 |
| MRCI's ScenarioSM Summary |
|
| ScenarioSM Summary May 31, 2011 |
| Historical Data |
Scenario Data |
Current Market Data |
Mkt |
Cond |
Month |
Prev
Close |
Month
High |
Month
Low |
Month
Close |
Pct
Range |
Total
Years |
Cond
Years |
Action
Years |
Pct |
Scenario
Objective |
Average
Objective |
Last
Price |
| #OEX |
Lower |
May |
608.33 |
611.06 |
582.62 |
597.32 |
52% |
1 |
1 |
1 |
100% |
582.62 |
|
597.32 |
| SPU1 |
Lower |
May |
1354.40 |
1361.60 |
1305.20 |
1338.50 |
59% |
29 |
10 |
9 |
90% |
1305.20 |
1255.22 |
1338.50 |
| USU1 |
Higher |
May |
120~290 |
124~310 |
120~220 |
124~270 |
97% |
33 |
14 |
14 |
100% |
124~310 |
130~127 |
124~270 |
| TYU1 |
Higher |
May |
119~220 |
122~225 |
119~185 |
122~195 |
97% |
28 |
12 |
12 |
100% |
122~225 |
126~144 |
122~195 |
| EDU1 |
Higher |
May |
99.645 |
99.695 |
99.640 |
99.670 |
55% |
29 |
13 |
12 |
92% |
99.695 |
100.146 |
99.670 |
| JYU1 |
Lower |
May |
123.38 |
125.70 |
121.69 |
122.79 |
27% |
34 |
20 |
17 |
85% |
121.69 |
116.48 |
122.79 |
| DXU1 |
Higher |
May |
73.532 |
77.015 |
73.325 |
75.165 |
50% |
25 |
14 |
12 |
86% |
77.015 |
78.757 |
75.165 |
| GCQ1 |
Lower |
May |
1557.7 |
1577.7 |
1464.1 |
1536.8 |
64% |
36 |
19 |
16 |
84% |
1464.1 |
1373.7 |
1536.8 |
| HGU1 |
Higher |
May |
419.50 |
428.15 |
387.25 |
419.65 |
79% |
45 |
21 |
18 |
86% |
428.15 |
473.15 |
419.65 |
| NGU1 |
Lower |
May |
4.809 |
4.850 |
4.219 |
4.710 |
78% |
21 |
10 |
9 |
90% |
4.219 |
3.431 |
4.710 |
| NGV1 |
Lower |
May |
4.844 |
4.884 |
4.270 |
4.744 |
77% |
21 |
9 |
8 |
89% |
4.270 |
3.511 |
4.744 |
| SQ1 |
Lower |
May |
1391.25 |
1399.00 |
1306.50 |
1372.00 |
71% |
45 |
21 |
21 |
100% |
1306.50 |
1200.65 |
1372.00 |
| SU1 |
Lower |
May |
1381.50 |
1389.00 |
1298.75 |
1367.25 |
76% |
45 |
21 |
20 |
95% |
1298.75 |
1205.01 |
1367.25 |
| BOU1 |
Lower |
May |
59.09 |
59.51 |
55.45 |
59.04 |
88% |
45 |
22 |
19 |
86% |
55.45 |
50.20 |
59.04 |
| SMQ1 |
Lower |
May |
364.10 |
365.10 |
343.60 |
356.20 |
59% |
45 |
20 |
18 |
90% |
343.60 |
315.80 |
356.20 |
| SMU1 |
Lower |
May |
362.90 |
363.70 |
342.50 |
354.90 |
58% |
45 |
20 |
18 |
90% |
342.50 |
314.66 |
354.90 |
| SMV1 |
Lower |
May |
359.20 |
359.10 |
337.60 |
349.90 |
57% |
45 |
19 |
16 |
84% |
337.60 |
310.40 |
349.90 |
| SMZ1 |
Lower |
May |
359.10 |
359.80 |
337.00 |
351.20 |
62% |
45 |
18 |
16 |
89% |
337.00 |
314.18 |
351.20 |
| WU1 |
Lower |
May |
846.50 |
876.75 |
772.25 |
832.00 |
57% |
45 |
24 |
22 |
92% |
772.25 |
705.75 |
832.00 |
| WZ1 |
Lower |
May |
888.00 |
923.25 |
829.25 |
882.00 |
56% |
45 |
23 |
21 |
91% |
829.25 |
762.31 |
882.00 |
| LEQ1 |
Lower |
May |
97.230 |
98.135 |
88.430 |
91.230 |
29% |
41 |
22 |
20 |
91% |
88.430 |
81.170 |
91.230 |
| LEV1 |
Lower |
May |
89.030 |
89.730 |
82.585 |
85.300 |
38% |
41 |
22 |
20 |
91% |
82.585 |
74.878 |
85.300 |
| SBV1 |
Higher |
May |
22.65 |
23.19 |
20.69 |
22.99 |
92% |
45 |
19 |
17 |
89% |
23.19 |
26.52 |
22.99 |
| LBU1 |
Lower |
May |
279.9 |
284.0 |
236.1 |
269.0 |
69% |
38 |
16 |
15 |
94% |
236.1 |
206.6 |
269.0 |
| LBX1 |
Lower |
May |
276.5 |
281.0 |
237.6 |
269.1 |
73% |
38 |
16 |
16 |
100% |
237.6 |
214.4 |
269.1 |
- S & P 100(OEX)
- The #OEX(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 608.33(Prev Close), the market ended May at 597.32(Month Close),
that being 52%(Pct Range) off of
582.62(Month Low) to 611.06(Month High).
In comparing the April/May closes for each of the last 1 years(Total Years), Scenario found that the S & P 100(OEX) also closed
lower in May than April in 1(Cond Years) of those years.
Of those 1, the #OEX went on to penetrate the May low within the next 2 months in 1 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the the #OEX should penetrate 582.62(Scenario Objective) by no later than the end of July.
- September S & P 500(CME)
- The SPU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1354.40(Prev Close), the market ended May at 1338.50(Month Close),
that being 59%(Pct Range) off of
1305.20(Month Low) to 1361.60(Month High).
In comparing the April/May closes for each of the last 29 years(Total Years), Scenario found that the September S & P 500(CME) also closed
lower in May than April in 10(Cond Years) of those years.
Of those 10, SPU went on to penetrate the May low within the next 2 months in 9 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the SPU should penetrate 1305.20(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 1255.22(Average Objective).
- September 30-Year T-Bonds(CBOT)
- The USU1(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 120~290(Prev Close), the market ended May at 124~270(Month Close),
that being 97%(Pct Range) off of
120~220(Month Low) to 124~310(Month High).
In comparing the April/May closes for each of the last 33 years(Total Years), Scenario found that the September 30-Year T-Bonds(CBOT) also closed
higher in May than April in 14(Cond Years) of those years.
Of those 14, USU went on to exceed the May high within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the USU should exceed 124~310(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 130~127(Average Objective).
- September 10-Year T-Notes(CBOT)
- The TYU1(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 119~220(Prev Close), the market ended May at 122~195(Month Close),
that being 97%(Pct Range) off of
119~185(Month Low) to 122~225(Month High).
In comparing the April/May closes for each of the last 28 years(Total Years), Scenario found that the September 10-Year T-Notes(CBOT) also closed
higher in May than April in 12(Cond Years) of those years.
Of those 12, TYU went on to exceed the May high within the next 2 months in 12 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the TYU should exceed 122~225(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 126~144(Average Objective).
- September Eurodollars(CME)
- The EDU1(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 99.645(Prev Close), the market ended May at 99.670(Month Close),
that being 55%(Pct Range) off of
99.640(Month Low) to 99.695(Month High).
In comparing the April/May closes for each of the last 29 years(Total Years), Scenario found that the September Eurodollars(CME) also closed
higher in May than April in 13(Cond Years) of those years.
Of those 13, EDU went on to exceed the May high within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the EDU should exceed 99.695(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 100.146(Average Objective).
- September Japanese Yen(CME)
- The JYU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 123.38(Prev Close), the market ended May at 122.79(Month Close),
that being 27%(Pct Range) off of
121.69(Month Low) to 125.70(Month High).
In comparing the April/May closes for each of the last 34 years(Total Years), Scenario found that the September Japanese Yen(CME) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, JYU went on to penetrate the May low within the next 2 months in 17 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the JYU should penetrate 121.69(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 116.48(Average Objective).
- September US Dollar Index(ICE)
- The DXU1(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 73.532(Prev Close), the market ended May at 75.165(Month Close),
that being 50%(Pct Range) off of
73.325(Month Low) to 77.015(Month High).
In comparing the April/May closes for each of the last 25 years(Total Years), Scenario found that the September US Dollar Index(ICE) also closed
higher in May than April in 14(Cond Years) of those years.
Of those 14, DXU went on to exceed the May high within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the DXU should exceed 77.015(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 78.757(Average Objective).
- August Gold(CMX)
- The GCQ1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1557.7(Prev Close), the market ended May at 1536.8(Month Close),
that being 64%(Pct Range) off of
1464.1(Month Low) to 1577.7(Month High).
In comparing the April/May closes for each of the last 36 years(Total Years), Scenario found that the August Gold(CMX) also closed
lower in May than April in 19(Cond Years) of those years.
Of those 19, GCQ went on to penetrate the May low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the GCQ should penetrate 1464.1(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 1373.7(Average Objective).
- September Copper(CMX)
- The HGU1(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 419.50(Prev Close), the market ended May at 419.65(Month Close),
that being 79%(Pct Range) off of
387.25(Month Low) to 428.15(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Copper(CMX) also closed
higher in May than April in 21(Cond Years) of those years.
Of those 21, HGU went on to exceed the May high within the next 2 months in 18 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the HGU should exceed 428.15(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 473.15(Average Objective).
- September Natural Gas(NYM)
- The NGU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 4.809(Prev Close), the market ended May at 4.710(Month Close),
that being 78%(Pct Range) off of
4.219(Month Low) to 4.850(Month High).
In comparing the April/May closes for each of the last 21 years(Total Years), Scenario found that the September Natural Gas(NYM) also closed
lower in May than April in 10(Cond Years) of those years.
Of those 10, NGU went on to penetrate the May low within the next 2 months in 9 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the NGU should penetrate 4.219(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 3.431(Average Objective).
- October Natural Gas(NYM)
- The NGV1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 4.844(Prev Close), the market ended May at 4.744(Month Close),
that being 77%(Pct Range) off of
4.270(Month Low) to 4.884(Month High).
In comparing the April/May closes for each of the last 21 years(Total Years), Scenario found that the October Natural Gas(NYM) also closed
lower in May than April in 9(Cond Years) of those years.
Of those 9, NGV went on to penetrate the May low within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the NGV should penetrate 4.270(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 3.511(Average Objective).
- August Soybeans(CBOT)
- The SQ1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1391.25(Prev Close), the market ended May at 1372.00(Month Close),
that being 71%(Pct Range) off of
1306.50(Month Low) to 1399.00(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the August Soybeans(CBOT) also closed
lower in May than April in 21(Cond Years) of those years.
Of those 21, SQ went on to penetrate the May low within the next 2 months in 21 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SQ should penetrate 1306.50(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 1200.65(Average Objective).
- September Soybeans(CBOT)
- The SU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1381.50(Prev Close), the market ended May at 1367.25(Month Close),
that being 76%(Pct Range) off of
1298.75(Month Low) to 1389.00(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Soybeans(CBOT) also closed
lower in May than April in 21(Cond Years) of those years.
Of those 21, SU went on to penetrate the May low within the next 2 months in 20 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the SU should penetrate 1298.75(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 1205.01(Average Objective).
- September Soybean Oil(CBOT)
- The BOU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 59.09(Prev Close), the market ended May at 59.04(Month Close),
that being 88%(Pct Range) off of
55.45(Month Low) to 59.51(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Soybean Oil(CBOT) also closed
lower in May than April in 22(Cond Years) of those years.
Of those 22, BOU went on to penetrate the May low within the next 2 months in 19 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the BOU should penetrate 55.45(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 50.20(Average Objective).
- August Soybean Meal(CBOT)
- The SMQ1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 364.10(Prev Close), the market ended May at 356.20(Month Close),
that being 59%(Pct Range) off of
343.60(Month Low) to 365.10(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the August Soybean Meal(CBOT) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, SMQ went on to penetrate the May low within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the SMQ should penetrate 343.60(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 315.80(Average Objective).
- September Soybean Meal(CBOT)
- The SMU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 362.90(Prev Close), the market ended May at 354.90(Month Close),
that being 58%(Pct Range) off of
342.50(Month Low) to 363.70(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Soybean Meal(CBOT) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, SMU went on to penetrate the May low within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the SMU should penetrate 342.50(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 314.66(Average Objective).
- October Soybean Meal(CBOT)
- The SMV1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 359.20(Prev Close), the market ended May at 349.90(Month Close),
that being 57%(Pct Range) off of
337.60(Month Low) to 359.10(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the October Soybean Meal(CBOT) also closed
lower in May than April in 19(Cond Years) of those years.
Of those 19, SMV went on to penetrate the May low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the SMV should penetrate 337.60(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 310.40(Average Objective).
- December Soybean Meal(CBOT)
- The SMZ1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 359.10(Prev Close), the market ended May at 351.20(Month Close),
that being 62%(Pct Range) off of
337.00(Month Low) to 359.80(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the December Soybean Meal(CBOT) also closed
lower in May than April in 18(Cond Years) of those years.
Of those 18, SMZ went on to penetrate the May low within the next 2 months in 16 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the SMZ should penetrate 337.00(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 314.18(Average Objective).
- September Wheat(CBOT)
- The WU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 846.50(Prev Close), the market ended May at 832.00(Month Close),
that being 57%(Pct Range) off of
772.25(Month Low) to 876.75(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Wheat(CBOT) also closed
lower in May than April in 24(Cond Years) of those years.
Of those 24, WU went on to penetrate the May low within the next 2 months in 22 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the WU should penetrate 772.25(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 705.75(Average Objective).
- December Wheat(CBOT)
- The WZ1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 888.00(Prev Close), the market ended May at 882.00(Month Close),
that being 56%(Pct Range) off of
829.25(Month Low) to 923.25(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the December Wheat(CBOT) also closed
lower in May than April in 23(Cond Years) of those years.
Of those 23, WZ went on to penetrate the May low within the next 2 months in 21 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the WZ should penetrate 829.25(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 762.31(Average Objective).
- August Lean Hogs(CME)
- The LEQ1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 97.230(Prev Close), the market ended May at 91.230(Month Close),
that being 29%(Pct Range) off of
88.430(Month Low) to 98.135(Month High).
In comparing the April/May closes for each of the last 41 years(Total Years), Scenario found that the August Lean Hogs(CME) also closed
lower in May than April in 22(Cond Years) of those years.
Of those 22, LEQ went on to penetrate the May low within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the LEQ should penetrate 88.430(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 81.170(Average Objective).
- October Lean Hogs(CME)
- The LEV1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 89.030(Prev Close), the market ended May at 85.300(Month Close),
that being 38%(Pct Range) off of
82.585(Month Low) to 89.730(Month High).
In comparing the April/May closes for each of the last 41 years(Total Years), Scenario found that the October Lean Hogs(CME) also closed
lower in May than April in 22(Cond Years) of those years.
Of those 22, LEV went on to penetrate the May low within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the LEV should penetrate 82.585(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 74.878(Average Objective).
- October Sugar #11(ICE)
- The SBV1(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 22.65(Prev Close), the market ended May at 22.99(Month Close),
that being 92%(Pct Range) off of
20.69(Month Low) to 23.19(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the October Sugar #11(ICE) also closed
higher in May than April in 19(Cond Years) of those years.
Of those 19, SBV went on to exceed the May high within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the SBV should exceed 23.19(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 26.52(Average Objective).
- September Lumber(CME)
- The LBU1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 279.9(Prev Close), the market ended May at 269.0(Month Close),
that being 69%(Pct Range) off of
236.1(Month Low) to 284.0(Month High).
In comparing the April/May closes for each of the last 38 years(Total Years), Scenario found that the September Lumber(CME) also closed
lower in May than April in 16(Cond Years) of those years.
Of those 16, LBU went on to penetrate the May low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the LBU should penetrate 236.1(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 206.6(Average Objective).
- November Lumber(CME)
- The LBX1(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 276.5(Prev Close), the market ended May at 269.1(Month Close),
that being 73%(Pct Range) off of
237.6(Month Low) to 281.0(Month High).
In comparing the April/May closes for each of the last 38 years(Total Years), Scenario found that the November Lumber(CME) also closed
lower in May than April in 16(Cond Years) of those years.
Of those 16, LBX went on to penetrate the May low within the next 2 months in 16 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the LBX should penetrate 237.6(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 214.4(Average Objective).
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