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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 Oct 31, 2012
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
#TRAN Higher Oct 4892.60 5192.90 4877.60 5085.00 66% 42 29 26 90% 5192.90 5576.44 5085.00
#UTIL Higher Oct 475.75 487.58 472.44 479.40 46% 42 26 24 92% 487.58 510.97 479.40
EUH3 Higher Oct 128.75 131.55 128.60 129.79 40% 13 7 6 86% 131.55 136.69 129.79
JYH3 Lower Oct 128.47 128.63 124.63 125.54 23% 36 19 16 84% 124.63 120.37 125.54
ADH3 Higher Oct 102.29 102.82 100.25 102.68 95% 25 16 14 88% 102.82 107.01 102.68
CLF3 Lower Oct 93.00 94.46 85.18 86.73 17% 29 15 14 93% 85.18 75.09 86.73
CLG3 Lower Oct 93.42 94.87 85.74 87.28 17% 29 14 13 93% 85.74 75.18 87.28
CLH3 Lower Oct 93.76 95.21 86.31 87.83 17% 29 14 13 93% 86.31 76.23 87.83
CLJ3 Lower Oct 93.98 95.40 86.74 88.31 18% 28 15 14 93% 86.74 77.14 88.31
CLK3 Lower Oct 94.11 95.57 87.28 88.72 17% 28 15 14 93% 87.28 78.24 88.72
HOH3 Lower Oct 307.95 315.01 295.04 300.91 29% 33 15 13 87% 295.04 256.57 300.91
HOJ3 Lower Oct 304.76 311.27 291.88 297.51 29% 32 15 13 87% 291.88 256.76 297.51
HOK3 Lower Oct 305.63 311.42 293.40 298.71 29% 33 17 15 88% 293.40 260.92 298.71
BON3 Lower Oct 53.88 53.84 51.11 51.69 21% 45 20 17 85% 51.11 47.51 51.69
LEJ3 Higher Oct 87.550 91.000 86.450 90.500 89% 43 23 20 87% 91.000 98.734 90.500
KCH3 Lower Oct 177.50 189.30 159.10 159.35 1% 39 19 16 84% 159.10 145.38 159.35
LBH3 Higher Oct 299.9 337.3 295.0 337.3 100% 39 25 22 88% 337.3 366.6 337.3

Dow Jones Transportation
The #TRAN(Mkt) ended Higher(Cond) for October(Month). Compared to September's 4892.60(Prev Close), the market ended October at 5085.00(Month Close), that being 66%(Pct Range) off of 4877.60(Month Low) to 5192.90(Month High).

In comparing the September/October closes for each of the last 42 years(Total Years), Scenario found that the Dow Jones Transportation also closed higher in October than September in 29(Cond Years) of those years. Of those 29, the #TRAN went on to exceed the October high within the next 2 months in 26 years(Action Years) or 90%(Pct) of the time.

Therefore, the historical odds are high that the the #TRAN should exceed 5192.90(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 26 years) a potential move toward 5576.44(Average Objective).

Dow Jones Utilities
The #UTIL(Mkt) ended Higher(Cond) for October(Month). Compared to September's 475.75(Prev Close), the market ended October at 479.40(Month Close), that being 46%(Pct Range) off of 472.44(Month Low) to 487.58(Month High).

In comparing the September/October closes for each of the last 42 years(Total Years), Scenario found that the Dow Jones Utilities also closed higher in October than September in 26(Cond Years) of those years. Of those 26, the #UTIL went on to exceed the October high within the next 2 months in 24 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the the #UTIL should exceed 487.58(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 24 years) a potential move toward 510.97(Average Objective).

March EuroFX(CME)
The EUH3(Mkt) ended Higher(Cond) for October(Month). Compared to September's 128.75(Prev Close), the market ended October at 129.79(Month Close), that being 40%(Pct Range) off of 128.60(Month Low) to 131.55(Month High).

In comparing the September/October closes for each of the last 13 years(Total Years), Scenario found that the March EuroFX(CME) also closed higher in October than September in 7(Cond Years) of those years. Of those 7, EUH went on to exceed the October high within the next 2 months in 6 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the EUH should exceed 131.55(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 6 years) a potential move toward 136.69(Average Objective).

March Japanese Yen(CME)
The JYH3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 128.47(Prev Close), the market ended October at 125.54(Month Close), that being 23%(Pct Range) off of 124.63(Month Low) to 128.63(Month High).

In comparing the September/October closes for each of the last 36 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed lower in October than September in 19(Cond Years) of those years. Of those 19, JYH went on to penetrate the October 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 JYH should penetrate 124.63(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 120.37(Average Objective).

March Australian Dollar(CME)
The ADH3(Mkt) ended Higher(Cond) for October(Month). Compared to September's 102.29(Prev Close), the market ended October at 102.68(Month Close), that being 95%(Pct Range) off of 100.25(Month Low) to 102.82(Month High).

In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed higher in October than September in 16(Cond Years) of those years. Of those 16, ADH went on to exceed the October 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 ADH should exceed 102.82(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 107.01(Average Objective).

January Crude Oil(NYM)
The CLF3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 93.00(Prev Close), the market ended October at 86.73(Month Close), that being 17%(Pct Range) off of 85.18(Month Low) to 94.46(Month High).

In comparing the September/October closes for each of the last 29 years(Total Years), Scenario found that the January Crude Oil(NYM) also closed lower in October than September in 15(Cond Years) of those years. Of those 15, CLF went on to penetrate the October low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.

Therefore, the historical odds are high that the CLF should penetrate 85.18(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 75.09(Average Objective).

February Crude Oil(NYM)
The CLG3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 93.42(Prev Close), the market ended October at 87.28(Month Close), that being 17%(Pct Range) off of 85.74(Month Low) to 94.87(Month High).

In comparing the September/October closes for each of the last 29 years(Total Years), Scenario found that the February Crude Oil(NYM) also closed lower in October than September in 14(Cond Years) of those years. Of those 14, CLG went on to penetrate the October low within the next 2 months in 13 years(Action Years) or 93%(Pct) of the time.

Therefore, the historical odds are high that the CLG should penetrate 85.74(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 75.18(Average Objective).

March Crude Oil(NYM)
The CLH3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 93.76(Prev Close), the market ended October at 87.83(Month Close), that being 17%(Pct Range) off of 86.31(Month Low) to 95.21(Month High).

In comparing the September/October closes for each of the last 29 years(Total Years), Scenario found that the March Crude Oil(NYM) also closed lower in October than September in 14(Cond Years) of those years. Of those 14, CLH went on to penetrate the October low within the next 2 months in 13 years(Action Years) or 93%(Pct) of the time.

Therefore, the historical odds are high that the CLH should penetrate 86.31(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 76.23(Average Objective).

April Crude Oil(NYM)
The CLJ3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 93.98(Prev Close), the market ended October at 88.31(Month Close), that being 18%(Pct Range) off of 86.74(Month Low) to 95.40(Month High).

In comparing the September/October closes for each of the last 28 years(Total Years), Scenario found that the April Crude Oil(NYM) also closed lower in October than September in 15(Cond Years) of those years. Of those 15, CLJ went on to penetrate the October low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.

Therefore, the historical odds are high that the CLJ should penetrate 86.74(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 77.14(Average Objective).

May Crude Oil(NYM)
The CLK3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 94.11(Prev Close), the market ended October at 88.72(Month Close), that being 17%(Pct Range) off of 87.28(Month Low) to 95.57(Month High).

In comparing the September/October closes for each of the last 28 years(Total Years), Scenario found that the May Crude Oil(NYM) also closed lower in October than September in 15(Cond Years) of those years. Of those 15, CLK went on to penetrate the October low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.

Therefore, the historical odds are high that the CLK should penetrate 87.28(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 78.24(Average Objective).

March Heating Oil(NYM)
The HOH3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 307.95(Prev Close), the market ended October at 300.91(Month Close), that being 29%(Pct Range) off of 295.04(Month Low) to 315.01(Month High).

In comparing the September/October closes for each of the last 33 years(Total Years), Scenario found that the March Heating Oil(NYM) also closed lower in October than September in 15(Cond Years) of those years. Of those 15, HOH went on to penetrate the October low within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the HOH should penetrate 295.04(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 256.57(Average Objective).

April Heating Oil(NYM)
The HOJ3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 304.76(Prev Close), the market ended October at 297.51(Month Close), that being 29%(Pct Range) off of 291.88(Month Low) to 311.27(Month High).

In comparing the September/October closes for each of the last 32 years(Total Years), Scenario found that the April Heating Oil(NYM) also closed lower in October than September in 15(Cond Years) of those years. Of those 15, HOJ went on to penetrate the October low within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the HOJ should penetrate 291.88(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 256.76(Average Objective).

May Heating Oil(NYM)
The HOK3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 305.63(Prev Close), the market ended October at 298.71(Month Close), that being 29%(Pct Range) off of 293.40(Month Low) to 311.42(Month High).

In comparing the September/October closes for each of the last 33 years(Total Years), Scenario found that the May Heating Oil(NYM) also closed lower in October than September in 17(Cond Years) of those years. Of those 17, HOK went on to penetrate the October low within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the HOK should penetrate 293.40(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 15 years) a potential move toward 260.92(Average Objective).

July Soybean Oil(CBOT)
The BON3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 53.88(Prev Close), the market ended October at 51.69(Month Close), that being 21%(Pct Range) off of 51.11(Month Low) to 53.84(Month High).

In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the July Soybean Oil(CBOT) also closed lower in October than September in 20(Cond Years) of those years. Of those 20, BON went on to penetrate the October 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 BON should penetrate 51.11(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 17 years) a potential move toward 47.51(Average Objective).

April Lean Hogs(CME)
The LEJ3(Mkt) ended Higher(Cond) for October(Month). Compared to September's 87.550(Prev Close), the market ended October at 90.500(Month Close), that being 89%(Pct Range) off of 86.450(Month Low) to 91.000(Month High).

In comparing the September/October closes for each of the last 43 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed higher in October than September in 23(Cond Years) of those years. Of those 23, LEJ went on to exceed the October high within the next 2 months in 20 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the LEJ should exceed 91.000(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 98.734(Average Objective).

March Coffee "C"(ICE)
The KCH3(Mkt) ended Lower(Cond) for October(Month). Compared to September's 177.50(Prev Close), the market ended October at 159.35(Month Close), that being 1%(Pct Range) off of 159.10(Month Low) to 189.30(Month High).

In comparing the September/October closes for each of the last 39 years(Total Years), Scenario found that the March Coffee "C"(ICE) also closed lower in October than September in 19(Cond Years) of those years. Of those 19, KCH went on to penetrate the October 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 KCH should penetrate 159.10(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 145.38(Average Objective).

March Lumber(CME)
The LBH3(Mkt) ended Higher(Cond) for October(Month). Compared to September's 299.9(Prev Close), the market ended October at 337.3(Month Close), that being 100%(Pct Range) off of 295.0(Month Low) to 337.3(Month High).

In comparing the September/October closes for each of the last 39 years(Total Years), Scenario found that the March Lumber(CME) also closed higher in October than September in 25(Cond Years) of those years. Of those 25, LBH went on to exceed the October high within the next 2 months in 22 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the LBH should exceed 337.3(Scenario Objective) by no later than the end of December. If it does so, Scenario would further project (based on normalizing those previous 22 years) a potential move toward 366.6(Average Objective).

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