This was the biggest loss in a series for both the Sensex and Nifty since August 2013. Finally, the Sensex ended with a loss of 192 points at 25,860. The BSE Sensex opened at 26,049, touched an intra-day high of 26,049 and low of 25,810.

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 This was the biggest loss in a series for both the Sensex and Nifty since August 2013. Finally, the Sensex ended with a
loss of 192 points at 25,860. The BSE Sensex opened at 26,049, touched an intra-day high of 26,049 and low of 25,810.
 The Nifty closed with a loss of 68 points at 7,965. The NSE Nifty opened at 8,012 hitting a high of 8,025 and
low of 7,953. A total of 11 stocks registered a fresh 52-week high in trade today, whereas 26 stocks touched
a new 52-week low on the NSE.
 Post a negative start, the Nifty continued to trade in a broader range. However, sustaining above 8000 was difficult.
Rollover activity picked up in the last hour, resulting in a sharp sell-off and led the index to close 68 points lower.
 Nifty futures settled at a premium of 45 points and started the December series with 1.6 crore shares. India VIX fell
4.9% to 17.2 Nifty rolls were at 63.1%, lower than 3M average of 73.1%. Market wide rollover at 82.4% was in line
with the 3M average of 82.05%.
 FIIs sold 2010 crore while DIIs bought 1648 crore in the cash segment. FIIs sold 1563 crore in index futures and
bought 66 crore in index options. In stock futures, they sold 1153 crore • The highest Put base for the December se-
ries is at the 8000 strike with 35 lakh shares while the highest Call base is at the 8500 strike with 56 lakh shares
 Nifty Future: The Nifty is likely to open gap up on the back of strong Asian cues. Sell Nifty in the range of 8045-8055
for targets of 7995, stop loss: 8075.
 Bank Nifty Future: The Bank Nifty index ended near the lowest level for the November series. The rollover was mar-
ginally lower compared to the three months average. Looking at the options data, we feel there will be a broader
range in the index. However, 18700 and 19000 is likely to act as stiff hurdles in coming days. Sell Bank Nifty in the
range of 18600-18650, targets: 18500-18400, stop loss: 18740 3M average rolls vs. 1M : 18500-18400, stop loss: 18790
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7966 8013 7.27 15927375 0.97 0.92 16.54
PREVIOUS 8033 8025 -38.39 22758150 0.73 0.82 17.39
CHANGE(%) -0.84 -0.15 - -30.01 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7826 7908 7957 7990 8039 8072 8154
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

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WEEKLY STRATEGY
i) SBIN FUTURE ii RELCAP FUTURE
Buy future around 260-265 Sell future around 420-425
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 268 Target 2 : 272 Target1: 415 Target 2 : 410
Stop loss : 257 Stop loss : 430
Market Lot : 3000 ,CMP : 258.50 Market Lot : 1500 ,CMP : 416.55
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
PETRONET 4067.00 14.2 376.85 8.00 SRF 1014.00 10.3 1445.00 [1.5]
ULTRACEMCO 5968.00 13 3370.00 1.20 FEDERALBNK 5599.00 4 71.45 [2.8]
SYNDIBANK 1753.00 5 70.00 0.80 SAIL 5016.00 3.9 48.90 [2.0]
CANBK 3305.00 3 327.00 0.70 DISHTV 5444.00 2 89.95 [1.6]
GODREJCP 1026.00 2.8 1421.90 1.70 TITAN 7140.00 1.8 305.15 [3.5]
 OI addition : We saw long build-up in petronet, ultratech cem, syndicate bank, canara bank, godrej cp while short
build-up was seen in srf, federal bank, sail, dish tv, titan.
 OI Shedding : We saw short covering in dcb bank, tata global, idbi, engineer india, cipla while long closure was
seen hindunilever, century textile, gail, ceat ltd, LT.

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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK ICICIBANK 24NOV2016 CE 280 0.75 3,325 23,370.59
OPTSTK AXISBANK 24NOV2016 CE 480 4.65 3,112 18,152.92
OPTSTK ICICIBANK 24NOV2016 CE 270 2.40 2,966 20,269.64
OPTSTK SBIN 24NOV2016 CE 280 2.65 2,956 25,145.21
OPTSTK ICICIBANK 24NOV2016 CE 290 0.30 2,559 18,580.26
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK AXISBANK 24NOV2016 PE 470 5.40 1,938 11,057.30
OPTSTK ICICIBANK 24NOV2016 PE 260 2.70 1,779 11,678.25
OPTSTK SBIN 24NOV2016 PE 270 2.05 1,618 13,208.70
OPTSTK TATASTEEL 24NOV2016 PE 380 5.00 1,432 11,030.12
OPTSTK VEDL 24NOV2016 PE 200 2.95 1,386 16,854.04
FII ACTIVITY (IN RS. CRORE)
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
DERIVATIVE
PRODUCT
NO.OF
CON-
TRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURES
11027 759.34 13349 910.96 268853 18029.34
INDEX OPTIONS
254335 18270.95 258197 18455.56 962731 64172.94
STOCK FUTURES 63143 4605.80 67614 4914.53 864748 57723.42
STOCK OPTIONS 38404 2772.15 39236 2829.93 80868 5521.87

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PRICE VOLUME OI MARKET
RISING UP UP STRONG
RISING DOWN DOWN WEAK
DECLINING UP UP WEAK
DECLINING DOWN DOWN STRONG
GENERAL RULES FOR OPEN INTEREST & VOLUME