Quantitative Index Futures Analytics

August 9, 2007

Index futures update

Filed under: Index Futures — Quant Trader @ 3:38 pm

Pair High Low Last Chng Rnge %Chg Vty MBI DIF
SP-U 1504.50 1456.50 1458.00 -46.00 48.00 -3.16 3.29 94 -1
Support and Resistance Levels
S1 1449.75 S2 1441.50 S3 1433.25 S4 1425.00 S2 Prob 46.0 S4 Prob 22.2
R1 1473.75 R2 1489.50 R3 1505.25 R4 1521.00 R2 Prob 47.3 R4 Prob 16.3
Prj Lo 1450.51 Prob % 53.1 Prj Hi 1465.09 Prob % 61.1
5D EMA 1474.71 20D EMA 1493.92
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1445.50 Sell Prob% 48.6 Prob % Valid 57.8

MBI 94 DIF -1
Pair High Low Last Chng Rnge %Chg Vty MBI DIF
ND-U 2002.25 1942.50 1945.50 -53.75 59.75 -2.76 3.07 95 -3
Support and Resistance Levels
S1 1935.04 S2 1924.58 S3 1914.13 S4 1903.67 S2 Prob 45.6 S4 Prob 19.1
R1 1964.92 R2 1984.33 R3 2003.75 R4 2023.17 R2 Prob 46.3 R4 Prob 22.8
Prj Lo 1927.31 Prob % 36.8 Prj Hi 1960.35 Prob % 37.5
5D EMA 1967.26 20D EMA 1983.68
Prj MBI/DIF OB/OS None 0.00

Projected DIF Reversal Price 1959.50 Buy Prob% 54.3 Prob % Valid Buy 40.9

MBI 95 DIF -3


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4 Comments »

  1. i have noting to say, sorry…. just spamming and jamming..

    Comment by fxpubs — August 15, 2007 @ 7:14 pm

  2. http://www.forexpublications.com

    Comment by fxpubs — August 15, 2007 @ 7:14 pm

  3. I was wondering, if anyone can tell me how you’re doing in your forex investments in the past few months? Increase in profit, or decrease?

    Comment by no_name — March 16, 2009 @ 11:47 pm

  4. i noticed that there are high risk to play with forex right?but actually it is something happening when you involved with it!Maybe somebody can share with me how you run your investment?we can change idea probably..

    Comment by ezanrah — March 17, 2009 @ 12:11 am


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