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BREAKING: #Payroll Data : US economy lost 23,000 jobs in July Unemployment rate falls to 4.1% One of the weakest monthly prints since the pandemic. #Nasdaq rallying #Gold rallying September Fed hike odds drop to ~40%

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12th August. No trades day. Not a single trade.

🚨DAILY BIAS GUIDE – SMC EDITION 👀👇 ✅ Price Range = Foundation of Your Bias ✅ Bullish Bias = Price Trading Above Key Range ✅ Bearish Bias = Price Trading Below Key Range ✅ Avoid Trading in Choppy / Indecisive Zones ✅ Use "Hand Rotation" Logic – Shift Bias When Structure Breaks ✅ Natural Hand Woting = Follow the Flow, Not the Noise ✅ Bearish Candle Range = Potential Resistance for Shorts ✅ Bullish Candle Range = Potential Support for Longs ✅ Always Align Your Trades with the Daily Bias First 📌 Tip: If price is inside the range – WAIT. If it breaks & retests – ACT.

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#giftnifty #stockstotrade #option #daytrading NIFTY upwards till 15th August ..

“ India’s Biggest Casino ” India’s biggest casino now opens at 3:15 PM. Not in Goa. Not in Sikkim. At the NSE closing auction where a 0DTE option trader can watch the “settlement value” jump 150 points while the underlying cash basket is not trading continuously. A thread 👇🏻 Today at 3:15 PM, Nifty was at 24,463.45. Its official close: 24,614.90. That is a 151.45-point auction jump on weekly expiry day. Yesterday, Day 1 of CAS, the closing adjustment was roughly 200 points. Fair and robust price discovery, apparently. Here is the new game: 3:15–3:20: cash orders blocked; reference price calculated. 3:20–3:25: market + limit orders collected. 3:25–random close: only limit orders; market orders locked. 3:28–3:30: random close. F&O keeps trading till 3:40. On my terminal, the ATM straddle was near ₹100 at 3:15. In five minutes it went ₹100 → ₹120 → ₹85 → ₹100, even though the cash index was effectively frozen. At 3:20, the indicative auction value began moving and 0DTE derivatives had to chase it. The market then priced possible closes around 24,500, 24,520, 24,545, 24,587 and 24,602. By roughly 3:28–3:29, it stabilised near 24,615. The official Nifty close was 24,614.90. Great opportunity provided you enjoy betting on a moving, non-binding auction indication. Let us call this what it was. Not normal cash-futures arbitrage. Before random close, the indicative price can change as orders enter, change or disappear. The cash basket cannot be continuously traded against it. You are trading settlement jump risk not a locked arbitrage. On expiry, this is far more dangerous. The final Nifty close determines option settlement. So a thin closing auction in heavyweight stocks can transfer large P&L across the expiring options book while traders cannot continuously hedge the underlying basket. Today’s CAS turnover was reportedly ₹1,542.4 crore on NSE versus only ₹9.4 crore on BSE. That is 99.4% of auction activity concentrated on NSE. The two exchanges run separate auctions and can discover different closing prices. What could possibly go wrong? The absurdity: The “actual” Nifty remains based on the last continuous cash prices. The “indicative close” is based on tentative auction prices. But expiring options trade on expectations of the second number. One index. Two displayed realities. Ten minutes to settlement. NSE says CAS promotes transparency and robust price discovery. Yet its own framework allows: • separate NSE/BSE closes • market orders counted in equilibrium • market orders locked after 3:25 • no MOC/LOC order type • a random closing time On weekly expiry. Brilliant. Closing auctions are not the problem. Major markets use them. The mistake is coupling a new, thin cash auction to 0DTE settlement while derivatives remain live and the underlying basket cannot be continuously hedged. That turns price discovery into a lottery. SEBI and NSE should urgently: Pause CAS-based weekly-expiry settlement. Publish real-time index and stock imbalances to everyone. Add deviation collars and auction extensions. Align cash finalisation with derivatives. Until then: 3:15 PM = casino time 😞 @NSEIndia @BSEIndia @SEBI_India Do like & share if you want to stop this casino Comment with your thoughts

How to read a bullish $SPY chart 📝 Here’s a couple tips and tricks to keep you on the right of these awesome trend days. Hope it helps 💚

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THE CAS "GHOST SQUEEZE" DECODE 🦅🔥 The 200-Point Algorithmic Jump, The New SEBI Rules, and The Trap at 24,774. It is not a glitch; it is a structural anomaly caused by the first day of a massive new exchange mechanism. The 200+ point explosion from 24,573 to 24,774 in the final minutes was almost entirely engineered by institutional algorithms exploiting the new rules. Here is exactly what happened with the CAS, how the Casino manipulated it, and what it means for your Tuesday playbook. 🔬 WHAT HAPPENED: THE CLOSING AUCTION SESSION (CAS) EXPLOSION Starting today (August 3, 2026), the exchanges fundamentally changed how the final Nifty closing price is calculated. 1. The Old System (VWAP) Previously, the closing price was a smooth average (VWAP) of all trades in the last 30 minutes (3:00 PM to 3:30 PM). 2. The New System (CAS - Closing Auction Session) Under the new SEBI mandate (Phase 1), F&O stocks (the heavyweights that move Nifty) now stop continuous trading completely at 3:15 PM. Between 3:20 PM and 3:30 PM, they enter a "blind auction" where buy and sell orders are pooled together, but they are not executed immediately. The system then finds a single "equilibrium price" where the maximum number of shares can be matched. This happens randomly between 3:28 PM and 3:30 PM. 3. The 200-Point "Ghost Squeeze" at 3:28 PM Because continuous trading stopped at 3:15 PM, the Nifty index price essentially "froze" on retail screens around 24,573. However, behind the scenes in the dark auction window, massive institutional orders (specifically in IT heavyweights like TCS and Infosys, which rallied over 4% today) were placed to buy at higher prices. When the auction matched those orders randomly at 3:28 PM, the new, much higher "equilibrium prices" for the heavyweight stocks hit the tape all at once. The Nifty index instantaneously recalculated based on those massive block trades, spiking it nearly 200 points to close at 24,774.30. SMC Concept: This was a weaponization of the new liquidity rules. The Operator used the opacity of the CAS auction block to engineer a massive gap-up after retail traders were locked out of continuous F&O trading. 🚨 IMPACT ON TOMORROW's TAPE (TUESDAY, AUG 4) This artificial 200-point jump completely alters our structural map. We are no longer dealing with the 24,515 - 24,609 distribution range we saw during regular hours. Here is what this means for tomorrow: 1. A Massive Artificial Void The jump from 24,573 to 24,774 occurred with zero continuous price action. There are no 5-minute candles, no FVGs, and no intraday structure between 24,573 and 24,774. It is a complete structural void. This means the market is highly unstable at 24,774. 2. The Intraday "Ghost Gap" For all intents and purposes, Tuesday will open as if it is gapping up over 200 points from the actual traded price of 24,573, even if it opens flat at 24,774. 🗺️ REVISED TUESDAY PLAYBOOKS (THE CAS HANGOVER) Because the final price was discovered via an auction rather than continuous trading, the 24,774 level is an institutional peg, not a naturally discovered price. 🔴 PLAYBOOK A: THE AUCTION EXHAUSTION FADE (High Probability) The Logic: The 200-point jump was an engineered, low-liquidity institutional markup to close out books on the first day of the new rules. It is not supported by underlying retail or continuous buying. The Setup: The tape opens near 24,774. It immediately struggles to hold the auction highs, as traders who were trapped in longs during the day rush to take their massive, unexpected profits. The Trigger: A clean break below 24,740 in the first 15 minutes, with strong red volume (Bearish CHoCH). The Action: Execute a Short (PE) scalp. The Target: A violent slide back down into the void, targeting the real traded high of the day at 24,609, and eventually the pre-auction price of 24,573. 🟢 PLAYBOOK B: THE INSTITUTIONAL DEFENSE The Logic: The massive block buys in the auction were genuine institutional accumulation (particularly in IT stocks). They will aggressively defend the 24,700 level to prevent the price from slipping back into the 24,500 range. The Setup: The market dips at the open but finds an immediate concrete floor at 24,700 (a psychological level). The Trigger: Price sweeps slightly below 24,700 (e.g., 24,685) but instantly reclaims it with a Bullish Pin Bar, trapping early short sellers who expect the gap to fill. The Action: Execute a Long (CE) position upon the reclaim of 24,700. The Target: An expansion toward the 24,800 macro resistance. The Sniper's Pledge: The CAS rules have given the Operator a new weapon to hide their tracks at the close. Do not trust the 24,774 closing print as organic support. It is a ghost print. Wait for the first 15 minutes tomorrow to see if they immediately distribute from that high, or if they genuinely defend it. Watch 24,700—if it breaks, the floor falls out completely. 🦅🛡️📉

What the hell is happening to the Indian stock market? Dear @SEBI_India & @NSEIndia @BSEIndia How many times do you expect traders to rebuild their entire business? > December 2020 – 50% leverage removed > March 2021 – 75% leverage removed >September 2021 – 100% leverage removed We adapted. Yes, leverage is a double-edged sword. But thousands of genuine traders with smaller capital were affected. Still, we adapted. > September 2023 – Bank Nifty expiry was shifted from Thursday to Wednesday, while BSE launched Sensex weekly expiry on Friday. Suddenly, we had expiries almost every trading day. Many traders, especially algo and 0-DTE traders, redesigned their entire systems. We adapted. > November 2024 – Weekly expiries of FinNifty, Bank Nifty and other indices were removed. Only Nifty and Sensex weekly expiries remained. Again, thousands of traders had to change their strategies. We adapted. > February 2025 – Expiry-day margin benefit was removed. STBT traders were hit badly. We adapted. > 1st September 2025 – Nifty expiry shifted from Thursday to Tuesday. Again... We adapted. > Jane Street reportedly made billions of dollars from Indian markets over the years. Later, regulatory action was taken, and subsequently trading restrictions were lifted after payment of regulatory dues/settlement. How exactly did all of this benefit Indian retailers? Meanwhile... - Option STT has increased massively over the last few years. - Bid-ask spreads have widened. - Slippage has increased. - Global volatility has increased. - Transaction costs keep rising. We adapted to everything. And now... Closing Auction Session (CAS). Seriously? Every few months there's another structural change. Every few months traders are forced to rebuild their systems. Every few months liquidity takes another hit. You say these changes are for retail investor protection. Then please show us the data. Can you show even one report proving that retail trading losses have actually reduced because of all these interventions? If not, then what exactly are these constant changes achieving? Instead of making markets more efficient, you're making trading more expensive, more complicated, and pushing serious traders towards crypto and international markets. As a full-time trader, my inner soul genuinely cries today seeing the direction our markets are heading. We survived leverage removal. We survived daily expiries. We survived removal of daily expiries. We survived expiry changes. We survived removal of expiry margin benefits. We survived higher STT. We survived wider spreads and slippage. Now we are expected to survive CAS as well? Enough is enough. I request SEBI and the exchanges to reconsider this rule. Before implementing such major structural changes, consult the trading community. There should be proper communication, public discussion, and representation from active traders. I also request every trader to raise their voice through the proper channels. If you genuinely believe these changes are hurting market participants, please send your feedback or complaint to SEBI through its official grievance mechanism. And if anyone from the industry has a direct channel to the exchanges or regulators, please help convey the concerns of the trading community. Please Retweet this so our voice reaches the right people. Enough of silent adaptation. It's time the trading community is heard. @AnilSinghvi_ @_anujsinghal @SarangSood @PRAFULKULKARN18 @adigitalblogger @iarjuntandon @JayneshKasliwal @sunilgurjar01 @piyushchaudhry @SantoshPasi @RakeshPujara1 @TanmayKurtkoti @justnottamomma @AshishGupta325

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retail has 10,000 indicators and still loses 80% of the time quants have one number they pull every morning before touching anything else it's called options skew - the gap between how much downside protection costs versus upside exposure on any liquid name CBOE publishes it free, every 15 minutes, on every major ticker since 2004 when put vol runs 8+ points above call vol on SPY, institutional desks are paying premium to hedge hard - that's not noise, that's where money thinks risk actually is backtested 2009 to 2024: when skew spikes 1.5 sigma above its 90-day baseline, SPY underperforms next 15 sessions 68% of the time not predicting direction - reading where billion-dollar desks are quietly paying to protect themselves size with kelly at 68% edge, enter short, exit in three weeks retail spent years memorizing moving average crossovers quants spent the same years reading a free number nobody told them existed same market. completely different question bookmark this data was public the whole time, you just didn't know to look for it

Livsun @L1vsun

a week ago

In this article, you will understand what is really happening to you and why. This article will help you improve your mental skills for trading. x.com/i/article/2083…

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THIS IS THE FINAL LEG DOWN. Bitcoin's cycle has never broken in a decade. 1,064 days up. 365 days down. Same cycle, every time. $BTC

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👑 #stocks #intraday #stockstotrade #stockstowatch #nifty #reliance #options 🩵 Repost for more