Volume and delta activity 08/10

Here are the delta charts of today's auction :


Nifty :


Vb Fact Nf 0 Volume And Delta Activity 08/10


The region between 5758/ 5755 saw initial selling and there was some responsive buying first seen at 5738.


This buyer however gave up around 12.45 as you can see in the big red candle at that time.


5719- 5721 saw some more selling and small buying was seen at 5701 at close.


The white lines mark buying attempts and the yellow lines are the sellers.


BankNifty :


Vb Frac 2 Volume And Delta Activity 08/10


11514 and 11489 are the inbitial sell attmpts in the chart above and 11455 seen as buying in the first part of the day.


However 11458 buyer liquidates after 12.30 pm as you can see from the yellow lines in the chart above .


Buyer then moves to 11415 for the day.


For tomorrow watch 11415 and 11459/ 11468 for change.