Quantitative Index Futures Analytics

February 27, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 4:44 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1452.00    1389.00    1395.25  -57.25   63.00  -4.10  4.52  93  -12
Support and Resistance  Levels
S1   1383.71 S2  1446.92 S3  1360.63 S4  1441.33 S2 Prob   47.7  S4 Prob  17.8
R1   1415.21 R2  1458.92 R3  1455.13 R4  1465.33 R2 Prob   52.3  R4 Prob  19.6
Prj Lo   1388.89   Prob %  34.6  Prj Hi  1400.11  Prob %   55.1
5D EMA   1435.45     20D EMA   1445.51
Prj MBI/DIF OB/OS  ST OS       1450.50

Projected DIF Reversal Price   1475.08 Buy Prob%  49.3   Prob % Valid Buy 56.6

MBI       93   DIF     -12

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1859.50    1767.25    1771.50  -66.25   92.25  -3.74  5.21  96  -13
Support and Resistance  Levels
S1   1755.42 S2  1822.67 S3  1723.25 S4  1807.58 S2 Prob   43.5  S4 Prob  22.2
R1   1801.54 R2  1854.17 R3  1861.63 R4  1870.58 R2 Prob   53.7  R4 Prob  24.1
Prj Lo   1759.54   Prob %  39.8  Prj Hi  1781.74  Prob %   64.8
5D EMA   1817.20     20D EMA   1818.03
Prj MBI/DIF OB/OS  ST OS       1832.75

Projected DIF Reversal Price   1891.67 Buy Prob%  42.6   Prob % Valid Buy 58.6

MBI       96   DIF     -13

February 26, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 4:34 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1459.75    1447.75    1452.50   -1.25   12.00  -0.09  0.83 105   -5
Support and Resistance  Levels
S1   1449.71 S2  1446.92 S3  1444.13 S4  1441.33 S2 Prob   47.7  S4 Prob  17.8
R1   1455.71 R2  1458.92 R3  1462.13 R4  1465.33 R2 Prob   52.3  R4 Prob  19.6
Prj Lo   1446.14   Prob %  34.6  Prj Hi  1456.88  Prob %   55.1
5D EMA   1455.56     20D EMA   1450.80
Prj MBI/DIF OB/OS  ST OS       1450.50

Projected DIF Reversal Price   1454.50 Buy Prob%  49.3   Prob % Valid Buy 56.6

MBI      105   DIF      -5

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1855.50    1824.00    1837.75   -7.25   31.50  -0.39  1.71 108   -8
Support and Resistance  Levels
S1   1830.21 S2  1822.67 S3  1815.13 S4  1807.58 S2 Prob   43.5  S4 Prob  22.2
R1   1845.96 R2  1854.17 R3  1862.38 R4  1870.58 R2 Prob   53.7  R4 Prob  24.1
Prj Lo   1825.72   Prob %  39.8  Prj Hi  1847.27  Prob %   64.8
5D EMA   1840.05     20D EMA   1822.92
Prj MBI/DIF OB/OS  ST OS       1832.75

Projected DIF Reversal Price   1852.25 Buy Prob%  42.6   Prob % Valid Buy 58.6

MBI      108   DIF      -8

February 23, 2007

Index Futures for Monday

Filed under: Index Futures — Quant Trader @ 4:35 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1459.25    1450.50    1453.75   -5.50    8.75  -0.38  0.60 105   -8
Support and Resistance  Levels
S1   1451.75 S2  1449.75 S3  1447.75 S4  1445.75 S2 Prob   47.2  S4 Prob  17.9
R1   1456.13 R2  1458.50 R3  1460.88 R4  1463.25 R2 Prob   51.9  R4 Prob  19.8
Prj Lo   1447.37   Prob %  34.9  Prj Hi  1458.10  Prob %   54.7
5D EMA   1457.10     20D EMA   1450.62
Prj MBI/DIF OB/OS  ST OS       1451.75

Projected DIF Reversal Price   1459.75 Buy Prob%  49.1   Prob % Valid Buy 57.1

MBI      105   DIF      -8

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1856.75    1837.25    1845.00   -9.25   19.50  -0.50  1.06 117   -2
Support and Resistance  Levels
S1   1840.46 S2  1835.92 S3  1831.38 S4  1826.83 S2 Prob   43.0  S4 Prob  21.5
R1   1850.21 R2  1855.42 R3  1860.63 R4  1865.83 R2 Prob   53.3  R4 Prob  24.3
Prj Lo   1832.99   Prob %  39.3  Prj Hi  1854.45  Prob %   64.5
5D EMA   1841.20     20D EMA   1821.36
Prj MBI/DIF OB/OS  IT OB       1850.45

Projected DIF Reversal Price   1850.00 Buy Prob%  41.8   Prob % Valid Buy 60.7

MBI      117   DIF      -2

February 22, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 4:38 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1464.75    1452.75    1459.25   -1.25   12.00  -0.09  0.82 114   -2
Support and Resistance  Levels
S1   1456.17 S2  1453.08 S3  1450.00 S4  1446.92 S2 Prob   46.7  S4 Prob  18.1
R1   1462.17 R2  1465.08 R3  1468.00 R4  1470.92 R2 Prob   52.4  R4 Prob  20.0
Prj Lo   1452.84   Prob %  34.3  Prj Hi  1463.59  Prob %   55.2
5D EMA   1458.77     20D EMA   1450.29
Prj MBI/DIF OB/OS  IT OB       1460.89

Projected DIF Reversal Price   1461.25 Buy Prob%  49.1   Prob % Valid Buy 57.1

MBI      114   DIF      -2

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1857.50    1837.50    1854.25    9.75   20.00   0.53  1.08 127    7
Support and Resistance  Levels
S1   1848.13 S2  1842.00 S3  1835.88 S4  1829.75 S2 Prob   42.5  S4 Prob  21.7
R1   1858.13 R2  1862.00 R3  1865.88 R4  1869.75 R2 Prob   53.8  R4 Prob  24.5
Prj Lo   1842.20   Prob %  38.7  Prj Hi  1863.68  Prob %   65.1
5D EMA   1839.30     20D EMA   1818.88
Prj MBI/DIF OB/OS  IT OB       1854.25

Projected DIF Reversal Price   1848.75 Sell Prob% 57.6   Prob % Valid 36.8

MBI      127   DIF       7

February 21, 2007

Index Futures for Thurs.

Filed under: Index Futures — Quant Trader @ 4:54 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1463.00    1454.25    1460.50   -1.25    8.75  -0.09  0.60 116    0
Support and Resistance  Levels
S1   1458.00 S2  1455.50 S3  1453.00 S4  1450.50 S2 Prob   46.2  S4 Prob  18.3
R1   1462.38 R2  1464.25 R3  1466.13 R4  1468.00 R2 Prob   51.9  R4 Prob  20.2
Prj Lo   1454.09   Prob %  33.7  Prj Hi  1464.83  Prob %   55.8
5D EMA   1458.53     20D EMA   1449.34
Prj MBI/DIF OB/OS  IT OB       1462.69

Projected DIF Reversal Price   1460.00 Sell Prob% 50.7   Prob % Valid 53.0

MBI      116   DIF       0

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1845.00    1828.75    1844.50    5.75   16.25   0.31  0.88 123    7
Support and Resistance  Levels
S1   1839.17 S2  1833.83 S3  1828.50 S4  1823.17 S2 Prob   42.9  S4 Prob  21.9
R1   1847.29 R2  1850.08 R3  1852.88 R4  1855.67 R2 Prob   53.3  R4 Prob  23.8
Prj Lo   1832.49   Prob %  39.0  Prj Hi  1853.98  Prob %   64.8
5D EMA   1831.83     20D EMA   1815.15
Prj MBI/DIF OB/OS  IT OB       1849.95

Projected DIF Reversal Price   1839.00 Sell Prob% 56.9   Prob % Valid 37.8

MBI      123   DIF       7

February 20, 2007

Index Futures for Weds.

Filed under: Index Futures — Quant Trader @ 4:36 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1464.00    1452.25    1461.75    2.75   11.75   0.19  0.80 118    3
Support and Resistance  Levels
S1   1458.21 S2  1454.67 S3  1451.13 S4  1447.58 S2 Prob   45.6  S4 Prob  18.4
R1   1464.08 R2  1466.42 R3  1468.75 R4  1471.08 R2 Prob   52.4  R4 Prob  20.4
Prj Lo   1455.34   Prob %  33.0  Prj Hi  1466.10  Prob %   56.3
5D EMA   1457.54     20D EMA   1448.17
Prj MBI/DIF OB/OS  IT OB       1463.94

Projected DIF Reversal Price   1459.25 Sell Prob% 50.4   Prob % Valid 53.5

MBI      118   DIF       3

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1842.25    1813.75    1838.75   11.50   28.50   0.63  1.55 118    6
Support and Resistance  Levels
S1   1829.83 S2  1820.92 S3  1812.00 S4  1803.08 S2 Prob   43.3  S4 Prob  22.1
R1   1844.08 R2  1849.42 R3  1854.75 R4  1860.08 R2 Prob   53.8  R4 Prob  24.0
Prj Lo   1826.78   Prob %  39.4  Prj Hi  1848.32  Prob %   65.4
5D EMA   1825.49     20D EMA   1812.07
Prj MBI/DIF OB/OS  IT OB       1844.74

Projected DIF Reversal Price   1832.75 Sell Prob% 56.3   Prob % Valid 38.9

MBI      118   DIF       6

February 16, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 4:48 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1459.75    1454.40    1459.00   -0.50    5.35  -0.03  0.37 112   -2
Support and Resistance  Levels
S1   1457.34 S2  1455.68 S3  1454.03 S4  1452.37 S2 Prob   45.1  S4 Prob  17.6
R1   1460.02 R2  1461.03 R3  1462.05 R4  1463.07 R2 Prob   52.0  R4 Prob  19.6
Prj Lo   1452.62   Prob %  32.4  Prj Hi  1463.37  Prob %   55.9
5D EMA   1455.44     20D EMA   1446.74
Prj MBI/DIF OB/OS  IT OB       1466.08

Projected DIF Reversal Price   1458.50 Sell Prob% 50.2   Prob % Valid 54.0

MBI      112   DIF      -2

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1830.75    1819.75    1827.25   -3.75   11.00  -0.21  0.60 113    5
Support and Resistance  Levels
S1   1824.17 S2  1821.08 S3  1818.00 S4  1814.92 S2 Prob   42.7  S4 Prob  21.4
R1   1829.67 R2  1832.08 R3  1834.50 R4  1836.92 R2 Prob   53.4  R4 Prob  23.3
Prj Lo   1815.40   Prob %  38.8  Prj Hi  1836.88  Prob %   65.0
5D EMA   1818.86     20D EMA   1809.26
Prj MBI/DIF OB/OS  IT OB       1844.12

Projected DIF Reversal Price   1821.25 Sell Prob% 55.6   Prob % Valid 40.0

MBI      113   DIF       5

February 15, 2007

Index Futures for Friday

Filed under: Forex Comments — Quant Trader @ 4:35 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1461.75    1456.25    1459.50    1.00    5.50   0.07  0.38 114    0
Support and Resistance  Levels
S1   1458.04 S2  1456.58 S3  1455.13 S4  1453.67 S2 Prob   44.6  S4 Prob  17.8
R1   1460.79 R2  1462.08 R3  1463.38 R4  1464.67 R2 Prob   52.5  R4 Prob  19.8
Prj Lo   1453.11   Prob %  32.7  Prj Hi  1463.90  Prob %   56.4
5D EMA   1453.65     20D EMA   1445.45
Prj MBI/DIF OB/OS  IT OB       1462.77

Projected DIF Reversal Price   1459.00 Sell Prob% 50.0   Prob % Valid 53.6

MBI      114   DIF       0

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1832.00    1818.25    1831.00    8.25   13.75   0.45  0.75 113    8
Support and Resistance  Levels
S1   1826.58 S2  1822.17 S3  1817.75 S4  1813.33 S2 Prob   42.2  S4 Prob  21.6
R1   1833.46 R2  1835.92 R3  1838.38 R4  1840.83 R2 Prob   53.9  R4 Prob  23.5
Prj Lo   1819.11   Prob %  39.2  Prj Hi  1840.69  Prob %   65.7
5D EMA   1814.66     20D EMA   1807.36
Prj MBI/DIF OB/OS  IT OB       1837.53

Projected DIF Reversal Price   1812.00 Sell Prob% 55.6   Prob % Valid 40.0

MBI      113   DIF       8

February 14, 2007

Index Futures for Thurs.

Filed under: Index Futures — Quant Trader @ 4:34 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1461.50    1448.75    1458.50    9.00   12.75   0.62  0.87 117    3
Support and Resistance  Levels
S1   1454.75 S2  1451.00 S3  1447.25 S4  1443.50 S2 Prob   45.0  S4 Prob  18.0
R1   1461.13 R2  1463.75 R3  1466.38 R4  1469.00 R2 Prob   53.0  R4 Prob  20.0
Prj Lo   1452.07   Prob %  33.0  Prj Hi  1462.93  Prob %   57.0
5D EMA   1450.73     20D EMA   1443.97
Prj MBI/DIF OB/OS  IT OB       1461.77

Projected DIF Reversal Price   1455.00 Sell Prob% 50.0   Prob % Valid 53.6

MBI      117   DIF       3

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1826.25    1793.50    1822.75   26.75   32.75   1.47  1.80 106    5
Support and Resistance  Levels
S1   1812.42 S2  1802.08 S3  1791.75 S4  1781.42 S2 Prob   42.6  S4 Prob  21.8
R1   1828.79 R2  1834.83 R3  1840.88 R4  1846.92 R2 Prob   54.5  R4 Prob  23.8
Prj Lo   1810.87   Prob %  39.6  Prj Hi  1832.52  Prob %   66.3
5D EMA   1806.49     20D EMA   1804.88
Prj MBI/DIF OB/OS  ST OB       1843.44

Projected DIF Reversal Price   1815.75 Sell Prob% 55.6   Prob % Valid 40.0

MBI      106   DIF       5

February 13, 2007

Index Futures for Weds.

Filed under: Index Futures — Quant Trader @ 4:37 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1449.75    1437.50    1449.50   11.50   12.25   0.79  0.85 110   -2
Support and Resistance  Levels
S1   1445.46 S2  1441.42 S3  1437.38 S4  1433.33 S2 Prob   45.5  S4 Prob  18.2
R1   1451.58 R2  1453.67 R3  1455.75 R4  1457.83 R2 Prob   52.5  R4 Prob  19.2
Prj Lo   1443.11   Prob %  33.3  Prj Hi  1453.94  Prob %   56.6
5D EMA   1446.85     20D EMA   1442.44
Prj MBI/DIF OB/OS  IT OB       1458.75

Projected DIF Reversal Price   1453.00 Buy Prob%  49.8   Prob % Valid Buy 56.8

MBI      110   DIF      -2

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1798.25    1784.75    1796.00   10.50   13.50   0.58  0.75  97   -1
Support and Resistance  Levels
S1   1791.88 S2  1787.75 S3  1783.63 S4  1779.50 S2 Prob   43.0  S4 Prob  22.0
R1   1798.63 R2  1801.25 R3  1803.88 R4  1806.50 R2 Prob   54.0  R4 Prob  23.0
Prj Lo   1784.29   Prob %  40.0  Prj Hi  1805.84  Prob %   66.0
5D EMA   1798.36     20D EMA   1803.00
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1801.50 Buy Prob%  43.5   Prob % Valid Buy 59.3

MBI       97   DIF      -1

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