[15:09]   Kathir : 8150 pair 83 now
[15:10]   Shai : was 90 at noon
[15:10]   Anay : SBIN cracks
[15:10]   Kathir : yes
[15:11]   Narendra : shai jindal shorted today
[15:11]   Shai : ok
[15:11]   Narendra : waht is the support level
[15:13]   Shai : which jindal? a
[15:13]   Narendra : jindalstel fut cmp 211
[15:15]   Shai : supp 207.9 and below is 201.8
[15:15]   Shai : good move today
[15:16]   Narendra : should i trail or book according to u
[15:16]   Shai : book
[15:16]   Shai : may come back a bit on mon
[15:19]   Kathir : hdfc 1065 🙂
[15:21]   Shai : vix at 11.91
[15:21]   Shai : that will be the day when we see vix in single digits
[15:21]   Anay : ITC closing strong
[15:21]   r m : yes, options were withering thru the day 🙂
[15:22]   r m : that day everyone including NSE servers will be snoring 🙂
[15:23]   Shai : 🙂
[15:24]   Shai : Option writers will son be taught that vega is always negligible- ignore
[15:24]   Shai : *soon
[15:24]   Shai : some selling coming into the close
[15:25]   Shai : more like longs of yesterday coming off
[15:25]   Shai : 8161 remians
[15:25]   Shai : will be resistance for expiry week now
[15:25]   Shai : looks settled between 8070- 8160 so far
[15:25]   Shai : F prices
[15:26]   Shai : that 1 trip to 8075- 8085 is still pending and I think we get there Mon
[15:27]   Kathir : volumes today not good?
[15:27]   Kathir : nf bnf
[15:28]   Shai : yes almost half of yesterday
[15:29]   Kathir : ok
[15:30]   Shai : ITR longs brough the index down a bit by covering
[15:30]   r m : Thans and bye folks, have a great weekend 🙂
[15:30]   Sumit : good bye everyone
[15:30]   Shai : Have a nice weekend all
[15:30]   Shai : Bye
[15:30]   Anay : bye all
[15:30]   Kathir : @thanks and bye all …have a nice weekend 🙂