Quantitative Index Futures Analytics

August 8, 2007

Index Futures for Thursday

Filed under: Index Futures — Quant Trader @ 4:15 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1510.50    1480.50    1504.00   21.50   30.00   1.43  1.99 102    8
Support and Resistance  Levels
S1   1495.08 S2  1486.17 S3  1477.25 S4  1468.33 S2 Prob   45.8  S4 Prob  21.8
R1   1510.08 R2  1516.17 R3  1522.25 R4  1528.33 R2 Prob   47.5  R4 Prob  16.4
Prj Lo   1496.49   Prob %  52.9  Prj Hi  1511.01  Prob %   61.3
5D EMA   1483.06     20D EMA   1497.70
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1454.50 Sell Prob% 48.6   Prob % Valid 57.8

MBI      102   DIF       8
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   2007.00    1871.00    1999.25   25.25   %136.00 1.26  6.80 103    3
Support and Resistance  Levels
S1   1955.21 S2  1911.17 S3  1867.13 S4  1823.08 S2 Prob   45.9  S4 Prob  19.3
R1   2023.21 R2  2047.17 R3  2071.13 R4  2095.08 R2 Prob   46.7  R4 Prob  23.0
Prj Lo   1980.96   Prob %  36.3  Prj Hi  2013.82  Prob %   37.8
5D EMA   1978.14     20D EMA   1987.69
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1987.75 Sell Prob% 45.0   Prob % Valid 44.4

MBI      103   DIF       3

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