FnO Contract Details

Expiry:
Symbol:

COFORGE analysis for the selected expiry [Dec-20] as on 04-Dec-20

COFORGE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,497.00 2,497.00 2,435.80 2,448.15 NA -1.47 % NA NA
31-Dec-20 2,491.00 2,503.40 2,445.00 2,462.85 568,500 -1.37 % 5.06 % Short Buildup
28-Jan-21 0.00 0.00 0.00 2,493.15 9,000 0.00 % 0.00 %
Cummulative NA NA NA NA 577,500 NA 4.98 % Short Buildup
COFORGE Options OI PCR:  0.25   (Expiry : 31-Dec-20 )   PUT OI: 43,500   CALL OI: 171,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2500.00 69375 8.19% 105.85 -16.16% Short Buildup
2600.00 34125 22.97% 69.65 -17.57% Short Buildup
2400.00 18000 6.67% 157.20 -19.57% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2600.00 34125 22.97% 69.65 -17.57% Short Buildup
2500.00 69375 8.19% 105.85 -16.16% Short Buildup
2700.00 17625 14.63% 43.50 -23.28% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2400.00 11250 0.00% 92.50 9.73%
2300.00 10500 3.70% 53.50 8.08% Long Buildup
2500.00 9750 0.00% 141.95 6.73% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 3375 12.50% 7.85 -35.12% Short Buildup
2300.00 10500 3.70% 53.50 8.08% Long Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
 
 
COFORGE Futures - Summary
Trade Date SPOT Close FUT Close Open
Interest (OI)
Cummulative
OI
FUT % Chg OI % Chg COI % Chg Volatility PCR Rollover % Price Action
(as per COI)
Delivery % Delivery Volume
(Rs. Crore)
Premium /
Discount
Premium /
Discount %
04-Dec-20 2,448.15 2,462.85 568,500 577,500 -1.37 % 5.06 % 4.98 % 0.6600 0.25 1.56 % Short Buildup 24.97%12.12 14.7 0.6 %
03-Dec-20 2,484.60 2,496.95 541,125 550,125 1.56 % 3.07 % 3.60 % 0.6614 0.28 1.64 % Long Buildup 28.15%52.79 12.35 0.5 %
02-Dec-20 2,443.25 2,458.65 525,000 531,000 -0.48 % -0.36 % -0.21 % 0.6627 0.25 1.13 % Long Windup 29.55%25.34 15.4 0.63 %
01-Dec-20 2,455.40 2,470.45 526,875 532,125 2.27 % -0.21 % -0.07 % 0.6643 0.23 0.99 % Short Covering 26.39%20.43 15.05 0.61 %
27-Nov-20 2,400.65 2,415.50 528,000 532,500 -2.00 % -0.07 % -10.18 % 0.6653 0.15 0.85 % Long Windup 27.70%19.07 14.85 0.62 %
26-Nov-20 2,451.30 2,464.75 528,375 592,875 1.26 % 24.03 % 0.38 % 0.6663 0.14 - Long Buildup 19.16%22.50 13.45 0.55 %
25-Nov-20 2,424.45 2,434.20 426,000 590,625 -0.48 % 10.72 % -6.80 % 0.6678 0.20 - Long Windup 21.46%21.48 9.75 0.4 %
24-Nov-20 2,453.05 2,445.95 384,750 633,750 0.67 % 27.61 % -17.44 % 0.6693 0.19 - Short Covering 31.34%43.04 -7.1 -0.29 %
23-Nov-20 2,424.65 2,429.60 301,500 767,625 2.50 % 123.33 % 2.15 % 0.6708 0.13 - Long Buildup 23.80%34.88 4.95 0.2 %
20-Nov-20 2,355.00 2,370.40 135,000 751,500 1.46 % 192.68 % 19.07 % 0.6713 0.04 - Long Buildup 12.62%21.30 15.4 0.65 %
19-Nov-20 2,331.40 2,336.25 46,125 631,125 0.01 % 25.51 % 5.65 % 0.6729 0.25 - Long Buildup 16.17%26.46 4.85 0.21 %
18-Nov-20 2,318.05 2,336.00 36,750 597,375 0.71 % 68.97 % 0.82 % 0.6745 0.29 - Long Buildup 25.26%16.85 17.95 0.77 %
17-Nov-20 2,303.90 2,319.50 21,750 592,500 -0.41 % 5.45 % 1.22 % 0.6762 0.50 - Short Buildup 33.70%21.25 15.6 0.68 %
14-Nov-20 2,318.95 2,329.00 20,625 585,375 0.65 % -3.51 % -0.45 % 0.6778 1.00 - Short Covering 31.23%3.28 10.05 0.43 %
13-Nov-20 2,304.30 2,313.85 21,375 588,000 -1.13 % 50.00 % -1.51 % 0.6794 1.00 - Long Windup 20.78%18.52 9.55 0.41 %
12-Nov-20 2,335.25 2,340.20 14,250 597,000 1.37 % 2.70 % -7.66 % 0.6809 2.00 - Short Covering 26.98%44.53 4.95 0.21 %
11-Nov-20 2,289.70 2,308.50 13,875 646,500 3.10 % -2.63 % 5.38 % 0.6821 2.00 - Long Buildup 24.97%32.62 18.8 0.82 %
10-Nov-20 2,223.90 2,239.15 14,250 613,500 -4.10 % -11.63 % 1.24 % 0.6827 2.00 - Short Buildup 24.88%41.97 15.25 0.69 %
09-Nov-20 2,330.15 2,335.00 16,125 606,000 4.87 % 10.26 % 20.15 % 0.6815 - - Long Buildup 23.77%56.86 4.85 0.21 %
06-Nov-20 2,218.05 2,226.50 14,625 504,375 1.12 % 18.18 % 0.75 % 0.6799 - - Long Buildup 18.10%15.73 8.45 0.38 %
05-Nov-20 2,197.75 2,201.90 12,375 500,625 0.10 % 3.13 % -0.22 % 0.6815 - - Short Covering 15.19%11.93 4.15 0.19 %
04-Nov-20 2,183.75 2,199.75 12,000 501,750 2.95 % 10.34 % 5.77 % 0.6831 - - Long Buildup 15.07%27.40 16 0.73 %
03-Nov-20 2,129.55 2,136.80 10,875 474,375 0.65 % 7.41 % 0.80 % 0.6840 - - Long Buildup 25.18%36.92 7.25 0.34 %
02-Nov-20 2,117.90 2,123.10 10,125 470,625 -4.25 % 50.00 % 2.03 % 0.6857 - - Short Buildup 15.52%14.11 5.2 0.25 %
30-Oct-20 2,205.65 2,217.45 6,750 461,250 -0.57 % 50.00 % 1.15 % 0.6852 - - Short Buildup 14.51%25.61 11.8 0.53 %
29-Oct-20 2,200.70 2,230.05 4,500 456,000 0.00 % 0.00 % -34.31 % 0.6869 - - 35.62%49.84 29.35 1.33 %
28-Oct-20 2,242.30 2,230.05 4,500 694,125 0.00 % 0.00 % -21.47 % 0.6882 - - 31.18%38.75 -12.25 -0.55 %
27-Oct-20 2,228.70 2,230.05 4,500 883,875 0.00 % 0.00 % -21.38 % 0.6899 - - 21.28%47.62 1.35 0.06 %
26-Oct-20 2,212.15 2,230.05 4,500 1,124,250 -5.47 % 50.00 % 97.89 % 0.6915 - - Short Buildup 54.92%751.42 17.9 0.81 %
23-Oct-20 2,380.10 2,359.05 3,000 568,125 -8.99 % 14.29 % 18.54 % 0.6861 - - Short Buildup 13.16%52.24 -21.05 -0.88 %
22-Oct-20 2,456.65 2,592.00 2,625 479,250 0.00 % 0.00 % 6.95 % 0.6865 - - 24.17%44.61 135.35 5.51 %
21-Oct-20 2,511.60 2,592.00 2,625 448,125 0.00 % 0.00 % -2.05 % 0.6876 - - 28.40%45.66 80.4 3.2 %
20-Oct-20 2,576.00 2,592.00 2,625 457,500 2.61 % 133.33 % 1.84 % 0.6885 - - Long Buildup 19.31%40.32 16 0.62 %
19-Oct-20 2,543.45 2,526.00 1,125 449,250 0.00 % 0.00 % -7.85 % 0.6900 - - 12.01%21.12 -17.45 -0.69 %
16-Oct-20 2,577.20 2,526.00 1,125 487,500 -2.25 % 0.00 % 3.01 % 0.6915 - - Short Buildup 9.62%26.44 -51.2 -1.99 %
15-Oct-20 2,508.65 2,584.10 1,125 473,250 10.65 % 200.00 % -14.09 % 0.6922 - - Short Covering 16.21%42.92 75.45 3.01 %
14-Oct-20 2,606.70 2,335.30 375 550,875 0.00 % 0.00 % -2.00 % 0.6920 - - 20.73%73.31 -271.4 -10.41 %
13-Oct-20 2,797.50 2,335.30 375 562,125 0.00 % 0.00 % -4.46 % 0.6871 - - 8.28%39.38 -462.2 -16.52 %
12-Oct-20 2,667.60 2,335.30 375 588,375 0.00 % 0.00 % 12.39 % 0.6859 - - 11.13%51.68 -332.3 -12.46 %
09-Oct-20 2,466.45 2,335.30 375 523,500 0.00 % 0.00 % -4.97 % 0.6793 - - 8.18%6.64 -131.15 -5.32 %
08-Oct-20 2,467.35 2,335.30 375 550,875 0.00 % 0.00 % -5.16 % 0.6810 - - 9.00%22.58 -132.05 -5.35 %
07-Oct-20 2,395.40 2,335.30 375 580,875 0.00 % 0.00 % -2.27 % 0.6816 - - 17.53%10.27 -60.1 -2.51 %
06-Oct-20 2,403.60 2,335.30 375 594,375 0.00 % 0.00 % 5.04 % 0.6833 - - 26.90%26.58 -68.3 -2.84 %
05-Oct-20 2,345.10 2,335.30 375 565,875 0.00 % 0.00 % 3.14 % 0.6842 - - 16.74%21.92 -9.8 -0.42 %
01-Oct-20 2,335.80 2,335.30 375 548,625 0.00 % 0.00 % -0.41 % 0.6859 - - 22.46%16.04 -0.5 -0.02 %
30-Sep-20 2,322.20 2,335.30 375 550,875 0.00 % 0.00 % 6.37 % 0.6875 - - 23.50%18.08 13.1 0.56 %
29-Sep-20 2,330.85 2,335.30 375 517,875 2.52 % 0.00 % -6.75 % 0.6892 - - Short Covering 10.19%10.17 4.45 0.19 %
28-Sep-20 2,384.00 2,278.00 375 555,375 0.00 % 0.00 % -13.59 % 0.6903 - - 20.81%31.01 -106 -4.45 %
25-Sep-20 2,304.35 2,278.00 375 642,750 0.00 % 0.00 % 16.60 % 0.6905 - - 9.35%25.20 -26.35 -1.14 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
12.12 Crore Rs. 30.08 Crore Rs. 25.95 Crore Rs. 27.10 Crore Rs. 25.96 Crore Rs. 26.81 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
24.97 % 28.04 % 27.72 % 26.33 % 23.51 % 23.39 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Harami-
SPOTBearish Engulfing-
SPOT-
 
 
COFORGE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2379.04 2412.02 2437.44 2470.42 2495.84 2528.82 2554.24
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2433.65 2448.25 2453.12 2457.98 2470.42 2467.72 2472.58 2477.45 2492.05
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2412.02 2434.33 2448.11 2470.42 2492.73 2506.51 2528.82
DeMark Pivot
Support 1 Pivot Point Resistance 1
2424.73 2464.06 2483.13