Quantitative Analysis of Nifty

[QuantNifty]

Nifty clocked intraday volatility of 1.52%, which is lower than the long term average. Immediate support level lies at 5489 and resistance level lies at 5572 respectively. FII's bought INR 1386.95 and sold INR 2356.39 crores, whereas DII's bought INR 1326.18 and sold INR 1039.41 crores in the cash market respectively. Indian rupee weakened by INR 0.23 vis-a-vis USD.


Nifty Intra Day Call for Jul 13, 2011

Initiating a Short Trade with SL 5580

Optimal Short Level from 5545 till 5523 & Optimal Square Off Level 5496

 

[QuantNifty]

Nifty clocked intraday volatility of 2.03%, which is lower than the long term average. Immediate support level lies at 5543 and resistance level lies at 5655 respectively. FII's bought INR 2339.99 and sold INR 2128.53 crores, whereas DII's bought INR 1591.7 and sold INR 1073.88 crores in the cash market respectively. Indian rupee strengthens by INR -0.09 vis-a-vis USD.


Nifty Intra Day Call for Jul 15, 2011

No Call to Trade

 

[QuantNifty]

Nifty clocked intraday volatility of 1.24%, which is lower than the long term average. Immediate support level lies at 5552 and resistance level lies at 5621 respectively. FII's bought INR 1647.52 and sold INR 1574.49 crores, whereas DII's bought INR 687.05 and sold INR 726.19 crores in the cash market respectively. Indian rupee weakened by INR 0.1 vis-a-vis USD.

Nifty Intra Day Call for Jul 18, 2011
Initiating a Short Trade with SL 5596
Optimal Short Level from 5601 till 5578 & Optimal Square Off Level 5550

niftyquant blogspot

 

[QuantNifty]

Nifty clocked intraday volatility of 0.82%, which is lower than the long term average. Immediate support level lies at 5546 and resistance level lies at 5592 respectively. FII's bought INR 1965.73 and sold INR 2058.74 crores, whereas DII's bought INR 797.83 and sold INR 634.21 crores in the cash market respectively. Indian rupee weakened by INR 0.07 vis-a-vis USD.

Initiating a Short Trade with SL 5596
Optimal Short Level from 5587 till 5564 & Optimal Square Off Level 5536

 

[QuantNifty]

Nifty clocked intraday volatility of 1.27%, which is lower than the long term average. Immediate support level lies at 5571 and resistance level lies at 5642 respectively. FII's bought INR 1922.8 and sold INR 1629.51 crores, whereas DII's bought INR 802.67 and sold INR 1029.59 crores in the cash market respectively. Indian rupee strengthens by INR -0.16 vis-a-vis USD.

Nifty Intra Day Call for Jul 20, 2011

No Call to Trade

 

[trader.trends]

Nifty clocked intraday volatility of 1.27%, which is lower than the long term average.

No Call to Trade

What is the figure of long term average? And what is the period it is averaged over?

 

[QuantNifty]

Its 2.25% averaged over 7 years starting from Jan 1, 2004

niftyquant blogspot

 

[QuantNifty]

Nifty clocked intraday volatility of 1.49%, which is lower than the long term average. Immediate support level lies at 5631 and resistance level lies at 5715 respectively. FII's bought INR 2608.84 and sold INR 2293.12 crores, whereas DII's bought INR 1511.75 and sold INR 1287.5 crores in the cash market respectively. Indian rupee weakened by INR 0.01 vis-a-vis USD.

Initiating a Long Trade with SL 5616
Optimal Long Level from 5670 till 5687 & Optimal Square Off Level 5722

niftyquant blogspot

 

[QuantNifty]

Nifty clocked intraday volatility of 1.27%, which is lower than the long term average. Immediate support level lies at 5515 and resistance level lies at 5585 respectively. FII's bought INR 2818.42 and sold INR 2831.35 crores, whereas DII's bought INR 1309.12 and sold INR 1309.31 crores in the cash market respectively. Indian rupee strengthens by INR -0.03 vis-a-vis USD.


Initiating a Short Trade with SL 5591

Optimal Short Level from 5566 till 5544 & Optimal Square Off Level 5516

niftyquant blogspot

 

[QuantNifty]

Nifty Intra Day Call for Jul 29, 2011


Initiating a Short Trade with SL 5512

Optimal Short Level from 5507 till 5485 & Optimal Square Off Level 5458