Quantitative Index Futures Analytics

August 2, 2007

Index Futures for Friday

Filed under: Index Futures — Quant Trader @ 3:41 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1483.00    1464.50    1481.75   11.75   18.50   0.79  1.25  90    3
Support and Resistance  Levels
S1   1475.79 S2  1469.83 S3  1463.88 S4  1457.92 S2 Prob   46.4  S4 Prob  21.9
R1   1485.04 R2  1488.33 R3  1491.63 R4  1494.92 R2 Prob   46.4  R4 Prob  16.3
Prj Lo   1474.36   Prob %  53.2  Prj Hi  1488.68  Prob %   60.5
5D EMA   1479.73     20D EMA   1507.97
Prj MBI/DIF OB/OS  IT OS       1473.75

Projected DIF Reversal Price   1473.75 Sell Prob% 48.8   Prob % Valid 57.4

MBI       90   DIF       3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1982.00    1951.50    1980.00   19.50   30.50   0.98  1.54  99    1
Support and Resistance  Levels
S1   1970.17 S2  1960.33 S3  1950.50 S4  1940.67 S2 Prob   45.4  S4 Prob  18.5
R1   1985.42 R2  1990.83 R3  1996.25 R4  2001.67 R2 Prob   46.2  R4 Prob  23.1
Prj Lo   1962.65   Prob %  35.4  Prj Hi  1994.48  Prob %   36.9
5D EMA   1977.73     20D EMA   1995.70
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1969.50 Sell Prob% 44.0   Prob % Valid 45.5

MBI       99   DIF       1

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