Quantitative Index Futures Analytics

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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