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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Aug 31, 2006 |
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 |
#NDX |
Higher |
Aug |
1509.40 |
1586.60 |
1476.10 |
1579.70 |
94% |
20 |
11 |
10 |
91% |
1586.60 |
1675.28 |
1579.70 |
#COMPX |
Higher |
Aug |
2091.50 |
2185.70 |
2057.70 |
2183.80 |
99% |
11 |
5 |
5 |
100% |
2185.70 |
2314.51 |
2183.80 |
#RUT |
Higher |
Aug |
700.55 |
725.05 |
674.75 |
720.55 |
91% |
27 |
15 |
14 |
93% |
725.05 |
753.75 |
720.55 |
NDZ6 |
Higher |
Aug |
1537.30 |
1607.00 |
1508.50 |
1601.80 |
95% |
10 |
4 |
4 |
100% |
1607.00 |
1707.82 |
1601.80 |
USZ6 |
Higher |
Aug |
108~17 |
111~04 |
108~05 |
111~02 |
98% |
28 |
17 |
16 |
94% |
111~04 |
115~26 |
111~02 |
TYZ6 |
Higher |
Aug |
106~000 |
107~130 |
105~240 |
107~120 |
98% |
24 |
16 |
15 |
94% |
107~130 |
110~258 |
107~120 |
EDZ6 |
Higher |
Aug |
94.550 |
94.660 |
94.460 |
94.655 |
98% |
24 |
17 |
16 |
94% |
94.660 |
95.300 |
94.655 |
EDH7 |
Higher |
Aug |
94.640 |
94.790 |
94.540 |
94.785 |
98% |
24 |
15 |
15 |
100% |
94.790 |
95.438 |
94.785 |
BPZ6 |
Higher |
Aug |
187.36 |
191.90 |
187.45 |
190.74 |
74% |
31 |
14 |
12 |
86% |
191.90 |
198.86 |
190.74 |
CDZ6 |
Higher |
Aug |
88.76 |
90.90 |
88.38 |
90.84 |
98% |
29 |
17 |
15 |
88% |
90.90 |
92.68 |
90.84 |
DXZ6 |
Lower |
Aug |
84.72 |
85.16 |
83.85 |
84.66 |
62% |
20 |
13 |
13 |
100% |
83.85 |
80.89 |
84.66 |
NGZ6 |
Lower |
Aug |
11.111 |
11.340 |
9.820 |
9.978 |
10% |
16 |
5 |
5 |
100% |
9.820 |
9.116 |
9.978 |
LCZ6 |
Higher |
Aug |
88.975 |
93.025 |
87.850 |
92.750 |
95% |
41 |
20 |
17 |
85% |
93.025 |
97.916 |
92.750 |
FCX6 |
Higher |
Aug |
113.700 |
117.900 |
111.800 |
116.325 |
74% |
34 |
20 |
18 |
90% |
117.900 |
123.349 |
116.325 |
FCF7 |
Higher |
Aug |
109.000 |
114.100 |
107.100 |
113.425 |
90% |
29 |
15 |
14 |
93% |
114.100 |
118.492 |
113.425 |
LEZ6 |
Higher |
Aug |
59.875 |
64.500 |
58.750 |
63.700 |
86% |
36 |
14 |
12 |
86% |
64.500 |
69.991 |
63.700 |
LEJ7 |
Higher |
Aug |
61.500 |
63.600 |
60.325 |
63.550 |
98% |
36 |
13 |
11 |
85% |
63.600 |
68.048 |
63.550 |
CCH7 |
Lower |
Aug |
1562 |
1647 |
1500 |
1525 |
17% |
45 |
19 |
17 |
89% |
1500 |
1375 |
1525 |
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 1509.40(Prev Close), the market ended August at 1579.70(Month Close),
that being 94%(Pct Range) off of
1476.10(Month Low) to 1586.60(Month High).
In comparing the July/August closes for each of the last 20 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in August than July in 11(Cond Years) of those years.
Of those 11, the #NDX went on to exceed the August 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 the #NDX should exceed 1586.60(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 1675.28(Average Objective).
- NASDAQ Composite Index
- The #COMPX(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 2091.50(Prev Close), the market ended August at 2183.80(Month Close),
that being 99%(Pct Range) off of
2057.70(Month Low) to 2185.70(Month High).
In comparing the July/August closes for each of the last 11 years(Total Years), Scenario found that the NASDAQ Composite Index also closed
higher in August than July in 5(Cond Years) of those years.
Of those 5, the #COMPX went on to exceed the August high within the next 2 months in 5 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the the #COMPX should exceed 2185.70(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 5 years) a potential move
toward 2314.51(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 700.55(Prev Close), the market ended August at 720.55(Month Close),
that being 91%(Pct Range) off of
674.75(Month Low) to 725.05(Month High).
In comparing the July/August closes for each of the last 27 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in August than July in 15(Cond Years) of those years.
Of those 15, the #RUT went on to exceed the August high within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the the #RUT should exceed 725.05(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 753.75(Average Objective).
- December NASDAQ 100(CME)
- The NDZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 1537.30(Prev Close), the market ended August at 1601.80(Month Close),
that being 95%(Pct Range) off of
1508.50(Month Low) to 1607.00(Month High).
In comparing the July/August closes for each of the last 10 years(Total Years), Scenario found that the December NASDAQ 100(CME) also closed
higher in August than July in 4(Cond Years) of those years.
Of those 4, NDZ went on to exceed the August high within the next 2 months in 4 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NDZ should exceed 1607.00(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 4 years) a potential move
toward 1707.82(Average Objective).
- December 30-Year T-Bonds(CBOT)
- The USZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 108~17(Prev Close), the market ended August at 111~02(Month Close),
that being 98%(Pct Range) off of
108~05(Month Low) to 111~04(Month High).
In comparing the July/August closes for each of the last 28 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed
higher in August than July in 17(Cond Years) of those years.
Of those 17, USZ went on to exceed the August high within the next 2 months in 16 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the USZ should exceed 111~04(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 115~26(Average Objective).
- December 10-Year T-Notes(CBOT)
- The TYZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 106~000(Prev Close), the market ended August at 107~120(Month Close),
that being 98%(Pct Range) off of
105~240(Month Low) to 107~130(Month High).
In comparing the July/August closes for each of the last 24 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed
higher in August than July in 16(Cond Years) of those years.
Of those 16, TYZ went on to exceed the August high within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the TYZ should exceed 107~130(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 110~258(Average Objective).
- December Eurodollars(CME)
- The EDZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 94.550(Prev Close), the market ended August at 94.655(Month Close),
that being 98%(Pct Range) off of
94.460(Month Low) to 94.660(Month High).
In comparing the July/August closes for each of the last 24 years(Total Years), Scenario found that the December Eurodollars(CME) also closed
higher in August than July in 17(Cond Years) of those years.
Of those 17, EDZ went on to exceed the August high within the next 2 months in 16 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the EDZ should exceed 94.660(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 95.300(Average Objective).
- March Eurodollars(CME)
- The EDH7(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 94.640(Prev Close), the market ended August at 94.785(Month Close),
that being 98%(Pct Range) off of
94.540(Month Low) to 94.790(Month High).
In comparing the July/August closes for each of the last 24 years(Total Years), Scenario found that the March Eurodollars(CME) also closed
higher in August than July in 15(Cond Years) of those years.
Of those 15, EDH went on to exceed the August high within the next 2 months in 15 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the EDH should exceed 94.790(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 95.438(Average Objective).
- December British Pound(CME)
- The BPZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 187.36(Prev Close), the market ended August at 190.74(Month Close),
that being 74%(Pct Range) off of
187.45(Month Low) to 191.90(Month High).
In comparing the July/August closes for each of the last 31 years(Total Years), Scenario found that the December British Pound(CME) also closed
higher in August than July in 14(Cond Years) of those years.
Of those 14, BPZ went on to exceed the August 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 BPZ should exceed 191.90(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 198.86(Average Objective).
- December Canadian Dollar(CME)
- The CDZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 88.76(Prev Close), the market ended August at 90.84(Month Close),
that being 98%(Pct Range) off of
88.38(Month Low) to 90.90(Month High).
In comparing the July/August closes for each of the last 29 years(Total Years), Scenario found that the December Canadian Dollar(CME) also closed
higher in August than July in 17(Cond Years) of those years.
Of those 17, CDZ went on to exceed the August high within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the CDZ should exceed 90.90(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 92.68(Average Objective).
- December US Dollar Index(NYBOT)
- The DXZ6(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 84.72(Prev Close), the market ended August at 84.66(Month Close),
that being 62%(Pct Range) off of
83.85(Month Low) to 85.16(Month High).
In comparing the July/August closes for each of the last 20 years(Total Years), Scenario found that the December US Dollar Index(NYBOT) also closed
lower in August than July in 13(Cond Years) of those years.
Of those 13, DXZ went on to penetrate the August low within the next 2 months in 13 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the DXZ should penetrate 83.85(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 80.89(Average Objective).
- December Natural Gas(NYM)
- The NGZ6(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 11.111(Prev Close), the market ended August at 9.978(Month Close),
that being 10%(Pct Range) off of
9.820(Month Low) to 11.340(Month High).
In comparing the July/August closes for each of the last 16 years(Total Years), Scenario found that the December Natural Gas(NYM) also closed
lower in August than July in 5(Cond Years) of those years.
Of those 5, NGZ went on to penetrate the August low within the next 2 months in 5 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NGZ should penetrate 9.820(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 5 years) a potential move
toward 9.116(Average Objective).
- December Live Cattle(CME)
- The LCZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 88.975(Prev Close), the market ended August at 92.750(Month Close),
that being 95%(Pct Range) off of
87.850(Month Low) to 93.025(Month High).
In comparing the July/August closes for each of the last 41 years(Total Years), Scenario found that the December Live Cattle(CME) also closed
higher in August than July in 20(Cond Years) of those years.
Of those 20, LCZ went on to exceed the August 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 LCZ should exceed 93.025(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 97.916(Average Objective).
- November Feeder Cattle(CME)
- The FCX6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 113.700(Prev Close), the market ended August at 116.325(Month Close),
that being 74%(Pct Range) off of
111.800(Month Low) to 117.900(Month High).
In comparing the July/August closes for each of the last 34 years(Total Years), Scenario found that the November Feeder Cattle(CME) also closed
higher in August than July in 20(Cond Years) of those years.
Of those 20, FCX went on to exceed the August 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 FCX should exceed 117.900(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 123.349(Average Objective).
- January Feeder Cattle(CME)
- The FCF7(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 109.000(Prev Close), the market ended August at 113.425(Month Close),
that being 90%(Pct Range) off of
107.100(Month Low) to 114.100(Month High).
In comparing the July/August closes for each of the last 29 years(Total Years), Scenario found that the January Feeder Cattle(CME) also closed
higher in August than July in 15(Cond Years) of those years.
Of those 15, FCF went on to exceed the August high within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the FCF should exceed 114.100(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 118.492(Average Objective).
- December Lean Hogs(CME)
- The LEZ6(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 59.875(Prev Close), the market ended August at 63.700(Month Close),
that being 86%(Pct Range) off of
58.750(Month Low) to 64.500(Month High).
In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the December Lean Hogs(CME) also closed
higher in August than July in 14(Cond Years) of those years.
Of those 14, LEZ went on to exceed the August 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 LEZ should exceed 64.500(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 69.991(Average Objective).
- April Lean Hogs(CME)
- The LEJ7(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 61.500(Prev Close), the market ended August at 63.550(Month Close),
that being 98%(Pct Range) off of
60.325(Month Low) to 63.600(Month High).
In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed
higher in August than July in 13(Cond Years) of those years.
Of those 13, LEJ went on to exceed the August high within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the LEJ should exceed 63.600(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 68.048(Average Objective).
- March Cocoa(NYBOT)
- The CCH7(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 1562(Prev Close), the market ended August at 1525(Month Close),
that being 17%(Pct Range) off of
1500(Month Low) to 1647(Month High).
In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the March Cocoa(NYBOT) also closed
lower in August than July in 19(Cond Years) of those years.
Of those 19, CCH went on to penetrate the August low within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the CCH should penetrate 1500(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 1375(Average Objective).
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