Quantitative Index Futures Analytics

August 3, 2007

Index Futures for Monday

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

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1484.25    1436.25    1443.25  -38.50   48.00  -2.67  3.33  83   -3
Support and Resistance  Levels
S1   1434.08 S2  1424.92 S3  1415.75 S4  1406.58 S2 Prob   46.4  S4 Prob  22.1
R1   1458.08 R2  1472.92 R3  1487.75 R4  1502.58 R2 Prob   46.8  R4 Prob  16.6
Prj Lo   1435.86   Prob %  53.2  Prj Hi  1450.25  Prob %   60.9
5D EMA   1467.57     20D EMA   1501.81
Prj MBI/DIF OB/OS  IT OS       1443.25

Projected DIF Reversal Price   1453.25 Buy Prob%  51.2   Prob % Valid Buy 55.1

MBI       83   DIF      -3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1981.50    1928.50    1940.50  -39.50   53.00  -2.04  2.73  91   -5
Support and Resistance  Levels
S1   1929.67 S2  1918.83 S3  1908.00 S4  1897.17 S2 Prob   45.5  S4 Prob  18.9
R1   1956.17 R2  1971.83 R3  1987.50 R4  2003.17 R2 Prob   46.2  R4 Prob  22.7
Prj Lo   1923.18   Prob %  35.6  Prj Hi  1955.16  Prob %   37.1
5D EMA   1965.32     20D EMA   1990.45
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1952.50 Buy Prob%  55.8   Prob % Valid Buy 39.5

MBI       91   DIF      -5

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