Quantitative Analysis of Nifty

[QuantNifty]

Nifty clocked intraday volatility of 0.91%, which is lower than the long term average. Immediate support level lies at 5257 and resistance level lies at 5305 respectively. FII's bought INR 1842.76 and sold INR 2130.16 crores, whereas DII's bought INR 824.99 and sold INR 667.62 crores in the cash market respectively. Indian rupee strengthens by INR -0.01 vis-a-vis USD.
Call for Jun 23, 2011
No Call to trade, Roll over of earlier position, Keep in mind market might be reaching inflection point, watch out for upside surprise.
If tomorrow we dont reach earlier squareoff levels then square off position before 2.30 pm what ever be the outcome

Nifty Put Call Ratio is at 0.985

 

[QuantNifty]

As predicted, market did surprised us. Happy Investing:thumb:

 

[QuantNifty]

Nifty clocked intraday volatility of 1.49%, which is lower than the long term average. Immediate support level lies at 5271 and resistance level lies at 5350 respectively. FII's bought INR 1902.96 and sold INR 1673.75 crores, whereas DII's bought INR 866.12 and sold INR 624.17 crores in the cash market respectively. Indian rupee weakened by INR 0.24 vis-a-vis USD.
Call for Jun 24, 2011
No Call to Trade
Nifty Put Call Ratio is at 1.041

 

[QuantNifty]

I got couple of request from traders, thanks for your inquisitiveness ***************

 

[msa5678]

Nifty clocked intraday volatility of 0.91%, which is lower than the long term average. Immediate support level lies at 5257 and resistance level lies at 5305 respectively. FII's bought INR 1842.76 and sold INR 2130.16 crores, whereas DII's bought INR 824.99 and sold INR 667.62 crores in the cash market respectively. Indian rupee strengthens by INR -0.01 vis-a-vis USD.
Call for Jun 23, 2011
No Call to trade, Roll over of earlier position, Keep in mind market might be reaching inflection point, watch out for upside surprise.
If tomorrow we dont reach earlier squareoff levels then square off position before 2.30 pm what ever be the outcome
Nifty Put Call Ratio is at 0.985

Hi QuantNifty,

When I see the market upsurge today, I understand the rationale behind your post of day before yesterday. How do you catch the trend of the market so early and so precisely. However way you do it , it is remarkable:clapping::clapping:

 

[QuantNifty]

Hi MSA,

Thanks for the appreciation. Since I am strictly following my model thats why did not gave buy call day before yesterday. However, as stated earlier my motive is to make money without losing much. My calls generally are not aligned with the prevailing market condition, as all of you must have noticed during this period. I would be making some more changes to my model during this week, so that model's predictability goes up. Thanks again all of you for your continuous encouragement.

Regards,

QuantNifty

 

[QuantNifty]

Nifty clocked intraday volatility of 2.52%, which is higher than the long term average. Immediate support level lies at 5384 and resistance level lies at 5518 respectively. FII's bought INR 3682.65 and sold INR 2792.21 crores, whereas DII's bought INR 1064.62 and sold INR 1551.47 crores in the cash market respectively. Indian rupee weakened by INR 0.16 vis-a-vis USD.
Call for Jun 27, 2011
Initiating a Long Trade with SL 5343
Optimal Long Level from 5462 till 5478 & Optimal Square Off Level 5511
Nifty Put Call Ratio is at 1.303

<niftyquant> dot <blogspot> dot <com>

 

[QuantNifty]

Target achieved

 

[coolharsh20]

What about tomorrow.... i m expecting a fall till 5476.. please tell ur views as well ....

 

[QuantNifty]

Hi Harsh,
I am incorporating certain changes to my model which is still in wip mode. Sorry, wont be able to tell you my prediction for today.

Thanx,
QuantNifty