Trading with Volume Spread Analysis (VSA)
- Thread starter bunny
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Bunny,
There is a link some where (cant remember it now) called ManishRT in TJ..where this guy has made a small prog which downloads RT data from yahoo /google every minute. You install that in your computer...set it up according to the instructions given and u will have minute data for AmB.
maybe that would help..
regards
There is a link some where (cant remember it now) called ManishRT in TJ..where this guy has made a small prog which downloads RT data from yahoo /google every minute. You install that in your computer...set it up according to the instructions given and u will have minute data for AmB.
maybe that would help..
regards
Volumes on 02 Feb 2010
Today was a down day. Volume on S & P CNX NIFTY index was higher than yesterday. F&O activity points towards an change in the direction of the market. The last two weeks have seen bear move, except of the two previous sessions in which we closed in green. So change in direction points to going red again(from 'pullback' to bear resumption) or going richly green(bear to bull)? My observation is just before the said move is to begin, the money making options(longs) are marked down either by sharp (climactic) move in the direction of weakness, or by use of volatility factor that contributes to option price. Lets hope for the best.
Today was a down day. Volume on S & P CNX NIFTY index was higher than yesterday. F&O activity points towards an change in the direction of the market. The last two weeks have seen bear move, except of the two previous sessions in which we closed in green. So change in direction points to going red again(from 'pullback' to bear resumption) or going richly green(bear to bull)? My observation is just before the said move is to begin, the money making options(longs) are marked down either by sharp (climactic) move in the direction of weakness, or by use of volatility factor that contributes to option price. Lets hope for the best.
Re: Volumes on 02 Feb 2010
BTW today the smart money FIIs and DIIs were not that interested in the market. Check the figures DIIs almost bought and sold worth the same amount however the gap between FIIs sell and Buy has narrowed today. So far on the down days FIIs were a seller by a huge gap between what they bought and what they sold.
BTW today the smart money FIIs and DIIs were not that interested in the market. Check the figures DIIs almost bought and sold worth the same amount however the gap between FIIs sell and Buy has narrowed today. So far on the down days FIIs were a seller by a huge gap between what they bought and what they sold.
FII DERIVATIVES STATISTICS FOR 02-Feb-2010
BUY SELL OPEN INTEREST AT THE END OF THE DAY
No. of contracts Amt in Crores No. of contracts Amt in Crores No. of contracts Amt in Crores
INDEX FUTURES 68573 1669.99 83802 2088.33 666068 16422.37
INDEX OPTIONS 155162 3747.17 167514 4075.53 1314580 31777.78
STOCK FUTURES 37372 1285.97 31644 1046.72 758739 23785.19
STOCK OPTIONS 2206 114.10 78 3.28 23973 695.00
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty (closing price is the daily settlement price of futures contracts)
In F&O position they were net buyers of Stock Futures! And also options
BUY SELL OPEN INTEREST AT THE END OF THE DAY
No. of contracts Amt in Crores No. of contracts Amt in Crores No. of contracts Amt in Crores
INDEX FUTURES 68573 1669.99 83802 2088.33 666068 16422.37
INDEX OPTIONS 155162 3747.17 167514 4075.53 1314580 31777.78
STOCK FUTURES 37372 1285.97 31644 1046.72 758739 23785.19
STOCK OPTIONS 2206 114.10 78 3.28 23973 695.00
Notes:
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty (closing price is the daily settlement price of futures contracts)
In F&O position they were net buyers of Stock Futures! And also options
Re: Volumes on 02 Feb 2010
So...going by this and bunny's analysis "Today was a down day. Volume on S & P CNX NIFTY index was higher than yesterday. F&O activity points towards an change in the direction of the market. The last two weeks have seen bear move, except of the two previous sessions in which we closed in green. So change in direction points to going red again(from 'pullback' to bear resumption) or going richly green(bear to bull)? My observation is just before the said move is to begin, the money making options(longs) are marked down either by sharp (climactic) move in the direction of weakness, or by use of volatility factor that contributes to option price." ......... we should be looking at an upward move then ???
So...going by this and bunny's analysis "Today was a down day. Volume on S & P CNX NIFTY index was higher than yesterday. F&O activity points towards an change in the direction of the market. The last two weeks have seen bear move, except of the two previous sessions in which we closed in green. So change in direction points to going red again(from 'pullback' to bear resumption) or going richly green(bear to bull)? My observation is just before the said move is to begin, the money making options(longs) are marked down either by sharp (climactic) move in the direction of weakness, or by use of volatility factor that contributes to option price." ......... we should be looking at an upward move then ???
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