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MRCI's ScenarioSM Summary |
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ScenarioSM Summary May 31, 2007 |
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 |
Higher |
May |
13063.00 |
13673.00 |
13041.00 |
13628.00 |
93% |
45 |
21 |
18 |
86% |
13673.00 |
14287.80 |
13628.00 |
#UTIL |
Higher |
May |
519.25 |
537.12 |
507.75 |
521.79 |
48% |
37 |
21 |
18 |
86% |
537.12 |
565.97 |
521.79 |
#OEX |
Higher |
May |
680.60 |
705.05 |
679.15 |
702.35 |
90% |
24 |
17 |
15 |
88% |
705.05 |
730.67 |
702.35 |
#NDX |
Higher |
May |
1867.80 |
1931.10 |
1857.30 |
1928.20 |
96% |
21 |
14 |
13 |
93% |
1931.10 |
2016.07 |
1928.20 |
#COMPX |
Higher |
May |
2525.10 |
2604.50 |
2525.30 |
2604.50 |
100% |
12 |
6 |
6 |
100% |
2604.50 |
2791.47 |
2604.50 |
#MID |
Higher |
May |
873.65 |
918.35 |
867.40 |
916.30 |
96% |
26 |
17 |
15 |
88% |
918.35 |
960.00 |
916.30 |
SPU7 |
Higher |
May |
1502.40 |
1551.70 |
1498.40 |
1547.90 |
93% |
25 |
16 |
14 |
88% |
1551.70 |
1611.48 |
1547.90 |
NDU7 |
Higher |
May |
1903.80 |
1960.00 |
1905.00 |
1957.30 |
95% |
10 |
4 |
4 |
100% |
1960.00 |
2079.31 |
1957.30 |
SIU7 |
Lower |
May |
1370.4 |
1379.0 |
1291.0 |
1360.2 |
79% |
43 |
20 |
17 |
85% |
1291.0 |
1182.2 |
1360.2 |
PLV7 |
Lower |
May |
1305.4 |
1357.9 |
1263.0 |
1295.5 |
34% |
39 |
12 |
11 |
92% |
1263.0 |
1156.6 |
1295.5 |
NGU7 |
Lower |
May |
8.191 |
8.520 |
7.885 |
8.118 |
37% |
17 |
9 |
8 |
89% |
7.885 |
6.642 |
8.118 |
NGV7 |
Lower |
May |
8.301 |
8.630 |
8.020 |
8.240 |
36% |
17 |
8 |
7 |
88% |
8.020 |
6.836 |
8.240 |
SX7 |
Higher |
May |
770.75 |
845.00 |
765.00 |
836.25 |
89% |
45 |
21 |
20 |
95% |
845.00 |
946.80 |
836.25 |
SMZ7 |
Higher |
May |
208.20 |
227.40 |
207.80 |
224.50 |
85% |
45 |
26 |
22 |
85% |
227.40 |
255.26 |
224.50 |
RRU7 |
Lower |
May |
10.63 |
11.08 |
10.46 |
10.61 |
24% |
20 |
10 |
9 |
90% |
10.46 |
9.54 |
10.61 |
LEQ7 |
Lower |
May |
75.200 |
75.500 |
72.450 |
74.050 |
52% |
37 |
19 |
17 |
89% |
72.450 |
66.803 |
74.050 |
LEV7 |
Lower |
May |
67.500 |
67.500 |
64.850 |
67.150 |
87% |
37 |
19 |
17 |
89% |
64.850 |
58.747 |
67.150 |
PBQ7 |
Lower |
May |
101.000 |
103.400 |
98.250 |
99.450 |
23% |
44 |
28 |
25 |
89% |
98.250 |
81.537 |
99.450 |
SBV7 |
Lower |
May |
9.45 |
9.63 |
8.88 |
9.39 |
68% |
43 |
25 |
21 |
84% |
8.88 |
7.30 |
9.39 |
CCU7 |
Higher |
May |
1825 |
2004 |
1786 |
1909 |
56% |
45 |
17 |
15 |
88% |
2004 |
2210 |
1909 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 13063.00(Prev Close), the market ended May at 13628.00(Month Close),
that being 93%(Pct Range) off of
13041.00(Month Low) to 13673.00(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed
higher in May than April in 21(Cond Years) of those years.
Of those 21, the #DJ 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 the #DJ should exceed 13673.00(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 14287.80(Average Objective).
- Dow Jones Utilities
- The #UTIL(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 519.25(Prev Close), the market ended May at 521.79(Month Close),
that being 48%(Pct Range) off of
507.75(Month Low) to 537.12(Month High).
In comparing the April/May closes for each of the last 37 years(Total Years), Scenario found that the Dow Jones Utilities also closed
higher in May than April in 21(Cond Years) of those years.
Of those 21, the #UTIL 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 the #UTIL should exceed 537.12(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 565.97(Average Objective).
- S & P 100(OEX)
- The #OEX(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 680.60(Prev Close), the market ended May at 702.35(Month Close),
that being 90%(Pct Range) off of
679.15(Month Low) to 705.05(Month High).
In comparing the April/May closes for each of the last 24 years(Total Years), Scenario found that the S & P 100(OEX) also closed
higher in May than April in 17(Cond Years) of those years.
Of those 17, the #OEX went on to exceed the May 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 the #OEX should exceed 705.05(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 730.67(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 1867.80(Prev Close), the market ended May at 1928.20(Month Close),
that being 96%(Pct Range) off of
1857.30(Month Low) to 1931.10(Month High).
In comparing the April/May closes for each of the last 21 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in May than April in 14(Cond Years) of those years.
Of those 14, the #NDX went on to exceed the May high within the next 2 months in 13 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the the #NDX should exceed 1931.10(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 2016.07(Average Objective).
- NASDAQ Composite Index
- The #COMPX(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 2525.10(Prev Close), the market ended May at 2604.50(Month Close),
that being 100%(Pct Range) off of
2525.30(Month Low) to 2604.50(Month High).
In comparing the April/May closes for each of the last 12 years(Total Years), Scenario found that the NASDAQ Composite Index also closed
higher in May than April in 6(Cond Years) of those years.
Of those 6, the #COMPX went on to exceed the May high within the next 2 months in 6 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the the #COMPX should exceed 2604.50(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 6 years) a potential move
toward 2791.47(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 873.65(Prev Close), the market ended May at 916.30(Month Close),
that being 96%(Pct Range) off of
867.40(Month Low) to 918.35(Month High).
In comparing the April/May closes for each of the last 26 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in May than April in 17(Cond Years) of those years.
Of those 17, the #MID went on to exceed the May 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 the #MID should exceed 918.35(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 960.00(Average Objective).
- September S & P 500(CME)
- The SPU7(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 1502.40(Prev Close), the market ended May at 1547.90(Month Close),
that being 93%(Pct Range) off of
1498.40(Month Low) to 1551.70(Month High).
In comparing the April/May closes for each of the last 25 years(Total Years), Scenario found that the September S & P 500(CME) also closed
higher in May than April in 16(Cond Years) of those years.
Of those 16, SPU went on to exceed the May 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 SPU should exceed 1551.70(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 1611.48(Average Objective).
- September NASDAQ 100(CME)
- The NDU7(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 1903.80(Prev Close), the market ended May at 1957.30(Month Close),
that being 95%(Pct Range) off of
1905.00(Month Low) to 1960.00(Month High).
In comparing the April/May closes for each of the last 10 years(Total Years), Scenario found that the September NASDAQ 100(CME) also closed
higher in May than April in 4(Cond Years) of those years.
Of those 4, NDU went on to exceed the May 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 NDU should exceed 1960.00(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 4 years) a potential move
toward 2079.31(Average Objective).
- September Silver(CMX)
- The SIU7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1370.4(Prev Close), the market ended May at 1360.2(Month Close),
that being 79%(Pct Range) off of
1291.0(Month Low) to 1379.0(Month High).
In comparing the April/May closes for each of the last 43 years(Total Years), Scenario found that the September Silver(CMX) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, SIU 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 SIU should penetrate 1291.0(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 1182.2(Average Objective).
- October Platinum(NYM)
- The PLV7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1305.4(Prev Close), the market ended May at 1295.5(Month Close),
that being 34%(Pct Range) off of
1263.0(Month Low) to 1357.9(Month High).
In comparing the April/May closes for each of the last 39 years(Total Years), Scenario found that the October Platinum(NYM) also closed
lower in May than April in 12(Cond Years) of those years.
Of those 12, PLV went on to penetrate the May low within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the PLV should penetrate 1263.0(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 1156.6(Average Objective).
- September Natural Gas(NYM)
- The NGU7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 8.191(Prev Close), the market ended May at 8.118(Month Close),
that being 37%(Pct Range) off of
7.885(Month Low) to 8.520(Month High).
In comparing the April/May closes for each of the last 17 years(Total Years), Scenario found that the September Natural Gas(NYM) also closed
lower in May than April in 9(Cond Years) of those years.
Of those 9, NGU 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 NGU should penetrate 7.885(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 6.642(Average Objective).
- October Natural Gas(NYM)
- The NGV7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 8.301(Prev Close), the market ended May at 8.240(Month Close),
that being 36%(Pct Range) off of
8.020(Month Low) to 8.630(Month High).
In comparing the April/May closes for each of the last 17 years(Total Years), Scenario found that the October Natural Gas(NYM) also closed
lower in May than April in 8(Cond Years) of those years.
Of those 8, NGV went on to penetrate the May low within the next 2 months in 7 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the NGV should penetrate 8.020(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 7 years) a potential move
toward 6.836(Average Objective).
- November Soybeans(CBOT)
- The SX7(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 770.75(Prev Close), the market ended May at 836.25(Month Close),
that being 89%(Pct Range) off of
765.00(Month Low) to 845.00(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the November Soybeans(CBOT) also closed
higher in May than April in 21(Cond Years) of those years.
Of those 21, SX went on to exceed the May 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 SX should exceed 845.00(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 946.80(Average Objective).
- December Soybean Meal(CBOT)
- The SMZ7(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 208.20(Prev Close), the market ended May at 224.50(Month Close),
that being 85%(Pct Range) off of
207.80(Month Low) to 227.40(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
higher in May than April in 26(Cond Years) of those years.
Of those 26, SMZ went on to exceed the May high within the next 2 months in 22 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the SMZ should exceed 227.40(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 255.26(Average Objective).
- September Rough Rice(CBOT)
- The RRU7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 10.63(Prev Close), the market ended May at 10.61(Month Close),
that being 24%(Pct Range) off of
10.46(Month Low) to 11.08(Month High).
In comparing the April/May closes for each of the last 20 years(Total Years), Scenario found that the September Rough Rice(CBOT) also closed
lower in May than April in 10(Cond Years) of those years.
Of those 10, RRU 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 RRU should penetrate 10.46(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 9.54(Average Objective).
- August Lean Hogs(CME)
- The LEQ7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 75.200(Prev Close), the market ended May at 74.050(Month Close),
that being 52%(Pct Range) off of
72.450(Month Low) to 75.500(Month High).
In comparing the April/May closes for each of the last 37 years(Total Years), Scenario found that the August Lean Hogs(CME) also closed
lower in May than April in 19(Cond Years) of those years.
Of those 19, LEQ went on to penetrate the May 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 LEQ should penetrate 72.450(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 66.803(Average Objective).
- October Lean Hogs(CME)
- The LEV7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 67.500(Prev Close), the market ended May at 67.150(Month Close),
that being 87%(Pct Range) off of
64.850(Month Low) to 67.500(Month High).
In comparing the April/May closes for each of the last 37 years(Total Years), Scenario found that the October Lean Hogs(CME) also closed
lower in May than April in 19(Cond Years) of those years.
Of those 19, LEV went on to penetrate the May 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 LEV should penetrate 64.850(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 58.747(Average Objective).
- August Pork Bellies(CME)
- The PBQ7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 101.000(Prev Close), the market ended May at 99.450(Month Close),
that being 23%(Pct Range) off of
98.250(Month Low) to 103.400(Month High).
In comparing the April/May closes for each of the last 44 years(Total Years), Scenario found that the August Pork Bellies(CME) also closed
lower in May than April in 28(Cond Years) of those years.
Of those 28, PBQ went on to penetrate the May low within the next 2 months in 25 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the PBQ should penetrate 98.250(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 81.537(Average Objective).
- October Sugar #11(NYBOT)
- The SBV7(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 9.45(Prev Close), the market ended May at 9.39(Month Close),
that being 68%(Pct Range) off of
8.88(Month Low) to 9.63(Month High).
In comparing the April/May closes for each of the last 43 years(Total Years), Scenario found that the October Sugar #11(NYBOT) also closed
lower in May than April in 25(Cond Years) of those years.
Of those 25, SBV went on to penetrate the May 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 SBV should penetrate 8.88(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 7.30(Average Objective).
- September Cocoa(NYBOT)
- The CCU7(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 1825(Prev Close), the market ended May at 1909(Month Close),
that being 56%(Pct Range) off of
1786(Month Low) to 2004(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Cocoa(NYBOT) also closed
higher in May than April in 17(Cond Years) of those years.
Of those 17, CCU went on to exceed the May 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 CCU should exceed 2004(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 2210(Average Objective).
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