Quantitative Index Futures Analytics

May 31, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 3:39 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1538.00    1530.25    1533.00   -1.00    7.75  -0.07  0.51 124    1
Support and Resistance  Levels
S1   1531.25 S2  1529.50 S3  1527.75 S4  1526.00 S2 Prob   39.7  S4 Prob  20.7
R1   1535.13 R2  1537.25 R3  1539.38 R4  1541.50 R2 Prob   46.7  R4 Prob  15.8
Prj Lo   1524.87   Prob %  39.7  Prj Hi  1539.43  Prob %   53.8
5D EMA   1527.46     20D EMA   1515.30
Prj MBI/DIF OB/OS  IT OB       1533.00

Projected DIF Reversal Price   1532.50 Sell Prob% 49.6   Prob % Valid 55.7

MBI      124   DIF       1
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1935.75    1922.25    1932.25    9.75   13.50   0.50  0.70 122    7
Support and Resistance  Levels
S1   1928.33 S2  1924.42 S3  1920.50 S4  1916.58 S2 Prob   46.7  S4 Prob  25.0
R1   1935.08 R2  1937.92 R3  1940.75 R4  1943.58 R2 Prob   44.6  R4 Prob  22.8
Prj Lo   1918.33   Prob %  40.2  Prj Hi  1945.38  Prob %   40.2
5D EMA   1916.17     20D EMA   1900.90
Prj MBI/DIF OB/OS  IT OB       1939.33

Projected DIF Reversal Price   1925.25 Sell Prob% 57.1   Prob % Valid 31.3

MBI      122   DIF       7

May 25, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 4:02 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1520.50    1510.25    1517.25    5.75   10.25   0.38  0.68 114   -3
Support and Resistance  Levels
S1   1514.38 S2  1511.50 S3  1508.63 S4  1505.75 S2 Prob   39.8  S4 Prob  21.0
R1   1519.50 R2  1521.75 R3  1524.00 R4  1526.25 R2 Prob   46.4  R4 Prob  15.5
Prj Lo   1509.17   Prob %  39.8  Prj Hi  1523.74  Prob %   53.6
5D EMA   1518.79     20D EMA   1510.10
Prj MBI/DIF OB/OS  IT OB       1526.50

Projected DIF Reversal Price   1520.75 Buy Prob%  50.7   Prob % Valid Buy 55.2

MBI      114   DIF      -3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1898.00    1880.50    1893.00   10.50   17.50   0.55  0.92 105   -2
Support and Resistance  Levels
S1   1888.00 S2  1883.00 S3  1878.00 S4  1873.00 S2 Prob   47.2  S4 Prob  25.8
R1   1896.75 R2  1900.50 R3  1904.25 R4  1908.00 R2 Prob   42.7  R4 Prob  21.3
Prj Lo   1879.28   Prob %  40.4  Prj Hi  1906.45  Prob %   38.2
5D EMA   1898.17     20D EMA   1893.77
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1900.00 Buy Prob%  42.6   Prob % Valid Buy 47.8

MBI      105   DIF      -2

May 24, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 3:37 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1532.50    1507.75    1511.50  -14.00   24.75  -0.93  1.64 109  -10
Support and Resistance  Levels
S1   1506.75 S2  1502.00 S3  1497.25 S4  1492.50 S2 Prob   40.0  S4 Prob  21.1
R1   1519.13 R2  1526.75 R3  1534.38 R4  1542.00 R2 Prob   46.7  R4 Prob  15.6
Prj Lo   1503.41   Prob %  40.0  Prj Hi  1518.01  Prob %   53.3
5D EMA   1519.56     20D EMA   1509.35
Prj MBI/DIF OB/OS  ST OS       1511.00

Projected DIF Reversal Price   1539.00 Buy Prob%  50.7   Prob % Valid Buy 55.2

MBI      109   DIF     -10
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1917.00    1874.00    1882.50  -27.75   43.00  -1.47  2.28  98  -10
Support and Resistance  Levels
S1   1873.92 S2  1865.33 S3  1856.75 S4  1848.17 S2 Prob   47.7  S4 Prob  26.1
R1   1895.42 R2  1908.33 R3  1921.25 R4  1934.17 R2 Prob   43.2  R4 Prob  21.6
Prj Lo   1868.77   Prob %  40.9  Prj Hi  1896.05  Prob %   37.5
5D EMA   1900.75     20D EMA   1893.85
Prj MBI/DIF OB/OS  ST OS       1875.00

Projected DIF Reversal Price   1918.00 Buy Prob%  42.6   Prob % Valid Buy 47.8

MBI       98   DIF     -10

May 23, 2007

Index Futures for Thursday

Filed under: Index Futures — Quant Trader @ 5:25 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-M 1535.75 1524.00 1525.50 0.25 11.75 0.02 0.77 120 -3
Support and Resistance Levels
S1 1523.29 S2 1521.08 S3 1518.88 S4 1516.67 S2 Prob 39.7 S4 Prob 20.7
R1 1529.17 R2 1532.83 R3 1536.50 R4 1540.17 R2 Prob 46.9 R4 Prob 15.6
Prj Lo 1517.39 Prob % 39.7 Prj Hi 1531.93 Prob % 53.1
5D EMA 1523.59 20D EMA 1509.12
Prj MBI/DIF OB/OS IT OB 1527.69

Projected DIF Reversal Price 1528.00 Buy Prob% 50.4 Prob % Valid Buy 55.7

MBI 120 DIF -3
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-M 1931.50 1907.75 1910.25 -10.00 23.75 -0.52 1.24 106 -6
Support and Resistance Levels
S1 1905.88 S2 1901.50 S3 1897.13 S4 1892.75 S2 Prob 47.1 S4 Prob 25.3
R1 1917.75 R2 1925.25 R3 1932.75 R4 1940.25 R2 Prob 43.7 R4 Prob 21.8
Prj Lo 1896.46 Prob % 40.2 Prj Hi 1923.56 Prob % 37.9
5D EMA 1909.88 20D EMA 1895.05
Prj MBI/DIF OB/OS ST OS 1904.25

Projected DIF Reversal Price 1916.25 Buy Prob% 41.5 Prob % Valid Buy 50.0

MBI 106 DIF -6

May 22, 2007

Index Futures for Wednesday

Filed under: Index Futures — Quant Trader @ 4:27 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1535.75    1524.00    1525.50    0.25   11.75   0.02  0.77 120   -3
Support and Resistance  Levels
S1   1523.29 S2  1521.08 S3  1518.88 S4  1516.67 S2 Prob   39.7  S4 Prob  20.7
R1   1529.17 R2  1532.83 R3  1536.50 R4  1540.17 R2 Prob   46.9  R4 Prob  15.6
Prj Lo   1517.39   Prob %  39.7  Prj Hi  1531.93  Prob %   53.1
5D EMA   1523.59     20D EMA   1509.12
Prj MBI/DIF OB/OS  IT OB       1527.69

Projected DIF Reversal Price   1528.00 Buy Prob%  50.4   Prob % Valid Buy 55.7

MBI      120   DIF      -3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1931.50    1907.75    1910.25  -10.00   23.75  -0.52  1.24 106   -6
Support and Resistance  Levels
S1   1905.88 S2  1901.50 S3  1897.13 S4  1892.75 S2 Prob   47.1  S4 Prob  25.3
R1   1917.75 R2  1925.25 R3  1932.75 R4  1940.25 R2 Prob   43.7  R4 Prob  21.8
Prj Lo   1896.46   Prob %  40.2  Prj Hi  1923.56  Prob %   37.9
5D EMA   1909.88     20D EMA   1895.05
Prj MBI/DIF OB/OS  ST OS       1904.25

Projected DIF Reversal Price   1916.25 Buy Prob%  41.5   Prob % Valid Buy 50.0

MBI      106   DIF      -6

May 21, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 3:39 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1534.00    1526.25    1528.00    0.00    7.75   0.00  0.51 125    0
Support and Resistance  Levels
S1   1526.42 S2  1524.83 S3  1523.25 S4  1521.67 S2 Prob   40.1  S4 Prob  20.9
R1   1530.29 R2  1532.58 R3  1534.88 R4  1537.17 R2 Prob   46.3  R4 Prob  15.8
Prj Lo   1519.80   Prob %  40.1  Prj Hi  1534.40  Prob %   53.1
5D EMA   1521.33     20D EMA   1505.52
Prj MBI/DIF OB/OS  IT OB       1528.00

Projected DIF Reversal Price   1527.50 Sell Prob% 49.6   Prob % Valid 56.3

MBI      125   DIF       0
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1927.25    1903.00    1916.25   10.50   24.25   0.55  1.27 117    3
Support and Resistance  Levels
S1   1910.00 S2  1903.75 S3  1897.50 S4  1891.25 S2 Prob   48.2  S4 Prob  25.9
R1   1922.13 R2  1928.00 R3  1933.88 R4  1939.75 R2 Prob   43.5  R4 Prob  21.2
Prj Lo   1902.26   Prob %  41.2  Prj Hi  1928.89  Prob %   37.6
5D EMA   1904.42     20D EMA   1890.63
Prj MBI/DIF OB/OS  IT OB       1922.78

Projected DIF Reversal Price   1909.25 Sell Prob% 57.7   Prob % Valid 30.0

MBI      117   DIF       3

May 18, 2007

Index Futures for Monday

Filed under: Index Futures — Quant Trader @ 3:52 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1528.25    1513.75    1528.00   12.75   14.50   0.83  0.95 128    4
Support and Resistance  Levels
S1   1523.21 S2  1518.42 S3  1513.63 S4  1508.83 S2 Prob   40.3  S4 Prob  21.0
R1   1530.46 R2  1532.92 R3  1535.38 R4  1537.83 R2 Prob   46.0  R4 Prob  15.9
Prj Lo   1519.77   Prob %  40.3  Prj Hi  1534.40  Prob %   53.4
5D EMA   1517.99     20D EMA   1503.15
Prj MBI/DIF OB/OS  IT OB       1528.00

Projected DIF Reversal Price   1524.00 Sell Prob% 49.6   Prob % Valid 56.3

MBI      128   DIF       4
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1906.00    1888.75    1905.75   15.50   17.25   0.81  0.91 112    0
Support and Resistance  Levels
S1   1900.04 S2  1894.33 S3  1888.63 S4  1882.92 S2 Prob   48.8  S4 Prob  26.2
R1   1908.67 R2  1911.58 R3  1914.50 R4  1917.42 R2 Prob   42.9  R4 Prob  20.2
Prj Lo   1891.75   Prob %  41.7  Prj Hi  1918.40  Prob %   36.9
5D EMA   1898.50     20D EMA   1887.93
Prj MBI/DIF OB/OS  IT OB       1926.44

Projected DIF Reversal Price   1905.25 Sell Prob% 56.9   Prob % Valid 31.0

MBI      112   DIF       0

May 17, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 3:36 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1521.75    1513.00    1515.25   -2.75    8.75  -0.18  0.58 121   -1
Support and Resistance  Levels
S1   1513.42 S2  1511.58 S3  1509.75 S4  1507.92 S2 Prob   40.6  S4 Prob  21.1
R1   1517.79 R2  1520.33 R3  1522.88 R4  1525.42 R2 Prob   45.7  R4 Prob  15.4
Prj Lo   1507.05   Prob %  40.6  Prj Hi  1521.69  Prob %   53.1
5D EMA   1512.99     20D EMA   1500.54
Prj MBI/DIF OB/OS  IT OB       1518.52

Projected DIF Reversal Price   1518.25 Buy Prob%  50.2   Prob % Valid Buy 55.8

MBI      121   DIF      -1
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1901.00    1889.00    1890.25  -11.00   12.00  -0.58  0.63 105   -7
Support and Resistance  Levels
S1   1888.04 S2  1885.83 S3  1883.63 S4  1881.42 S2 Prob   49.4  S4 Prob  26.5
R1   1894.04 R2  1897.83 R3  1901.63 R4  1905.42 R2 Prob   42.2  R4 Prob  19.3
Prj Lo   1876.29   Prob %  42.2  Prj Hi  1903.05  Prob %   36.1
5D EMA   1894.87     20D EMA   1886.05
Prj MBI/DIF OB/OS  ST OS       1883.25

Projected DIF Reversal Price   1897.25 Buy Prob%  42.0   Prob % Valid Buy 47.6

MBI      105   DIF      -7

May 16, 2007

Index Futures for Thursday

Filed under: Index Futures — Quant Trader @ 3:36 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1518.50    1506.00    1518.00    9.50   12.50   0.63  0.82 124    2
Support and Resistance  Levels
S1   1513.92 S2  1509.83 S3  1505.75 S4  1501.67 S2 Prob   40.8  S4 Prob  21.3
R1   1520.17 R2  1522.33 R3  1524.50 R4  1526.67 R2 Prob   46.0  R4 Prob  15.5
Prj Lo   1509.77   Prob %  40.8  Prj Hi  1524.44  Prob %   53.4
5D EMA   1511.85     20D EMA   1498.99
Prj MBI/DIF OB/OS  IT OB       1518.00

Projected DIF Reversal Price   1517.50 Sell Prob% 49.6   Prob % Valid 55.9

MBI      124   DIF       2
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1901.50    1873.75    1901.25   17.75   27.75   0.93  1.46 112   -3
Support and Resistance  Levels
S1   1892.04 S2  1882.83 S3  1873.63 S4  1864.42 S2 Prob   50.0  S4 Prob  26.8
R1   1905.92 R2  1910.58 R3  1915.25 R4  1919.92 R2 Prob   42.7  R4 Prob  19.5
Prj Lo   1887.13   Prob %  42.7  Prj Hi  1914.08  Prob %   36.6
5D EMA   1897.18     20D EMA   1885.61
Prj MBI/DIF OB/OS  IT OB       1921.94

Projected DIF Reversal Price   1908.25 Buy Prob%  42.0   Prob % Valid Buy 47.6

MBI      112   DIF      -3

May 15, 2007

Index Futures for Weds.

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

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1519.75    1503.00    1508.50   -0.25   16.75  -0.02  1.11 116   -4
Support and Resistance  Levels
S1   1504.79 S2  1501.08 S3  1497.38 S4  1493.67 S2 Prob   41.0  S4 Prob  21.4
R1   1513.17 R2  1517.83 R3  1522.50 R4  1527.17 R2 Prob   45.7  R4 Prob  15.6
Prj Lo   1500.29   Prob %  41.0  Prj Hi  1514.97  Prob %   53.2
5D EMA   1508.78     20D EMA   1496.99
Prj MBI/DIF OB/OS  IT OB       1511.77

Projected DIF Reversal Price   1511.50 Buy Prob%  50.2   Prob % Valid Buy 55.4

MBI      116   DIF      -4
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1907.25    1877.75    1883.50  -12.75   29.50  -0.68  1.57 105  -11
Support and Resistance  Levels
S1   1877.63 S2  1871.75 S3  1865.88 S4  1860.00 S2 Prob   50.6  S4 Prob  27.2
R1   1892.38 R2  1901.25 R3  1910.13 R4  1919.00 R2 Prob   42.0  R4 Prob  19.8
Prj Lo   1869.55   Prob %  43.2  Prj Hi  1896.48  Prob %   35.8
5D EMA   1895.14     20D EMA   1883.96
Prj MBI/DIF OB/OS  ST OS       1883.50

Projected DIF Reversal Price   1916.00 Buy Prob%  42.0   Prob % Valid Buy 47.6

MBI      105   DIF     -11

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