Derivative Report Erl 30-11-2016

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DERIVATIVE REPORT
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30 November 2016
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Prepared by: Meenakshi Pal
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Sr. Research Analyst
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30th November 2016

NIFTY FUTURE

NIFTY DAILY CHART


The market held its ground today and closed on a
NIFTY OUTLOOK
positive note. There were hopes that Nifty would
cross 8200, however, this mark was missed and it
ended below 8150. Fitch cuts India's FY17 real
GDP growth forecast to 6.9% from 7.4%,
medium-term effect of demonetisation unlikely to
.be large on GDP growth. Nifty closed 15 points
higher at 8142.15 points. It opened at 8,131.55
points, hitting a high of 8,197.35 and low of
8,128.70.The India VIX (Volatility) index was
down 1.92% at 17.7075. The BSE Midcap closed
at 12366.86 and Smallcap indices closed
at 12173.66, both indices ending marginally up.
The rupee was trading at 68.65 per US dollar. On
the global front, Asian stocks closed on a mixed
note. The Shanghai Composite index closed
higher 0.19% and Hong Kongs Hang Seng index
slipped 0.41% while Nikkei 225 also slipped
0.27%. In Europe, the FTSE 100 was down
0.45%. CAC 40 and DAX were trading in green
while, the US Nasdaq was also down 0.56%.
NIFTY FUTURE :

R1:8212

Nifty open Flat on Tuesday and shown bullish


trend till after noon at 1 pm. Nifty closed below
the 8200 today. 8150 -8120 is the support of nifty
if its break that level down side pressure will be
seen. Above 8200 new level of nifty would be
8300-8350.

R2:8252

R3:8285

30th November 2016


PIVOT :8179

S1:8139

S2:8106

S3:8066

30th November 2016

NIFTY BANK FUTURE

NIFTY BANK DAILY CHART


NIFTY BANK OUTLOOK
NIFTY
Bank
nifty OUTLOOK
open Flat today and showing bullish
movement, till afternoon , selling pressure seen in
last trading hours. Bank nifty on technical chart
Strade below the level of 19000, below that level
next level for bank nifty would be 18200-18000.
Above the level of 19300 upside movement can
be seen. AXIS BANK (-1.74%) and BANK OF
BARODA (-0.95%) is the top losers of the day.

BANK NIFTY FUTURE :


PIVOT :18349

R1:18446
S1:18195

Bank nifty Open Flat at 18359.80, to its previous


closing 18373.45 on Tuesday and touched high of
18504.15. bank nifty trade below the level of
19000, and made a low of 18251.00. if bank nifty
not sustain at that level ,next level of bank nifty
would be 18000-18200.On the other hand above
19300 ,new level for Bank nifty would be 1960019800.

R2:18600
S2:18098

R3:18697
S3:17944

30th November 2016

USDINR
The Indian rupee opened higher by 3 paise at 68.73 per dollar versus previous close 68.76. The rupee slide
has been halted by aggressive RBI selling. The Indian rupee closed at a fresh 39-month low against the US
dollar. The fall comes as foreign institutional investors have sold over 5 billion dollars worth of Indian
equities ever since the government announced the demonetisation drive. The dollar edged down against a
basket of major currencies on Monday, surrendering some gains after a sharp rally that followed Donald
Trump's surprise victory in the US Presidential election. The dollar had surged more than 4%against a
basket of currencies in the wake of the election earlier this month - but has now retreated from its 14-year.
high.
USDINR :
PIVOT : 68.84

R1:68.92
S1:68.75

R2:69.01
S2:68.67

R3:69.09
S3:68.58

GLOBAL MARKETS

EUROPEAN MARKET
NAME

CHANGE

% CHANGE

FTSE 100
CAC 40
DAX

27.47
41.07
37.82

0.41
0.90
0.36

European markets finished mixed on wednesday with shares in France leading the region. The CAC 40
is up 0.90% while London's FTSE 100 is down 0.41% and Germany's DAX is up 0.36%.

ASIAN MARKET
NAME

CHANGE

% CHANGE

NIKKEI 225
STRAITS TIMES
HANG SENG
TAIWAN WEIGHTED

-49.85

-0.27

4.49
-93.50
-29.86

0.16
-0.41
-0.32

Asian markets finished mixed as of the most recent closing prices. The Shanghai Composite gained
0.18%, while the Hang Seng led the Nikkei 225 lower. They fell 0.41% and 0.27% respectively.

ADVANCES / DECLINES RATIO

ADVANCE

DECLINE

UNCHANGED

TOTALS

1028

589

30th November 2016


1691

74

INDIAN MARKETS

Name

Change

% Change

15.25
-77.70
-7.60
-48.95
0.80

Nifty 50
Nifty Bank
Nifty Metal
Nifty Pharma
Nifty Realty

Name

Change

0.19
-0.43
-0.27
-0.44
0.48

% Change

Open

High

Low

8131.55
18308.80
2805.30
11139.45
167.15

8197.35
18427.40
2822.40
11160.05
170.15

8128.70
18188.70
2771.85
11030.35
166.60

Open

High

Low

Sensex

43.84

0.17

26408.62

26587.07

26354.66

S&P BSE
Small Cap

66.89

0.55

12130.49

12264.92

12128.16

S&P BSE
Midcap

65.57

0.53

12314.76

12434.47

12314.62

FII/DII ACTIVITY

BUY
No. Of
Contracts
INDEX
FUTURES
INDEX
OPTIONS
STOCK
FUTURES
STOCK
OPTIONS

SELL

Amt.
(In. Crores)

No. Of
Contracts

Amt.
(In. Crores)

OPEN INTEREST AT THE


END OF THE DAY
No. Of
Amt.
Contracts
(In. Crores)

33907

2147.09

23761

1531.71

166452

10501.52

435043

28502.02

410962

27075.67

905902

56238.04

99551

6438.95

85859

5605.63

820676

49892.36

34357

2357.12

34223

2344.58

44562

2859.05

30th November 2016

TOP GAINERS VS. TOP LOSERS

TOP GAINERS
Company
EICHER MOTOR
IDEA
MARUTI SUZUKI
BOSCH LTD.
GAIL

Prev. Close(Rs.)
20213.90
75.80
4893.75
19407.55
417.50

Current Price(Rs.)
21294.05
79.25
5088.15
20171.10
428.00

% Change
+5.34
+4.55
+3.97
+3.93
+2.51

Prev. Close(Rs.)
178.65
472.90
715.15
651.30
233.70

Current Price(Rs.)
175.40
464.65
706.50
643.80
231.05

% Change
-1.82
-1.74
-1.21
-1.15
-1.13

TOP LOSERS
Company
HINDALCO
AXIS BANK
SUN PHARMA
BHARAT PETRO.
ITC LTD.

30th November 2016

ERL RESEARCH TEAM


Member Name

Designation

Mr. Tuhinanshu Jain


Mr. Yogesh Subnani
Miss. Meenakshi Pal

Research Head
Sr. Research Analyst
Sr. Research Analyst

E-mail ID
Tuhinanshu.jain@equityresearchlab.co.in
Yogesh.subnani@equityresearchlab.co.in
Meenakshi.pal@equityresearchlab.co.in

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