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Expiry Day - DII buying more than FII selling


By vivek.deveshwar - Posted on Thu,  26 February 2009   20:39

Highlights of expiry day:

  1. An outside day with higher high but lower low on Nifty, given more than normal volatility on an expiry day this may not be significant.
  2. Closing near high of day gives some hope to bulls.  Much higher cash vol needs to be checked whether it was one day wonder due to expiry or something more.
  3. AD ratio and up/down percent are showing ongoing selling in broad market.  In other words, Nifty holding 2700-2800 levels hardly means anything in broad market context.
  4. After many days, FII selling figure is less than DII buying figure.

 

  DayBefYest Yest Today
Nifty Cash Info --------- --------- ---------
%Chg -0.09 1.05 0.84
H 2746.20 2789.35 2797.80
L 2677.55 2733.45 2731.90
C 2733.90 2762.50 2785.65
Nifty Fut Info --------- --------- ---------
%Chg 0.09 1.15 1.04
C 2725.60 2756.90 2785.65
Vol(Cr) 9685 6394 6314
Vol(Cr) 10 day avg 8774 8395 8147
Market Breadth --------- --------- ---------
adratio 0.34 1.08 0.56
NH-NL -214.00 -116.00 -155.00
Stocks Info --------- --------- ---------
Vol(Cr) 6947 6627 9617
Vol(Cr) 10 day avg 7734 7424 7552
Up 0-2 168 338 265
Up 2-4 78 149 83
Up 4-6 34 91 52
Up 6-8 15 25 15
Up >8 11 20 16
Dn 0-2 326 288 339
Dn 2-4 312 141 198
Dn 4-6 161 63 109
Dn 6-8 39 18 24
Dn >8 27 10 22
C > 20 SMA 225 242 249
C > 50 SMA 172 188 183
Nifty Pivots Tommorrow EMA/MA EMA/MA Value
Pv 2771.78 13 Day EMA 2799.56
R1 2811.67 20 Day MA 2825
S1 2745.77 50 Day MA 2872.94
R2 2837.68 13 Wk EMA 2895.06
S2 2705.88 50 Wk MA 3824.53
Nifty Fut Pivots Tommorrow EMA/MA EMA/MA Value
Pv 2767.5 13 Day EMA 2791.27
R1 2804.95 20 Day MA 2814.66
S1 2748.2 50 Day MA 2865.78
R2 2824.25 13 Wk EMA 2890.14
S2 2710.75 50 Wk MA 3823.58

FII Data,------------
FII 26-Feb-2009 1613.09 1887.03 -273.94
DII 26-Feb-2009 1196.69 852.16 344.53

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