EAGLE i 3 Nov 15 2-Nov 30-Oct Chg % Chg Support CNX Nifty 8051 8066-15 -0.19% S1 8003 Nifty Future 8076 8095-19 -0.23% S2 7995 Prem / Disc 25 28.9 S3 7946 PCR (OI) 0.98 0.94 Pivot PCR (Vol) 0.97 0.81 8036 Most Active Call 8500 Res Most Active Put 7900 R1 8068 INDIA VIX 19.48 17.88 1.60 8.9% R2 8076 R3 8126 Bullion & Crude Curr. Prev Chg % Chg Crude (19NOV2015) 3,033 3,068-35 -1.14% Gold (4DEC2015) 26,409 26,499-90 -0.34% GLOBAL EQUITY MARKET COMPARISION Silver (4DEC2015) 36,191 36,490-299 -0.82% *MCX Future price Currencies Price Chg % Chg USD-INR 65.59 0.32 0.49% USD-JPY 120.84 0.08 0.07% EUR-USD 1.10 0.00-0.05% India (BSE) Shanghai (SSEC) Hong Kong (HIS) Japan (Nikkei 225) -2.10% -1.70% -1.19% -0.37% ADR/GDR Price (US$) % Chg Dr. Reddy's Lab 66.05 1.26 RTSI DAX 0.97% 0.93% H D F C Bank 61.28 0.14 CAC 0.38% I C I C I Bank 8.74 0.12 Infosys Technologies 18.26 0.10 Tata Motors 29.58 0.01 Wipro 12.38 0.00 MakeMy Trip Ltd. 15.75-0.21 FTSE BOVESPA NASDAQ S&P 500 0.01% 0.53% 1.45% 1.19% DOW JONES 0.94% -2.5% -2.0% -1.5% -1.0% -0.5% 0.0% 0.5% 1.0% 1.5% 2.0%
SECTORAL OUTPERFORMANCE / UNDERPERFORMANCE w.r.t BENCHMARK INDICES CMP DAILY WTD MTD Q4 CY15 S&P BSE Nifty 8051-0.2% -0.2% -0.2% 1.3% -5.0% -1.4% 31% 7% 28% -25% SECTORAL PERFORMANCE MATRIX Day's Recovery S&P BSE Auto 18175 0.1% 0.1% 0.2% 3.2% -2.0% -1.4% 21% 1% 13% 4% 0.3% -0.9% S&P BSE Bankex 19779 0.0% 0.0% 0.2% -0.8% -1.2% 2.0% 34% -16% 29% -7% 0.8% -0.2% S&P BSE Capital Goods 14789-1.1% -1.1% -0.9% -3.4% -8.7% 2.7% 19% -12% 7% -23% 0.7% -1.2% S&P BSE Consumer Durables 11935 0.5% 0.5% 0.7% 9.1% 5.6% 4.6% 35% -31% 18% 8% 2.7% -0.4% S&P BSE Fast Moving Consumer Goods 7873 0.3% 0.3% 0.5% 0.3% 4.5% 1.6% -13% 4% 19% 34% 1.1% -0.1% S&P BSE Healthcare 17936-0.7% -0.7% -0.5% -0.4% 12.3% -2.7% 16% 16% 11% 12% 0.7% -1.7% S&P BSE Information Technology 11291 0.2% 0.2% 0.4% -3.8% 15.8% -6.9% -15% 53% -29% 9% 1.1% -0.2% S&P BSE Metal 7215-1.3% -1.3% -1.1% 4.3% -21.8% 0.1% -23% -17% -9% -23% 0.9% -1.9% S&P BSE Oil & Gas 9093 0.3% 0.3% 0.5% 3.3% -6.8% 7.3% -19% -3% -15% -4% 1.3% -0.1% S&P BSE Power 1914-0.2% -0.2% 0.0% 2.6% -3.9% -3.5% -8% -21% -17% -15% 1.0% -0.4% S&P BSE Psu 6767-0.2% -0.2% 0.0% -0.2% -7.3% 1.8% 8% -26% -12% -8% 1.0% -0.4% S&P BSE Realty 1384 0.9% 0.9% 1.1% -2.2% 3.8% -13.7% -23% -39% 26% -27% 1.5% -0.3% S&P BSE Teck 6131 0.3% 0.3% 0.4% -3.3% 10.6% -3.9% -16% 41% -26% 8% 1.0% -0.1% S&P BSE 100 8182-0.2% -0.1% 0.0% 0.0% 0.4% -0.2% 1% -1% 2% -1% 0.7% -0.3% S&P BSE 200 3398-0.2% -0.2% 0.0% 0.1% 0.8% 0.4% 4% -2% 3% -2% 0.7% -0.3% S&P BSE Smallcap 11292-0.2% -0.2% 0.0% 1.2% 4.5% 3.1% 38% -18% 5% -18% 0.7% -0.4% S&P BSE Midcap 10983 0.1% 0.1% 0.3% 0.4% 6.1% 2.3% 23% -12% 11% -10% 0.7% -0.1% Q3 CY15 Q2 CY15 2014 2013 2012 2011 Days Fall STOCK PERFORMANCE :- Top Gainers ORIENTBANK 8.3 % TECHM 3.1 % INDIACEM RCOM WOCKPHARMA SKSMICRO 6.5 % 6.3 % 3.7 % 3.3 % TVSMOTOR UBL MCLEODRUSS APOLLOHOSP 3.1 % 2.6 % 2.4 % 2.2 % STOCK PERFORMANCE :- Top Losers IOB 11.4 % ADANIENT 4.3 % KSCL 4.8 % JPASSOCIAT 4.1 % BAJAJ-AUTO MINDTREE NMDC 4.6 % 4.4 % 4.3 % HDIL HINDALCO ASHOKLEY 3.7 % 3.7 % 3.6 %
GLOBAL PERFORMANCE MATRIX GLOBAL ASSET CLASS PERFORMANCE MATRIX (in %) Value Daily WTD MTD QTD YTD 2014 2013 2012 2011 2010 2009 Indices - Developed US (DJIA) 17829-2.1% 0.9% 0.9% 9.5% 0.0% 8% 26% 7% 6% 11% 19% S&P 500 INDEX 2104 1.2% 1.2% 1.2% 9.6% 2.2% 11% 30% 13% 0% 13% 23% NASDAQ 100 5127 1.5% 1.5% 1.5% 11.0% 8.3% 13% 38% 16% 17% 19% 54% UK (FTSE 100) 6362 0.0% 0.0% 0.0% 5.0% -3.1% -3% 14% 6% -6% 9% 22% Germany (DAX) 10951 0.9% 0.9% 0.9% 13.4% 12% 3% 25% 29% -15% 16% 24% France (CAC) 4916 0.4% 0.4% 0.4% 10.3% 15% -1% 18% 15% -17% -3% 22% Japan (Nikkei 225) 18683-2.1% -2.1% -2.1% 7.4% 7% 7% 57% 23% -17% -3% 19% Indices - BRIC Brazil(BOV) 45869 0.5% 0.0% 0.0% 1.8% -8.3% -3% -15% 7% -18% 1% 83% Russia (RTSI) 854 1.0% 1.0% 1.0% 8.7% 8.0% -45% -6% 11% -22% 23% 129% India (Sensex) 26559-0.4% -0.4% -0.4% 1.5% -3.4% 30% 9% 26% -25% 17% 81% China (HSCEI) 3325-1.7% -1.7% -1.7% 8.9% 2.8% 53% -7% 3% -22% -14% 80% Indices - Asian Hong Kong(HIS) 22370-1.2% -1.2% -1.2% 7.3% -5.2% 1% 3% 23% -20% 5% 52% Korea (Kospi) 2035 0.3% 0.3% 0.3% 3.7% 6.2% -5% 1% 9% -11% 22% 50% Singapore (Straits) 2974-0.8% -0.8% -0.8% 6.6% -11.6% 6% 0% 20% -17% 10% 64% Taiwan (Taiex) 8615 0.7% 0.7% 0.7% 5.3% -7.4% 8% 12% 9% -21% 10% 78% Value Daily WTD MTD QTD YTD 2014 2013 2012 2011 2010 2009 Gold 1135 0.0% -0.7% -0.7% 1.6% -4.2% -1% -28% 6% 10% 30% 24% Silver 16 0.0% -0.8% -0.8% 5.9% -1.8% -19% -35% 7% -9% 83% 48% Platinum 982 0.1% -0.7% -0.7% 7.4% -19.1% -11% -10% 9% -21% 20% 58% Energy Value Daily WTD MTD QTD YTD 2014 2013 2012 2011 2010 2006 Nymex Crude Oil($/bbl) 49-1.6% -1.6% -1.6% 0.6% -14.9% -48% -0.3% 3% 13% 22% 71% Natural Gas ($/MMBtu) 2-0.4% -3.1% -3.1% -11.1% -22.7% -32% 26% 13% -32% -21% -1% Currencies Value Daily WTD MTD QTD YTD 2014 2013 2012 2011 2010 2009 EUR-USD 1.10-0.05% 0.0% 0.0% -1.4% -9.0% -12% 4% 2% -4% -6% 2% GBP-USD 1.54 0.03% 0.0% 0.0% 2.0% -1.0% -6% 2% 5% -1% -4% 11% USD-JPY 120.84 0.07% 0.2% 0.2% 0.9% 0.9% 14% 21% 13% -5% -13% 3% USD-INR 65.59 0.49% 0.5% 0.5% 0.0% 4.0% 2% 12% 4% 19% -4% -4% DOLLAR INDEX (DXY) 97.0 0.00% 0.0% 0.0% 0.6% 7.0% 13% 1% -1% 2% 1% -5%
FUTURES & OPTIONS INDEX OPTIONS - NIFTY CURRENT MONTH EXPIRY 26-Nov-15 NEXT MONTH EXPIRY 31-Dec-15 4000000 CALLS PUTS 5000000 CALLS PUTS 3000000 4000000 3000000 2000000 nifty FUT OI CHART (CM) 2000000 1000000 1000000 0 7800 7900 8000 8100 8200 8300 8400 0 7800 7900 8000 8100 8200 8300 8400 STOCK FUTURES - OI BUILDUP LONG BUILDUP (Price rise OI rise) SHORT BUILDUP (Price fall OI rise) Stock CMP Price chg OI chg Recovery Stock CMP Price chg OI chg Recovery ORIENTBANK 146 8.3% 40% 12.1% KSCL 481-4.8% 20% 2.1% INDIACEM 84 6.5% 13% 9.9% MINDTREE 1500-4.4% 13% 0.3% RCOM 80 6.3% 2% 6.0% NMDC 96-4.3% 3% 0.6% TECHM 556 3.1% 3% 4.4% ADANIENT 88-4.3% 5% 0.9% TVSMOTOR 274 3.1% 26% 4.3% HDIL 70-3.7% 8% 1.1% UBL 963 2.6% 6% 3.4% HINDALCO 81-3.7% 1% 1.1% MCLEODRUSS 176 2.4% 9% 3.8% ASHOKLEY 90-3.6% 4% 1.1% SHORT UNWINDING (Price rise OI fall) LONG UNWINDING (Price fall OI fall) Stock CMP Price chg OI chg Recovery Stock CMP Price chg OI chg Recovery WOCKPHARMA 1552 3.7% -2% 5.2% JPASSOCIAT 13-4.1% 0% 2.0% SKSMICRO 446 3.3% -1% 4.3% SUNTV 387-2.5% 0% 0.6% APOLLOHOSP 1342 2.2% -3% 3.1% COLPAL 939-1.7% -4% 0.8% HINDPETRO 783 1.9% 0% 1.8% JSWSTEEL 896-1.6% 0% 0.9% OFSS 3945 1.7% -1% 2.0% HDFCBANK 1083-1.5% 0% 0.6% ALBK 76 1.5% -6% 2.8% AJANTPHARM 1528-1.4% -2% 1.7% ULTRACEMCO 2928 1.4% -3% 2.4% BEL 1231-1.0% -1% 0.7%
STOCK OPTIONS FUTURES & OPTIONS Highest Open Interest PCR Contracts Highest Volume PCR Contracts Stock name OI PCR Calls OI Put OI Calls Qty Put Qty Stock name Vol PCR Calls Vol Put Vol Calls Qty Put Qty STAR 2.55 180 459 102 103 CESC 2.63 19 50 30 21 BATAINDIA 2.41 27 65 30 63 BATAINDIA 2.10 30 63 27 65 MARICO 2.00 1 2 0 0 HAVELLS 1.89 9 17 52 48 ABIRLANUVO 1.60 15 24 15 26 ABIRLANUVO 1.73 15 26 15 24 SRTRANSFIN 1.50 28 42 21 12 NHPC 1.68 40 67 215 65 A high OI PCR / Vol PCR number indicates sentiment is bearish, hence any reverse in price action can lead to aggressive short covering. Top Traded Call Options Stock name Expiry Strike Contracts CMP % chg Stock name Expiry Strike Contracts CMP % chg LT 26-Nov-15 1450 3204 22.70-32.4% LT 26-Nov-15 1350 1915 24.55 4.7% LT 26-Nov-15 1500 2796 11.85-37.1% ICICIBANK 26-Nov-15 270 1845 5.00-16.0% LT 26-Nov-15 1400 2136 41.90-25.6% LT 26-Nov-15 1300 1089 12.05-3.6% ORIENTBANK 26-Nov-15 150 2107 5.20 131.1% ORIENTBANK 26-Nov-15 120 1086 0.55-63.3% ICICIBANK 26-Nov-15 290 2024 5.20 1.0% LT 26-Nov-15 1400 1085 44.90 8.6% A sginificant Increase in CALL OPTION volumes with Increase in price of OTM stikes indicates LONG BUILDUP (potential target). Similarly, a increase in volumes with decrease in price of OTM strikes indicates SHORT BUILDUP (resistance level). Top Traded Put Options A sginificant Increase in PUT OPTION volumes with Increase in price of OTM stikes indicates BEARISH view. Similarly, a increase in volumes with decrease in price of OTM strikes indicates BULLISH view. TOP OI changes (number of contracts) Worst OI chgs (number of contracts) Stock name Expiry Strike Option OI CMP % chg Stock name Expiry Strike Option OI CMP % chg Type Chg Type Chg LT 26-Nov-15 1450 CE 827 23-32.4% HDFC 26-Nov-15 1340 CE -277 5-22.9% LT 26-Nov-15 1400 CE 694 42-25.6% HDFC 26-Nov-15 1320 CE -148 7-29.1% LT 26-Nov-15 1500 CE 636 12-37.1% BAJAJ-AUTO 26-Nov-15 2500 PE -119 102 130.4% ICICIBANK 26-Nov-15 300 CE 549 3-1.8% BHARATFORG 26-Nov-15 800 PE -88 12-9.5% Increase in OI with decrease in price is generally an indication that there are aggressive shorts developing. Whereas and increase in OI with increase in price indicates that bullishness is likely intact. Decrease in OI with decrease in price is generally an indication that there are long options are squaring off their positions. Whereas and decrease in OI with increase in price indicates that shorts were covered.
CASH & DERIVATIVES FLOWS (Rs.Crs) FII's & DII's Investments Net inflow (Cash) 2-Nov 30-Oct Oct15 Sep15 FY 2015 FY 2014 FY 2013 FY 2012 FII Net Investments Cash (273) (1,465) 3,318 (11,279) 66,943 73,159 1,03,014 22,101 DII Net Investments Cash 145 1,560 (1,417) 10,273 (19,775) (69,658) (68,640) (4,407) Total Net Investments (127) 95 1,902 (1,006) 47,168 3,501 34,374 17,694 Exchange Turnover (Cash) 2-Nov 30-Oct Oct15 Sep15 FY 2015 FY 2014 FY 2013 FY 2012 Exchange (BSE+NSE) Cash 17,860 22,244 3,91,423 3,82,833 52,12,302 33,31,753 32,38,747 34,77,804 FII Cash 6,789 8,236 1,58,485 1,74,890 21,28,998 14,49,749 12,29,058 12,36,959 DII Cash 2,526 5,023 69,009 67,910 8,37,219 5,87,196 5,52,627 5,52,574 Others Cash 8,546 8,985 1,63,929 1,40,033 22,46,085 12,94,808 14,57,062 16,88,271 FII Turn as % of total Turn Cash 38% 37% 40% 46% 41% 44% 38% 36% DII Turn as % of total Turn Cash 14% 23% 18% 18% 16% 18% 17% 16% Others Turn as % of total Turn Cash 48% 40% 42% 37% 43% 39% 45% 49% Exchange Turnover (F&O) 2-Nov 30-Oct Oct15 Sep15 FY 2015 FY 2014 FY 2013 FY 2012 Exchange (BSE+NSE) F&O 1,48,263 1,75,062 47,20,773 52,59,883 7,61,68,740 4,75,46,450 3,85,87,696 3,13,49,731 FII F&O 39,960 47,764 8,26,144 11,06,068 1,25,04,077 1,15,38,080 98,05,788 92,83,099 Others F&O 1,08,304 1,27,298 38,94,628 41,53,814 6,36,64,663 3,60,08,370 2,87,81,908 2,20,66,632 FII Turn as % of total Turn F&O 27% 27% 18% 21% 16% 24% 25% 30% Others Turn as % of total Turn F&O 73% 73% 82% 79% 84% 76% 75% 70% * upto 2-Nov Note:FII trading data across NSE & BSE collated on the basis of trades executed by FIIs. DII's trading data across NSE & BSE collated on the basis of trades executed by Banks, DFIs, Insurance, MFs and New Pension System. The data is provisional in nature and is subject to changes, inter alia, on account of custodial confirmation process, modifications etc.(source NSE)
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