 |
MRCI's ScenarioSM Summary |
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ScenarioSM Summary Oct 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 |
Oct |
13896.00 |
14198.00 |
13408.00 |
13930.00 |
66% |
45 |
26 |
24 |
92% |
14198.00 |
14950.11 |
13930.00 |
#TRAN |
Higher |
Oct |
4836.30 |
5023.50 |
4754.60 |
4908.00 |
57% |
37 |
26 |
24 |
92% |
5023.50 |
5395.16 |
4908.00 |
#UTIL |
Higher |
Oct |
501.54 |
535.72 |
493.47 |
534.95 |
98% |
37 |
23 |
22 |
96% |
535.72 |
562.37 |
534.95 |
#OEX |
Higher |
Oct |
714.50 |
734.50 |
695.65 |
724.40 |
74% |
24 |
15 |
13 |
87% |
734.50 |
784.27 |
724.40 |
#NDX |
Higher |
Oct |
2091.10 |
2239.20 |
2088.80 |
2239.00 |
100% |
21 |
14 |
14 |
100% |
2239.20 |
2489.01 |
2239.00 |
#COMPX |
Higher |
Oct |
2701.50 |
2859.10 |
2725.20 |
2859.10 |
100% |
12 |
7 |
6 |
86% |
2859.10 |
3252.83 |
2859.10 |
#RUT |
Higher |
Oct |
805.45 |
852.05 |
788.65 |
828.00 |
62% |
28 |
15 |
14 |
93% |
852.05 |
918.54 |
828.00 |
#MID |
Higher |
Oct |
885.05 |
924.05 |
869.45 |
907.70 |
70% |
26 |
17 |
15 |
88% |
924.05 |
989.39 |
907.70 |
#VLE |
Higher |
Oct |
2365.40 |
2467.60 |
2314.90 |
2415.50 |
66% |
24 |
15 |
13 |
87% |
2467.60 |
2632.38 |
2415.50 |
#SP |
Higher |
Oct |
1526.75 |
1576.10 |
1489.55 |
1549.40 |
69% |
45 |
28 |
26 |
93% |
1576.10 |
1663.14 |
1549.40 |
SPH8 |
Higher |
Oct |
1548.70 |
1594.70 |
1509.00 |
1565.30 |
66% |
25 |
16 |
14 |
88% |
1594.70 |
1707.87 |
1565.30 |
NDH8 |
Higher |
Oct |
2136.00 |
2276.00 |
2143.30 |
2276.00 |
100% |
11 |
8 |
8 |
100% |
2276.00 |
2622.64 |
2276.00 |
USH8 |
Higher |
Oct |
111~07 |
114~05 |
110~01 |
112~20 |
63% |
30 |
17 |
15 |
88% |
114~05 |
118~20 |
112~20 |
TYH8 |
Higher |
Oct |
108~255 |
110~245 |
107~260 |
109~205 |
62% |
25 |
16 |
15 |
94% |
110~245 |
113~129 |
109~205 |
EDM8 |
Lower |
Oct |
95.625 |
95.890 |
95.295 |
95.620 |
55% |
25 |
8 |
7 |
88% |
95.295 |
94.952 |
95.620 |
JYH8 |
Lower |
Oct |
88.82 |
89.02 |
86.35 |
88.01 |
62% |
31 |
16 |
15 |
94% |
86.35 |
83.38 |
88.01 |
ADH8 |
Higher |
Oct |
88.13 |
92.59 |
87.45 |
92.59 |
100% |
20 |
12 |
11 |
92% |
92.59 |
96.44 |
92.59 |
MWH8 |
Lower |
Oct |
910.75 |
930.50 |
819.25 |
838.00 |
17% |
26 |
12 |
11 |
92% |
819.25 |
785.85 |
838.00 |
MWK8 |
Lower |
Oct |
874.50 |
893.00 |
801.00 |
809.00 |
9% |
26 |
9 |
8 |
89% |
801.00 |
765.85 |
809.00 |
JOH8 |
Higher |
Oct |
129.90 |
155.50 |
129.50 |
140.00 |
40% |
40 |
20 |
17 |
85% |
155.50 |
170.09 |
140.00 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 13896.00(Prev Close), the market ended October at 13930.00(Month Close),
that being 66%(Pct Range) off of
13408.00(Month Low) to 14198.00(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed
higher in October than September in 26(Cond Years) of those years.
Of those 26, the #DJ 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 #DJ should exceed 14198.00(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 14950.11(Average Objective).
- Dow Jones Transportation
- The #TRAN(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 4836.30(Prev Close), the market ended October at 4908.00(Month Close),
that being 57%(Pct Range) off of
4754.60(Month Low) to 5023.50(Month High).
In comparing the September/October closes for each of the last 37 years(Total Years), Scenario found that the Dow Jones Transportation also closed
higher in October than September in 26(Cond Years) of those years.
Of those 26, the #TRAN 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 #TRAN should exceed 5023.50(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 5395.16(Average Objective).
- Dow Jones Utilities
- The #UTIL(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 501.54(Prev Close), the market ended October at 534.95(Month Close),
that being 98%(Pct Range) off of
493.47(Month Low) to 535.72(Month High).
In comparing the September/October closes for each of the last 37 years(Total Years), Scenario found that the Dow Jones Utilities also closed
higher in October than September in 23(Cond Years) of those years.
Of those 23, the #UTIL went on to exceed the October high within the next 2 months in 22 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the the #UTIL should exceed 535.72(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 562.37(Average Objective).
- S & P 100(OEX)
- The #OEX(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 714.50(Prev Close), the market ended October at 724.40(Month Close),
that being 74%(Pct Range) off of
695.65(Month Low) to 734.50(Month High).
In comparing the September/October closes for each of the last 24 years(Total Years), Scenario found that the S & P 100(OEX) also closed
higher in October than September in 15(Cond Years) of those years.
Of those 15, the #OEX went on to exceed the October high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the the #OEX should exceed 734.50(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 784.27(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2091.10(Prev Close), the market ended October at 2239.00(Month Close),
that being 100%(Pct Range) off of
2088.80(Month Low) to 2239.20(Month High).
In comparing the September/October closes for each of the last 21 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in October than September in 14(Cond Years) of those years.
Of those 14, the #NDX went on to exceed the October high within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the the #NDX should exceed 2239.20(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 2489.01(Average Objective).
- NASDAQ Composite Index
- The #COMPX(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2701.50(Prev Close), the market ended October at 2859.10(Month Close),
that being 100%(Pct Range) off of
2725.20(Month Low) to 2859.10(Month High).
In comparing the September/October closes for each of the last 12 years(Total Years), Scenario found that the NASDAQ Composite Index also closed
higher in October than September in 7(Cond Years) of those years.
Of those 7, the #COMPX 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 the #COMPX should exceed 2859.10(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 3252.83(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 805.45(Prev Close), the market ended October at 828.00(Month Close),
that being 62%(Pct Range) off of
788.65(Month Low) to 852.05(Month High).
In comparing the September/October closes for each of the last 28 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in October than September in 15(Cond Years) of those years.
Of those 15, the #RUT went on to exceed the October 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 852.05(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 918.54(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 885.05(Prev Close), the market ended October at 907.70(Month Close),
that being 70%(Pct Range) off of
869.45(Month Low) to 924.05(Month High).
In comparing the September/October closes for each of the last 26 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in October than September in 17(Cond Years) of those years.
Of those 17, the #MID went on to exceed the October 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 924.05(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 989.39(Average Objective).
- Value Line Index
- The #VLE(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2365.40(Prev Close), the market ended October at 2415.50(Month Close),
that being 66%(Pct Range) off of
2314.90(Month Low) to 2467.60(Month High).
In comparing the September/October closes for each of the last 24 years(Total Years), Scenario found that the Value Line Index also closed
higher in October than September in 15(Cond Years) of those years.
Of those 15, the #VLE went on to exceed the October high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the the #VLE should exceed 2467.60(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 2632.38(Average Objective).
- S & P 500 Stock Index
- The #SP(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 1526.75(Prev Close), the market ended October at 1549.40(Month Close),
that being 69%(Pct Range) off of
1489.55(Month Low) to 1576.10(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the S & P 500 Stock Index also closed
higher in October than September in 28(Cond Years) of those years.
Of those 28, the #SP went on to exceed the October high within the next 2 months in 26 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the the #SP should exceed 1576.10(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 1663.14(Average Objective).
- March S & P 500(CME)
- The SPH8(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 1548.70(Prev Close), the market ended October at 1565.30(Month Close),
that being 66%(Pct Range) off of
1509.00(Month Low) to 1594.70(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the March S & P 500(CME) also closed
higher in October than September in 16(Cond Years) of those years.
Of those 16, SPH 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 SPH should exceed 1594.70(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 1707.87(Average Objective).
- March NASDAQ 100(CME)
- The NDH8(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2136.00(Prev Close), the market ended October at 2276.00(Month Close),
that being 100%(Pct Range) off of
2143.30(Month Low) to 2276.00(Month High).
In comparing the September/October closes for each of the last 11 years(Total Years), Scenario found that the March NASDAQ 100(CME) also closed
higher in October than September in 8(Cond Years) of those years.
Of those 8, NDH went on to exceed the October high within the next 2 months in 8 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NDH should exceed 2276.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 2622.64(Average Objective).
- March 30-Year T-Bonds(CBOT)
- The USH8(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 111~07(Prev Close), the market ended October at 112~20(Month Close),
that being 63%(Pct Range) off of
110~01(Month Low) to 114~05(Month High).
In comparing the September/October closes for each of the last 30 years(Total Years), Scenario found that the March 30-Year T-Bonds(CBOT) also closed
higher in October than September in 17(Cond Years) of those years.
Of those 17, USH went on to exceed the October 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 USH should exceed 114~05(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 118~20(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH8(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 108~255(Prev Close), the market ended October at 109~205(Month Close),
that being 62%(Pct Range) off of
107~260(Month Low) to 110~245(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in October than September in 16(Cond Years) of those years.
Of those 16, TYH went on to exceed the October 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 TYH should exceed 110~245(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 113~129(Average Objective).
- June Eurodollars(CME)
- The EDM8(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 95.625(Prev Close), the market ended October at 95.620(Month Close),
that being 55%(Pct Range) off of
95.295(Month Low) to 95.890(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the June Eurodollars(CME) also closed
lower in October than September in 8(Cond Years) of those years.
Of those 8, EDM went on to penetrate the October 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 EDM should penetrate 95.295(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 7 years) a potential move
toward 94.952(Average Objective).
- March Japanese Yen(CME)
- The JYH8(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 88.82(Prev Close), the market ended October at 88.01(Month Close),
that being 62%(Pct Range) off of
86.35(Month Low) to 89.02(Month High).
In comparing the September/October closes for each of the last 31 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in October than September in 16(Cond Years) of those years.
Of those 16, JYH went on to penetrate the October low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the JYH should penetrate 86.35(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 83.38(Average Objective).
- March Australian Dollar(CME)
- The ADH8(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 88.13(Prev Close), the market ended October at 92.59(Month Close),
that being 100%(Pct Range) off of
87.45(Month Low) to 92.59(Month High).
In comparing the September/October closes for each of the last 20 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed
higher in October than September in 12(Cond Years) of those years.
Of those 12, ADH went on to exceed the October high within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the ADH should exceed 92.59(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 96.44(Average Objective).
- March Wheat(MGE)
- The MWH8(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 910.75(Prev Close), the market ended October at 838.00(Month Close),
that being 17%(Pct Range) off of
819.25(Month Low) to 930.50(Month High).
In comparing the September/October closes for each of the last 26 years(Total Years), Scenario found that the March Wheat(MGE) also closed
lower in October than September in 12(Cond Years) of those years.
Of those 12, MWH went on to penetrate the October 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 MWH should penetrate 819.25(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 785.85(Average Objective).
- May Wheat(MGE)
- The MWK8(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 874.50(Prev Close), the market ended October at 809.00(Month Close),
that being 9%(Pct Range) off of
801.00(Month Low) to 893.00(Month High).
In comparing the September/October closes for each of the last 26 years(Total Years), Scenario found that the May Wheat(MGE) also closed
lower in October than September in 9(Cond Years) of those years.
Of those 9, MWK went on to penetrate the October 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 MWK should penetrate 801.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 765.85(Average Objective).
- March Orange Juice(ICE)
- The JOH8(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 129.90(Prev Close), the market ended October at 140.00(Month Close),
that being 40%(Pct Range) off of
129.50(Month Low) to 155.50(Month High).
In comparing the September/October closes for each of the last 40 years(Total Years), Scenario found that the March Orange Juice(ICE) also closed
higher in October than September in 20(Cond Years) of those years.
Of those 20, JOH went on to exceed the October 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 JOH should exceed 155.50(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 170.09(Average Objective).
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