Thursday, October 6, 2011

Longer duration profiles

Here are some longer duration profile charts


From Right to left, profiles show a 2 year, one year, 3 month and a one month profile.

Notice the point of control moving lower consistent with the selling seen in the markets.

Longer term investors should pay attention to the value areas to confirm longer term investments, should the market provide investment opportunities.

The value areas are in green and the point of control is in red.

15 comments:

Tarique Anwar said...

Hi RM, Shai, CK. Any reason we are not seeing the "FnO Datasheet" getting updated? Can you please let me know the location from where you got those data. I know its from NSE site itself, but all I see is only the last day data.
thanks

r m said...

Hi Tarique

Kris is too busy with his job these days, hope he will find time soon to update the datasheet and his enlightening views. :)

You can get the historic equity and derivative FII positions from SEBI link http://www.sebi.gov.in/FIILatestSE.jsp?period=month

regards.
rm

r m said...

Hi folks!

I have uploaded the Amibroker format EOD data upto 30SEP2011.
The intraday 1minute data file is getting too huge, so now I am just uploading September 1 minute data in zip file IEOD_SEP2011 which can be added to old data using amibroker data importwizard.
The database upto August 2011 and all subsequent additions are uploaded in my 4shared synchornized folder which is searchable too (at least that is what 4shared claims. :)
I plan to add weekly updates for 1 minute intraday and EOD data to this folder which can be added to the existing database by using import wizard.

regards.
rm

MLMT said...

@Shai

@rm

Since previous nifty close... SPX futures (as of 3pm EST) are up 70 handles ~ 6%.

What kind of open do you expect on Nifty?

MLMT said...

US markets up 7% from the time when Nifty last closed (6am in the morning here on Wednesday)... Interesting to see how far we gap up...

Job data coming up for US markets tomorrow. Gap down set up on US markets.. but because of Job data, I expect markets to stay afloat near the highs overnight...

Tarique Anwar said...

i think the US markets is seeing a lot of short squeeze.. cant say how much shorts are here in Nifty.. but anything less than a 4% rally by close would be a disappointment!

Shivani Bhasin said...
This comment has been removed by the author.
manu said...

shai..
very good post..thnx
can u explain y thr s gap in 3 month profile..

Shai said...

MLMT,

I think whichever way the job number goes, it will be good for stock markets, may affect the dollar though if it is bad.

A bad number will force Ben to look at another quantitative easing.

A good number will get the rally more momentum.

Shai said...

Manu the gap is no volume in the period of 5240 to 5330. (roughly)

Shai said...

RM, much appreciate all the data u are providing.

It's helping me build another data base for "research"

Another small request would be if you could get in Vix data as well.

Please take your time.

r m said...

@Shai

Sure, it must be already there in that huge pile of intraday data. Will upload a separate file now. :)

r m said...

@Shai

I have loaded Intraday and EOD data for IndiaVix in My 4shared Sync folder. I have organized things a bit and created subfolders for NF, BNF, IndiaVix, NSE_EOD and Nifty stocks intraday data and would try to upload weekly data updates.

regards.
rm

Shai said...

Thank you RM.

( Maybe you should make a post instead of keeping this data in the comments section and we'll add it to the right side widgets ?)

r m said...

@Shai

Good idea, I will do that.