Monday, April 11, 2011
Nifty drifts down below DLEma towards 200sma.
As 5sma is poised to move below 10sma, any pull back towards these @ 5840-5865 would invite selling pressure. Oversold Hourly might induce intraday rally if external cues are favourable.
The Slower Lead indicator, 14-D, is poised to break below 80 mark.
Pivots give you the earliest weakness, followed by High Emas and then Close emas and lastly the Low emas.
Elliot's Impulse waves.(Part-5)
IMPULSE WAVES :- The Basics Waves that move the market in the direction of its main trend either up or down are called Impulse waves. 1....
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5010-5039 supply zone proved a ST resistance. 5002 proved a break down point. 4945 to 4982 proved a corrective rise, monitored with an ...
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If the steady FIIs inflow reflects in the prices, 5405 should be protected going ahead and market may encounter minor corrections and keep m...
6 comments:
@Fire,
Pl. find below the Data for EOD Volatility.
Date 11-Apr-11
Symbol NIFTY
Underlying Close Price (A) 5785.7
Underlying Previous Day Close Price (B) 5842
Underlying Log Returns (C) = LN(A/B) -0.009683848
Previous Day Underlying Volatility (D) 1.421707353
Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C) 1.378398461
Underlying Annualised Volatility (F) = E*Sqrt(365) 26.33426561
Dear Ilango Sir & Blogmates,
Option Table Seems to be dented, can patchup happen soon? Option Analysis 11-04-2011
Thanks & Regards,
Sanjay Kr Jaiswal
Nice one Prabakar.
Weekly vol figs will also help.
"The book" on volatility is of course Option Volatility and Pricing by Sheldon Natenberg.Although I'm not much into trading Options but this excellent book helped me in understanding the concept of volatility - the "heart of any market"
Thank you,
ss
@Prabhakar,
I am deeply obliged by your so helpful a gesture. But my dumb head couldn't really make out a lot. Could you please mail me me detailed material on it?
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