Date

Open

High

Low

Close

SAR

BD

S1

13-Mar-14

6592.70

6630.00

6551.00

6565.65

6590.50

6511.50

6535.91

14-Mar-14

6550.00

6599.00

6510.00

6583.80

6570.00

6465.50

6493.00

18-Mar-14

6613.00

6647.50

6571.25

6598.85

6578.75

6533.13

6556.69

19-Mar-14

6611.00

6619.00

6582.10

6598.85

6578.75

6563.65

6575.05

20-Mar-14

6578.45

6598.00

6540.20

6551.55

6578.75

6511.30

6529.16

21-Mar-14

6580.25

6585.00

6559.55

6562.60

6578.75

6546.83

6554.69

22-Mar-14

6564.80

6567.00

6556.25

6561.40

6578.75

6550.88

6554.20

24-Mar-14

6588.95

6665.00

6580.85

6655.90

6587.50

6538.78

6564.78

25-Mar-14

6645.00

6668.80

6640.50

6660.90

6589.40

6626.35

6635.09

26-Mar-14

6694.95

6697.00

6645.30

6670.25

6603.50

6619.45

6635.43

28-Mar-14

6708.60

6735.80

6685.20

6728.65

6622.90

6659.90

6675.54

31-Mar-14

6756.15

6765.90

6706.95

6739.65

6637.95

6677.48

6695.69

1-Apr-14

6765.00

6767.65

6705.55

6756.25

6638.83

6674.50

6693.69

2-Apr-14

6773.85

6798.25

6753.55

6790.20

6654.13

6731.20

6745.01

3-Apr-14

6798.75

6799.65

6736.00

6768.45

6654.83

6704.18

6723.84

4-Apr-14

6765.50

6774.90

6731.50

6744.20

6654.83

6709.80

6723.21

7-Apr-14

6752.35

6769.00

6696.85

6736.70

6654.83

6660.78

6683.07

9-Apr-14

6774.25

6847.00

6748.05

6835.50

6678.50

6698.58

6729.15

10-Apr-14

6837.00

6861.25

6810.20

6825.05

6685.63

6784.68

6800.45

11-Apr-14

6794.00

6823.65

6775.00

6803.55

6685.63

6750.68

6765.71

15-Apr-14

6813.05

6827.85

6735.15

6753.95

6685.63

6688.80

6717.44

16-Apr-14

6745.00

6780.00

6688.50

6697.30

6685.63

6642.75

6671.02

17-Apr-14

6715.00

6805.95

6704.05

6799.95

6685.63

6653.10

6684.59

21-Apr-14

6810.00

6849.60

6801.20

6838.15

6685.63

6777.00

6791.96

22-Apr-14

6828.75

6848.95

6817.25

6829.60

6685.63

6801.40

6811.20

6685.63

0.00

0.00

Buy
Above

Position
Indicator

Sell
Below

R1

BO

wma

ema
if Pivot showing red then next day short wi
Opposite is True for Long

6566.09

6590.50

6614.91

6645.09

6669.50

6527.00

6554.50

6582.00

6616.00

6643.50

6585.81

6609.38

6632.94

6662.06

6685.63

6589.15

6600.55

6611.95

6626.05

6637.45

6551.24

6569.10

6586.96

6609.04

6626.90

6578.86

6587.27

6564.41

6572.28

6580.14

6589.86

6597.73

6573.15

6584.93

6558.30

6561.63

6564.95

6569.05

6572.38

6567.24

6578.22

6596.92

6622.93

6648.93

6681.07

6707.08

6594.32

6581.80

6645.91

6654.65

6663.39

6674.21

6682.95

6619.27

6602.86

6655.17

6671.15

6687.13

6706.87

6722.85

6643.20

6633.56

6694.86

6710.50

6726.14

6745.46

6761.10

6678.68

6658.57

6718.21

6736.43

6754.64

6777.16

6795.38

6706.75

6691.10

6717.41

6736.60

6755.79

6779.51

6798.70

6728.48

6715.73

6762.09

6775.90

6789.71

6806.79

6820.60

6754.83

6735.10

6748.16

6767.83

6787.49

6811.81

6831.48

6765.32

6756.32

6739.79

6753.20

6766.61

6783.19

6796.60

6761.17

6759.38

6710.63

6732.93

6755.22

6782.78

6805.08

6753.49

6757.04

6766.95

6797.53

6828.10

6865.90

6896.48

6778.93

6762.77

6819.95

6835.73

6851.50

6871.00

6886.78

6795.61

6787.52

6784.29

6799.33

6814.36

6832.94

6847.98

6802.80

6789.68

6752.86

6781.50

6810.14

6845.56

6874.20

6791.12

6797.47

6705.98

6734.25

6762.52

6797.48

6825.75

6759.90

6779.98

6723.51

6755.00

6786.49

6825.41

6856.90

6765.53

6758.32

6810.44

6825.40

6840.36

6858.84

6873.80

6823.30

6833.10

6842.90

6855.00

6864.80

0.00

0.00

0.00

0.00

0.00

6591.68

howing red then next day short with sl 2 pts above pivot or the best will be high of previous day
is True for Long

No. of
Total
contracts Turnover Daily SAR Contracts

Date

Open

High

Low

Close

26-Feb-14

6280.00

6313.70

6280.00

6309.30

5340

16816.14

28-Feb-14

6317.50

6330.00

6297.80

6325.65

7111

22454.69

12451.00

3-Mar-14

6309.70

6328.80

6266.00

6274.45

8470

26661.26

20921.00

4-Mar-14

6278.35

6375.70

6274.70

6371.05

9880

31337.38

30801.00

5-Mar-14

6383.00

6399.00

6344.40

6389.00

9182

29272.44

39983.00

6-Mar-14

6406.90

6473.00

6395.30

6466.65

13982

45000.88

53965.00

7-Mar-14

6488.70

6599.45

6475.20

6585.45

28813

94338.31

82778.00

10-Mar-14

6561.20

6636.00

6556.70

6606.95

17824

58793.13

100602.00

11-Mar-14

6605.90

6625.40

6565.00

6586.35

10991

36228.70

111593.00

12-Mar-14

6572.55

6617.90

6556.00

6591.00

10802

35576.98

122395.00

13-Mar-14

6592.70

6630.00

6551.00

6565.65

14354

47355.81

136749.00

14-Mar-14

6550.00

6599.00

6510.00

6583.80

19954

65276.98

6542.75

156703.00

18-Mar-14

6613.00

6647.50

6571.25

6594.70

22223

73480.38

6613.00

178926.00

19-Mar-14

6611.00

6619.00

6582.10

6598.85

20810

68680.87

6600.76

199736.00

20-Mar-14

6578.45

6598.00

6540.20

6551.55

19409

63736.14

6567.69

219145.00

21-Mar-14

6580.25

6585.00

6559.55

6562.60

22451

73750.82

6569.94

241596.00

22-Mar-14

6564.80

6567.00

6556.25

6561.40

5126

16816.76

6561.36

246722.00

24-Mar-14

6588.95

6665.00

6580.85

6655.90

91160

302927.69

6646.07

337882.00

25-Mar-14

6645.00

6668.80

6640.50

6660.90

99824

332120.65

6654.12

437706.00

26-Mar-14

6694.95

6697.00

6645.30

6670.25

131980

440704.00

6678.35

569686.00

27-Mar-14

6670.25

6718.60

6660.25

6683.00

225793

755439.80

6691.44

795479.00

28-Mar-14

6708.60

6735.80

6685.20

6728.65

156185

524074.64

6710.95

951664.00

31-Mar-14

6756.15

6765.90

6706.95

6739.65

177279

597291.29

6738.43

1128943.00

1-Apr-14

6765.00

6767.65

6705.55

6756.25

202023

680608.15

6737.93

1330966.00

2-Apr-14

6778.80

6798.25

6753.55

6790.20

150687

510380.04

6774.04

1481653.00

3-Apr-14

6798.75

6799.65

6736.00

6768.45

175467

593317.41

6762.72

1657120.00

4-Apr-14

6765.50

6774.90

6731.50

6744.20

164745

556000.79

6749.84

1821865.00

7-Apr-14

6752.35

6769.00

6696.85

6736.70

207195

696929.64

6727.28

2029060.00

9-Apr-14

6774.25

6847.00

6748.05

6835.50

203291

690267.64

6790.93

2232351.00

10-Apr-14

6837.00

6861.25

6810.20

6825.05

188556

644582.26

6837.04

2420907.00

11-Apr-14

6794.00

6823.65

6775.00

6803.55

177077

601931.35

6798.53

2597984.00

15-Apr-14

6813.05

6827.85

6735.15

6753.95

198293

670059.43

6758.28

2796277.00

16-Apr-14

6745.00

6780.00

6688.50

6697.30

213252

717503.59

6729.16

3009529.00

17-Apr-14

6715.00

6805.95

6704.05

6799.95

247181

835885.41

6763.35

3256710.00

21-Apr-14

6810.00

6849.60

6801.20

6838.15

165701

565326.14

6823.45

3422411.00

22-Apr-14

6828.75

6848.95

6817.25

6829.60

183848

628280.43

6834.78

3606259.00

23-Apr-14

6829.85

6858.90

6824.20

6837.05

251221

859594.35

6843.33

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

#DIV/0!

3857480.00

Total
Turnover

Month
SAR

Long

Short

Diff

6296.85

Long

39270.83

6308.06

6313.90

Long

65932.09

6302.96

6297.40

97269.47

6315.99

6325.20

126541.91

6329.79

6371.70

6347.54

6325.26

22.28

Long

171542.79

6357.56

6434.15

6391.80

6352.47

39.32

Long

265881.10

6423.96

6537.33

6465.16

6397.88

67.28

Long

324674.23

6454.63

6596.35

6528.37

6452.32

76.05

Long

360902.93

6468.20

6595.20

6562.55

6503.51

59.03

Long

396479.91

6478.69

6586.95

6583.92

6526.53

57.39

Long

443835.72

6491.25

6590.50

6583.38

6548.58

34.79

Long

509112.70

6497.80

6554.50

6582.28

6549.06

33.23

Long

582593.08

6512.11

6609.38

6584.93

6570.37

14.56

Long

651273.95

6521.35

6600.55

6589.78

6583.91

5.87

Long

715010.09

6525.45

6569.10

6578.03

6582.09

(4.06)

Short

6627.75

788760.91

6529.59

6572.28

6572.60

6581.48

(8.88)

Short

6580.45

Long
6296.39

Long

805577.67

6530.25

6561.63

6566.96

6575.92

(8.96)

Short

6591.46

1108505.36

6561.49

6622.93

6594.32

6580.26

14.06

Long

6687.00

1440626.01

6582.62

6654.65

6619.27

6601.84

17.43

Long

6691.25

1881330.01

6604.80

6671.15

6643.20

6632.88

10.32

Long

6700.44

2636769.81

6629.39

6689.43

6663.46

6645.34

18.12

Long

6712.83

3160844.45

6642.77

6710.50

6690.91

6666.42

24.49

Long

6758.88

3758135.74

6657.80

6736.43

6710.88

6696.33

14.55

Long

6772.72

4438743.89

6669.96

6736.60

6730.80

6719.22

11.58

Long

6789.26

4949123.93

6680.54

6775.90

6755.68

6739.08

16.60

Long

6821.88

5542441.34

6689.25

6767.83

6765.32

6758.97

6.35

Long

6800.35

6098442.13

6694.72

6753.20

6761.17

6761.15

0.02

Long

6775.27

6795371.77

6698.05

6732.93

6753.49

6758.21

(4.73)

Short

6766.55

7485639.41

6706.51

6797.53

6778.93

6763.56

15.37

Long

6865.94

8130221.67

6716.67

6835.73

6795.61

6788.04

7.57

Long

6855.14

8732153.02

6722.25

6799.33

6802.80

6790.03

12.78

Long

6833.27

9402212.45

6724.81

6781.50

6791.12

6797.70

(6.58)

Short

6785.55

10119716.04

6725.12

6734.25

6759.90

6780.13

(20.23)

Short

6728.88

10955601.45

6728.02

6755.00

6765.53

6758.42

7.11

Long

6832.05

11520927.59

6732.64

6825.40

6786.26

6775.62

10.64

Long

6870.39

12149208.02

6737.85

6833.10

6803.27

6793.33

9.94

Long

6861.16

13008802.37

6744.72

6841.55

6821.02

6805.50

15.52

Long

6868.71

13008802.37

6744.72

13008802.37

6744.72

13008802.37

6744.72

13008802.37

6744.72

13008802.37

6744.72

13008802.37

6744.72

13008802.37

6744.72

sl 6800
Short

6835.50

6835.50

13008802.37

6744.72

13008802.37

6744.72

13008802.37

6744.72

6569.95
6522.65
6531.34
6624.65
6630.55
6640.06
6653.17
6698.42
6706.58
6723.24
6758.52
6736.55

SL hit

6713.13
6706.85
6805.06
6794.96 SL not hit
6773.83
6722.35
6665.72
6767.85
6805.91
6798.04
6805.31

SL hit