google.com, pub-7808368332557457, DIRECT, f08c47fec0942fa0 The Ultimate Momentum Signal: Update for 18th January 2011

Tuesday, January 18, 2011

Update for 18th January 2011

     Market Takes a Breather,  But Will It Reverse From Here ?

If you were a Nifty futures trader, almost nothing of any significance happened in the markets on Monday. In fact, the market took a breather on Monday lead by the pivotals, after falling 200 points in just two and a half hours of trading on last Friday. Nifty futures opened at 5640, slightly below the previous close on Monday. But after establishing a low of 5629, which is just above the 200 DMA levels, the futures contracts remained in a comparatively narrow trading range for the entire trading day. Nifty futures established an intra-day high of 5705, but the close was at 5660. However, most stocks continued their down moves on Monday as indicated by the very negative advance decline numbers.


 Nifty Futures - Intra-day Chart
 Nifty Futures  - Daily Chart


The day long flat trading has resulted in to the formation of an inverted hammer candle in the daily chart of Nifty futures. The daily charts of Nifty and BSE Sensex  indices are also showing doji model candles for the day. An inverted hammer candle can indicate either a pause or a support, from where a minor or major reversals may occur. However, any such a reversal requires further confirmation by way of market action in the coming days. Since the technical position of the market has not changed except for the aforesaid, traders may still use the support and resistance levels already indicated in the previous post ( and quoted below ) for the purpose of intra-day analysis and trading.

"Some interim supports for Nifty futures are available at the following levels. The reasons for selecting these levels as  supports are also given against the levels :

   ( a ) 5600 - 200 Day Moving Average or DMA,
   ( b ) 5550 - the previous high before the channel breakout,
   ( c ) 5450 - the middle of the previous 200 point trading range before the breakout and 
   ( d ) 5350 - the lower boundary of the previous trading range mentioned in ( c).  

The immediate higher resistances are at 5725, 5775 and 5865 levels."
 
  Nifty Options Scene  

The January series Nifty options Put Call ratio  improved slightly to a still  bearish looking 0.73 times as on  17th January 2011. Following the range bound trading on Monday, the India VIX  decreased to 23.57, losing 1.01 %. Significant  additions to the January Call options ( or call writing ) were seen at the 5700 strike. The highest number of Nifty Call option OI is still at the 6200 strike. Some additions to Put option OI were seen at the 5400 and 5500 strikes. The highest open interest ( OI ) of Put options has remained at the 5600 strike as on Friday.  This option OI data seems to suggest that the previously indicated  move down to  the 5600 strike is still on for now.


Nifty Trailing Fundamentals     



The trailing Price Earnings Ratio  ( PE Ratio ), Price to Book Value ( PB Ratio ) and Dividend Yield ( DY Ratio ) of the Nifty Index  were at 22.50,  3.57 and  1.10  respectively as on  17th January 2011. ( More information and a long term analysis on Nifty historical valuation are available from the "Nifty Fundas" page ). 



Latest Ultimate Momentum Signal

The updated Momentum Signal spreadsheet showing the latest signal values of the current month Nifty future and the Nifty index is given below :


The Momentum Signal has closed with a value of -100, indicating maximum negative momentum for the seventh consecutive day. 

Projected Momentum Signal Close Values

The projected levels of Momentum Signal values applicable to various ranges of closing values of the current month Nifty Futures, Nifty Index and the BSE Sensex,  as at the close of next trading day, ie. as on 18th January, 2011, are given in the following table. All readers are requested to take note that the table below is just a ready reckoner for the next day's Momentum Signal values and the figures are not intended to be interpreted as any targets for the Nifty futures or indices shown therein.

 
Please click on the table to enlarge. For more info on the above table,  please click here.
 
Readers are requested to go through the Risk Factors, Risk Analysis, Position Limits and FAQs pages to gain a reasonable understanding of the trading system. Please do post your  comments and suggestions on how new  posts can be made more useful.
 
Cheers and Prosperous Investing and Trading !!!

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To checkout the five year history of The Momentum Signal Spreadsheet click here
 
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