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MRCI's Scenario Summary

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MRCI's ScenarioSM Summary

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
ScenarioSM Summary Aug 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
#DJ Lower Aug 12143.00 12282.00 10604.00 11614.00 60% 45 19 16 84% 10604.00 9843.11 11614.00
USZ1 Higher Aug 126~210 139~250 125~280 136~010 73% 33 22 20 91% 139~250 145~096 136~010
TYZ1 Higher Aug 124~120 130~220 124~000 129~010 75% 29 21 20 95% 130~220 134~132 129~010
NGZ1 Lower Aug 4.462 4.537 4.134 4.386 63% 21 10 10 100% 4.134 3.603 4.386
NGF2 Lower Aug 4.564 4.629 4.255 4.498 65% 21 11 10 91% 4.255 3.805 4.498
SBH2 Higher Aug 28.51 30.60 25.38 28.88 67% 45 20 19 95% 30.60 34.64 28.88
SBK2 Higher Aug 27.01 28.53 24.23 27.41 74% 45 19 18 95% 28.53 32.27 27.41
CTZ1 Higher Aug 101.77 109.00 93.72 105.81 79% 44 16 14 88% 109.00 120.86 105.81


DJIA Index
The #DJ(Mkt) ended Lower(Cond) for August(Month). Compared to July's 12143.00(Prev Close), the market ended August at 11614.00(Month Close), that being 60%(Pct Range) off of 10604.00(Month Low) to 12282.00(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed lower in August than July in 19(Cond Years) of those years. Of those 19, the #DJ went on to penetrate the August 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 the #DJ should penetrate 10604.00(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 9843.11(Average Objective).

December 30-Year T-Bonds(CBOT)
The USZ1(Mkt) ended Higher(Cond) for August(Month). Compared to July's 126~210(Prev Close), the market ended August at 136~010(Month Close), that being 73%(Pct Range) off of 125~280(Month Low) to 139~250(Month High).

In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed higher in August than July in 22(Cond Years) of those years. Of those 22, USZ went on to exceed the August high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.

Therefore, the historical odds are high that the USZ should exceed 139~250(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 145~096(Average Objective).

December 10-Year T-Notes(CBOT)
The TYZ1(Mkt) ended Higher(Cond) for August(Month). Compared to July's 124~120(Prev Close), the market ended August at 129~010(Month Close), that being 75%(Pct Range) off of 124~000(Month Low) to 130~220(Month High).

In comparing the July/August closes for each of the last 29 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed higher in August than July in 21(Cond Years) of those years. Of those 21, TYZ went on to exceed the August high within the next 2 months in 20 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the TYZ should exceed 130~220(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 134~132(Average Objective).

December Natural Gas(NYM)
The NGZ1(Mkt) ended Lower(Cond) for August(Month). Compared to July's 4.462(Prev Close), the market ended August at 4.386(Month Close), that being 63%(Pct Range) off of 4.134(Month Low) to 4.537(Month High).

In comparing the July/August closes for each of the last 21 years(Total Years), Scenario found that the December Natural Gas(NYM) also closed lower in August than July in 10(Cond Years) of those years. Of those 10, NGZ went on to penetrate the August low within the next 2 months in 10 years(Action Years) or 100%(Pct) of the time.

Therefore, the historical odds are high that the NGZ should penetrate 4.134(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 10 years) a potential move toward 3.603(Average Objective).

January Natural Gas(NYM)
The NGF2(Mkt) ended Lower(Cond) for August(Month). Compared to July's 4.564(Prev Close), the market ended August at 4.498(Month Close), that being 65%(Pct Range) off of 4.255(Month Low) to 4.629(Month High).

In comparing the July/August closes for each of the last 21 years(Total Years), Scenario found that the January Natural Gas(NYM) also closed lower in August than July in 11(Cond Years) of those years. Of those 11, NGF went on to penetrate the August low within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.

Therefore, the historical odds are high that the NGF should penetrate 4.255(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 10 years) a potential move toward 3.805(Average Objective).

March Sugar #11(ICE)
The SBH2(Mkt) ended Higher(Cond) for August(Month). Compared to July's 28.51(Prev Close), the market ended August at 28.88(Month Close), that being 67%(Pct Range) off of 25.38(Month Low) to 30.60(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the March Sugar #11(ICE) also closed higher in August than July in 20(Cond Years) of those years. Of those 20, SBH went on to exceed the August high within the next 2 months in 19 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the SBH should exceed 30.60(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 19 years) a potential move toward 34.64(Average Objective).

May Sugar #11(ICE)
The SBK2(Mkt) ended Higher(Cond) for August(Month). Compared to July's 27.01(Prev Close), the market ended August at 27.41(Month Close), that being 74%(Pct Range) off of 24.23(Month Low) to 28.53(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the May Sugar #11(ICE) also closed higher in August than July in 19(Cond Years) of those years. Of those 19, SBK went on to exceed the August high within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the SBK should exceed 28.53(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 32.27(Average Objective).

December Cotton(ICE)
The CTZ1(Mkt) ended Higher(Cond) for August(Month). Compared to July's 101.77(Prev Close), the market ended August at 105.81(Month Close), that being 79%(Pct Range) off of 93.72(Month Low) to 109.00(Month High).

In comparing the July/August closes for each of the last 44 years(Total Years), Scenario found that the December Cotton(ICE) also closed higher in August than July in 16(Cond Years) of those years. Of those 16, CTZ went on to exceed the August high within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the CTZ should exceed 109.00(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 120.86(Average Objective).
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