Take a look at the attached chart of the VIX. It "seems" to have broken
out.

What does that mean to me? Well, if the VIX is in an uptrend, the
Markets (Nifty/Sensex) will correct. On the other hand, if VIX is in a
downtrend, the markets experience new highs.

I do not know if this is a FALSE breakout. However, all break-outs
usually retest the base of the channel before moving up. If we did see
a break out today, we can expect the VIX to retest the base and then
move up - this could indicate that we may see a few bullish days before
moving DOWN

Alternatively, if the VIX heads back down below the channel we may have
another upmove for a new high.

Keep in mind the dates that I wrote about - 5th and 7th May could be
days when Nifty is at it's lowest. Let's see how this spans out.

For tomorrow - Nifty will retest 5240 / 50 / 60 (try to short at higher
levels - May Series) and hold until the 5th / 7th of May.

We will look to buy stocks around this time frame.

Read more below about VIX:


What is VIX?

India VIX, a volatility index based on the Nifty 50 Options prices,
thus reflecting the market’s expectations of volatility over the near
term.

The India VIX is a simple but useful tool aimed to assist investors in
regulating the overall volatility of the market. The volatility index
is not only used as an indicator of implied volatility of the market
but also provides information on various tradable products, such as
futures and option contracts, on the volatility index worldwide.

Implied volatility as captured by the volatility index refers to the
implied risk associated with the stock markets and not the size of the
price fluctuations. When the market is range bound or has a mild upside
bias, volatility is globally observed to be typically low. On such
days, call option buying (a position taken on the view that market will
move lower) generally outnumbers put options buying (a position taken
on the view that market will move higher), indicating lower risk.

On the other hand, when selling activity increases significantly,
investors rush to buy puts, pushing the price of these options higher.
This increased amount investors are willing to pay for put options
shows up in higher readings on the volatility index. High readings
indicate a higher market place but the volatility index can also be
used as a contrarian indicator, since spikes in the volatility index
are associated with a market fall.

--
Posted By Gautam Bajaj to Equity + Nifty - Positional Strategies at
4/29/2010 12:35:00 AM

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