Quantitative Index Futures Analytics

August 3, 2007

Important notice:

Filed under: Forex Comments — Quant Trader @ 5:32 pm

Beginning Monday, August 13th, this report will be shifted to a new location.

Please begin using the link and bookmark it, as from Friday, August 17th, I will no longer be posting here, only at the new location.

Please go to http://indexwatcher.blogspot.com/

June 27, 2007

Index Futures for Thursday

Filed under: Forex Comments — Quant Trader @ 3:34 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1520.00    1492.75    1519.00   21.25   27.25   1.40  1.79  98   -1
Support and Resistance  Levels
S1   1510.08 S2  1501.17 S3  1492.25 S4  1483.33 S2 Prob   46.4  S4 Prob  21.5
R1   1523.71 R2  1528.42 R3  1533.13 R4  1537.83 R2 Prob   45.9  R4 Prob  17.7
Prj Lo   1511.79   Prob %  54.1  Prj Hi  1525.69  Prob %   59.8
5D EMA   1517.08     20D EMA   1504.23
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1526.00 Buy Prob%  51.0   Prob % Valid Buy 56.0

MBI       98   DIF      -1
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1956.75    1919.25    1955.50   30.00   37.50   1.53  1.92 104    1
Support and Resistance  Levels
S1   1943.21 S2  1930.92 S3  1918.63 S4  1906.33 S2 Prob   46.2  S4 Prob  17.9
R1   1961.96 R2  1968.42 R3  1974.88 R4  1981.33 R2 Prob   44.3  R4 Prob  23.6
Prj Lo   1937.99   Prob %  35.8  Prj Hi  1970.68  Prob %   37.7
5D EMA   1946.55     20D EMA   1908.79
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1947.00 Sell Prob% 38.5   Prob % Valid 52.0

MBI      104   DIF       1

June 13, 2007

Index Futures for Thursday

Filed under: Forex Comments — Quant Trader @ 3:35 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1531.75    1503.75    1530.25   22.75   28.00   1.49  1.83 104    0
Support and Resistance  Levels
S1   1521.17 S2  1512.08 S3  1503.00 S4  1493.92 S2 Prob   46.2  S4 Prob  22.1
R1   1535.17 R2  1540.08 R3  1545.00 R4  1549.92 R2 Prob   45.7  R4 Prob  17.6
Prj Lo   1523.09   Prob %  53.8  Prj Hi  1536.87  Prob %   59.8
5D EMA   1522.46     20D EMA   1467.29
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1529.75 Sell Prob% 48.4   Prob % Valid 59.1

MBI      104   DIF       0
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1939.75    1912.50    1937.25   19.25   27.25   0.99  1.41 102    0
Support and Resistance  Levels
S1   1928.58 S2  1919.92 S3  1911.25 S4  1902.58 S2 Prob   44.8  S4 Prob  17.7
R1   1942.21 R2  1947.17 R3  1952.13 R4  1957.08 R2 Prob   43.8  R4 Prob  24.0
Prj Lo   1919.40   Prob %  35.4  Prj Hi  1952.81  Prob %   36.5
5D EMA   1929.51     20D EMA   1835.07
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1929.75 Sell Prob% 38.6   Prob % Valid 50.0

MBI      102   DIF       0

June 11, 2007

Index Futures for Tuesday

Filed under: Forex Comments — Quant Trader @ 3:40 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-U   1531.25    1518.50    1525.25    2.75   12.75   0.18  0.84 104   -3
Support and Resistance  Levels
S1   1522.00 S2  1518.75 S3  1515.50 S4  1512.25 S2 Prob   45.7  S4 Prob  21.3
R1   1528.38 R2  1531.50 R3  1534.63 R4  1537.75 R2 Prob   45.7  R4 Prob  17.8
Prj Lo   1518.12   Prob %  53.8  Prj Hi  1531.86  Prob %   59.4
5D EMA   1524.10     20D EMA   1455.73
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1530.75 Buy Prob%  51.3   Prob % Valid Buy 56.1

MBI      104   DIF      -3
Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-U   1977.75    1927.25    1930.50   -3.50   50.50  -0.18  2.62 102   -2
Support and Resistance  Levels
S1   1921.54 S2  1912.58 S3  1903.63 S4  1894.67 S2 Prob   45.7  S4 Prob  18.1
R1   1946.79 R2  1963.08 R3  1979.38 R4  1995.67 R2 Prob   43.6  R4 Prob  24.5
Prj Lo   1912.58   Prob %  36.2  Prj Hi  1946.14  Prob %   36.2
5D EMA   1929.45     20D EMA   1814.46
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1938.00 Buy Prob%  60.0   Prob % Valid Buy 33.3

MBI      102   DIF      -2

March 16, 2007

Index Futures for Monday

Filed under: Forex Comments — Quant Trader @ 3:34 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-M   1409.75    1395.25    1399.00   -4.50   14.50  -0.32  1.04  97   -1
Support and Resistance  Levels
S1   1395.96 S2  1392.92 S3  1389.88 S4  1386.83 S2 Prob   43.2  S4 Prob  22.7
R1   1403.21 R2  1407.42 R3  1411.63 R4  1415.83 R2 Prob   43.2  R4 Prob  12.9
Prj Lo   1390.86   Prob %  46.2  Prj Hi  1406.16  Prob %   56.8
5D EMA   1402.80     20D EMA   1391.68
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1399.50 Buy Prob%  50.3   Prob % Valid Buy 54.5

MBI       97   DIF      -1

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-M   1771.00    1753.50    1764.00   -0.75   17.50  -0.04  0.99 108    0
Support and Resistance  Levels
S1   1759.33 S2  1754.67 S3  1750.00 S4  1745.33 S2 Prob   57.5  S4 Prob  32.5
R1   1768.08 R2  1772.17 R3  1776.25 R4  1780.33 R2 Prob   32.5  R4 Prob  15.0
Prj Lo   1749.52   Prob %  55.0  Prj Hi  1781.81  Prob %   40.0
5D EMA   1764.21     20D EMA   1749.50
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1763.50 Sell Prob% 42.9   Prob % Valid 44.4

MBI      108   DIF       0

February 15, 2007

Index Futures for Friday

Filed under: Forex Comments — Quant Trader @ 4:35 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1461.75    1456.25    1459.50    1.00    5.50   0.07  0.38 114    0
Support and Resistance  Levels
S1   1458.04 S2  1456.58 S3  1455.13 S4  1453.67 S2 Prob   44.6  S4 Prob  17.8
R1   1460.79 R2  1462.08 R3  1463.38 R4  1464.67 R2 Prob   52.5  R4 Prob  19.8
Prj Lo   1453.11   Prob %  32.7  Prj Hi  1463.90  Prob %   56.4
5D EMA   1453.65     20D EMA   1445.45
Prj MBI/DIF OB/OS  IT OB       1462.77

Projected DIF Reversal Price   1459.00 Sell Prob% 50.0   Prob % Valid 53.6

MBI      114   DIF       0

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1832.00    1818.25    1831.00    8.25   13.75   0.45  0.75 113    8
Support and Resistance  Levels
S1   1826.58 S2  1822.17 S3  1817.75 S4  1813.33 S2 Prob   42.2  S4 Prob  21.6
R1   1833.46 R2  1835.92 R3  1838.38 R4  1840.83 R2 Prob   53.9  R4 Prob  23.5
Prj Lo   1819.11   Prob %  39.2  Prj Hi  1840.69  Prob %   65.7
5D EMA   1814.66     20D EMA   1807.36
Prj MBI/DIF OB/OS  IT OB       1837.53

Projected DIF Reversal Price   1812.00 Sell Prob% 55.6   Prob % Valid 40.0

MBI      113   DIF       8

February 8, 2007

Index Futures for Friday

Filed under: Forex Comments — Quant Trader @ 4:36 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1455.50    1446.75    1454.00   -1.75    8.75  -0.12  0.60 119   -1
Support and Resistance  Levels
S1   1451.33 S2  1448.67 S3  1446.00 S4  1443.33 S2 Prob   45.8  S4 Prob  17.7
R1   1455.71 R2  1457.42 R3  1459.13 R4  1460.83 R2 Prob   53.1  R4 Prob  18.8
Prj Lo   1447.63   Prob %  32.3  Prj Hi  1458.36  Prob %   57.3
5D EMA   1452.42     20D EMA   1441.99
Prj MBI/DIF OB/OS  IT OB       1456.19

Projected DIF Reversal Price   1456.00 Buy Prob%  49.5   Prob % Valid Buy 57.3

MBI      119   DIF      -1

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1823.25    1808.75    1821.75   -1.25   14.50  -0.07  0.80 106    3
Support and Resistance  Levels
S1   1817.17 S2  1812.58 S3  1808.00 S4  1803.42 S2 Prob   43.3  S4 Prob  21.6
R1   1824.42 R2  1827.08 R3  1829.75 R4  1832.42 R2 Prob   53.6  R4 Prob  23.7
Prj Lo   1809.89   Prob %  40.2  Prj Hi  1831.41  Prob %   67.0
5D EMA   1813.59     20D EMA   1807.04
Prj MBI/DIF OB/OS  None           0.00

Projected DIF Reversal Price   1817.75 Sell Prob% 55.7   Prob % Valid 38.2

MBI      106   DIF       3

January 19, 2007

Index Futures for Monday

Filed under: Forex Comments — Quant Trader @ 5:05 pm

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
SP-H   1439.00    1431.25    1436.75    3.50    7.75   0.24  0.54 112    1
Support and Resistance  Levels
S1   1434.54 S2  1432.33 S3  1430.13 S4  1427.92 S2 Prob   46.3  S4 Prob  17.1
R1   1438.42 R2  1440.08 R3  1441.75 R4  1443.42 R2 Prob   53.7  R4 Prob  19.5
Prj Lo   1430.43   Prob %  32.9  Prj Hi  1441.20  Prob %   58.5
5D EMA   1435.30     20D EMA   1430.22
Prj MBI/DIF OB/OS  IT OB       1443.28

Projected DIF Reversal Price   1434.25 Sell Prob% 50.2   Prob % Valid 53.3

MBI      112   DIF       1

Pair       High        Low          Last      Chng  Rnge   %Chg Vty   MBI  DIF
ND-H   1815.50    1800.75    1806.75    0.75   14.75   0.04  0.82 101   -7
Support and Resistance  Levels
S1   1803.29 S2  1799.83 S3  1796.38 S4  1792.92 S2 Prob   43.4  S4 Prob  21.7
R1   1810.67 R2  1814.58 R3  1818.50 R4  1822.42 R2 Prob   55.4  R4 Prob  24.1
Prj Lo   1795.09   Prob %  39.8  Prj Hi  1816.30  Prob %   71.1
5D EMA   1822.54     20D EMA   1815.48
Prj MBI/DIF OB/OS  ST OS       1799.75

Projected DIF Reversal Price   1827.75 Buy Prob%  46.2   Prob % Valid Buy 58.3

MBI      101   DIF      -7

January 17, 2007

Forex Data Moving as of Wednesday Jan 17th.

Filed under: Forex Comments — Quant Trader @ 4:00 pm

This site will change title to Quantitative Index Futures Analytics beginning tomorrow, Thursday Jan 18th.

For forex data and comments please visit Forex  Watch at http://forexobserver.blogspot.com

January 8, 2007

Forex majors for Tuesday

Filed under: Forex Comments — Quant Trader @ 3:35 pm

USDCHF  High    Low      Last    Change   MBI    DIF
70102  12197   12111    12138      -55    100     -9
70103  12294   12123    12260      122    109     -1
70104  12332   12241    12328       68    115      3
70105  12395   12275    12357       29    113      0
70108  12412   12334    12365        8    112     -1

Support and Resistance  Levels
S1  12347  S2   12329  S3   12311  S4   12292  S2 Prob 31.9  S4 Prob 15.5
R1  12386  R2   12407  R3   12428  R4   12448  R2 Prob 37.4  R4 Prob 16.9
Prj Lo   12294 Prob %  31.0  Prj Hi 12441  Prob %  31.9
5D EMA   12312       20D EMA   12223

Prj MBI/DIF OB/OS              IT OB     12434
Projected Daily Reversal Price           12364
Sell Prob(%)  60.7   Valid Sell Prob (%) 54.5

Mkt Pos & Trading Bias: I/T bullish. N/T neutral/bearish.
GBPUSD  High    Low      Last    Change   MBI    DIF
70102  19742   19583    19737      151     96      4
70103  19750   19484    19515     -222     88     -3
70104  19532   19397    19443      -72     83     -6
70105  19446   19265    19307     -136     80     -6
70108  19393   19263    19378       71     87      0

Support and Resistance  Levels
S1  19337  S2   19296  S3   19256  S4   19215  S2 Prob 36.3  S4 Prob 17.7
R1  19402  R2   19426  R3   19451  R4   19475  R2 Prob 37.1  R4 Prob 17.2
Prj Lo   19311 Prob %  37.4  Prj Hi 19442  Prob %  40.7
5D EMA   19437       20D EMA   19515

Prj MBI/DIF OB/OS              IT OS     19328
Projected Daily Reversal Price           19329
Sell Prob(%)  53.5   Valid Sell Prob (%) 47.3

Mkt Pos & Trading Bias: N/T neutral. I/T bearish.
USDCAD  High    Low      Last    Change   MBI    DIF
70102  11660   11625    11656       -3    114     -1
70103  11734   11630    11733       77    124      6
70104  11778   11716    11774       41    129      7
70105  11788   11728    11731      -43    119     -2
70108  11784   11722    11756       25    124      1

Support and Resistance  Levels
S1  11740  S2   11724  S3   11708  S4   11692  S2 Prob 43.2  S4 Prob 19.1
R1  11771  R2   11786  R3   11801  R4   11816  R2 Prob 36.3  R4 Prob 16.1
Prj Lo   11709 Prob %  41.6  Prj Hi 11795  Prob %  39.1
5D EMA   11726       20D EMA   11616

Prj MBI/DIF OB/OS              IT OB     11756
Projected Daily Reversal Price           11755
Sell Prob(%)  59.6   Valid Sell Prob (%) 59.3

Mkt Pos & Trading Bias: I/T bullish. N/T neutral/cautious.

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