Quantitative Index Futures Analytics

August 9, 2007

Index futures update

Filed under: Index Futures — Quant Trader @ 3:38 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-U 1504.50 1456.50 1458.00 -46.00 48.00 -3.16 3.29 94 -1
Support and Resistance Levels
S1 1449.75 S2 1441.50 S3 1433.25 S4 1425.00 S2 Prob 46.0 S4 Prob 22.2
R1 1473.75 R2 1489.50 R3 1505.25 R4 1521.00 R2 Prob 47.3 R4 Prob 16.3
Prj Lo 1450.51 Prob % 53.1 Prj Hi 1465.09 Prob % 61.1
5D EMA 1474.71 20D EMA 1493.92
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1445.50 Sell Prob% 48.6 Prob % Valid 57.8

MBI 94 DIF -1
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-U 2002.25 1942.50 1945.50 -53.75 59.75 -2.76 3.07 95 -3
Support and Resistance Levels
S1 1935.04 S2 1924.58 S3 1914.13 S4 1903.67 S2 Prob 45.6 S4 Prob 19.1
R1 1964.92 R2 1984.33 R3 2003.75 R4 2023.17 R2 Prob 46.3 R4 Prob 22.8
Prj Lo 1927.31 Prob % 36.8 Prj Hi 1960.35 Prob % 37.5
5D EMA 1967.26 20D EMA 1983.68
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1959.50 Buy Prob% 54.3 Prob % Valid Buy 40.9

MBI 95 DIF -3


Technorati :

August 8, 2007

Index Futures for Thursday

Filed under: Index Futures — Quant Trader @ 4:15 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1510.50    1480.50    1504.00   21.50   30.00   1.43  1.99 102    8
Support and Resistance  Levels
S1   1495.08 S2  1486.17 S3  1477.25 S4  1468.33 S2 Prob   45.8  S4 Prob  21.8
R1   1510.08 R2  1516.17 R3  1522.25 R4  1528.33 R2 Prob   47.5  R4 Prob  16.4
Prj Lo   1496.49   Prob %  52.9  Prj Hi  1511.01  Prob %   61.3
5D EMA   1483.06     20D EMA   1497.70
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1454.50 Sell Prob% 48.6   Prob % Valid 57.8

MBI      102   DIF       8
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   2007.00    1871.00    1999.25   25.25   %136.00 1.26  6.80 103    3
Support and Resistance  Levels
S1   1955.21 S2  1911.17 S3  1867.13 S4  1823.08 S2 Prob   45.9  S4 Prob  19.3
R1   2023.21 R2  2047.17 R3  2071.13 R4  2095.08 R2 Prob   46.7  R4 Prob  23.0
Prj Lo   1980.96   Prob %  36.3  Prj Hi  2013.82  Prob %   37.8
5D EMA   1978.14     20D EMA   1987.69
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1987.75 Sell Prob% 45.0   Prob % Valid 44.4

MBI      103   DIF       3

August 7, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 3:49 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-U 1494.75 1460.75 1482.50 14.75 34.00 0.99 2.29 95 5
Support and Resistance Levels
S1 1473.21 S2 1463.92 S3 1454.63 S4 1445.33 S2 Prob 46.0 S4 Prob 21.9
R1 1490.21 R2 1497.92 R3 1505.63 R4 1513.33 R2 Prob 47.3 R4 Prob 16.5
Prj Lo 1475.03 Prob % 53.2 Prj Hi 1489.51 Prob % 61.2
5D EMA 1472.59 20D EMA 1497.04
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1453.00 Sell Prob% 48.6 Prob % Valid 57.8

MBI 95 DIF 5
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-U 1989.00 1942.50 1974.00 11.50 46.50 0.58 2.36 97 0
Support and Resistance Levels
S1 1961.00 S2 1948.00 S3 1935.00 S4 1922.00 S2 Prob 45.5 S4 Prob 18.7
R1 1984.25 R2 1994.50 R3 2004.75 R4 2015.00 R2 Prob 46.3 R4 Prob 23.1
Prj Lo 1956.45 Prob % 35.8 Prj Hi 1988.62 Prob % 37.3
5D EMA 1967.59 20D EMA 1986.48
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1963.00 Sell Prob% 44.3 Prob % Valid 45.7

MBI 97 DIF 0


Technorati :

August 6, 2007

Index futures update for Tuesday

Filed under: Index Futures — Quant Trader @ 3:45 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-U 1473.50 1432.25 1467.75 24.50 41.25 1.67 2.81 89 2
Support and Resistance Levels
S1 1454.96 S2 1442.17 S3 1429.38 S4 1416.58 S2 Prob 46.2 S4 Prob 22.0
R1 1475.58 R2 1483.42 R3 1491.25 R4 1499.08 R2 Prob 47.0 R4 Prob 16.5
Prj Lo 1460.31 Prob % 53.4 Prj Hi 1474.75 Prob % 61.0
5D EMA 1467.63 20D EMA 1498.57
Prj MBI/DIF OB/OS IT OS 1457.25

Projected DIF Reversal Price 1457.25 Sell Prob% 48.6 Prob % Valid 57.8

MBI 89 DIF 2
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-U 1935.50 1924.00 1962.50 22.00 11.50 1.12 0.59 97 0
Support and Resistance Levels
S1 1954.17 S2 1945.83 S3 1937.50 S4 1929.17 S2 Prob 45.1 S4 Prob 18.8
R1 1959.92 R2 1957.33 R3 1954.75 R4 1952.17 R2 Prob 45.9 R4 Prob 22.6
Prj Lo 1945.04 Prob % 35.3 Prj Hi 1976.88 Prob % 36.8
5D EMA 1964.38 20D EMA 1987.79
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1950.50 Sell Prob% 43.6 Prob % Valid 47.1

MBI 97 DIF 0

August 3, 2007

Important notice:

Filed under: Forex Comments — Quant Trader @ 5:32 pm

Beginning Monday, August 13th, this report will be shifted to a new location.

Please begin using the link and bookmark it, as from Friday, August 17th, I will no longer be posting here, only at the new location.

Please go to http://indexwatcher.blogspot.com/

Index Futures for Monday

Filed under: Index Futures — Quant Trader @ 3:41 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1484.25    1436.25    1443.25  -38.50   48.00  -2.67  3.33  83   -3
Support and Resistance  Levels
S1   1434.08 S2  1424.92 S3  1415.75 S4  1406.58 S2 Prob   46.4  S4 Prob  22.1
R1   1458.08 R2  1472.92 R3  1487.75 R4  1502.58 R2 Prob   46.8  R4 Prob  16.6
Prj Lo   1435.86   Prob %  53.2  Prj Hi  1450.25  Prob %   60.9
5D EMA   1467.57     20D EMA   1501.81
Prj MBI/DIF OB/OS  IT OS       1443.25

Projected DIF Reversal Price   1453.25 Buy Prob%  51.2   Prob % Valid Buy 55.1

MBI       83   DIF      -3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1981.50    1928.50    1940.50  -39.50   53.00  -2.04  2.73  91   -5
Support and Resistance  Levels
S1   1929.67 S2  1918.83 S3  1908.00 S4  1897.17 S2 Prob   45.5  S4 Prob  18.9
R1   1956.17 R2  1971.83 R3  1987.50 R4  2003.17 R2 Prob   46.2  R4 Prob  22.7
Prj Lo   1923.18   Prob %  35.6  Prj Hi  1955.16  Prob %   37.1
5D EMA   1965.32     20D EMA   1990.45
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1952.50 Buy Prob%  55.8   Prob % Valid Buy 39.5

MBI       91   DIF      -5

August 2, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 3:41 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1483.00    1464.50    1481.75   11.75   18.50   0.79  1.25  90    3
Support and Resistance  Levels
S1   1475.79 S2  1469.83 S3  1463.88 S4  1457.92 S2 Prob   46.4  S4 Prob  21.9
R1   1485.04 R2  1488.33 R3  1491.63 R4  1494.92 R2 Prob   46.4  R4 Prob  16.3
Prj Lo   1474.36   Prob %  53.2  Prj Hi  1488.68  Prob %   60.5
5D EMA   1479.73     20D EMA   1507.97
Prj MBI/DIF OB/OS  IT OS       1473.75

Projected DIF Reversal Price   1473.75 Sell Prob% 48.8   Prob % Valid 57.4

MBI       90   DIF       3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1982.00    1951.50    1980.00   19.50   30.50   0.98  1.54  99    1
Support and Resistance  Levels
S1   1970.17 S2  1960.33 S3  1950.50 S4  1940.67 S2 Prob   45.4  S4 Prob  18.5
R1   1985.42 R2  1990.83 R3  1996.25 R4  2001.67 R2 Prob   46.2  R4 Prob  23.1
Prj Lo   1962.65   Prob %  35.4  Prj Hi  1994.48  Prob %   36.9
5D EMA   1977.73     20D EMA   1995.70
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1969.50 Sell Prob% 44.0   Prob % Valid 45.5

MBI       99   DIF       1

August 1, 2007

Index Futures for Thursday

Filed under: Index Futures — Quant Trader @ 3:35 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1475.00    1442.25    1470.00    7.00   32.75   0.48  2.23  83   -2
Support and Resistance  Levels
S1   1459.92 S2  1449.83 S3  1439.75 S4  1429.67 S2 Prob   46.4  S4 Prob  21.9
R1   1476.29 R2  1482.58 R3  1488.88 R4  1495.17 R2 Prob   46.4  R4 Prob  16.3
Prj Lo   1462.63   Prob %  53.2  Prj Hi  1476.94  Prob %   60.5
5D EMA   1478.73     20D EMA   1510.73
Prj MBI/DIF OB/OS  IT OS       1470.00

Projected DIF Reversal Price   1470.50 Buy Prob%  51.2   Prob % Valid Buy 54.7

MBI       83   DIF      -2
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1963.50    1923.75    1960.50    8.75   39.75   0.45  2.03  92   -5
Support and Resistance  Levels
S1   1947.75 S2  1935.00 S3  1922.25 S4  1909.50 S2 Prob   45.4  S4 Prob  18.5
R1   1967.63 R2  1974.75 R3  1981.88 R4  1989.00 R2 Prob   46.2  R4 Prob  23.1
Prj Lo   1943.22   Prob %  35.4  Prj Hi  1975.07  Prob %   36.9
5D EMA   1976.59     20D EMA   1997.36
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1971.00 Buy Prob%  56.0   Prob % Valid Buy 38.1

MBI       92   DIF      -5

July 31, 2007

Index Futures for Wednesday

Filed under: Index Futures — Quant Trader @ 3:34 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1495.75    1456.25    1463.00  -17.75   39.50  -1.21  2.70  81   -5
Support and Resistance  Levels
S1   1455.29 S2  1447.58 S3  1439.88 S4  1432.17 S2 Prob   46.1  S4 Prob  22.0
R1   1475.04 R2  1487.08 R3  1499.13 R4  1511.17 R2 Prob   46.6  R4 Prob  16.4
Prj Lo   1455.68   Prob %  53.0  Prj Hi  1469.94  Prob %   60.3
5D EMA   1483.09     20D EMA   1515.02
Prj MBI/DIF OB/OS  IT OS       1463.00

Projected DIF Reversal Price   1472.50 Buy Prob%  51.0   Prob % Valid Buy 55.2

MBI       81   DIF      -5
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   2011.50    1942.25    1951.75  -41.50   69.25  -2.13  3.55  90   -9
Support and Resistance  Levels
S1   1938.63 S2  1925.50 S3  1912.38 S4  1899.25 S2 Prob   45.0  S4 Prob  18.6
R1   1973.25 R2  1994.75 R3  2016.25 R4  2037.75 R2 Prob   46.5  R4 Prob  23.3
Prj Lo   1934.61   Prob %  34.9  Prj Hi  1966.40  Prob %   37.2
5D EMA   1984.64     20D EMA   2001.24
Prj MBI/DIF OB/OS  ST OS       1939.75

Projected DIF Reversal Price   1987.25 Buy Prob%  56.0   Prob % Valid Buy 38.1

MBI       90   DIF      -9

July 30, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 3:40 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1484.75    1455.00    1480.75   22.75   29.75   1.54  2.01  85   -3
Support and Resistance  Levels
S1   1471.50 S2  1462.25 S3  1453.00 S4  1443.75 S2 Prob   45.9  S4 Prob  22.1
R1   1486.38 R2  1492.00 R3  1497.63 R4  1503.25 R2 Prob   46.3  R4 Prob  16.5
Prj Lo   1473.43   Prob %  52.8  Prj Hi  1487.64  Prob %   60.2
5D EMA   1493.14     20D EMA   1520.49
Prj MBI/DIF OB/OS  IT OS       1471.25

Projected DIF Reversal Price   1490.25 Buy Prob%  50.7   Prob % Valid Buy 55.8

MBI       85   DIF      -3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1966.25    1957.25    1993.25   29.75    9.00   1.49  0.45  98   -4
Support and Resistance  Levels
S1   1985.75 S2  1978.25 S3  1970.75 S4  1963.25 S2 Prob   44.5  S4 Prob  18.0
R1   1990.25 R2  1987.25 R3  1984.25 R4  1981.25 R2 Prob   46.1  R4 Prob  22.7
Prj Lo   1976.06   Prob %  34.4  Prj Hi  2007.58  Prob %   36.7
5D EMA   2001.09     20D EMA   2006.44
Prj MBI/DIF OB/OS  ST OS       1983.25

Projected DIF Reversal Price   2003.25 Buy Prob%  55.4   Prob % Valid Buy 39.0

MBI       98   DIF      -4

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