Quantitative Analysis of Nifty

[QuantNifty]

Nifty clocked intraday volatility of 1.13%, which is lower than the long term average. Immediate support level lies at 5508 and resistance level lies at 5570 respectively. FII's bought INR 2774.22 and sold INR 1954.81 crores, whereas DII's bought INR 999.42 and sold INR 1574.48 crores in the cash market respectively. Indian rupee weakened by INR 0.05 vis-a-vis USD.
Call for Jun 29, 2011
Initiating a Long Trade with SL 5496
Optimal Long Level from 5536 till 5552 & Optimal Square Off Level 5586
Nifty Put Call Ratio is at 1.522

niftyquant blogspot

 

[coolharsh20]

:thumb:

Hi Harsh,
I am incorporating certain changes to my model which is still in wip mode. Sorry, wont be able to tell you my prediction for today.

Thanx,
QuantNifty

yes ofcourse sir... i know.. itz important to make models... n it takes alot of time... i m pure intraday trader ...n make my own models as well ....

How is nifty daily volatility and put call ratio help in defining movement to a particular point... if u can explain...
Otherwise not a problem... u r already doing a great job...

Thanks...

 

[QuantNifty]

Hi Harsh,

You have pinpointed a important question. We all must know the significance of those two parameters. Put call ratio actually tells you the prevaling market sentiment and volatility tells you the risk averness of the market. However, trick lies in using those parameters. In my model, I predict volatility and the models differs for everyone.

I hope I am able to make the point of those two parameters.

Cheers,

niftyquant blogspot

 

[QuantNifty]

Nifty clocked intraday volatility of 0.76%, which is lower than the long term average. Immediate support level lies at 5575 and resistance level lies at 5617 respectively. FII's bought INR 3099.16 and sold INR 2429.81 crores, whereas DII's bought INR 1290.67 and sold INR 1531.26 crores in the cash market respectively. Indian rupee strengthens by INR -0.08 vis-a-vis USD.
Call for Jun 30, 2011
Initiating a Long Trade with SL 5566
Optimal Long Level from 5591 till 5607 & Optimal Square Off Level 5641

niftyquant blogspot

 

[gurmy]

Dear sir
your observation is remarkable.if possible share your model for the benefit of novice like me,and again if you like please explain how to use volatility and put-call ratio in our favour.
thanks

 

[QuantNifty]

Hi Gurmy,

Thanks for your query. Its really fantastic to know that lot of people are benefiting and recognizing my model. However, its not possible for me to explain the model to anyone, as you must appreciate my position because we are in the business of making money and my clients wont allow me to do that, neither I want to do that. I charge fair bit of money to my small client base monthly for calls. In the blog I dont share all of the report or the calls. Thanks for your continuous encouragement.

Next article I am working on is why ETF's are anyday better than any of the Mutual fund scheme. Believe you me that would be an eye opener for everyone.


Regards,
niftyquant blogspot

 

[QuantNifty]

Nifty clocked intraday volatility of 0.92%, which is lower than the long term average. Immediate support level lies at 5616 and resistance level lies at 5668 respectively. FII's bought INR 5361.85 and sold INR 3770.51 crores, whereas DII's bought INR 1180.97 and sold INR 1954.35 crores in the cash market respectively. Indian rupee strengthens by INR -0.08 vis-a-vis USD.
Call for Jul 01, 2011
Initiating a Long Trade with SL 5606
Optimal Long Level from 5637 till 5654 & Optimal Square Off Level 5688
Nifty Put Call Ratio is at 1.863

Rgds,
niftyquant blogspot

 

[coolharsh20]

Buy nifty futures at 5656... sl 5629 target1 5672 target2 5690...
CMP 5644

or build short at 5614 target 5590 sl 5633.... whichever triggers first....

 

[coolharsh20]

both did not triggered... bounce back from 5616....hehe....

 

[QuantNifty]

Nifty clocked intraday volatility of 0.85%, which is lower than the long term average. Immediate support level lies at 5610 and resistance level lies at 5657 respectively. FII's bought INR 2666.56 and sold INR 1841.04 crores, whereas DII's bought INR 984.37 and sold INR 1882.86 crores in the cash market respectively. Indian rupee strengthens by INR -0.02 vis-a-vis USD.

Call for Jul 06, 2011
Initiating a Short Trade with SL 5659
Optimal Short Level from 5652 till 5629 & Optimal Square Off Level 5601
Nifty Put Call Ratio is at 1.303