vwap of October

As we look back into the October series, it's been a buyer dominated one and the buyer has stamped his authority through October.   In our last post – http://vtrender.com/content/september-series-charts, we had noted the September series vwap to be around 5734 for the expiring Fut or roughly 5700 in the spot.   That happened to be […]

Changes to MCX Charts

The MCX recognizes the 5- 6 pm session as Session 2 and the 10- 5 pm session as 1.   This is important even as the MCX functions from 10.00 am to 11.30 pm seamlessly it makes a distinction between the same session.   We all know that there is extra volume and more liquidity […]

FII Open Interest Sheet

As keen followers of Auction Market Theory and Volume at Price, we are keenly interested to know the kind of volumes which move the market.   Since the start of this year RM who gives us the daily McClellan readings has devoted a lot of time and energy to trace the footprints of one particular […]

IB Extension Set Up- The C Side

The C side extension Play In the Trading room of Vtrender we have been tracking for quite some time a variation of an Initial Balance setup which we call a C side extension  . The set up is that after an Initial Balance ( IB) is formed in the first hour, we are on the […]

Changes to OrderFlow Charts

From tomorrow, there are 2 minor changes made to the charts we see in the trading room , both based on feedback received.     BankNifty :  

Nifty day of week change

Here is a revisit to a post we have done earlier on the bias each day carries between the open and the close.   That first post on the subject is here – http://www.vtrender.com/content/nifty-daily-stats-3   You may like to revisit that to check results from that time to today.   This is of academic interest rather […]

NF at 10:20:32 today

Here are the trades executed in NF today between 10:20:31 and 10:20:32 this morning.     It started at 5908 and ended at 5990 and all happened in that one second.   Notice the bid- ask spread at 10:20 :32 between 5945 – 5990 which was the reason we got that high tick.   Buyers […]

Vwap of September Revisited

A quick post with reference to a previous view on September's vwap posted here- http://vtrender.com/content/september-series-charts   We saw september as a series filled with short covering and longs and basically what we call in market profile as one time frame movement.   Such series often get to visit the vwap to test buyer/ seller strength. […]