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Market Price Analysis and Volatility Data

The document contains daily price data for two indices, Bank Nifty and Nifty 50, from September 3, 2019 to November 1, 2019. It includes the daily closing prices, daily returns, beta between the two indices, and decoupling between their daily returns. It also contains the daily buy and sell volumes for Bank Nifty futures.
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0% found this document useful (0 votes)
334 views15 pages

Market Price Analysis and Volatility Data

The document contains daily price data for two indices, Bank Nifty and Nifty 50, from September 3, 2019 to November 1, 2019. It includes the daily closing prices, daily returns, beta between the two indices, and decoupling between their daily returns. It also contains the daily buy and sell volumes for Bank Nifty futures.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
  • Variance and Volatility Analysis: October 2019: Presents variance and daily volatility data with corresponding price ranges for October 2019.
  • Price Analysis: Nifty and Bank Nifty: Displays Nifty and Bank Nifty data with detailed volatility measures and variance for October 2019.
  • Beta and Expectation Calculations: Contains beta-expect calculations for Nifty and Bank Nifty with expected movements.
  • Correlation and Decoupling Data: Provides correlation coefficients and decoupling data for different stock movements.
  • Trading Instructions and Entry Prices: Gives trading details including entry prices and degree factors, guiding buy/sell strategies.
  • Target Price and Trend Analysis: Breaks down expected trading targets for various market scenarios.
  • Market Insights and Projections: Summarizes market highs, lows, and projected movements for strategic trading insights.

18-Oct-19 11713.

5 LN sqr LN
22-Oct-19 11667.65 -0.003921967805 1.5381831E-05
23-Oct-19 11673 0.0004584276868 2.1015594E-07
24-Oct-19 11659 -0.001200068719 1.4401649E-06
25-Oct-19 11649.1 -0.000849490143 7.216335E-07
27-Oct-19 11674 0.002135222973 4.5591771E-06
29-Oct-19 11848.6 0.0148455703601 0.00022039096
30-Oct-19 11900.05 0.0043328846476 1.8773889E-05
31-Oct-19 11924.1 0.0020189604388 4.0762013E-06
1-Nov-19 11936.15 0.0010100481784 1.0201973E-06

0.002092176402 2.9619357E-05
variance 2.5242154597E-05
Daily volatility 0.0050241571032
Ref price 11936.15 Daily price range 59.9690928069

0.236 14.1527059024 11950.3027059 11921.997294098


0.382 22.9081934522 11959.0581935 11913.241806548
0.5 29.9845464034 11966.1345464 11906.165453597
0.618 37.0608993546 11973.2108994 11899.089100645
0.786 47.1357069462 11983.2857069 11889.014293054
0.888 53.2525544125 11989.4025544 11882.897445588
1.236 74.1217987093 12010.2717987 11862.028201291
1.618 97.0299921615 12033.1799922 11839.120007839

11925 11944.9 11878 11928.25


0.50241571031586

0.0275184417785
yearly volatility 0.09598638668 9.59863866805
Yearly price range 1145.70790938

12033.0299922

11936.15 11928.25
17-Oct-19 29204.95 LN sqr LN
18-Oct-19 29269.95 0.0022231770135 4.942516E-06
22-Oct-19 29613 0.0116520616352 0.00013577054
23-Oct-19 29653.05 0.0013515328285 1.826641E-06
24-Oct-19 29339.9 -0.01061662254 0.00011271267
25-Oct-19 29565 0.0076428648801 5.8413384E-05
27-Oct-19 29595.95 0.0010462983716 1.0947403E-06
29-Oct-19 30031 0.0145926538297 0.00021294555
30-Oct-19 30121.2 0.0029990613014 8.9943687E-06
31-Oct-19 30055 -0.002200206284 4.8409077E-06
0.003187869004 6.0171258E-05

variance 5.0008748719E-05
Daily volatility 0.0070716864127
Ref price 30055 Daily price range 212.539535134
11900

212.54

0.1351
13.51

0.7071686412695
0.7072
yearly volatility 0.1351 13.51
Yearly price range 4061
bank nifty nifty
3-Sep-19 26824.15 10797.9
4-Sep-19 27123.85 1.117 10844.65 0.43295
5-Sep-19 26919.7 -0.75 10847.9 0.02997
6-Sep-19 27247.9 1.219 10946.2 0.90617
9-Sep-19 27504.65 0.942 11003.05 0.51936
11-Sep-19 27776.2 0.987 11035.7 0.29674
12-Sep-19 27818.5 0.152 10982.8 -0.4794
13-Sep-19 28098.75 1.007 11075.9 0.84769
16-Sep-19 27855 -0.87 11003.5 -0.6537 beta beta-expect
17-Sep-19 27131.75 -2.6 10817.6 -1.689 0.5878 -1.52624289615
18-Sep-19 27172.65 0.151 10840.65 0.21308 0.60473 0.0911610290107
19-Sep-19 26757.65 -1.53 10704.8 -1.2532 0.65992 -1.0078726201664
20-Sep-19 28981.55 8.311 11274.2 5.31911 0.64604 5.369448346397
23-Sep-19 30566.2 5.468 11600.2 2.89156 0.62225 3.4023351131892
24-Sep-19 30183.1 -1.25 11588.2 -0.1034 0.60394 -0.7569504305547
25-Sep-19 29586.05 -1.98 11440.2 -1.2772 0.60188 -1.1905719585392
26-Sep-19 30002.6 1.408 11571.2 1.14508 0.60293 0.8488777133225
27-Sep-19 29876.65 -0.42 11512.4 -0.5082 0.60377 -0.2534600162132
30-Sep-19 29103.15 -2.59 11474.45 -0.3296 0.56176 -1.4543774293272
1-Oct-19 28725.5 -1.3 11359.9 -0.9983 0.56935 -0.7388080342962
3-Oct-19 28414.1 -1.08 11314 -0.4041 0.55775 -0.6046328156833
4-Oct-19 27731.85 -2.4 11174.75 -1.2308 0.49346 -1.1848457647728
7-Oct-19 27767.55 0.129 11126.4 -0.4327 0.42627 0.0548747718946
9-Oct-19 28785.85 3.667 11313.3 1.67979 0.44921 1.6473482019948
10-Oct-19 28013.45 -2.68 11234.55 -0.6961 0.40281 -1.0808363218101
11-Oct-19 28042.5 0.104 11305.05 0.62753 0.38146 0.039557133136
14-Oct-19 28181.95 0.497 11341.15 0.31933 0.38721 0.192551334825
15-Oct-19 28555.1 1.324 11428.3 0.76844 0.4412 0.5841752014016
16-Oct-19 28538.8 -0.06 11464 0.31238 0.42194 -0.024085258256
17-Oct-19 28989.45 1.579 11586.35 1.06725 0.43041 0.6796511101194
18-Oct-19 29120.25 0.451 11661.85 0.65163 0.38403 0.1732718222351
22-Oct-19 29411.15 0.999 11588.35 -0.6303 0.34751 0.3471496787776
23-Oct-19 29459.6 0.165 11604.1 0.13591 0.30395 0.0500714793607
24-Oct-19 29107.95 -1.19 11582.6 -0.1853 0.26916 -0.3212853938945
25-Oct-19 29395.95 0.989 11583.9 0.01122 0.25811 0.2553774266251
27-Oct-19 29516.3 0.409 11627.15 0.37336 0.25579 0.1047212738756
29-Oct-19 29873.05 1.209 11786.85 1.37351 0.3307 0.3997036806006
30-Oct-19 29987.5 0.383 11844.1 0.48571 0.343 0.1314093282158
31-Oct-19 30066.25 0.263 11877.45 0.28157 0.24153 0.0634279321411
1-Nov-19 30330.55 0.879 11890.6 0.11071 0.21371 0.1878609566059
1-Nov-19 30000 -1.09 11800 -0.7619 0.48607 -0.5297273988696
decoupling correl
-0.16321954762 0.9259
0.1219176575741 0.9235
-0.2452810191449 0.9359
-0.0503391617322 0.9926
-0.5107773973424 0.9914
0.6535039382528 0.9838
-0.0865892916981 0.9857
0.296207162816 0.9886
-0.2546981696275 0.9884
1.124732872154 0.9733
-0.2594968953518 0.9711
0.2005799631054 0.9715
-0.0459302649249 0.9755
-0.4875466437486 0.9307
0.0324404088766 0.8822
0.3847529509103 0.8826
0.5879713392995 0.8731 bank buy nifty sell
0.1267749839441 0.8649 1682550 -1695758
0.1842653888384 0.8892
0.3364676773385 0.9194
0.3876029024416 0.9334
0.4783570341347 0.9252
-0.977409886206 0.7599
0.0858408808977 0.7821
0.1360060529719 0.6611
-0.2441536944752 0.3695
0.2686417558467 0.4193
0.9738057348623 0.4839
0.3543014426857 0.4413
0.2181468603716 0.4502
-0.077146956547 0.2765 1819833 -1783590 137283 87832.5 49450.5
-0.2322190125815 0.5004
3.3175090663207
Price
Enter price range 215.00 221.00
Degree Degree Factor Resistance
16X1 86.25 0.48 229.28 330.86 1X16
8X1 82.50 0.46 228.65 325.80 1X8
4X1 75.00 0.42 227.39 315.75 1X4
3X1 71.25 0.40 226.76 310.76 1X3
2X1 63.75 0.35 225.51 300.87 1X2
1X1 45.00 0.25 222.39 276.60 1X1
1X2 26.25 0.15 219.30 252.98 2X1
1X3 18.75 0.10 218.07 243.72 3X1
Buy entry price 1X4 15.00 0.08 217.45 239.12 4X1
1X8 7.50 0.04 216.22 230.01 8X1
1X16 3.75 0.02 215.61 225.49 16X1

How to use?
A. Enter the buy price Range in the two places in the place of the blue color cell in the top
B. Enter the opening price in the yelow color cell in the top for intraday level. Use closing p
C. Buy entry / sell entry price given on the 14th row.
How to calculate price Range ?
if nifty is at 8688 daily volatility is 0.55 then price range = 8688*0.55/100

Note: this method is not enhanced with all the rules and conditions of the trading hence will menta
view the video from the follwing link to learn this mehod http://youtu.be/v2M8aVu1q9c
226.00
Degree Factor
86.25 0.48 211.82 119.50
82.50 0.46 212.43 123.64 10769
75.00 0.42 213.65 131.98 0.86
71.25 0.40 214.26 136.19 92.6134
63.75 0.35 215.48 144.69
45.00 0.25 218.55 166.36
26.25 0.15 221.64 188.68
18.75 0.10 222.88 197.78
15.00 0.08 223.50 202.37 sell entry price
7.50 0.04 224.75 211.64
3.75 0.02 225.37 216.30

he blue color cell in the top.


intraday level. Use closing price of the day to derive the level for next day. Use current market price if all traget achived.

688*0.55/100

he trading hence will mentain modorate success as compaire to our paid software.
e/v2M8aVu1q9c
raget achived.
High Low Mid point
30239.5 30160.1 30199.8 (High +Low)/2
39.7 Price Range= High -Mid
Buy Entry Stop loss Sell entry 68.9031744032 360 degree offset = (sq
30209.1692 30199.8 30190.4308 30268.7031744 Up trend termination p
Uptrend targets Down trend targets 30130.8968256 Down trend Terminati
Target 1 30219.65 Target 1 30179.95
Target 2 30254.1015872 Target 2 30145.4984128
Target 3 30261.4023808 Target 3 30138.1976192
(High +Low)/2
Price Range= High -Midpoint
360 degree offset = (sqrt (price range)+2)^2
Up trend termination point
Down trend Termination point

30181
Day High Day Low
30325 30065
1 Candel Gap 0.0085737840066
Last 15 Min High Last 15 Min High
30325 30245
2 Mid point 30285

3 Exp High 30544.65704864


Exp Low 30025.34295136
Max target
4 Buy range 30314.011254469 30372.075430074 30546.6013
Sell range 30256.00263442 30198.049569926 30024.5237

9:15 30325 open 30325


10:15 30299 close 30200
10:16 30277 open
125 62.5

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