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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 Dec 31, 2014
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
#RUT Higher Dec 1173.15 1221.45 1134.50 1204.70 81% 35 28 27 96% 1221.45 1308.51 1204.70
#MID Higher Dec 1442.65 1478.20 1383.50 1452.45 73% 33 24 23 96% 1478.20 1557.61 1452.45
#VLE Higher Dec 4640.20 4747.50 4427.70 4683.10 80% 31 27 26 96% 4747.50 5061.87 4683.10
USH5 Higher Dec 142~200 146~190 140~260 144~180 65% 37 20 18 90% 146~190 151~185 144~180
SFH5 Lower Dec 103.61 104.78 100.69 100.74 1% 39 17 16 94% 100.69 95.11 100.74
JYH5 Lower Dec 84.33 86.63 82.19 83.49 29% 38 19 18 95% 82.19 79.20 83.49
BPH5 Lower Dec 156.06 157.76 154.76 155.70 31% 39 16 14 88% 154.76 148.08 155.70
DXH5 Higher Dec 88.600 90.665 87.830 90.648 99% 29 11 10 91% 90.665 93.065 90.648
SIH5 Higher Dec 1555.6 1735.5 1415.5 1559.9 45% 45 22 20 91% 1735.5 2003.4 1559.9
SIK5 Higher Dec 1558.3 1730.5 1470.5 1563.2 36% 45 22 20 91% 1730.5 1997.7 1563.2
NGJ5 Lower Dec 3.654 3.666 2.878 2.881 0% 24 15 13 87% 2.878 2.460 2.881
NGK5 Lower Dec 3.618 3.632 2.902 2.904 0% 24 15 13 87% 2.902 2.531 2.904
NGM5 Lower Dec 3.642 3.652 2.952 2.953 0% 24 14 13 93% 2.952 2.669 2.953
SH5 Higher Dec 1022.50 1068.25 991.00 1023.50 42% 45 19 17 89% 1068.25 1141.00 1023.50
SK5 Higher Dec 1029.25 1075.00 998.00 1030.50 42% 45 21 18 86% 1075.00 1159.93 1030.50
BOK5 Lower Dec 32.59 33.82 31.66 32.35 32% 45 25 21 84% 31.66 29.77 32.35
CH5 Higher Dec 388.75 417.00 377.25 397.00 50% 45 20 17 85% 417.00 446.99 397.00
CK5 Higher Dec 397.00 425.25 386.00 405.75 50% 45 22 19 86% 425.25 455.98 405.75
JOH5 Lower Dec 150.15 155.00 139.10 139.80 4% 45 32 28 88% 139.10 125.52 139.80
JOK5 Lower Dec 150.95 154.20 140.55 140.75 1% 45 32 28 88% 140.55 126.47 140.75
KCK5 Lower Dec 189.90 193.20 166.70 169.30 10% 41 18 16 89% 166.70 153.93 169.30
CTH5 Higher Dec 60.08 62.84 58.97 60.27 34% 45 30 26 87% 62.84 68.08 60.27
CTK5 Higher Dec 60.95 63.40 59.83 61.07 35% 45 30 26 87% 63.40 68.85 61.07

Russell 2000 Index
The #RUT(Mkt) ended Higher(Cond) for December(Month). Compared to November's 1173.15(Prev Close), the market ended December at 1204.70(Month Close), that being 81%(Pct Range) off of 1134.50(Month Low) to 1221.45(Month High).

In comparing the November/December closes for each of the last 35 years(Total Years), Scenario found that the Russell 2000 Index also closed higher in December than November in 28(Cond Years) of those years. Of those 28, the #RUT went on to exceed the December high within the next 2 months in 27 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the the #RUT should exceed 1221.45(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 27 years) a potential move toward 1308.51(Average Objective).

S & P Midcap 400 Index
The #MID(Mkt) ended Higher(Cond) for December(Month). Compared to November's 1442.65(Prev Close), the market ended December at 1452.45(Month Close), that being 73%(Pct Range) off of 1383.50(Month Low) to 1478.20(Month High).

In comparing the November/December closes for each of the last 33 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed higher in December than November in 24(Cond Years) of those years. Of those 24, the #MID went on to exceed the December high within the next 2 months in 23 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the the #MID should exceed 1478.20(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 23 years) a potential move toward 1557.61(Average Objective).

Value Line Index
The #VLE(Mkt) ended Higher(Cond) for December(Month). Compared to November's 4640.20(Prev Close), the market ended December at 4683.10(Month Close), that being 80%(Pct Range) off of 4427.70(Month Low) to 4747.50(Month High).

In comparing the November/December closes for each of the last 31 years(Total Years), Scenario found that the Value Line Index also closed higher in December than November in 27(Cond Years) of those years. Of those 27, the #VLE went on to exceed the December high within the next 2 months in 26 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the the #VLE should exceed 4747.50(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 26 years) a potential move toward 5061.87(Average Objective).

March 30-Year T-Bonds(CBOT)
The USH5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 142~200(Prev Close), the market ended December at 144~180(Month Close), that being 65%(Pct Range) off of 140~260(Month Low) to 146~190(Month High).

In comparing the November/December closes for each of the last 37 years(Total Years), Scenario found that the March 30-Year T-Bonds(CBOT) also closed higher in December than November in 20(Cond Years) of those years. Of those 20, USH went on to exceed the December high within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.

Therefore, the historical odds are high that the USH should exceed 146~190(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 151~185(Average Objective).

March Swiss Franc(CME)
The SFH5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 103.61(Prev Close), the market ended December at 100.74(Month Close), that being 1%(Pct Range) off of 100.69(Month Low) to 104.78(Month High).

In comparing the November/December closes for each of the last 39 years(Total Years), Scenario found that the March Swiss Franc(CME) also closed lower in December than November in 17(Cond Years) of those years. Of those 17, SFH went on to penetrate the December low within the next 2 months in 16 years(Action Years) or 94%(Pct) of the time.

Therefore, the historical odds are high that the SFH should penetrate 100.69(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 95.11(Average Objective).

March Japanese Yen(CME)
The JYH5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 84.33(Prev Close), the market ended December at 83.49(Month Close), that being 29%(Pct Range) off of 82.19(Month Low) to 86.63(Month High).

In comparing the November/December closes for each of the last 38 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed lower in December than November in 19(Cond Years) of those years. Of those 19, JYH went on to penetrate the December low within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the JYH should penetrate 82.19(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 79.20(Average Objective).

March British Pound(CME)
The BPH5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 156.06(Prev Close), the market ended December at 155.70(Month Close), that being 31%(Pct Range) off of 154.76(Month Low) to 157.76(Month High).

In comparing the November/December closes for each of the last 39 years(Total Years), Scenario found that the March British Pound(CME) also closed lower in December than November in 16(Cond Years) of those years. Of those 16, BPH went on to penetrate the December low within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the BPH should penetrate 154.76(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 148.08(Average Objective).

March US Dollar Index(ICE)
The DXH5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 88.600(Prev Close), the market ended December at 90.648(Month Close), that being 99%(Pct Range) off of 87.830(Month Low) to 90.665(Month High).

In comparing the November/December closes for each of the last 29 years(Total Years), Scenario found that the March US Dollar Index(ICE) also closed higher in December than November in 11(Cond Years) of those years. Of those 11, DXH went on to exceed the December high within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.

Therefore, the historical odds are high that the DXH should exceed 90.665(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 10 years) a potential move toward 93.065(Average Objective).

March Silver(CMX)
The SIH5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 1555.6(Prev Close), the market ended December at 1559.9(Month Close), that being 45%(Pct Range) off of 1415.5(Month Low) to 1735.5(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Silver(CMX) also closed higher in December than November in 22(Cond Years) of those years. Of those 22, SIH went on to exceed the December 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 SIH should exceed 1735.5(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 2003.4(Average Objective).

May Silver(CMX)
The SIK5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 1558.3(Prev Close), the market ended December at 1563.2(Month Close), that being 36%(Pct Range) off of 1470.5(Month Low) to 1730.5(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Silver(CMX) also closed higher in December than November in 22(Cond Years) of those years. Of those 22, SIK went on to exceed the December 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 SIK should exceed 1730.5(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 1997.7(Average Objective).

April Natural Gas(NYM)
The NGJ5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 3.654(Prev Close), the market ended December at 2.881(Month Close), that being 0%(Pct Range) off of 2.878(Month Low) to 3.666(Month High).

In comparing the November/December closes for each of the last 24 years(Total Years), Scenario found that the April Natural Gas(NYM) also closed lower in December than November in 15(Cond Years) of those years. Of those 15, NGJ went on to penetrate the December 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 NGJ should penetrate 2.878(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 2.460(Average Objective).

May Natural Gas(NYM)
The NGK5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 3.618(Prev Close), the market ended December at 2.904(Month Close), that being 0%(Pct Range) off of 2.902(Month Low) to 3.632(Month High).

In comparing the November/December closes for each of the last 24 years(Total Years), Scenario found that the May Natural Gas(NYM) also closed lower in December than November in 15(Cond Years) of those years. Of those 15, NGK went on to penetrate the December 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 NGK should penetrate 2.902(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 2.531(Average Objective).

June Natural Gas(NYM)
The NGM5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 3.642(Prev Close), the market ended December at 2.953(Month Close), that being 0%(Pct Range) off of 2.952(Month Low) to 3.652(Month High).

In comparing the November/December closes for each of the last 24 years(Total Years), Scenario found that the June Natural Gas(NYM) also closed lower in December than November in 14(Cond Years) of those years. Of those 14, NGM went on to penetrate the December 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 NGM should penetrate 2.952(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 2.669(Average Objective).

March Soybeans(CBOT)
The SH5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 1022.50(Prev Close), the market ended December at 1023.50(Month Close), that being 42%(Pct Range) off of 991.00(Month Low) to 1068.25(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Soybeans(CBOT) also closed higher in December than November in 19(Cond Years) of those years. Of those 19, SH went on to exceed the December 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 SH should exceed 1068.25(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 17 years) a potential move toward 1141.00(Average Objective).

May Soybeans(CBOT)
The SK5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 1029.25(Prev Close), the market ended December at 1030.50(Month Close), that being 42%(Pct Range) off of 998.00(Month Low) to 1075.00(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Soybeans(CBOT) also closed higher in December than November in 21(Cond Years) of those years. Of those 21, SK went on to exceed the December 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 SK should exceed 1075.00(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 1159.93(Average Objective).

May Soybean Oil(CBOT)
The BOK5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 32.59(Prev Close), the market ended December at 32.35(Month Close), that being 32%(Pct Range) off of 31.66(Month Low) to 33.82(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Soybean Oil(CBOT) also closed lower in December than November in 25(Cond Years) of those years. Of those 25, BOK went on to penetrate the December low within the next 2 months in 21 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the BOK should penetrate 31.66(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 21 years) a potential move toward 29.77(Average Objective).

March Corn(CBOT)
The CH5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 388.75(Prev Close), the market ended December at 397.00(Month Close), that being 50%(Pct Range) off of 377.25(Month Low) to 417.00(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Corn(CBOT) also closed higher in December than November in 20(Cond Years) of those years. Of those 20, CH went on to exceed the December high within the next 2 months in 17 years(Action Years) or 85%(Pct) of the time.

Therefore, the historical odds are high that the CH should exceed 417.00(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 17 years) a potential move toward 446.99(Average Objective).

May Corn(CBOT)
The CK5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 397.00(Prev Close), the market ended December at 405.75(Month Close), that being 50%(Pct Range) off of 386.00(Month Low) to 425.25(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Corn(CBOT) also closed higher in December than November in 22(Cond Years) of those years. Of those 22, CK went on to exceed the December high within the next 2 months in 19 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the CK should exceed 425.25(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 19 years) a potential move toward 455.98(Average Objective).

March Orange Juice(ICE)
The JOH5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 150.15(Prev Close), the market ended December at 139.80(Month Close), that being 4%(Pct Range) off of 139.10(Month Low) to 155.00(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Orange Juice(ICE) also closed lower in December than November in 32(Cond Years) of those years. Of those 32, JOH went on to penetrate the December low within the next 2 months in 28 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the JOH should penetrate 139.10(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 28 years) a potential move toward 125.52(Average Objective).

May Orange Juice(ICE)
The JOK5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 150.95(Prev Close), the market ended December at 140.75(Month Close), that being 1%(Pct Range) off of 140.55(Month Low) to 154.20(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Orange Juice(ICE) also closed lower in December than November in 32(Cond Years) of those years. Of those 32, JOK went on to penetrate the December low within the next 2 months in 28 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the JOK should penetrate 140.55(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 28 years) a potential move toward 126.47(Average Objective).

May Coffee "C"(ICE)
The KCK5(Mkt) ended Lower(Cond) for December(Month). Compared to November's 189.90(Prev Close), the market ended December at 169.30(Month Close), that being 10%(Pct Range) off of 166.70(Month Low) to 193.20(Month High).

In comparing the November/December closes for each of the last 41 years(Total Years), Scenario found that the May Coffee "C"(ICE) also closed lower in December than November in 18(Cond Years) of those years. Of those 18, KCK went on to penetrate the December 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 KCK should penetrate 166.70(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 153.93(Average Objective).

March Cotton(ICE)
The CTH5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 60.08(Prev Close), the market ended December at 60.27(Month Close), that being 34%(Pct Range) off of 58.97(Month Low) to 62.84(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Cotton(ICE) also closed higher in December than November in 30(Cond Years) of those years. Of those 30, CTH went on to exceed the December high within the next 2 months in 26 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the CTH should exceed 62.84(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 26 years) a potential move toward 68.08(Average Objective).

May Cotton(ICE)
The CTK5(Mkt) ended Higher(Cond) for December(Month). Compared to November's 60.95(Prev Close), the market ended December at 61.07(Month Close), that being 35%(Pct Range) off of 59.83(Month Low) to 63.40(Month High).

In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Cotton(ICE) also closed higher in December than November in 30(Cond Years) of those years. Of those 30, CTK went on to exceed the December high within the next 2 months in 26 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the CTK should exceed 63.40(Scenario Objective) by no later than the end of March. If it does so, Scenario would further project (based on normalizing those previous 26 years) a potential move toward 68.85(Average Objective).

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Newsflash

In 2005 Wheat was trading at a subdued $3.00/bushel. Three years later, the CBOT's soft red had more than quadrupled to $13.00 --- while hard red spring traded in Minneapolis soared to an astonishing $24.00! Now as winter wheat prepares to emerge and spring wheat will soon be planted, all three classes of wheat trade mostly between $4.50 and $5.00.

Look back to 1970: http://www.mrci.com/pdf/w.pdf

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