The volume at around 1.30 pm was over 11 times higher than my filter.Within the hour the Nifty had dropped by 45 points.
For tomorrow, let's watch the same levels to see if we get the supply again.
Tuesday, April 20, 2010
Volume
Here is a time, price and volume breakdown ( in excel) of the Nifty for the past 2 days.
The volume component has been filtered to show only block trades of a lot size greater that 35000 units.
The volume at around 1.30 pm was over 11 times higher than my filter.Within the hour the Nifty had dropped by 45 points.
For tomorrow, let's watch the same levels to see if we get the supply again.
The volume at around 1.30 pm was over 11 times higher than my filter.Within the hour the Nifty had dropped by 45 points.
For tomorrow, let's watch the same levels to see if we get the supply again.
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8 comments:
Gm Veren Sir,
Welcome back
Sir plz give vah,val&poc for Nf.
hi shai
my comparitves charts r still in queue..
any wys plz do compare nifty and taiwan index for me ..
Manu,
My original file on comparatives got deleted by mistake.
..which means that I have to re-work the entire file and the computation, which requires a good amount of time which I am currently short on.
I have your request uppermost on the blog to-do and will definitely put it up..
Musti,
Viren should be back next week (hopefully).
hi shai, manu
will this google finance chart serve the comparision purpose possibly?
http://www.google.com/finance?chdnp=1&chdd=1&chds=1&chdv=1&chvs=maximized&chdeh=0&chfdeh=0&chdet=1271853135453&chddm=30&chls=IntervalBasedLine&cmpto=NSE:.NSEI&cmptdms=1&q=TPE:.TWII&
and, shai, can you plz post with example how to calculate option pain in excel ... ?
thanks
Mok,
Manu is referring to a study we did on the blog here btw inter-markets:
http://vtrender.blogspot.com/2010/03/wheres-inter-market-study-dude.html
I don't know of any resource which calculates option pain for the NSE accurately and even if there is one- the accuracy would be highly debatable ( till we get 6 months worth of results)'cos as you know writers are mostly institutions and we should study option gain rather than pain!
I do have an excel for the range which I can forward to you if you drop me a line at vtrender@gmail.com.
oh ok,
i saw that post now. Very interesting.
I am sending you a Nifty, Hangseng, Ftse, Dow 6 months chart. You got a point there ... :)
So anyway OpPain may not be the viable one.
Thanks shai. Keep posting your unique observations.
I am sending a mail to you.
with regards.
Shai,I have a query regarding calculation of expiry as per ur old post.
For calculation days left to expiry taken but these are trdaing days left or actual days left for expiry.
Plz reply in ur leisure time.
oh no shai
tht ws bad ..
du tell me if i can be of any help..
also visit wht mok has send nifty/taiw index chart..amazing..
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