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    Symbo L Date Expiry Open High Low Close No. of Contracts Turnover

    Uploaded by

    dharmeshtr
    The document contains a table with stock price data for NIFTY futures contracts traded on various dates from January 31, 2013 to March 1, 2013. It includes details of the opening price, high price, low price, closing price, number of contracts traded, total turnover and cumulative contracts and turnover for each date during this period.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd

    Symbo L Date Expiry Open High Low Close No. of Contracts Turnover

    Uploaded by

    dharmeshtr
    18 views5 pages
    The document contains a table with stock price data for NIFTY futures contracts traded on various dates from January 31, 2013 to March 1, 2013. It includes details of the opening price, high price, low price, closing price, number of contracts traded, total turnover and cumulative contracts and turnover for each date during this period.

    Original Description:

    Nifty Future March 2013 assessed

    Original Title

    Nifty Assessed

    Copyright

    © Attribution Non-Commercial (BY-NC)

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    XLS, PDF, TXT or read online from Scribd

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    The document contains a table with stock price data for NIFTY futures contracts traded on various dates from January 31, 2013 to March 1, 2013. It includes details of the opening price, high price, low price, closing price, number of contracts traded, total turnover and cumulative contracts and turnover for each date during this period.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    18 views5 pages

    Symbo L Date Expiry Open High Low Close No. of Contracts Turnover

    Uploaded by

    dharmeshtr
    The document contains a table with stock price data for NIFTY futures contracts traded on various dates from January 31, 2013 to March 1, 2013. It includes details of the opening price, high price, low price, closing price, number of contracts traded, total turnover and cumulative contracts and turnover for each date during this period.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    of 5

    Symbo

    l
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY
    NIFTY

    Date
    31-Jan-13
    1-Feb-13
    4-Feb-13
    5-Feb-13
    6-Feb-13
    7-Feb-13
    8-Feb-13
    11-Feb-13
    12-Feb-13
    13-Feb-13
    14-Feb-13
    15-Feb-13
    18-Feb-13
    19-Feb-13
    20-Feb-13
    21-Feb-13
    22-Feb-13
    25-Feb-13
    26-Feb-13
    27-Feb-13
    28-Feb-13
    1-Mar-13

    Expiry
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13
    28-Mar-13

    Open
    6123.00
    6099.20
    6087.50
    6003.85
    6020.00
    5991.80
    5989.65
    5947.65
    5944.55
    5972.00
    5971.80
    5924.95
    5926.00
    5935.50
    5998.45
    5960.00
    5870.00
    5902.00
    5875.00
    5810.55
    5850.00
    5718.95

    High
    6128.45
    6109.85
    6094.05
    6025.00
    6024.50
    6023.55
    6002.95
    5965.75
    5975.55
    6008.00
    5979.00
    5939.00
    5951.00
    5990.75
    6005.35
    5960.00
    5913.00
    5912.40
    5875.10
    5845.55
    5873.80
    5757.40

    Low
    6094.35
    6060.00
    6024.40
    5999.00
    5998.15
    5975.00
    5913.90
    5934.60
    5935.00
    5958.00
    5922.65
    5884.40
    5915.60
    5920.25
    5980.00
    5876.40
    5870.00
    5853.95
    5781.05
    5775.10
    5713.00
    5703.25

    No. of
    Close contracts Turnover
    6099.55
    4698
    14348.50
    6069.45
    4169
    12682.65
    6030.10
    5360
    16223.67
    6007.90
    3950
    11868.20
    6004.15
    3538
    10634.50
    5991.75
    6440
    19301.52
    5948.75
    8006
    23877.26
    5951.45
    7698
    22902.47
    5970.50
    4679
    13928.94
    5965.60
    9517
    28504.51
    5931.85
    10750
    31976.95
    5923.85
    11012
    32560.47
    5934.80
    6201
    18403.92
    5983.65
    10292
    30649.41
    5992.80
    9658
    28929.45
    5883.70
    25212
    74563.79
    5885.00
    19745
    58168.09
    5893.15
    67290 198131.89
    5793.35
    195252 569079.08
    5825.80
    122914 357291.07
    5729.40
    341788 987939.43
    5729.95
    233373 668678.28

    Total
    Contracts
    8867.00
    14227.00
    18177.00
    21715.00
    28155.00
    36161.00
    43859.00
    48538.00
    58055.00
    68805.00
    79817.00
    86018.00
    96310.00
    105968.00
    131180.00
    150925.00
    218215.00
    413467.00
    536381.00
    878169.00
    1111542.00

    Total
    Turnover
    27031.15
    43254.82
    55123.02
    65757.52
    85059.04
    108936.30
    131838.77
    145767.71
    174272.22
    206249.17
    238809.64
    257213.56
    287862.97
    316792.42
    391356.21
    449524.30
    647656.19
    1216735.27
    1574026.34
    2561965.77
    3230644.05

    Volatility Calculation

    1880.00
    1875.35

    -0.002476468

    Month
    SAR Spread 7 - SAR 6 - SAR 5 - SAR 4 - SAR 3 - SAR 2 - SAR 1 - SAR

    Month
    SAR

    1 - SAR 2 - SAR 3 - SAR

    6097.02
    6080.67
    6065.14
    6056.41
    6042.20
    6025.07
    6011.94
    6006.33
    6003.69
    5995.18
    5983.93
    5980.46
    5977.84
    5979.02
    5966.71
    5956.92
    5935.95
    5885.53
    5869.06
    5834.79 0.00 5834.79 5834.79 5834.79 5834.79 5834.79 5834.79 5834.79
    5812.91 21.88 5681.60 5703.48 5725.37 5747.25 5769.14 5791.02 5812.91

    5834.79
    5834.79

    5834.79 5834.79 5834.79


    5856.67 5878.56 5900.44

    4 - SAR 5 - SAR

    6 - SAR 7 - SAR

    5834.79 5834.79
    5922.33 5944.21

    5834.79 5834.79
    5966.10 5987.98

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