FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Jan-20] as on 23-Jan-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 12,123.75 12,189.00 12,094.10 12,180.35 NA 0.61 % NA NA
30-Jan-20 12,138.85 12,220.00 12,110.15 12,201.00 12,597,825 0.46 % -2.17 % Short Covering
27-Feb-20 12,178.45 12,255.90 12,148.15 12,239.85 1,815,075 0.47 % 13.14 % Long Buildup
26-Mar-20 12,208.85 12,295.00 12,190.30 12,277.50 389,925 0.42 % 9.64 % Long Buildup
Cummulative NA NA NA NA 14,802,825 NA -0.23 % Short Covering
NIFTY Options OI PCR:  1.14   (Expiry : 30-Jan-20 )   PUT OI: 28,451,850   CALL OI: 24,974,475 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12500.00 3541425 2.76% 5.50 -26.17% Short Buildup
12300.00 3279600 -2.84% 32.05 7.73% Short Covering
12200.00 3156600 4.80% 72.75 16.77% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
13000.00 1212525 68.55% 1.25 -16.67% Short Buildup
12700.00 1416450 39.14% 2.00 -42.86% Short Buildup
12200.00 3156600 4.80% 72.75 16.77% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12300.00 3279600 -2.84% 32.05 7.73% Short Covering
12100.00 1022925 -3.50% 137.65 21.33% Short Covering
10500.00 625425 -3.94% 1704.10 3.87% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 4136925 16.47% 19.60 -50.25% Short Buildup
11500.00 2919825 9.18% 3.15 -48.78% Short Buildup
12200.00 2757075 17.79% 72.15 -38.36% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12100.00 2257050 56.70% 36.50 -46.13% Short Buildup
12000.00 4136925 16.47% 19.60 -50.25% Short Buildup
12200.00 2757075 17.79% 72.15 -38.36% Short Buildup
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12500.00 790650 -5.85% 302.95 -15.37% Long Windup
10500.00 601950 -5.45% 0.85 30.77% Short Covering
13500.00 516900 -3.62% 1296.25 -4.18% Long Windup
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
23-Jan-20 12,180.35 12,201.00 12,597,825 14,802,825 0.46 % -2.17 % -0.23 % 0.1323 1.14 14.90 % Short Covering 20.65 0.17 %
22-Jan-20 12,106.90 12,145.25 12,877,650 14,837,625 -0.47 % -1.07 % 0.67 % 0.1347 1.05 13.21 % Short Buildup 38.35 0.32 %
21-Jan-20 12,169.85 12,203.10 13,017,450 14,739,225 -0.49 % -1.24 % -0.44 % 0.1370 1.15 11.68 % Long Windup 33.25 0.27 %
20-Jan-20 12,224.55 12,263.15 13,181,400 14,803,800 -0.98 % -3.09 % -2.14 % 0.1393 1.20 10.96 % Long Windup 38.6 0.32 %
17-Jan-20 12,352.35 12,384.65 13,602,150 15,126,825 0.08 % 1.61 % 1.63 % 0.1356 1.41 10.08 % Long Buildup 32.3 0.26 %
16-Jan-20 12,355.50 12,374.35 13,387,050 14,883,675 -0.03 % 2.41 % 2.30 % 0.1398 1.40 10.06 % Short Buildup 18.85 0.15 %
15-Jan-20 12,343.30 12,378.05 13,072,350 14,548,425 -0.15 % -3.55 % -2.99 % 0.1442 1.44 10.15 % Long Windup 34.75 0.28 %
14-Jan-20 12,362.30 12,397.00 13,552,950 14,996,325 0.28 % 2.04 % 1.73 % 0.1485 1.47 9.62 % Long Buildup 34.7 0.28 %
13-Jan-20 12,329.55 12,362.15 13,281,750 14,741,400 0.59 % -0.02 % 0.39 % 0.1526 1.45 9.90 % Long Buildup 32.6 0.26 %
10-Jan-20 12,256.80 12,290.00 13,284,300 14,684,025 0.17 % 0.90 % 1.24 % 0.1548 1.42 9.53 % Long Buildup 33.2 0.27 %
09-Jan-20 12,215.90 12,269.75 13,165,800 14,504,175 1.71 % 9.69 % 9.43 % 0.1595 1.38 9.23 % Long Buildup 53.85 0.44 %
08-Jan-20 12,025.35 12,063.50 12,002,700 13,254,075 -0.36 % 0.00 % 0.53 % 0.1427 1.28 9.44 % Short Buildup 38.15 0.32 %
07-Jan-20 12,052.95 12,106.70 12,002,625 13,183,650 0.52 % 0.04 % 0.06 % 0.1462 1.25 8.96 % Long Buildup 53.75 0.45 %
06-Jan-20 11,993.05 12,043.70 11,997,525 13,175,250 -1.74 % 0.98 % 1.53 % 0.1486 1.17 8.94 % Short Buildup 50.65 0.42 %
03-Jan-20 12,226.65 12,256.45 11,880,825 12,976,800 -0.67 % -4.55 % -3.97 % 0.1279 1.23 8.45 % Long Windup 29.8 0.24 %
02-Jan-20 12,282.20 12,339.30 12,446,775 13,513,650 0.78 % 3.60 % 3.51 % 0.1279 1.23 7.89 % Long Buildup 57.1 0.46 %
01-Jan-20 12,182.50 12,243.80 12,014,775 13,055,700 -0.02 % -2.02 % -1.80 % 0.1264 1.15 7.97 % Long Windup 61.3 0.5 %
31-Dec-19 12,168.45 12,246.25 12,263,025 13,295,625 -0.67 % 1.28 % 1.30 % 0.1304 1.14 7.77 % Short Buildup 77.8 0.64 %
30-Dec-19 12,255.85 12,329.30 12,108,300 13,124,700 0.08 % -0.45 % -0.39 % 0.1305 1.18 7.74 % Short Covering 73.45 0.6 %
27-Dec-19 12,245.80 12,319.25 12,163,500 13,176,375 1.01 % 7.39 % -24.30 % 0.1345 1.17 7.69 % Short Covering 73.45 0.6 %
26-Dec-19 12,126.55 12,195.75 11,326,650 17,406,975 -0.80 % 38.62 % 8.64 % 0.1160 1.15 - Short Buildup 69.2 0.57 %
24-Dec-19 12,214.55 12,293.75 8,171,100 16,023,225 -0.34 % 59.80 % -3.13 % 0.1119 1.26 - Long Windup 79.2 0.65 %
23-Dec-19 12,262.75 12,335.95 5,113,275 16,541,250 -0.06 % 57.32 % 1.11 % 0.1138 1.28 - Short Buildup 73.2 0.6 %
20-Dec-19 12,271.80 12,343.60 3,250,200 16,359,600 0.16 % 27.69 % 1.05 % 0.1173 1.18 - Long Buildup 71.8 0.59 %
19-Dec-19 12,259.70 12,324.00 2,545,425 16,189,575 0.22 % 25.11 % 3.48 % 0.1209 1.20 - Long Buildup 64.3 0.52 %
18-Dec-19 12,221.65 12,297.30 2,034,600 15,645,825 0.45 % 27.06 % 1.84 % 0.1239 1.19 - Long Buildup 75.65 0.62 %
17-Dec-19 12,165.00 12,242.20 1,601,250 15,362,625 0.88 % 36.70 % 3.35 % 0.1258 1.18 - Long Buildup 77.2 0.63 %
16-Dec-19 12,053.95 12,135.80 1,171,350 14,864,550 -0.45 % 11.57 % -2.68 % 0.1229 1.18 - Long Windup 81.85 0.68 %
13-Dec-19 12,086.70 12,190.50 1,049,850 15,273,225 0.93 % 31.42 % 2.19 % 0.1250 1.19 - Long Buildup 103.8 0.86 %
12-Dec-19 11,971.80 12,078.50 798,825 14,946,000 0.77 % 23.02 % 4.54 % 0.1204 1.25 - Long Buildup 106.7 0.89 %
11-Dec-19 11,910.15 11,985.70 649,350 14,296,800 0.34 % 16.53 % 1.72 % 0.1217 1.25 - Long Buildup 75.55 0.63 %
10-Dec-19 11,856.80 11,944.55 557,250 14,054,925 -0.55 % 7.79 % 1.05 % 0.1236 1.29 - Short Buildup 87.75 0.74 %
09-Dec-19 11,937.50 12,010.55 516,975 13,908,975 0.09 % 4.61 % -0.60 % 0.1232 1.91 - Short Covering 73.05 0.61 %
06-Dec-19 11,921.50 11,999.60 494,175 13,993,050 -0.75 % 7.16 % 2.31 % 0.1269 2.05 - Short Buildup 78.1 0.66 %
05-Dec-19 12,018.40 12,090.25 461,175 13,677,600 -0.36 % 1.47 % -3.46 % 0.1249 2.14 - Long Windup 71.85 0.6 %
04-Dec-19 12,043.20 12,134.20 454,500 14,167,125 0.37 % 1.52 % 0.05 % 0.1285 2.29 - Long Buildup 91 0.76 %
03-Dec-19 11,994.20 12,089.45 447,675 14,160,150 -0.38 % 1.00 % 0.66 % 0.1311 2.48 - Short Buildup 95.25 0.79 %
02-Dec-19 12,048.20 12,136.15 443,250 14,067,975 -0.04 % 0.72 % -0.76 % 0.1334 2.83 - Long Windup 87.95 0.73 %
29-Nov-19 12,056.05 12,140.55 440,100 14,175,675 -0.69 % -3.41 % -23.18 % 0.1376 3.00 - Long Windup 84.5 0.7 %
28-Nov-19 12,151.15 12,224.95 455,625 18,452,325 0.22 % 38.04 % -0.25 % 0.1395 3.35 - Short Covering 73.8 0.61 %
27-Nov-19 12,100.70 12,198.55 330,075 18,499,425 0.27 % 7.26 % -1.63 % 0.1429 4.02 - Short Covering 97.85 0.81 %
26-Nov-19 12,037.70 12,165.45 307,725 18,805,350 -0.13 % 57.08 % 17.37 % 0.1468 4.65 - Short Buildup 127.75 1.06 %
25-Nov-19 12,073.75 12,180.70 195,900 16,022,325 1.49 % 38.05 % 5.75 % 0.1512 5.20 - Long Buildup 106.95 0.89 %
22-Nov-19 11,914.40 12,001.60 141,900 15,151,200 -0.49 % 4.82 % -6.25 % 0.1377 5.81 - Long Windup 87.2 0.73 %
21-Nov-19 11,968.40 12,061.30 135,375 16,161,675 -0.36 % 0.73 % -0.59 % 0.1400 6.81 - Long Windup 92.9 0.78 %
20-Nov-19 11,999.10 12,104.55 134,400 16,257,450 0.46 % 7.82 % -3.13 % 0.1433 7.91 - Short Covering 105.45 0.88 %
19-Nov-19 11,940.10 12,049.30 124,650 16,783,200 0.35 % 15.02 % 1.63 % 0.1465 2.08 - Long Buildup 109.2 0.91 %
18-Nov-19 11,884.50 12,006.90 108,375 16,514,250 -0.18 % 7.51 % 0.20 % 0.1498 2.19 - Short Buildup 122.4 1.03 %
15-Nov-19 11,895.45 12,028.60 100,800 16,482,075 0.00 % 0.00 % 2.34 % 0.1543 2.22 - 133.15 1.12 %
13-Nov-19 11,840.45 11,952.00 81,600 16,367,475 0.00 % 0.00 % 2.17 % 0.1624 1.16 - 111.55 0.94 %
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
FUTUREPiercing Line-
SPOTInside Candle-
SPOTBullish Harami-
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
12024.25 12067.2 12134.1 12177.05 12243.95 12286.9 12353.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
12146.08 12173.54 12182.69 12191.85 12177.05 12210.15 12219.31 12228.46 12255.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
12067.2 12109.16 12135.09 12177.05 12219.01 12244.94 12286.9
DeMark Pivot
Support 1 Pivot Point Resistance 1
12155.58 12187.79 12265.43