Quantitative Index Futures Analytics

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

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