Quantitative Index Futures Analytics

August 6, 2007

Index futures update for Tuesday

Filed under: Index Futures — Quant Trader @ 3:45 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-U 1473.50 1432.25 1467.75 24.50 41.25 1.67 2.81 89 2
Support and Resistance Levels
S1 1454.96 S2 1442.17 S3 1429.38 S4 1416.58 S2 Prob 46.2 S4 Prob 22.0
R1 1475.58 R2 1483.42 R3 1491.25 R4 1499.08 R2 Prob 47.0 R4 Prob 16.5
Prj Lo 1460.31 Prob % 53.4 Prj Hi 1474.75 Prob % 61.0
5D EMA 1467.63 20D EMA 1498.57
Prj MBI/DIF OB/OS IT OS 1457.25

Projected DIF Reversal Price 1457.25 Sell Prob% 48.6 Prob % Valid 57.8

MBI 89 DIF 2
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-U 1935.50 1924.00 1962.50 22.00 11.50 1.12 0.59 97 0
Support and Resistance Levels
S1 1954.17 S2 1945.83 S3 1937.50 S4 1929.17 S2 Prob 45.1 S4 Prob 18.8
R1 1959.92 R2 1957.33 R3 1954.75 R4 1952.17 R2 Prob 45.9 R4 Prob 22.6
Prj Lo 1945.04 Prob % 35.3 Prj Hi 1976.88 Prob % 36.8
5D EMA 1964.38 20D EMA 1987.79
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1950.50 Sell Prob% 43.6 Prob % Valid 47.1

MBI 97 DIF 0

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