Quantitative Index Futures Analytics

August 7, 2007

Index Futures for Tuesday

Filed under: Index Futures — Quant Trader @ 3:49 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-U 1494.75 1460.75 1482.50 14.75 34.00 0.99 2.29 95 5
Support and Resistance Levels
S1 1473.21 S2 1463.92 S3 1454.63 S4 1445.33 S2 Prob 46.0 S4 Prob 21.9
R1 1490.21 R2 1497.92 R3 1505.63 R4 1513.33 R2 Prob 47.3 R4 Prob 16.5
Prj Lo 1475.03 Prob % 53.2 Prj Hi 1489.51 Prob % 61.2
5D EMA 1472.59 20D EMA 1497.04
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1453.00 Sell Prob% 48.6 Prob % Valid 57.8

MBI 95 DIF 5
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-U 1989.00 1942.50 1974.00 11.50 46.50 0.58 2.36 97 0
Support and Resistance Levels
S1 1961.00 S2 1948.00 S3 1935.00 S4 1922.00 S2 Prob 45.5 S4 Prob 18.7
R1 1984.25 R2 1994.50 R3 2004.75 R4 2015.00 R2 Prob 46.3 R4 Prob 23.1
Prj Lo 1956.45 Prob % 35.8 Prj Hi 1988.62 Prob % 37.3
5D EMA 1967.59 20D EMA 1986.48
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1963.00 Sell Prob% 44.3 Prob % Valid 45.7

MBI 97 DIF 0


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