The Daily Briefing

EQUITY REPORT
Contract EMINI STOXX DOW DAX FTSE NIFTY CAC 52 WEEK HIGH LOW CHANGE VALUE AREA TR EXT
OPEN 1126.25 2789.00 10582.00 6254.50 5554.50 5855.00 3754.00 EMINI 1216.75 1002.75 1.96 1104.00 1109.00 -5.00 -2.14
HIGH 1129.00 2803.00 10626.00 6282.00 5567.00 5910.50 3767.50 STOXX 3044.00 2333.00 -6.22 1111.14 1101.86
LOW 1118.00 2778.00 10522.00 6232.00 5533.00 5817.00 3727.50 DAX 6391.50 5316.00 4.90 1116.14 1096.86
CLOSE 1127.75 2787.00 10618.00 6251.50 5545.50 5847.00 3737.50 FTSE 5796.50 4757.00 3.43 1118.29 1094.71
PCT CHANGE 0.35 -0.36 0.31 -0.26 -0.21 0.47 -0.49 CAC 4148.00 3185.50 -5.18 1123.29 1089.71
OI 1125297 907376 38614 68632 145256 183013 323555 CORR - 15 MIN EMINI STOXX DAX FTSE CAC NIFTY INDU EUR
CHANGE OI -206792 -292417 -5673 -33186 0 -5649 -155536 EMINI 1.000 0.836 0.825 0.831 0.953 0.725 0.546 0.416
VOLUME 375122 1663773 21611 148947 138399 41998 148200 STOXX 0.836 1.000 0.945 0.878 0.983 0.778 0.490 0.706
OPEN INT CALL 6245805 20028116 200090 3785949 1400498 1477752 316429 DAX 0.825 0.945 1.000 0.755 0.941 0.739 0.553 0.535
VWAP 1130.05 2789.37 10636.27 6255.51 5547.85 5859.00 3743.75 FTSE 0.831 0.878 0.755 1.000 0.875 0.831 0.100 0.624
Moving Average CAC 0.953 0.983 0.941 0.875 1.000 0.785 0.372 0.595
5 1125.60 2796.80 10583.40 6256.30 5550.10 5832.50 3752.40 NIFTY 0.725 0.778 0.739 0.831 0.785 1.000 -0.290 0.695
9 1114.64 2777.78 10502.33 6215.17 5493.10 5718.30 3715.75 INDU 0.546 0.490 0.553 0.100 0.372 -0.290 1.000 -0.472
20 1087.36 2707.05 10302.45 6089.13 5355.28 5592.08 3617.96 EUR 0.416 0.706 0.535 0.624 0.595 0.695 -0.472 1.000
34 1093.10 2729.74 10368.53 6146.25 5493.10 5718.30 3715.75 OTHERS INDEX SECTORS
50 1091.23 2721.44 10339.02 6138.05 5298.47 5494.32 3627.45 SPX ADV 190.00 -37.50 ENERGY 406.09 -0.37
100 1095.65 2671.49 10314.27 6076.40 5221.43 5318.05 3578.65 SPX DCL 303.00 56.99 FINANCIL 197.56 -0.36
200 1113.76 2764.82 10423.19 5988.18 5329.03 5217.81 3724.86 SPX UNC 7.00 133.33 BANKX 128.84 -0.89
UPPER ~2 1146.61 2858.52 10743.94 6354.14 5665.70 5900.79 3839.58 HONG KONG 21691.45 1.09 TECH 394.31 1.28
LOWER~2 1028.12 2555.58 9860.96 5824.11 5044.85 5283.36 3396.33 BRAZIL 67662.99 -0.65 TRANS 292.39 -1.24
PIVOT RUSSEL 647.81 -0.72 UTILITY 157.08 -0.46
R3 1146.92 2839.33 10796.67 6355.17 5616.50 6045.17 3824.17 NIKKEI 9509.50 0.97 HOUSE 363.79 0.03
R2 1135.92 2814.33 10692.67 6305.17 5582.50 5951.67 3784.17 AUS INDEX 4650.00 0.66 PHARMA 332.02 -0.21
R1 1131.83 2800.67 10655.33 6278.33 5564.00 5899.33 3760.83 AUD 0.94 0.43 INDUST 263.84 -0.30
PIVOT 1124.92 2789.33 10588.67 6255.17 5548.50 5858.17 3744.17 EUR 1.31 0.21
S1 1120.83 2775.67 10551.33 6228.33 5530.00 5805.83 3720.83 JPY 85.78 0.02
S2 1113.92 2764.33 10484.67 6205.17 5514.50 5764.67 3704.17 DXY 81.25 -0.15
S3 1102.92 2739.33 10380.67 6155.17 5480.50 5671.17 3664.17 VIX INDEX
CAMARILLA 45
H4 1133.80 2800.75 10675.20 6279.00 5564.20 5898.43 3759.50
40
H3 1130.78 2793.88 10646.60 6265.25 5554.85 5872.71 3748.50
L3 1124.73 2780.13 10589.40 6237.75 5536.15 5821.29 3726.50 35
L4 1121.70 2773.25 10560.80 6224.00 5526.80 5795.58 3715.50 30
TECHNICALS 25
RSI Possible break out indication
20
MACD Slope Positive, bullish indication
16.7.10 21.7.10 26.7.10 31.7.10 5.8.10 10.8.10 15.8.10 20.8.10 25.8.10 30.8.10 4.9.10 9.9.10 14.9.10
SSTO Slope Positive, Flat indication
MOV AVG. Above all short term moving averages and 200 MA also.
 The Daily Briefing
Emini S&P 500 : 240 MIN CHART Emini S&P 500: DAILY CHART

TRADE RECOMMENDATION Emini S&P 500: INTRA DAY VOLUME GRAPH

Equity just did not wish to test a low yesterday even as data did indicate a bit of
bearishness on the economic front. What lay ahead is the fact that we have FOMC
next week and the market would not wish to be within a tight range ahead of the
same. We are looking at the possibility of trend continuation till the 1134.50 price
level above which our target would be the 1140.75 levels. The market could find some
resistance on a test of the trend line at the top if we are to achieve the same today.
The treasury market dropped lower yesterday, the Yen is slightly bearish early today
where as the AUD is back to the highs on early morning trades.

MARKET LEVELS
SUPPORT RESISTANCE
1126.25 1138.75**
1118.75 1140.75****
1115.75* 1144.50**
1111.50** 1147.00
1109.25*** 1150.75
1103.75*** 1155-57.25*****
1099.50 1161.25**
 The Daily Briefing
Eurostoxx: INTRA DAY VOLUME GRAPH CHART EUROSTOXX

TRADE RECOMMENDATION DAILY CHART FTSE

Eurostoxx: Sep'10

We have an upside target in the market of 2836 to 2844 for today, with a bullish trend in equity
back by the S&P500 move we would look achieve the same. The longer term bearish call on the
market is still in place and we look for a valid breach the 2780 level on a closing basis.

FTSE: Sep'10

The market is expected to have a strong open early today as the prices has seen the US market
rally to nea highs. With the crude oil prices managing to hold a crucial support point in the
market.

EUROSTOXX FTSE
MARKET LEVELS MARKET LEVELS
SUPPORT RESISTANCE SUPPORT RESISTANCE
2777*** 2827* 5529.5 5579.5
2768** 2844** 5488 5616.50**
2754 2857*** 5439 5695***
2721* 2873** 5401
2705** 2899**** 5361**
2695** 2908 5353
2671*** 2925 5264*