Week = 5 sessions, Month = 22 sessions ending the latest trading day — the same combined NSE+BSE delivery data as the table below, just summed.
Real exchange delivery-position data (NSE and BSE added together) — the share of traded volume actually delivered rather than squared off intraday. Rolling week = the 5 sessions ending that day; "Rising/Falling delivery" means the day's delivery % is at least 5 points above/below that week's volume-weighted figure. Volumes in thousands of shares.
| Date | Traded vol. ('000) | Delivered vol. ('000) | Delivery % | Price change | Insight | Week avg. vol. ('000) | Week delivery % | Close |
|---|---|---|---|---|---|---|---|---|
| Jan. 5, 2006 | 1,546 | 733 | 47.42 | — | – | — | — | — |
| Jan. 4, 2006 | 288 | 159 | 55.24 | — | – | — | — | — |
| Jan. 3, 2006 | 591 | 244 | 41.22 | — | – | — | — | — |
| Jan. 2, 2006 | 128 | 61 | 48.07 | — | – | — | — | — |
End-of-day only -- intraday timeframes (5/10/15/30 min, hourly) are a Trendlyne feature Tradinity does not build yet; every indicator below is computed off the daily close.
Data unavailable.
