Nifty First Day of Expiry Data Analysis

How do the first two trading days of a new expiry series set up the entire month? Let's examine the critical initial momentum that often defines the monthly trend.

  • Series Opening Momentum: Does a strong start in the first two days typically lead to a bullish monthly trend?
  • Support/Resistance Formation: How often do the first two days establish key levels that hold through the entire series?
  • Correlation with Previous Expiry: Does the direction of the first two days often reverse or continue the previous expiry's trend?
  • Monthly Trend Prediction Accuracy: What's the success rate of using first two days' close to predict monthly expiry direction?
  • Historical Seasonal Patterns: Are certain months more predictable from their initial two-day performance?

The Change, High, Low and Range Values are in %


Positive Negative Neutral Total
0 0 0 0
0% 0% 0% 100%
Max Gain Max Loss Win Streak Loss Streak
- - - -
Avg Win
(Win Months) 		Avg Loss
(Loss Months) 		Total Win % Total Loss %
0% 0% 0% 0%
Max Drawdown Recovery
Months
0% -
Max Gain
(Intramonth High)		 Max Loss
(Intramonth Low)		 Max Drawdown
(Intramonth)
0% 0% 0%
Range Close % Intra-month High %
1 – 2% 0 0
2 – 3% 0 0
3 – 4% 0 0
4 – 5% 0 0
5 – 6% 0 0
6 – 7% 0 0
7 – 8% 0 0
8 – 9% 0 0
9 – 10% 0 0
> 10% 0 0
Range Close % Intra-month Low %
-1 to -2% 0 0
-2 to -3% 0 0
-3 to -4% 0 0
-4 to -5% 0 0
-5 to -6% 0 0
-6 to -7% 0 0
-7 to -8% 0 0
-8 to -9% 0 0
-9 to -10% 0 0
< -10% 0 0
Open Expiry Days Prev Close Open High Low Close Change % High % Low % Range%

Calculators

PIVOT POINT CALC
POSITION SIZE CALC
CAGR CALC
TARGET CALC

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