Quantitative Analysis of Nifty

[msa5678]

Hi MSA,

In that event I would strictly recomend to book what ever profit or losses during high volatile times as we are facing now.
During sober times we may consider to carry forward.

I guess today could be that kind of a day. I would like to book whatever I have got after 3.15 pm

I hope this clarifies

QuantNifty

Thanks a lot QuantNifty,
I have a short as per your
reco, still holding it.

 

[QuantNifty]

Target Achieved

 

[QuantNifty]

Re: Quantitative Analysis of Nifty Calls

Market Snapshot of May 05, 2011

Nifty clocked intraday volatility of 2.14%, which is lower than the long term average. Immediate support level lies at 5416 and resistance level lies at 5532 respectively. FII's bought INR 2005.09 and sold INR 2784.57 crores, whereas DII's bought INR 1826.36 and sold INR 889.13 crores in the cash market respectively. Indian rupee weakened by INR 0.17 vis-a-vis USD.
Nifty Put Call Ratio is at 0.892

Call for May 06, 2011
Initiating a Short Trade with SL 5560

Optimal Short Level from 5479 till 5457 & Optimal Square Off Level 5430

For details go to niftyquant <dot> blogspot <dot> com

 

[msa5678]

Re: Quantitative Analysis of Nifty Calls

Market Snapshot of May 05, 2011

Nifty clocked intraday volatility of 2.14%, which is lower than the long term average. Immediate support level lies at 5416 and resistance level lies at 5532 respectively. FII's bought INR 2005.09 and sold INR 2784.57 crores, whereas DII's bought INR 1826.36 and sold INR 889.13 crores in the cash market respectively. Indian rupee weakened by INR 0.17 vis-a-vis USD.
Nifty Put Call Ratio is at 0.892

Call for May 06, 2011
Initiating a Short Trade with SL 5560

Optimal Short Level from 5479 till 5457 & Optimal Square Off Level 5430

For details go to niftyquant <dot> blogspot <dot> com

Hi QuantNifty,

First of All , I should thank you for
such a precise analysis.

Sorry, But one clarification is needed.

Let's take today's values which are
Optimum Levels 5479 to 5457, SL 5560.

As there was a gap up opening, in such a
situation , do we wait till Nifty breaches
5479 , Or can we enter between 5560 and
5479.

Regards

 

[QuantNifty]

Hi MSA,

Thanks for the query. See ideally I would like to enter within the price range that I reco. However, in the event of gap up opening like today or any other day we should enter if and only if SL is not triggered before our trade. But today could be a sentiment pull back as you can see from the total put call ratio is less than 1.

The word of caution would be to look at the nearest resistance level. So SL reamins the same even if you enter your trade outside the limit of optimal trade.

I hope this clarifies the query

 

[QuantNifty]

Gross Wrong Call for today cut losses plz

 

[QuantNifty]

Market Snapshot of May 06, 2011

Nifty clocked intraday volatility of 1.68%, which is lower than the long term average. Immediate support level lies at 5494 and resistance level lies at 5586 respectively. FII's bought INR 2579.11 and sold INR 3234.45 crores, whereas DII's bought INR 2065.76 and sold INR 1047.72 crores in the cash market respectively. Indian rupee strengthen by INR -0.09 vis-a-vis USD.
Nifty Put Call Ratio is at 0.908

Call for May 09, 2011

No Call to Trade

S1 S2 S3 R1 R2 R3
5,494 5,437 5,403 5,586 5,621 5,678

 

[QuantNifty]

Market Snapshot of May 09, 2011

Nifty clocked intraday volatility of 1.52%, which is lower than the long term average. Immediate support level lies at 5507 and resistance level lies at 5591 respectively. FII's bought INR 1935.01 and sold INR 1738.59 crores, whereas DII's bought INR 500.92 and sold INR 626.7 crores in the cash market respectively. Indian rupee weakened by INR 0.01 vis-a-vis USD.
Nifty Put Call Ratio is at 0.958

Call for May 10, 2011
No Call to Trade

S1 S2 S3 R1 R2 R3
5,507 5,463 5,423 5,591 5,630 5,674

 

[QuantNifty]

Market Snapshot of May 10, 2011

Nifty clocked intraday volatility of 1.42%, which is lower than the long term average. Immediate support level lies at 5506 and resistance level lies at 5585 respectively. FII's bought INR 1451.06 and sold INR 1426.04 crores, whereas DII's bought INR 768.09 and sold INR 637.23 crores in the cash market respectively. Indian rupee weakened by INR 0.08 vis-a-vis USD.
Nifty Put Call Ratio is at 0.934

Call for May 11, 2011

Initiating a Long Trade with SL 5514

Optimal Long Level from 5532 till 5548 & Optimal Square Off Level 5581

niftyquant dot blogspot dot com

 

[QuantNifty]

Book profit @ 5575