hi,
i have been position trading and also day trading sometimes in the cash market but never really dabbled in futures except for a few times.
but now i am interested in trading futures and need some help in reading futures data. i have this data for 05/03/10 but don't understand much of it. some of the contracts are for march and some for April/ may / june. what does this tell me? also how to i know if a stock is headed north or south just by open interest? volumes can be heavy on both sides right?
what i want to know is - what does this data tell me about future movement of prices?
any help will be genuinely appreciated.
thank you in advance...
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Contract Open High Low Close Vol O/I
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BANKNIFTY 25/03/2010 9043.00 9092.00 8966.00 9054.80 1398100 1045700
BANKNIFTY 29/04/2010 9051.00 9080.10 8962.00 9048.95 22500 19250
CNXIT 25/03/2010 5861.65 5864.00 5817.00 5841.05 12400 23200
CNXIT 29/04/2010 5860.00 5860.00 5860.00 5860.00 100 200
MINIFTY 25/03/2010 5099.00 5116.70 5066.00 5087.05 951260 1016760
MINIFTY 29/04/2010 5099.00 5117.00 5067.00 5089.35 95400 150740
MINIFTY 27/05/2010 5100.00 5116.00 5070.00 5090.95 17400 20720
NIFTY 25/03/2010 5100.00 5116.80 5065.35 5087.55 19062750 25337150
NIFTY 29/04/2010 5099.00 5116.50 5068.00 5089.65 751000 1564850
NIFTY 27/05/2010 5103.60 5117.00 5068.00 5089.45 413650 806350
ABAN 25/03/2010 1244.95 1255.75 1225.95 1232.15 2308400 2092000
ABAN 29/04/2010 1239.90 1246.00 1219.45 1222.95 59600 79200
ABB 25/03/2010 796.00 818.80 796.00 816.75 944000 1188000
ABB 29/04/2010 805.00 817.20 805.00 816.05 52000 61500
ABIRLANUVO 25/03/2010 863.65 878.00 863.65 867.45 140400 1030000
ACC 25/03/2010 940.10 974.00 940.10 955.30 1155824 1795024
ACC 29/04/2010 950.00 971.95 930.15 955.00 30080 68432
ADANIENT 25/03/2010 497.40 507.40 495.10 504.75 182800 487200
ALBK 25/03/2010 142.10 142.40 138.20 139.90 1168650 2200100
AMBUJACEM 25/03/2010 106.50 110.20 106.50 109.60 5237480 12495720
AMBUJACEM 29/04/2010 107.50 110.05 107.50 109.65 115472 115472
ANDHRABANK 25/03/2010 103.50 103.60 102.40 103.05 1092500 4029600
APIL 25/03/2010 562.00 573.40 559.40 563.40 150600 220800
APOLLOTYRE 25/03/2010 65.70 65.80 63.85 64.10 5695000 4508400
APOLLOTYRE 29/04/2010 64.85 64.85 64.00 64.00 34000 30600
AREVAT&D 25/03/2010 279.70 287.70 279.10 283.15 530250 415500
AREVAT&D 29/04/2010 282.75 286.25 279.80 282.00 3750 10500
ASHOKLEY 25/03/2010 55.10 55.70 54.40 54.75 9053400 9177550
ASHOKLEY 29/04/2010 55.15 55.75 54.55 54.85 229200 382000
ASIANPAINT 25/03/2010 1980.00 1990.00 1960.00 1969.45 16000 19800
AUROPHARMA 25/03/2010 963.00 980.90 957.65 972.00 744100 1547000
AUROPHARMA 29/04/2010 960.50 972.00 956.15 965.45 11900 73500
AXISBANK 25/03/2010 1134.90 1140.00 1104.50 1106.95 3565800 4922100
AXISBANK 29/04/2010 1134.00 1136.80 1101.20 1106.25 27450 54000
BAJAJ-AUTO 25/03/2010 1895.00 1914.00 1880.00 1907.40 144200 368000
BAJAJHIND 25/03/2010 161.65 166.45 159.25 165.20 9082950 12463050
BAJAJHIND 29/04/2010 161.50 166.55 160.00 165.60 89775 74100
BALRAMCHIN 25/03/2010 109.70 113.30 107.75 112.55 10701600 24103200
BALRAMCHIN 29/04/2010 108.80 113.40 108.80 113.10 64800 62400
BANKBARODA 25/03/2010 609.40 614.90 591.15 594.05 1079400 1640100
BANKBARODA 29/04/2010 600.95 603.35 590.00 590.00 3500 10500
BANKINDIA 25/03/2010 343.90 348.30 342.20 345.85 874950 2040600
BANKINDIA 29/04/2010 345.80 347.65 345.00 347.65 3800 25650
BEL 25/03/2010 2032.00 2151.80 2030.00 2070.85 315744 209760
BEL 29/04/2010 2127.40 2127.40 2127.40 2127.40 552 828
BEML 25/03/2010 1063.70 1079.95 1061.00 1067.80 142500 227250
BEML 29/04/2010 1068.00 1068.00 1068.00 1068.00 375 1500
BGRENERGY 25/03/2010 508.05 522.45 508.00 512.70 81600 54000
BHARATFORG 25/03/2010 267.00 267.90 263.00 265.90 682000 3040000
BHARTIARTL 25/03/2010 294.70 303.30 293.35 298.15 6761500 16005500
BHARTIARTL 29/04/2010 293.00 303.30 293.00 298.50 165500 352500
BHARTIARTL 27/05/2010 301.55 303.00 300.00 300.00 5000 9000
BHEL 25/03/2010 2461.20 2477.95 2427.00 2436.65 761100 2138700
BHEL 29/04/2010 2464.85 2464.85 2432.00 2438.00 1350 7800
BHUSANSTL 25/03/2010 1747.50 1767.00 1735.00 1745.90 1153000 462500
BHUSANSTL 29/04/2010 1767.70 1767.70 1749.05 1751.25 4500 4000
BIOCON 25/03/2010 279.00 283.20 277.05 279.40 1355400 2822400
BIOCON 29/04/2010 283.45 283.70 281.50 281.50 9000 43200
BOSCHLTD 25/03/2010 4899.00 4950.00 4785.00 4800.40 4700 6300
BPCL 25/03/2010 540.80 543.95 538.15 541.45 543950 2248400
BPCL 29/04/2010 544.00 544.45 542.50 542.50 1650 46200
BRFL 25/03/2010 212.10 214.00 208.80 210.65 304750 4164150
CAIRN 25/03/2010 270.00 273.00 267.00 269.40 2080000 12008750
CAIRN 29/04/2010 273.05 273.05 268.00 270.25 25000 126250
CANBK 25/03/2010 432.35 439.50 427.00 430.45 811200 855200
CANBK 29/04/2010 435.00 435.00 433.00 435.00 3200 5600
CENTURYTEX 25/03/2010 507.60 518.00 507.10 513.80 3287696 5456032
CENTURYTEX 29/04/2010 514.00 516.05 510.00 515.45 9328 27136
CESC 25/03/2010 394.25 395.45 390.50 391.45 80300 556600
CHAMBLFERT 25/03/2010 62.75 63.25 61.85 62.05 7079400 11512650
CHAMBLFERT 29/04/2010 63.00 63.00 62.50 62.50 34500 151800
CHENNPETRO 25/03/2010 241.95 245.65 241.55 244.55 174600 873000
CHENNPETRO 29/04/2010 244.65 246.00 244.15 246.00 10800 9000
CIPLA 25/03/2010 320.10 325.30 320.10 322.05 1897500 3268750
CIPLA 29/04/2010 324.00 324.55 321.50 322.05 18750 28750
COLPAL 25/03/2010 708.95 712.95 706.50 708.10 9900 144650
CONCOR 25/03/2010 1207.80 1240.80 1206.00 1210.75 47750 67250
CROMPGREAV 25/03/2010 450.00 450.00 433.65 436.00 1116000 1517000
CROMPGREAV 29/04/2010 442.00 442.00 432.00 434.40 34000 78000
CUMMINSIND 25/03/2010 478.00 481.10 468.15 473.80 42750 88350
CUMMINSIND 29/04/2010 472.45 472.45 472.45 472.45 950 2850
DABUR 25/03/2010 170.85 173.90 169.10 170.25 440100 380700
DCHL 25/03/2010 164.20 171.50 160.60 170.60 3413600 3893000
DCHL 29/04/2010 164.75 166.75 163.20 166.75 17000 27200
DENABANK 25/03/2010 87.00 87.70 85.50 85.95 4630500 6667500
DENABANK 29/04/2010 87.15 87.85 86.15 86.15 36750 68250
DISHTV 25/03/2010 39.80 41.50 39.55 40.50 6967950 19528800
DISHTV 29/04/2010 39.90 40.80 39.90 40.15 36050 41200
DIVISLAB 25/03/2010 654.80 666.00 645.00 659.35 300700 773760
DIVISLAB 29/04/2010 650.00 651.10 650.00 651.10 1240 2480
DLF 25/03/2010 308.00 319.40 307.30 316.90 19216000 14329600
DLF 29/04/2010 308.70 319.50 308.50 317.10 272000 283200
DLF 27/05/2010 314.30 316.00 314.30 316.00 4000 6400
DRREDDY 25/03/2010 1161.05 1169.00 1154.30 1156.25 102000 635600
DRREDDY 29/04/2010 1165.00 1165.00 1165.00 1165.00 400 2800
EDUCOMP 25/03/2010 705.00 721.90 699.30 715.75 3307875 2736000
EDUCOMP 29/04/2010 700.85 718.00 697.90 712.95 39000 94125
EKC 25/03/2010 125.40 126.85 124.30 125.55 1354000 2304000
EKC 29/04/2010 126.00 127.70 124.70 124.70 16000 18000
ESSAROIL 25/03/2010 136.60 141.60 136.25 140.70 11222576 18987164
ESSAROIL 29/04/2010 137.00 141.75 136.80 141.05 94604 139788
FEDERALBNK 25/03/2010 266.00 266.00 261.30 262.10 74037 493580
FEDERALBNK 29/04/2010 263.70 263.70 263.70 263.70 851 4255
FINANTECH 25/03/2010 1579.70 1581.00 1524.20 1533.05 203700 840750
FINANTECH 29/04/2010 1534.00 1534.00 1534.00 1534.00 150 150
FORTIS 25/03/2010 174.40 174.65 170.40 171.35 1188200 2759900
FORTIS 29/04/2010 173.80 176.80 171.30 172.25 15600 20800
FSL 25/03/2010 28.35 30.80 28.35 30.50 29839500 33022000
FSL 29/04/2010 28.60 30.80 28.60 30.60 361000 389500
GAIL 25/03/2010 403.30 410.90 403.20 408.95 2173500 3398625
GAIL 29/04/2010 407.35 410.50 405.00 409.75 9000 42750
GESHIP 25/03/2010 291.35 294.45 290.50 293.65 638400 762000
GESHIP 29/04/2010 293.00 293.00 293.00 293.00 1200 1200
GLAXO 25/03/2010 1725.00 1746.70 1711.50 1714.65 19500 35100
GMRINFRA 25/03/2010 58.40 59.60 58.25 58.90 7627500 31867500
GMRINFRA 29/04/2010 58.40 59.45 58.30 58.85 422500 942500
GMRINFRA 27/05/2010 59.40 59.40 58.50 58.50 7500 25000
GODREJIND 25/03/2010 161.30 163.00 159.90 160.50 200200 304200
GODREJIND 29/04/2010 161.90 161.90 161.90 161.90 1300 1300
GRASIM 25/03/2010 2799.00 2833.00 2795.00 2809.30 177056 697312
GRASIM 29/04/2010 2805.40 2820.80 2794.00 2802.80 10208 32560
GSPL 25/03/2010 90.30 94.40 90.00 93.90 10144300 11114200
GSPL 29/04/2010 102.55 102.55 91.50 94.00 54900 73200
GTL 25/03/2010 409.50 410.50 409.10 409.60 7500 6074250
GTLINFRA 25/03/2010 42.60 42.75 42.00 42.20 3516250 69097950
GTLINFRA 29/04/2010 42.80 42.80 42.25 42.30 38800 455900
GTOFFSHORE 25/03/2010 430.05 434.00 425.10 426.50 204000 973000
GVKPIL 25/03/2010 45.50 45.90 44.90 45.30 3486500 16606000
GVKPIL 29/04/2010 45.50 45.95 45.10 45.45 80750 128250
HCC 25/03/2010 144.15 148.55 144.15 147.45 3395700 4899300
HCC 29/04/2010 146.05 148.10 145.85 147.95 25200 14700
HCLTECH 25/03/2010 364.70 366.40 356.90 358.90 819000 1874600
HCLTECH 29/04/2010 362.00 362.00 357.70 358.70 6500 44200
HDFC 25/03/2010 2607.00 2624.00 2575.25 2584.30 339600 1671900
HDFC 29/04/2010 2605.00 2612.55 2576.40 2588.50 3750 7350
HDFCBANK 25/03/2010 1778.00 1793.00 1768.00 1786.25 778600 1839200
HDFCBANK 29/04/2010 1787.80 1791.00 1770.35 1786.50 4200 9600
HDIL 25/03/2010 319.25 326.95 316.55 322.45 9238464 7385508
HDIL 29/04/2010 320.00 327.15 317.00 322.80 86688 54180
HEROHONDA 25/03/2010 1792.00 1860.00 1785.00 1848.25 742200 2899600
HEROHONDA 29/04/2010 1775.00 1846.95 1773.00 1833.10 49600 113800
HINDALCO 25/03/2010 170.00 172.10 167.75 168.20 14986680 27711286
HINDALCO 29/04/2010 170.10 171.60 167.65 168.05 327174 524182
HINDPETRO 25/03/2010 343.00 345.00 339.70 342.15 699400 4269850
HINDPETRO 29/04/2010 343.80 344.00 340.20 343.00 44850 201500
HINDUNILVR 25/03/2010 241.10 242.50 240.00 241.00 1222000 15766000
HINDUNILVR 29/04/2010 240.45 241.50 239.90 240.55 90000 312000
HINDUNILVR 27/05/2010 243.40 243.40 243.40 243.40 1000 14000
HINDZINC 25/03/2010 1222.00 1241.70 1206.00 1227.80 355500 344000
HINDZINC 29/04/2010 1219.00 1219.00 1219.00 1219.00 500 4000
HOTELEELA 25/03/2010 49.00 49.00 47.65 48.10 1837500 5835000
HOTELEELA 29/04/2010 48.10 48.10 48.10 48.10 7500 52500
IBREALEST 25/03/2010 174.15 176.35 171.05 175.10 6262100 12114700
IBREALEST 29/04/2010 174.90 176.50 171.70 175.30 123500 124800
ICICIBANK 25/03/2010 905.00 907.95 890.50 903.50 4581850 10200050
ICICIBANK 29/04/2010 902.75 906.20 891.90 903.45 29050 57400
ICICIBANK 27/05/2010 895.00 904.55 895.00 904.55 1050 1050
ICSA 25/03/2010 142.00 143.70 140.30 140.75 613200 2400000
IDBI 25/03/2010 125.75 126.40 124.20 125.30 6616800 13706400
IDBI 29/04/2010 126.10 126.55 125.00 125.70 52800 115200
IDEA 25/03/2010 61.45 62.85 61.25 61.85 4322700 30742200
IDEA 29/04/2010 61.40 62.45 61.40 61.80 137700 259200
IDFC 25/03/2010 163.30 166.00 161.50 162.45 10410550 14655600
IDFC 29/04/2010 163.35 165.00 162.20 162.90 109150 209450
IFCI 25/03/2010 55.15 55.55 54.20 54.50 54766000 86758800
IFCI 29/04/2010 55.30 55.60 54.45 54.65 1000760 1268680
INDHOTEL 25/03/2010 94.40 94.90 92.70 94.15 2062314 5226048
INDHOTEL 29/04/2010 94.50 94.50 94.50 94.50 3798 64566
INDIACEM 25/03/2010 127.40 129.90 125.70 127.45 3868600 15332300
INDIACEM 29/04/2010 126.15 130.10 126.15 127.80 65250 50750
INDIAINFO 25/03/2010 121.40 124.65 121.10 123.30 4202500 8775000
INDIAINFO 29/04/2010 121.05 123.80 121.05 123.80 17500 42500
INDIANB 25/03/2010 169.00 172.70 168.60 169.40 662200 1174800
INFOSYSTCH 25/03/2010 2622.80 2639.80 2614.10 2631.70 599400 2403200
INFOSYSTCH 29/04/2010 2635.00 2637.65 2620.00 2632.75 6600 16600
IOB 25/03/2010 95.65 95.65 94.40 94.80 837800 3044400
IOB 29/04/2010 94.85 95.30 93.10 94.85 26550 47200
IOB 27/05/2010 92.80 93.25 92.60 92.80 47200 64900
IOC 25/03/2010 305.00 308.90 305.00 308.15 573600 3044400
IOC 29/04/2010 308.85 308.90 307.00 309.00 6000 79200
ISPATIND 25/03/2010 20.40 20.40 19.90 20.15 27576750 74226900
ISPATIND 29/04/2010 20.35 20.40 20.00 20.25 485550 1494000
ITC 25/03/2010 246.20 246.20 243.50 244.35 2291625 9101250
ITC 29/04/2010 245.75 245.75 243.80 244.65 29250 142875
IVRCLINFRA 25/03/2010 342.80 343.90 337.20 340.00 1774000 2701000
IVRCLINFRA 29/04/2010 343.55 343.65 337.95 339.55 174000 161000
JINDALSAW 25/03/2010 209.50 214.65 208.10 213.00 27600000 13420000
JINDALSAW 29/04/2010 211.00 214.40 210.70 213.30 80000 80000
JINDALSTEL 25/03/2010 684.90 701.85 684.90 697.25 7430400 4946880
JINDALSTEL 29/04/2010 689.85 702.00 688.50 697.80 105600 95040
JISLJALEQS 25/03/2010 928.85 928.85 917.00 921.35 23250 41000
JPASSOCIAT 25/03/2010 145.50 147.50 144.20 146.45 10165136 21822464
JPASSOCIAT 29/04/2010 146.00 147.45 144.85 146.85 136728 357856
JPASSOCIAT 27/05/2010 146.05 146.05 146.05 146.05 3376 5064
JPPOWER 25/03/2010 71.90 73.25 71.60 72.45 1690625 8609375
JPPOWER 29/04/2010 72.10 73.30 72.00 72.55 93750 128125
JSWSTEEL 25/03/2010 1168.40 1207.90 1168.40 1200.40 5289668 4626348
JSWSTEEL 29/04/2010 1174.65 1206.00 1173.00 1199.70 37492 26780
KFA 25/03/2010 54.25 54.95 53.40 54.10 3213000 12482250
KFA 29/04/2010 54.20 54.70 54.00 54.25 34000 76500
KOTAKBANK 25/03/2010 775.80 801.95 775.80 798.20 1638450 2701050
KOTAKBANK 29/04/2010 786.25 800.00 786.25 796.50 7150 7150
KSOILS 25/03/2010 73.95 74.50 72.95 73.95 2908700 7351400
LICHSGFIN 25/03/2010 825.00 828.00 805.15 808.70 781575 995350
LICHSGFIN 29/04/2010 823.00 825.00 809.00 809.00 2975 12750
LITL 25/03/2010 49.60 49.80 48.40 48.90 5595260 20754140
LITL 29/04/2010 49.65 49.65 48.55 49.00 133980 178640
LT 25/03/2010 1593.55 1612.00 1581.05 1587.20 1138400 2635800
LT 29/04/2010 1597.15 1614.00 1585.60 1587.90 20000 46600
LUPIN 25/03/2010 1546.00 1553.50 1530.10 1535.25 112000 410900
LUPIN 29/04/2010 1540.00 1540.00 1540.00 1540.00 1050 2100
M&M 25/03/2010 1081.35 1088.45 1067.00 1073.85 582816 2008656
M&M 29/04/2010 1075.90 1087.50 1070.00 1077.70 12168 18720
MARUTI 25/03/2010 1463.00 1474.70 1451.35 1461.30 707000 2233600
MARUTI 29/04/2010 1454.95 1470.00 1450.00 1459.05 19600 88200
MCDOWELL-N 25/03/2010 1455.00 1504.80 1455.00 1486.60 727750 774750
MCDOWELL-N 29/04/2010 1464.55 1505.00 1464.55 1487.15 3500 9250
MCLEODRUSS 25/03/2010 233.10 237.75 232.80 236.00 1219500 1328400
MCLEODRUSS 29/04/2010 235.00 236.50 235.00 236.50 5400 11700
MCLEODRUSS 27/05/2010 238.85 238.85 238.85 238.85 900 9000
MLL 25/03/2010 58.50 59.90 58.35 58.90 5924100 11720800
MLL 29/04/2010 59.50 59.50 59.10 59.10 39200 78400
MOSERBAER 25/03/2010 83.65 83.65 81.80 82.35 2390850 5061375
MOSERBAER 29/04/2010 83.25 83.70 82.55 82.60 39600 51975
MPHASIS 25/03/2010 674.25 679.90 667.10 672.90 1101600 3035200
MPHASIS 29/04/2010 676.50 677.15 670.20 675.30 9600 9600
MRPL 25/03/2010 77.20 79.60 77.00 78.85 3769150 4663600
MRPL 29/04/2010 78.75 78.75 78.75 78.75 4450 22250
MTNL 25/03/2010 75.00 76.70 74.70 75.80 2953600 14240000
MTNL 29/04/2010 75.30 76.70 75.30 76.10 112000 249600
MTNL 27/05/2010 76.10 76.10 76.10 76.10 3200 0
MUNDRAPORT 25/03/2010 721.00 738.70 714.00 720.20 315300 421200
MUNDRAPORT 29/04/2010 721.00 721.00 721.00 721.00 300 2100
NAGARCONST 25/03/2010 161.60 162.25 158.75 159.80 1154000 1834000
NAGARCONST 29/04/2010 160.70 160.70 160.70 160.70 2000 10000
NAGARFERT 25/03/2010 33.70 33.95 33.25 33.45 5832750 18443250
NAGARFERT 29/04/2010 34.45 34.45 33.95 33.95 10500 78750
NATIONALUM 25/03/2010 401.80 404.15 395.00 397.60 221375 1650250
NATIONALUM 29/04/2010 396.00 396.00 392.00 394.50 2875 9200
NEYVELILIG 25/03/2010 162.00 164.00 160.30 163.25 840750 2057625
NEYVELILIG 29/04/2010 160.65 160.65 160.65 160.65 8850 26550
NOIDATOLL 25/03/2010 36.40 36.80 35.95 36.55 2148400 10471400
NOIDATOLL 29/04/2010 36.75 36.75 36.10 36.75 24600 16400
NTPC 25/03/2010 207.10 207.15 204.25 204.55 3666000 26021125
NTPC 29/04/2010 206.75 206.85 204.75 204.85 186875 1482000
NTPC 27/05/2010 205.00 205.00 205.00 205.00 1625 4875
OFSS 25/03/2010 2313.00 2349.70 2301.00 2314.70 178500 581700
ONGC 25/03/2010 1104.80 1109.95 1091.35 1094.50 867600 1808550
ONGC 29/04/2010 1110.40 1137.25 1094.00 1094.00 8775 15975
ONMOBILE 25/03/2010 401.00 412.50 393.50 395.40 272250 193050
ONMOBILE 27/05/2010 417.30 417.30 391.60 391.60 1100 0
OPTOCIRCUI 25/03/2010 228.90 229.30 222.50 224.20 369240 1154640
OPTOCIRCUI 29/04/2010 227.00 227.00 224.50 224.95 28560 30600
ORCHIDCHEM 25/03/2010 171.70 171.80 168.15 169.35 970200 5006400
ORCHIDCHEM 29/04/2010 170.30 170.80 170.30 170.80 4200 6300
ORIENTBANK 25/03/2010 298.05 312.50 298.00 308.85 1549200 1213200
ORIENTBANK 29/04/2010 305.00 305.00 305.00 305.00 1200 12000
PANTALOONR 25/03/2010 399.70 404.75 394.60 396.95 296650 2905300
PANTALOONR 29/04/2010 398.95 403.00 398.20 398.20 5950 28050
PATELENG 25/03/2010 450.90 455.00 441.00 442.25 126000 573000
PATNI 25/03/2010 490.20 498.00 487.00 492.50 366600 717600
PETRONET 25/03/2010 75.70 80.95 75.65 80.30 6727600 4338400
PETRONET 29/04/2010 78.20 81.00 78.20 80.20 39600 22000
PFC 25/03/2010 260.00 262.00 256.50 260.75 222000 591600
PIRHEALTH 25/03/2010 416.80 423.00 411.10 412.30 676500 1815000
PNB 25/03/2010 937.00 943.25 925.00 931.95 387600 1991700
PNB 29/04/2010 942.00 942.00 926.05 926.05 3900 4500
POLARIS 25/03/2010 161.45 162.00 159.10 159.95 1274000 2494800
POLARIS 29/04/2010 161.80 161.80 161.00 159.85 8400 22400
POWERGRID 25/03/2010 108.80 109.25 107.90 108.15 987525 8162000
POWERGRID 29/04/2010 108.85 109.05 108.10 108.15 65450 546700
POWERGRID 27/05/2010 108.60 108.80 108.40 108.05 7700 13475
PRAJIND 25/03/2010 85.50 87.90 84.90 87.30 2142800 7788000
PRAJIND 29/04/2010 86.60 88.15 86.60 87.50 55000 189200
PRAJIND 27/05/2010 87.50 87.50 87.25 87.25 17600 44000
PTC 25/03/2010 115.00 115.45 113.20 114.45 383050 2563850
PUNJLLOYD 25/03/2010 179.50 187.25 179.50 186.25 11400000 12897000
PUNJLLOYD 29/04/2010 181.25 187.45 181.20 186.90 114000 157500
PUNJLLOYD 27/05/2010 183.25 185.05 183.25 185.05 3000 3000
RANBAXY 25/03/2010 477.00 482.50 469.20 470.85 2686400 2934400
RANBAXY 29/04/2010 475.00 479.90 469.90 470.95 60800 232000
RANBAXY 27/05/2010 477.00 477.00 477.00 477.00 800 2400
RCOM 25/03/2010 165.20 167.65 165.00 165.40 3767400 19620300
RCOM 29/04/2010 166.40 167.80 165.30 165.75 116900 470400
RCOM 27/05/2010 166.00 166.00 166.00 166.00 700 3500
RECLTD 25/03/2010 235.00 237.30 230.25 234.60 5658900 22992450
RECLTD 29/04/2010 235.35 237.20 232.15 233.60 83850 458250
RELCAPITAL 25/03/2010 801.10 814.70 797.15 807.45 4344240 5077296
RELCAPITAL 29/04/2010 805.00 813.30 799.20 808.30 27600 50232
RELIANCE 25/03/2010 1023.00 1026.70 1007.55 1013.25 3752700 13009200
RELIANCE 29/04/2010 1025.60 1027.15 1010.00 1014.45 97800 349800
RELIANCE 27/05/2010 1024.00 1024.00 1012.45 1014.30 9300 54900
RELINFRA 25/03/2010 1033.40 1042.85 1027.20 1038.80 1784616 4501836
RELINFRA 29/04/2010 1032.25 1043.00 1030.80 1041.60 9108 36432
RELMEDIA 25/03/2010 230.70 231.80 227.10 229.25 171600 1635000
RELMEDIA 29/04/2010 232.25 232.25 229.50 229.55 2400 3000
RENUKA 25/03/2010 173.80 182.30 170.75 181.10 34412500 18267500
RENUKA 29/04/2010 173.00 181.05 170.45 179.90 772500 1007500
RNRL 25/03/2010 65.25 66.70 65.00 65.90 18130320 34951824
RNRL 29/04/2010 65.55 66.80 65.30 66.15 228864 665136
RNRL 27/05/2010 65.65 65.65 65.65 65.65 3576 10728
ROLTA 25/03/2010 182.70 183.00 179.25 181.00 2262600 3618000
ROLTA 29/04/2010 182.00 182.00 180.10 181.85 14400 46800
RPOWER 25/03/2010 143.30 144.65 143.00 144.15 3340000 20356000
RPOWER 29/04/2010 143.30 145.00 143.30 144.45 94000 266000
RPOWER 27/05/2010 144.65 145.60 144.65 145.35 6000 6000
SAIL 25/03/2010 239.00 239.00 232.60 234.35 8345700 5587650
SAIL 29/04/2010 238.20 238.20 232.85 234.55 118800 133650
SBIN 25/03/2010 2044.00 2064.85 2021.00 2053.25 1933668 3333264
SBIN 29/04/2010 2044.30 2063.85 2025.00 2053.90 30492 64812
SBIN 27/05/2010 2053.10 2053.10 2053.10 2053.10 132 264
SCI 25/03/2010 153.35 155.45 152.50 153.00 840000 1356000
SCI 29/04/2010 155.55 155.55 154.10 154.10 4800 7200
SESAGOA 25/03/2010 438.50 441.60 428.15 431.50 18313500 17670000
SESAGOA 29/04/2010 431.80 433.00 420.00 423.05 496500 478500
SESAGOA 27/05/2010 423.00 423.00 415.00 417.70 16500 58500
SIEMENS 25/03/2010 707.40 719.90 706.00 711.70 1189664 1296448
SIEMENS 29/04/2010 718.00 718.00 718.00 718.00 752 2256
SINTEX 25/03/2010 261.10 261.15 255.80 259.35 327600 1086400
STER 25/03/2010 817.80 824.40 807.40 812.00 1442334 4433436
STER 29/04/2010 819.00 824.00 813.70 817.55 6570 21024
STERLINBIO 25/03/2010 107.50 110.25 107.00 108.80 705000 2905000
STERLINBIO 29/04/2010 107.00 110.00 107.00 110.00 7500 37500
SUNPHARMA 25/03/2010 1593.00 1616.00 1573.20 1609.90 166275 256500
SUNPHARMA 29/04/2010 1589.00 1612.00 1589.00 1612.00 1350 2250
SUNTV 25/03/2010 385.65 419.40 385.65 411.05 1126000 208000
SUNTV 29/04/2010 405.00 413.00 405.00 413.00 5000 1000
SUZLON 25/03/2010 78.30 81.65 77.80 80.85 83715000 65646000
SUZLON 29/04/2010 78.40 81.65 78.00 81.05 1500000 1635000
SUZLON 27/05/2010 78.70 81.35 78.70 81.30 21000 75000
SYNDIBANK 25/03/2010 89.45 90.10 88.50 89.00 516800 2470000
SYNDIBANK 29/04/2010 89.20 89.20 88.70 88.70 19000 167200
TATACHEM 25/03/2010 310.20 310.45 306.20 308.45 552150 1849500
TATACHEM 29/04/2010 307.60 307.80 307.60 307.80 4050 9450
TATACOMM 25/03/2010 294.40 299.70 293.00 295.70 782775 1971900
TATACOMM 29/04/2010 296.00 296.00 295.00 295.00 1050 11550
TATAMOTORS 25/03/2010 809.80 811.80 790.00 792.45 13331400 11745300
TATAMOTORS 29/04/2010 802.35 807.80 786.60 788.10 284750 575450
TATAMOTORS 27/05/2010 792.10 792.10 789.20 789.20 3400 5950
TATAPOWER 25/03/2010 1333.00 1339.85 1320.05 1326.20 324000 1793800
TATAPOWER 29/04/2010 1329.00 1330.20 1323.30 1325.80 5600 29600
TATAPOWER 27/05/2010 1345.05 1345.05 1314.25 1316.10 800 0
TATASTEEL 25/03/2010 619.30 625.40 613.00 615.25 11425620 17526160
TATASTEEL 29/04/2010 619.25 621.80 610.65 612.70 167316 513408
TATASTEEL 27/05/2010 612.00 613.00 612.00 613.00 1528 6112
TATATEA 25/03/2010 982.50 1001.80 969.30 972.10 125400 365750
TCS 25/03/2010 766.00 767.80 761.05 762.85 1380000 3342000
TCS 29/04/2010 765.15 767.30 762.95 763.50 24000 65000
TECHM 25/03/2010 927.45 946.50 920.10 934.85 1021800 811800
TECHM 29/04/2010 928.00 941.00 928.00 931.05 8400 9000
TITAN 25/03/2010 1874.00 1903.00 1830.20 1838.45 122158 158826
TITAN 29/04/2010 1880.00 1880.00 1850.30 1850.30 618 1648
TRIVENI 25/03/2010 126.55 129.50 124.00 127.85 4446750 4997300
TRIVENI 29/04/2010 128.50 128.50 127.50 128.25 19250 19250
TTML 25/03/2010 24.30 24.95 24.30 24.55 5956500 26386250
TTML 29/04/2010 24.50 25.00 24.50 24.65 114950 449350
TTML 27/05/2010 24.95 24.95 24.95 24.95 10450 20900
TULIP 25/03/2010 963.00 967.50 938.35 940.75 157000 171500
TV-18 25/03/2010 77.75 78.90 77.25 78.45 1054850 5250525
TV-18 29/04/2010 79.10 79.10 78.45 78.45 7300 29200
UCOBANK 25/03/2010 60.40 60.75 59.50 60.00 2790000 10530000
UCOBANK 29/04/2010 60.35 60.45 59.50 59.75 115000 310000
UCOBANK 27/05/2010 60.00 60.00 58.75 58.75 10000 15000
ULTRACEMCO 25/03/2010 1095.05 1116.00 1092.00 1098.80 192800 642000
ULTRACEMCO 29/04/2010 1089.60 1108.00 1089.60 1108.00 800 1200
UNIONBANK 25/03/2010 275.00 279.80 274.30 277.30 783300 1808100
UNIPHOS 25/03/2010 157.35 165.50 157.30 164.60 1500800 897400
UNITECH 25/03/2010 79.00 79.55 77.00 77.95 65322000 53757000
UNITECH 29/04/2010 79.25 79.60 77.15 78.05 1300500 1602000
UNITECH 27/05/2010 79.50 79.50 77.80 78.30 85500 63000
VIDEOIND 25/03/2010 235.90 239.45 232.00 234.60 850850 1259700
VIDEOIND 29/04/2010 237.70 237.70 237.70 237.70 850 3400
VIDEOIND 27/05/2010 239.60 239.60 239.60 239.60 850 850
VIJAYABANK 25/03/2010 50.55 51.25 50.00 50.75 6768900 14503800
VIJAYABANK 29/04/2010 50.75 51.30 50.25 50.90 75900 131100
VIJAYABANK 27/05/2010 49.00 51.35 49.00 51.00 20700 6900
VOLTAS 25/03/2010 169.60 172.80 167.35 170.20 1471500 1217700
WELGUJ 25/03/2010 264.35 268.70 262.10 267.35 2859200 12787200
WELGUJ 29/04/2010 265.10 268.00 263.25 268.00 14400 19200
WIPRO 25/03/2010 698.00 699.00 684.10 686.35 695400 1665600
WIPRO 29/04/2010 694.30 694.70 685.80 685.80 15600 21600
YESBANK 25/03/2010 255.50 256.75 251.05 252.30 2296800 3737800
YESBANK 29/04/2010 255.10 255.50 252.15 252.15 33000 63800
ZEEL 25/03/2010 270.25 273.85 268.10 270.60 345800 2917600
ZEEL 29/04/2010 271.00 271.00 268.45 269.75 9800 57400
i have been position trading and also day trading sometimes in the cash market but never really dabbled in futures except for a few times.
but now i am interested in trading futures and need some help in reading futures data. i have this data for 05/03/10 but don't understand much of it. some of the contracts are for march and some for April/ may / june. what does this tell me? also how to i know if a stock is headed north or south just by open interest? volumes can be heavy on both sides right?
what i want to know is - what does this data tell me about future movement of prices?
any help will be genuinely appreciated.
thank you in advance...
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Contract Open High Low Close Vol O/I
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BANKNIFTY 25/03/2010 9043.00 9092.00 8966.00 9054.80 1398100 1045700
BANKNIFTY 29/04/2010 9051.00 9080.10 8962.00 9048.95 22500 19250
CNXIT 25/03/2010 5861.65 5864.00 5817.00 5841.05 12400 23200
CNXIT 29/04/2010 5860.00 5860.00 5860.00 5860.00 100 200
MINIFTY 25/03/2010 5099.00 5116.70 5066.00 5087.05 951260 1016760
MINIFTY 29/04/2010 5099.00 5117.00 5067.00 5089.35 95400 150740
MINIFTY 27/05/2010 5100.00 5116.00 5070.00 5090.95 17400 20720
NIFTY 25/03/2010 5100.00 5116.80 5065.35 5087.55 19062750 25337150
NIFTY 29/04/2010 5099.00 5116.50 5068.00 5089.65 751000 1564850
NIFTY 27/05/2010 5103.60 5117.00 5068.00 5089.45 413650 806350
ABAN 25/03/2010 1244.95 1255.75 1225.95 1232.15 2308400 2092000
ABAN 29/04/2010 1239.90 1246.00 1219.45 1222.95 59600 79200
ABB 25/03/2010 796.00 818.80 796.00 816.75 944000 1188000
ABB 29/04/2010 805.00 817.20 805.00 816.05 52000 61500
ABIRLANUVO 25/03/2010 863.65 878.00 863.65 867.45 140400 1030000
ACC 25/03/2010 940.10 974.00 940.10 955.30 1155824 1795024
ACC 29/04/2010 950.00 971.95 930.15 955.00 30080 68432
ADANIENT 25/03/2010 497.40 507.40 495.10 504.75 182800 487200
ALBK 25/03/2010 142.10 142.40 138.20 139.90 1168650 2200100
AMBUJACEM 25/03/2010 106.50 110.20 106.50 109.60 5237480 12495720
AMBUJACEM 29/04/2010 107.50 110.05 107.50 109.65 115472 115472
ANDHRABANK 25/03/2010 103.50 103.60 102.40 103.05 1092500 4029600
APIL 25/03/2010 562.00 573.40 559.40 563.40 150600 220800
APOLLOTYRE 25/03/2010 65.70 65.80 63.85 64.10 5695000 4508400
APOLLOTYRE 29/04/2010 64.85 64.85 64.00 64.00 34000 30600
AREVAT&D 25/03/2010 279.70 287.70 279.10 283.15 530250 415500
AREVAT&D 29/04/2010 282.75 286.25 279.80 282.00 3750 10500
ASHOKLEY 25/03/2010 55.10 55.70 54.40 54.75 9053400 9177550
ASHOKLEY 29/04/2010 55.15 55.75 54.55 54.85 229200 382000
ASIANPAINT 25/03/2010 1980.00 1990.00 1960.00 1969.45 16000 19800
AUROPHARMA 25/03/2010 963.00 980.90 957.65 972.00 744100 1547000
AUROPHARMA 29/04/2010 960.50 972.00 956.15 965.45 11900 73500
AXISBANK 25/03/2010 1134.90 1140.00 1104.50 1106.95 3565800 4922100
AXISBANK 29/04/2010 1134.00 1136.80 1101.20 1106.25 27450 54000
BAJAJ-AUTO 25/03/2010 1895.00 1914.00 1880.00 1907.40 144200 368000
BAJAJHIND 25/03/2010 161.65 166.45 159.25 165.20 9082950 12463050
BAJAJHIND 29/04/2010 161.50 166.55 160.00 165.60 89775 74100
BALRAMCHIN 25/03/2010 109.70 113.30 107.75 112.55 10701600 24103200
BALRAMCHIN 29/04/2010 108.80 113.40 108.80 113.10 64800 62400
BANKBARODA 25/03/2010 609.40 614.90 591.15 594.05 1079400 1640100
BANKBARODA 29/04/2010 600.95 603.35 590.00 590.00 3500 10500
BANKINDIA 25/03/2010 343.90 348.30 342.20 345.85 874950 2040600
BANKINDIA 29/04/2010 345.80 347.65 345.00 347.65 3800 25650
BEL 25/03/2010 2032.00 2151.80 2030.00 2070.85 315744 209760
BEL 29/04/2010 2127.40 2127.40 2127.40 2127.40 552 828
BEML 25/03/2010 1063.70 1079.95 1061.00 1067.80 142500 227250
BEML 29/04/2010 1068.00 1068.00 1068.00 1068.00 375 1500
BGRENERGY 25/03/2010 508.05 522.45 508.00 512.70 81600 54000
BHARATFORG 25/03/2010 267.00 267.90 263.00 265.90 682000 3040000
BHARTIARTL 25/03/2010 294.70 303.30 293.35 298.15 6761500 16005500
BHARTIARTL 29/04/2010 293.00 303.30 293.00 298.50 165500 352500
BHARTIARTL 27/05/2010 301.55 303.00 300.00 300.00 5000 9000
BHEL 25/03/2010 2461.20 2477.95 2427.00 2436.65 761100 2138700
BHEL 29/04/2010 2464.85 2464.85 2432.00 2438.00 1350 7800
BHUSANSTL 25/03/2010 1747.50 1767.00 1735.00 1745.90 1153000 462500
BHUSANSTL 29/04/2010 1767.70 1767.70 1749.05 1751.25 4500 4000
BIOCON 25/03/2010 279.00 283.20 277.05 279.40 1355400 2822400
BIOCON 29/04/2010 283.45 283.70 281.50 281.50 9000 43200
BOSCHLTD 25/03/2010 4899.00 4950.00 4785.00 4800.40 4700 6300
BPCL 25/03/2010 540.80 543.95 538.15 541.45 543950 2248400
BPCL 29/04/2010 544.00 544.45 542.50 542.50 1650 46200
BRFL 25/03/2010 212.10 214.00 208.80 210.65 304750 4164150
CAIRN 25/03/2010 270.00 273.00 267.00 269.40 2080000 12008750
CAIRN 29/04/2010 273.05 273.05 268.00 270.25 25000 126250
CANBK 25/03/2010 432.35 439.50 427.00 430.45 811200 855200
CANBK 29/04/2010 435.00 435.00 433.00 435.00 3200 5600
CENTURYTEX 25/03/2010 507.60 518.00 507.10 513.80 3287696 5456032
CENTURYTEX 29/04/2010 514.00 516.05 510.00 515.45 9328 27136
CESC 25/03/2010 394.25 395.45 390.50 391.45 80300 556600
CHAMBLFERT 25/03/2010 62.75 63.25 61.85 62.05 7079400 11512650
CHAMBLFERT 29/04/2010 63.00 63.00 62.50 62.50 34500 151800
CHENNPETRO 25/03/2010 241.95 245.65 241.55 244.55 174600 873000
CHENNPETRO 29/04/2010 244.65 246.00 244.15 246.00 10800 9000
CIPLA 25/03/2010 320.10 325.30 320.10 322.05 1897500 3268750
CIPLA 29/04/2010 324.00 324.55 321.50 322.05 18750 28750
COLPAL 25/03/2010 708.95 712.95 706.50 708.10 9900 144650
CONCOR 25/03/2010 1207.80 1240.80 1206.00 1210.75 47750 67250
CROMPGREAV 25/03/2010 450.00 450.00 433.65 436.00 1116000 1517000
CROMPGREAV 29/04/2010 442.00 442.00 432.00 434.40 34000 78000
CUMMINSIND 25/03/2010 478.00 481.10 468.15 473.80 42750 88350
CUMMINSIND 29/04/2010 472.45 472.45 472.45 472.45 950 2850
DABUR 25/03/2010 170.85 173.90 169.10 170.25 440100 380700
DCHL 25/03/2010 164.20 171.50 160.60 170.60 3413600 3893000
DCHL 29/04/2010 164.75 166.75 163.20 166.75 17000 27200
DENABANK 25/03/2010 87.00 87.70 85.50 85.95 4630500 6667500
DENABANK 29/04/2010 87.15 87.85 86.15 86.15 36750 68250
DISHTV 25/03/2010 39.80 41.50 39.55 40.50 6967950 19528800
DISHTV 29/04/2010 39.90 40.80 39.90 40.15 36050 41200
DIVISLAB 25/03/2010 654.80 666.00 645.00 659.35 300700 773760
DIVISLAB 29/04/2010 650.00 651.10 650.00 651.10 1240 2480
DLF 25/03/2010 308.00 319.40 307.30 316.90 19216000 14329600
DLF 29/04/2010 308.70 319.50 308.50 317.10 272000 283200
DLF 27/05/2010 314.30 316.00 314.30 316.00 4000 6400
DRREDDY 25/03/2010 1161.05 1169.00 1154.30 1156.25 102000 635600
DRREDDY 29/04/2010 1165.00 1165.00 1165.00 1165.00 400 2800
EDUCOMP 25/03/2010 705.00 721.90 699.30 715.75 3307875 2736000
EDUCOMP 29/04/2010 700.85 718.00 697.90 712.95 39000 94125
EKC 25/03/2010 125.40 126.85 124.30 125.55 1354000 2304000
EKC 29/04/2010 126.00 127.70 124.70 124.70 16000 18000
ESSAROIL 25/03/2010 136.60 141.60 136.25 140.70 11222576 18987164
ESSAROIL 29/04/2010 137.00 141.75 136.80 141.05 94604 139788
FEDERALBNK 25/03/2010 266.00 266.00 261.30 262.10 74037 493580
FEDERALBNK 29/04/2010 263.70 263.70 263.70 263.70 851 4255
FINANTECH 25/03/2010 1579.70 1581.00 1524.20 1533.05 203700 840750
FINANTECH 29/04/2010 1534.00 1534.00 1534.00 1534.00 150 150
FORTIS 25/03/2010 174.40 174.65 170.40 171.35 1188200 2759900
FORTIS 29/04/2010 173.80 176.80 171.30 172.25 15600 20800
FSL 25/03/2010 28.35 30.80 28.35 30.50 29839500 33022000
FSL 29/04/2010 28.60 30.80 28.60 30.60 361000 389500
GAIL 25/03/2010 403.30 410.90 403.20 408.95 2173500 3398625
GAIL 29/04/2010 407.35 410.50 405.00 409.75 9000 42750
GESHIP 25/03/2010 291.35 294.45 290.50 293.65 638400 762000
GESHIP 29/04/2010 293.00 293.00 293.00 293.00 1200 1200
GLAXO 25/03/2010 1725.00 1746.70 1711.50 1714.65 19500 35100
GMRINFRA 25/03/2010 58.40 59.60 58.25 58.90 7627500 31867500
GMRINFRA 29/04/2010 58.40 59.45 58.30 58.85 422500 942500
GMRINFRA 27/05/2010 59.40 59.40 58.50 58.50 7500 25000
GODREJIND 25/03/2010 161.30 163.00 159.90 160.50 200200 304200
GODREJIND 29/04/2010 161.90 161.90 161.90 161.90 1300 1300
GRASIM 25/03/2010 2799.00 2833.00 2795.00 2809.30 177056 697312
GRASIM 29/04/2010 2805.40 2820.80 2794.00 2802.80 10208 32560
GSPL 25/03/2010 90.30 94.40 90.00 93.90 10144300 11114200
GSPL 29/04/2010 102.55 102.55 91.50 94.00 54900 73200
GTL 25/03/2010 409.50 410.50 409.10 409.60 7500 6074250
GTLINFRA 25/03/2010 42.60 42.75 42.00 42.20 3516250 69097950
GTLINFRA 29/04/2010 42.80 42.80 42.25 42.30 38800 455900
GTOFFSHORE 25/03/2010 430.05 434.00 425.10 426.50 204000 973000
GVKPIL 25/03/2010 45.50 45.90 44.90 45.30 3486500 16606000
GVKPIL 29/04/2010 45.50 45.95 45.10 45.45 80750 128250
HCC 25/03/2010 144.15 148.55 144.15 147.45 3395700 4899300
HCC 29/04/2010 146.05 148.10 145.85 147.95 25200 14700
HCLTECH 25/03/2010 364.70 366.40 356.90 358.90 819000 1874600
HCLTECH 29/04/2010 362.00 362.00 357.70 358.70 6500 44200
HDFC 25/03/2010 2607.00 2624.00 2575.25 2584.30 339600 1671900
HDFC 29/04/2010 2605.00 2612.55 2576.40 2588.50 3750 7350
HDFCBANK 25/03/2010 1778.00 1793.00 1768.00 1786.25 778600 1839200
HDFCBANK 29/04/2010 1787.80 1791.00 1770.35 1786.50 4200 9600
HDIL 25/03/2010 319.25 326.95 316.55 322.45 9238464 7385508
HDIL 29/04/2010 320.00 327.15 317.00 322.80 86688 54180
HEROHONDA 25/03/2010 1792.00 1860.00 1785.00 1848.25 742200 2899600
HEROHONDA 29/04/2010 1775.00 1846.95 1773.00 1833.10 49600 113800
HINDALCO 25/03/2010 170.00 172.10 167.75 168.20 14986680 27711286
HINDALCO 29/04/2010 170.10 171.60 167.65 168.05 327174 524182
HINDPETRO 25/03/2010 343.00 345.00 339.70 342.15 699400 4269850
HINDPETRO 29/04/2010 343.80 344.00 340.20 343.00 44850 201500
HINDUNILVR 25/03/2010 241.10 242.50 240.00 241.00 1222000 15766000
HINDUNILVR 29/04/2010 240.45 241.50 239.90 240.55 90000 312000
HINDUNILVR 27/05/2010 243.40 243.40 243.40 243.40 1000 14000
HINDZINC 25/03/2010 1222.00 1241.70 1206.00 1227.80 355500 344000
HINDZINC 29/04/2010 1219.00 1219.00 1219.00 1219.00 500 4000
HOTELEELA 25/03/2010 49.00 49.00 47.65 48.10 1837500 5835000
HOTELEELA 29/04/2010 48.10 48.10 48.10 48.10 7500 52500
IBREALEST 25/03/2010 174.15 176.35 171.05 175.10 6262100 12114700
IBREALEST 29/04/2010 174.90 176.50 171.70 175.30 123500 124800
ICICIBANK 25/03/2010 905.00 907.95 890.50 903.50 4581850 10200050
ICICIBANK 29/04/2010 902.75 906.20 891.90 903.45 29050 57400
ICICIBANK 27/05/2010 895.00 904.55 895.00 904.55 1050 1050
ICSA 25/03/2010 142.00 143.70 140.30 140.75 613200 2400000
IDBI 25/03/2010 125.75 126.40 124.20 125.30 6616800 13706400
IDBI 29/04/2010 126.10 126.55 125.00 125.70 52800 115200
IDEA 25/03/2010 61.45 62.85 61.25 61.85 4322700 30742200
IDEA 29/04/2010 61.40 62.45 61.40 61.80 137700 259200
IDFC 25/03/2010 163.30 166.00 161.50 162.45 10410550 14655600
IDFC 29/04/2010 163.35 165.00 162.20 162.90 109150 209450
IFCI 25/03/2010 55.15 55.55 54.20 54.50 54766000 86758800
IFCI 29/04/2010 55.30 55.60 54.45 54.65 1000760 1268680
INDHOTEL 25/03/2010 94.40 94.90 92.70 94.15 2062314 5226048
INDHOTEL 29/04/2010 94.50 94.50 94.50 94.50 3798 64566
INDIACEM 25/03/2010 127.40 129.90 125.70 127.45 3868600 15332300
INDIACEM 29/04/2010 126.15 130.10 126.15 127.80 65250 50750
INDIAINFO 25/03/2010 121.40 124.65 121.10 123.30 4202500 8775000
INDIAINFO 29/04/2010 121.05 123.80 121.05 123.80 17500 42500
INDIANB 25/03/2010 169.00 172.70 168.60 169.40 662200 1174800
INFOSYSTCH 25/03/2010 2622.80 2639.80 2614.10 2631.70 599400 2403200
INFOSYSTCH 29/04/2010 2635.00 2637.65 2620.00 2632.75 6600 16600
IOB 25/03/2010 95.65 95.65 94.40 94.80 837800 3044400
IOB 29/04/2010 94.85 95.30 93.10 94.85 26550 47200
IOB 27/05/2010 92.80 93.25 92.60 92.80 47200 64900
IOC 25/03/2010 305.00 308.90 305.00 308.15 573600 3044400
IOC 29/04/2010 308.85 308.90 307.00 309.00 6000 79200
ISPATIND 25/03/2010 20.40 20.40 19.90 20.15 27576750 74226900
ISPATIND 29/04/2010 20.35 20.40 20.00 20.25 485550 1494000
ITC 25/03/2010 246.20 246.20 243.50 244.35 2291625 9101250
ITC 29/04/2010 245.75 245.75 243.80 244.65 29250 142875
IVRCLINFRA 25/03/2010 342.80 343.90 337.20 340.00 1774000 2701000
IVRCLINFRA 29/04/2010 343.55 343.65 337.95 339.55 174000 161000
JINDALSAW 25/03/2010 209.50 214.65 208.10 213.00 27600000 13420000
JINDALSAW 29/04/2010 211.00 214.40 210.70 213.30 80000 80000
JINDALSTEL 25/03/2010 684.90 701.85 684.90 697.25 7430400 4946880
JINDALSTEL 29/04/2010 689.85 702.00 688.50 697.80 105600 95040
JISLJALEQS 25/03/2010 928.85 928.85 917.00 921.35 23250 41000
JPASSOCIAT 25/03/2010 145.50 147.50 144.20 146.45 10165136 21822464
JPASSOCIAT 29/04/2010 146.00 147.45 144.85 146.85 136728 357856
JPASSOCIAT 27/05/2010 146.05 146.05 146.05 146.05 3376 5064
JPPOWER 25/03/2010 71.90 73.25 71.60 72.45 1690625 8609375
JPPOWER 29/04/2010 72.10 73.30 72.00 72.55 93750 128125
JSWSTEEL 25/03/2010 1168.40 1207.90 1168.40 1200.40 5289668 4626348
JSWSTEEL 29/04/2010 1174.65 1206.00 1173.00 1199.70 37492 26780
KFA 25/03/2010 54.25 54.95 53.40 54.10 3213000 12482250
KFA 29/04/2010 54.20 54.70 54.00 54.25 34000 76500
KOTAKBANK 25/03/2010 775.80 801.95 775.80 798.20 1638450 2701050
KOTAKBANK 29/04/2010 786.25 800.00 786.25 796.50 7150 7150
KSOILS 25/03/2010 73.95 74.50 72.95 73.95 2908700 7351400
LICHSGFIN 25/03/2010 825.00 828.00 805.15 808.70 781575 995350
LICHSGFIN 29/04/2010 823.00 825.00 809.00 809.00 2975 12750
LITL 25/03/2010 49.60 49.80 48.40 48.90 5595260 20754140
LITL 29/04/2010 49.65 49.65 48.55 49.00 133980 178640
LT 25/03/2010 1593.55 1612.00 1581.05 1587.20 1138400 2635800
LT 29/04/2010 1597.15 1614.00 1585.60 1587.90 20000 46600
LUPIN 25/03/2010 1546.00 1553.50 1530.10 1535.25 112000 410900
LUPIN 29/04/2010 1540.00 1540.00 1540.00 1540.00 1050 2100
M&M 25/03/2010 1081.35 1088.45 1067.00 1073.85 582816 2008656
M&M 29/04/2010 1075.90 1087.50 1070.00 1077.70 12168 18720
MARUTI 25/03/2010 1463.00 1474.70 1451.35 1461.30 707000 2233600
MARUTI 29/04/2010 1454.95 1470.00 1450.00 1459.05 19600 88200
MCDOWELL-N 25/03/2010 1455.00 1504.80 1455.00 1486.60 727750 774750
MCDOWELL-N 29/04/2010 1464.55 1505.00 1464.55 1487.15 3500 9250
MCLEODRUSS 25/03/2010 233.10 237.75 232.80 236.00 1219500 1328400
MCLEODRUSS 29/04/2010 235.00 236.50 235.00 236.50 5400 11700
MCLEODRUSS 27/05/2010 238.85 238.85 238.85 238.85 900 9000
MLL 25/03/2010 58.50 59.90 58.35 58.90 5924100 11720800
MLL 29/04/2010 59.50 59.50 59.10 59.10 39200 78400
MOSERBAER 25/03/2010 83.65 83.65 81.80 82.35 2390850 5061375
MOSERBAER 29/04/2010 83.25 83.70 82.55 82.60 39600 51975
MPHASIS 25/03/2010 674.25 679.90 667.10 672.90 1101600 3035200
MPHASIS 29/04/2010 676.50 677.15 670.20 675.30 9600 9600
MRPL 25/03/2010 77.20 79.60 77.00 78.85 3769150 4663600
MRPL 29/04/2010 78.75 78.75 78.75 78.75 4450 22250
MTNL 25/03/2010 75.00 76.70 74.70 75.80 2953600 14240000
MTNL 29/04/2010 75.30 76.70 75.30 76.10 112000 249600
MTNL 27/05/2010 76.10 76.10 76.10 76.10 3200 0
MUNDRAPORT 25/03/2010 721.00 738.70 714.00 720.20 315300 421200
MUNDRAPORT 29/04/2010 721.00 721.00 721.00 721.00 300 2100
NAGARCONST 25/03/2010 161.60 162.25 158.75 159.80 1154000 1834000
NAGARCONST 29/04/2010 160.70 160.70 160.70 160.70 2000 10000
NAGARFERT 25/03/2010 33.70 33.95 33.25 33.45 5832750 18443250
NAGARFERT 29/04/2010 34.45 34.45 33.95 33.95 10500 78750
NATIONALUM 25/03/2010 401.80 404.15 395.00 397.60 221375 1650250
NATIONALUM 29/04/2010 396.00 396.00 392.00 394.50 2875 9200
NEYVELILIG 25/03/2010 162.00 164.00 160.30 163.25 840750 2057625
NEYVELILIG 29/04/2010 160.65 160.65 160.65 160.65 8850 26550
NOIDATOLL 25/03/2010 36.40 36.80 35.95 36.55 2148400 10471400
NOIDATOLL 29/04/2010 36.75 36.75 36.10 36.75 24600 16400
NTPC 25/03/2010 207.10 207.15 204.25 204.55 3666000 26021125
NTPC 29/04/2010 206.75 206.85 204.75 204.85 186875 1482000
NTPC 27/05/2010 205.00 205.00 205.00 205.00 1625 4875
OFSS 25/03/2010 2313.00 2349.70 2301.00 2314.70 178500 581700
ONGC 25/03/2010 1104.80 1109.95 1091.35 1094.50 867600 1808550
ONGC 29/04/2010 1110.40 1137.25 1094.00 1094.00 8775 15975
ONMOBILE 25/03/2010 401.00 412.50 393.50 395.40 272250 193050
ONMOBILE 27/05/2010 417.30 417.30 391.60 391.60 1100 0
OPTOCIRCUI 25/03/2010 228.90 229.30 222.50 224.20 369240 1154640
OPTOCIRCUI 29/04/2010 227.00 227.00 224.50 224.95 28560 30600
ORCHIDCHEM 25/03/2010 171.70 171.80 168.15 169.35 970200 5006400
ORCHIDCHEM 29/04/2010 170.30 170.80 170.30 170.80 4200 6300
ORIENTBANK 25/03/2010 298.05 312.50 298.00 308.85 1549200 1213200
ORIENTBANK 29/04/2010 305.00 305.00 305.00 305.00 1200 12000
PANTALOONR 25/03/2010 399.70 404.75 394.60 396.95 296650 2905300
PANTALOONR 29/04/2010 398.95 403.00 398.20 398.20 5950 28050
PATELENG 25/03/2010 450.90 455.00 441.00 442.25 126000 573000
PATNI 25/03/2010 490.20 498.00 487.00 492.50 366600 717600
PETRONET 25/03/2010 75.70 80.95 75.65 80.30 6727600 4338400
PETRONET 29/04/2010 78.20 81.00 78.20 80.20 39600 22000
PFC 25/03/2010 260.00 262.00 256.50 260.75 222000 591600
PIRHEALTH 25/03/2010 416.80 423.00 411.10 412.30 676500 1815000
PNB 25/03/2010 937.00 943.25 925.00 931.95 387600 1991700
PNB 29/04/2010 942.00 942.00 926.05 926.05 3900 4500
POLARIS 25/03/2010 161.45 162.00 159.10 159.95 1274000 2494800
POLARIS 29/04/2010 161.80 161.80 161.00 159.85 8400 22400
POWERGRID 25/03/2010 108.80 109.25 107.90 108.15 987525 8162000
POWERGRID 29/04/2010 108.85 109.05 108.10 108.15 65450 546700
POWERGRID 27/05/2010 108.60 108.80 108.40 108.05 7700 13475
PRAJIND 25/03/2010 85.50 87.90 84.90 87.30 2142800 7788000
PRAJIND 29/04/2010 86.60 88.15 86.60 87.50 55000 189200
PRAJIND 27/05/2010 87.50 87.50 87.25 87.25 17600 44000
PTC 25/03/2010 115.00 115.45 113.20 114.45 383050 2563850
PUNJLLOYD 25/03/2010 179.50 187.25 179.50 186.25 11400000 12897000
PUNJLLOYD 29/04/2010 181.25 187.45 181.20 186.90 114000 157500
PUNJLLOYD 27/05/2010 183.25 185.05 183.25 185.05 3000 3000
RANBAXY 25/03/2010 477.00 482.50 469.20 470.85 2686400 2934400
RANBAXY 29/04/2010 475.00 479.90 469.90 470.95 60800 232000
RANBAXY 27/05/2010 477.00 477.00 477.00 477.00 800 2400
RCOM 25/03/2010 165.20 167.65 165.00 165.40 3767400 19620300
RCOM 29/04/2010 166.40 167.80 165.30 165.75 116900 470400
RCOM 27/05/2010 166.00 166.00 166.00 166.00 700 3500
RECLTD 25/03/2010 235.00 237.30 230.25 234.60 5658900 22992450
RECLTD 29/04/2010 235.35 237.20 232.15 233.60 83850 458250
RELCAPITAL 25/03/2010 801.10 814.70 797.15 807.45 4344240 5077296
RELCAPITAL 29/04/2010 805.00 813.30 799.20 808.30 27600 50232
RELIANCE 25/03/2010 1023.00 1026.70 1007.55 1013.25 3752700 13009200
RELIANCE 29/04/2010 1025.60 1027.15 1010.00 1014.45 97800 349800
RELIANCE 27/05/2010 1024.00 1024.00 1012.45 1014.30 9300 54900
RELINFRA 25/03/2010 1033.40 1042.85 1027.20 1038.80 1784616 4501836
RELINFRA 29/04/2010 1032.25 1043.00 1030.80 1041.60 9108 36432
RELMEDIA 25/03/2010 230.70 231.80 227.10 229.25 171600 1635000
RELMEDIA 29/04/2010 232.25 232.25 229.50 229.55 2400 3000
RENUKA 25/03/2010 173.80 182.30 170.75 181.10 34412500 18267500
RENUKA 29/04/2010 173.00 181.05 170.45 179.90 772500 1007500
RNRL 25/03/2010 65.25 66.70 65.00 65.90 18130320 34951824
RNRL 29/04/2010 65.55 66.80 65.30 66.15 228864 665136
RNRL 27/05/2010 65.65 65.65 65.65 65.65 3576 10728
ROLTA 25/03/2010 182.70 183.00 179.25 181.00 2262600 3618000
ROLTA 29/04/2010 182.00 182.00 180.10 181.85 14400 46800
RPOWER 25/03/2010 143.30 144.65 143.00 144.15 3340000 20356000
RPOWER 29/04/2010 143.30 145.00 143.30 144.45 94000 266000
RPOWER 27/05/2010 144.65 145.60 144.65 145.35 6000 6000
SAIL 25/03/2010 239.00 239.00 232.60 234.35 8345700 5587650
SAIL 29/04/2010 238.20 238.20 232.85 234.55 118800 133650
SBIN 25/03/2010 2044.00 2064.85 2021.00 2053.25 1933668 3333264
SBIN 29/04/2010 2044.30 2063.85 2025.00 2053.90 30492 64812
SBIN 27/05/2010 2053.10 2053.10 2053.10 2053.10 132 264
SCI 25/03/2010 153.35 155.45 152.50 153.00 840000 1356000
SCI 29/04/2010 155.55 155.55 154.10 154.10 4800 7200
SESAGOA 25/03/2010 438.50 441.60 428.15 431.50 18313500 17670000
SESAGOA 29/04/2010 431.80 433.00 420.00 423.05 496500 478500
SESAGOA 27/05/2010 423.00 423.00 415.00 417.70 16500 58500
SIEMENS 25/03/2010 707.40 719.90 706.00 711.70 1189664 1296448
SIEMENS 29/04/2010 718.00 718.00 718.00 718.00 752 2256
SINTEX 25/03/2010 261.10 261.15 255.80 259.35 327600 1086400
STER 25/03/2010 817.80 824.40 807.40 812.00 1442334 4433436
STER 29/04/2010 819.00 824.00 813.70 817.55 6570 21024
STERLINBIO 25/03/2010 107.50 110.25 107.00 108.80 705000 2905000
STERLINBIO 29/04/2010 107.00 110.00 107.00 110.00 7500 37500
SUNPHARMA 25/03/2010 1593.00 1616.00 1573.20 1609.90 166275 256500
SUNPHARMA 29/04/2010 1589.00 1612.00 1589.00 1612.00 1350 2250
SUNTV 25/03/2010 385.65 419.40 385.65 411.05 1126000 208000
SUNTV 29/04/2010 405.00 413.00 405.00 413.00 5000 1000
SUZLON 25/03/2010 78.30 81.65 77.80 80.85 83715000 65646000
SUZLON 29/04/2010 78.40 81.65 78.00 81.05 1500000 1635000
SUZLON 27/05/2010 78.70 81.35 78.70 81.30 21000 75000
SYNDIBANK 25/03/2010 89.45 90.10 88.50 89.00 516800 2470000
SYNDIBANK 29/04/2010 89.20 89.20 88.70 88.70 19000 167200
TATACHEM 25/03/2010 310.20 310.45 306.20 308.45 552150 1849500
TATACHEM 29/04/2010 307.60 307.80 307.60 307.80 4050 9450
TATACOMM 25/03/2010 294.40 299.70 293.00 295.70 782775 1971900
TATACOMM 29/04/2010 296.00 296.00 295.00 295.00 1050 11550
TATAMOTORS 25/03/2010 809.80 811.80 790.00 792.45 13331400 11745300
TATAMOTORS 29/04/2010 802.35 807.80 786.60 788.10 284750 575450
TATAMOTORS 27/05/2010 792.10 792.10 789.20 789.20 3400 5950
TATAPOWER 25/03/2010 1333.00 1339.85 1320.05 1326.20 324000 1793800
TATAPOWER 29/04/2010 1329.00 1330.20 1323.30 1325.80 5600 29600
TATAPOWER 27/05/2010 1345.05 1345.05 1314.25 1316.10 800 0
TATASTEEL 25/03/2010 619.30 625.40 613.00 615.25 11425620 17526160
TATASTEEL 29/04/2010 619.25 621.80 610.65 612.70 167316 513408
TATASTEEL 27/05/2010 612.00 613.00 612.00 613.00 1528 6112
TATATEA 25/03/2010 982.50 1001.80 969.30 972.10 125400 365750
TCS 25/03/2010 766.00 767.80 761.05 762.85 1380000 3342000
TCS 29/04/2010 765.15 767.30 762.95 763.50 24000 65000
TECHM 25/03/2010 927.45 946.50 920.10 934.85 1021800 811800
TECHM 29/04/2010 928.00 941.00 928.00 931.05 8400 9000
TITAN 25/03/2010 1874.00 1903.00 1830.20 1838.45 122158 158826
TITAN 29/04/2010 1880.00 1880.00 1850.30 1850.30 618 1648
TRIVENI 25/03/2010 126.55 129.50 124.00 127.85 4446750 4997300
TRIVENI 29/04/2010 128.50 128.50 127.50 128.25 19250 19250
TTML 25/03/2010 24.30 24.95 24.30 24.55 5956500 26386250
TTML 29/04/2010 24.50 25.00 24.50 24.65 114950 449350
TTML 27/05/2010 24.95 24.95 24.95 24.95 10450 20900
TULIP 25/03/2010 963.00 967.50 938.35 940.75 157000 171500
TV-18 25/03/2010 77.75 78.90 77.25 78.45 1054850 5250525
TV-18 29/04/2010 79.10 79.10 78.45 78.45 7300 29200
UCOBANK 25/03/2010 60.40 60.75 59.50 60.00 2790000 10530000
UCOBANK 29/04/2010 60.35 60.45 59.50 59.75 115000 310000
UCOBANK 27/05/2010 60.00 60.00 58.75 58.75 10000 15000
ULTRACEMCO 25/03/2010 1095.05 1116.00 1092.00 1098.80 192800 642000
ULTRACEMCO 29/04/2010 1089.60 1108.00 1089.60 1108.00 800 1200
UNIONBANK 25/03/2010 275.00 279.80 274.30 277.30 783300 1808100
UNIPHOS 25/03/2010 157.35 165.50 157.30 164.60 1500800 897400
UNITECH 25/03/2010 79.00 79.55 77.00 77.95 65322000 53757000
UNITECH 29/04/2010 79.25 79.60 77.15 78.05 1300500 1602000
UNITECH 27/05/2010 79.50 79.50 77.80 78.30 85500 63000
VIDEOIND 25/03/2010 235.90 239.45 232.00 234.60 850850 1259700
VIDEOIND 29/04/2010 237.70 237.70 237.70 237.70 850 3400
VIDEOIND 27/05/2010 239.60 239.60 239.60 239.60 850 850
VIJAYABANK 25/03/2010 50.55 51.25 50.00 50.75 6768900 14503800
VIJAYABANK 29/04/2010 50.75 51.30 50.25 50.90 75900 131100
VIJAYABANK 27/05/2010 49.00 51.35 49.00 51.00 20700 6900
VOLTAS 25/03/2010 169.60 172.80 167.35 170.20 1471500 1217700
WELGUJ 25/03/2010 264.35 268.70 262.10 267.35 2859200 12787200
WELGUJ 29/04/2010 265.10 268.00 263.25 268.00 14400 19200
WIPRO 25/03/2010 698.00 699.00 684.10 686.35 695400 1665600
WIPRO 29/04/2010 694.30 694.70 685.80 685.80 15600 21600
YESBANK 25/03/2010 255.50 256.75 251.05 252.30 2296800 3737800
YESBANK 29/04/2010 255.10 255.50 252.15 252.15 33000 63800
ZEEL 25/03/2010 270.25 273.85 268.10 270.60 345800 2917600
ZEEL 29/04/2010 271.00 271.00 268.45 269.75 9800 57400