Quantitative Index Futures Analytics

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

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