DERIVATIVES DAILY 2-11-2012

• ·       Nifty future opened negative and gained momentum recovering in the second half of the day.
  ·       Nifty Nov futures made a high of 5684.8, low of 5628.90 and finally closed at 5676
  ·       Nifty spot closed at 5645.05 up by 25.3 points.
  ·       Bank Nifty closed at 11315.0 up by 46.2 points.
  ·       CNX IT closed at 6101.85 up by 14.0 points.
  
  ·       Nifty Nov futures closed with 31.0 point’s premium.
  ·       Nifty heavyweight stocks AXISBANK, RELINFRA and CIPLA witnessed long build-up.
  ·       Volatility India index VIX closed at 14.1 down by 2%.
  ·       PCR (Volume) is at 0.93.
  ·       Nifty Nov 5600 put strikes have witnessed OI build-up.
  ·       Nifty Nov 5800 call strike has witnessed call writing.
  ·       Automobile sector closed up by 1.9%, major stocks that supported the move were TATAMOTORS, MARUTI AND M&M.
  ·       Realty sector up by 3.2%, major gains were contributed by HDIL, IBREALEST, DLF,  AND UNITECH.
  ·       FMCG sector closed up by 1.6%, the major stocks that supported the move were TITAN, TATAGLOBAL, GODREJIND, AND MCLEODRUSEEL.
  ·       FMCG, Realty, Oil & Gas, and Banking sector witnessed maximum OI action.

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