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  #11 (permalink)  
Old 26-05-2016, 10:39 AM
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Rollover:

We will take difference of both contract around 12:00 PM calm market and with 5 points addition to that will be final rollover shift value that will be reflected in trade sheet.

If after 12 PM market trades thru -e1 ( 7912 ) with May-contract then we will take Secondary long at that instance with June-contract. In trade sheet that Secondary trade will have zero rollover shift value.
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  #12 (permalink)  
Old 27-05-2016, 02:31 AM
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Rollover shift value is accounted as -17 points, to be added in sheet in pnl of current long trade from 7965 level.

Final e5 values that got settled are as below,

+e2 : 8089
+e1 : 8027
e0 : 7965
-e1 : 7903
-e2 : 7841


It is possible to have June contract open above +e2 level tomorrow, hence that will generate new e5 levels.
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  #13 (permalink)  
Old 27-05-2016, 09:27 AM
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With NF opening above previous +e2 level, new set of e5 levels are now effected. Provisional values are as below,

+e2 : 8218
+e1 : 8159
e0 : 8100
-e1 : 8041
-e2 : 7982
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Old 30-05-2016, 12:15 PM
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Final e5 values that got settled on Friday close were as below,

+e2 : 8213
+e1 : 8152
e0 : 8091
-e1 : 8030
-e2 : 7969


As today market opened below +e2 hence above e5 set is valid for today also and will be valid till any day opens beyond +e2 for now.

during this, as guided by other rule secondary long will be taken if market trade thru -e1 level.
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Old 31-05-2016, 09:37 AM
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New e5 levels effected today 31-05-2016 (provisional)

+e2 : 8338
+e1 : 8282
e0 : 8225
-e1 : 8169
-e2 : 8112
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  #16 (permalink)  
Old 31-05-2016, 10:23 AM
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NF trading thru -e1 , in guidance with other rule Secondary long is taken @8169.

This has now two long position,

Base Long Position @7965
Secondary Long Position @8169
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  #17 (permalink)  
Old 31-05-2016, 10:31 PM
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Final e5 values that got settled today, 31-05-2016 are as below,

+e2 : 8335
+e1 : 8280
e0 : 8225
-e1 : 8170
-e2 : 8115
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Old 02-06-2016, 01:50 AM
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There is no change regarding any levels and positions on 01-06-2016.
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  #19 (permalink)  
Old 03-06-2016, 01:34 AM
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There is no change regarding any levels and positions on 02-06-2016.

With today's trading NF is approaching near +e1 ( 8280 ) level. It is possible to open above this, i must clear how this will be handle in case it happens.

As Secondary long ( from -e1 ) is in profit and theoretical exits are ( +e1 or up/down e0 ) hence if market trade thru +e1 then we will exit Secondary long at that price. If market opens above +e1 then protective stop order will be placed on +e1 for rest of day. If it remains above +e1 for whole day and opens below +e1 next day then that open price proxy on next day will be exit of this secondary long.

Base long will be unaffected from all above operation unless -e2 threaten.
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  #20 (permalink)  
Old 04-06-2016, 10:56 PM
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There is no change regarding any levels and positions on 03-06-2016.

But with passage of time, elements deciding basic market structure are changing so, soon there will be change in actions regarding Secondary Positions , and will be treated as per dictation of those elements.
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