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| MRCI's ScenarioSM Summary |
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| ScenarioSM Summary Nov 30, 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 |
| USH8 |
Higher |
Nov |
112~20 |
118~30 |
112~09 |
117~14 |
77% |
30 |
22 |
19 |
86% |
118~30 |
122~30 |
117~14 |
| TYH8 |
Higher |
Nov |
109~205 |
114~015 |
109~135 |
113~120 |
85% |
25 |
13 |
13 |
100% |
114~015 |
116~146 |
113~120 |
| EDM8 |
Higher |
Nov |
95.620 |
96.335 |
95.625 |
96.270 |
91% |
25 |
12 |
11 |
92% |
96.335 |
96.973 |
96.270 |
| ADH8 |
Lower |
Nov |
92.59 |
92.90 |
86.29 |
87.69 |
21% |
20 |
7 |
6 |
86% |
86.29 |
84.43 |
87.69 |
| DXH8 |
Lower |
Nov |
76.420 |
76.740 |
74.760 |
76.160 |
71% |
21 |
11 |
10 |
91% |
74.760 |
71.529 |
76.160 |
| SIH8 |
Lower |
Nov |
1461.8 |
1601.0 |
1398.0 |
1416.5 |
9% |
44 |
25 |
21 |
84% |
1398.0 |
1301.8 |
1416.5 |
| HOH8 |
Lower |
Nov |
250.88 |
266.54 |
246.50 |
246.75 |
1% |
28 |
16 |
16 |
100% |
246.50 |
221.67 |
246.75 |
| HOH8 |
Lower |
Nov |
250.88 |
266.54 |
246.50 |
246.75 |
1% |
28 |
16 |
16 |
100% |
246.50 |
221.67 |
246.75 |
| LCJ8 |
Higher |
Nov |
97.050 |
99.180 |
96.550 |
97.100 |
21% |
40 |
26 |
23 |
88% |
99.180 |
104.566 |
97.100 |
| LEJ8 |
Higher |
Nov |
64.750 |
68.100 |
63.850 |
67.500 |
86% |
38 |
25 |
22 |
88% |
68.100 |
72.536 |
67.500 |
| LEM8 |
Higher |
Nov |
75.100 |
77.050 |
74.350 |
76.475 |
79% |
38 |
28 |
24 |
86% |
77.050 |
82.033 |
76.475 |
| LBH8 |
Higher |
Nov |
275.9 |
286.6 |
265.6 |
276.0 |
50% |
34 |
25 |
22 |
88% |
286.6 |
312.9 |
276.0 |
- March NASDAQ 100(CME)
- The NDH8(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 2276.00(Prev Close), the market ended November at 2115.00(Month Close),
that being 43%(Pct Range) off of
2009.80(Month Low) to 2256.30(Month High).
In comparing the October/November closes for each of the last 11 years(Total Years), Scenario found that the March NASDAQ 100(CME) also closed
lower in November than October in 1(Cond Years) of those years.
Of those 1, NDH went on to penetrate the November low within the next 2 months in 1 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NDH should penetrate 2009.80(Scenario Objective) by no later than the end of February.
- March 30-Year T-Bonds(CBOT)
- The USH8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 112~20(Prev Close), the market ended November at 117~14(Month Close),
that being 77%(Pct Range) off of
112~09(Month Low) to 118~30(Month High).
In comparing the October/November closes for each of the last 30 years(Total Years), Scenario found that the March 30-Year T-Bonds(CBOT) also closed
higher in November than October in 22(Cond Years) of those years.
Of those 22, USH went on to exceed the November 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 USH should exceed 118~30(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 122~30(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 109~205(Prev Close), the market ended November at 113~120(Month Close),
that being 85%(Pct Range) off of
109~135(Month Low) to 114~015(Month High).
In comparing the October/November closes for each of the last 25 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in November than October in 13(Cond Years) of those years.
Of those 13, TYH went on to exceed the November high within the next 2 months in 13 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the TYH should exceed 114~015(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 116~146(Average Objective).
- June Eurodollars(CME)
- The EDM8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 95.620(Prev Close), the market ended November at 96.270(Month Close),
that being 91%(Pct Range) off of
95.625(Month Low) to 96.335(Month High).
In comparing the October/November closes for each of the last 25 years(Total Years), Scenario found that the June Eurodollars(CME) also closed
higher in November than October in 12(Cond Years) of those years.
Of those 12, EDM went on to exceed the November 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 EDM should exceed 96.335(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 96.973(Average Objective).
- March Australian Dollar(CME)
- The ADH8(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 92.59(Prev Close), the market ended November at 87.69(Month Close),
that being 21%(Pct Range) off of
86.29(Month Low) to 92.90(Month High).
In comparing the October/November closes for each of the last 20 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed
lower in November than October in 7(Cond Years) of those years.
Of those 7, ADH went on to penetrate the November low within the next 2 months in 6 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the ADH should penetrate 86.29(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 6 years) a potential move
toward 84.43(Average Objective).
- March US Dollar Index(ICE)
- The DXH8(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 76.420(Prev Close), the market ended November at 76.160(Month Close),
that being 71%(Pct Range) off of
74.760(Month Low) to 76.740(Month High).
In comparing the October/November closes for each of the last 21 years(Total Years), Scenario found that the March US Dollar Index(ICE) also closed
lower in November than October in 11(Cond Years) of those years.
Of those 11, DXH went on to penetrate the November low 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 penetrate 74.760(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 71.529(Average Objective).
- March Silver(CMX)
- The SIH8(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 1461.8(Prev Close), the market ended November at 1416.5(Month Close),
that being 9%(Pct Range) off of
1398.0(Month Low) to 1601.0(Month High).
In comparing the October/November closes for each of the last 44 years(Total Years), Scenario found that the March Silver(CMX) also closed
lower in November than October in 25(Cond Years) of those years.
Of those 25, SIH went on to penetrate the November 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 SIH should penetrate 1398.0(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 1301.8(Average Objective).
- March Heating Oil(NYM)
- The HOH8(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 250.88(Prev Close), the market ended November at 246.75(Month Close),
that being 1%(Pct Range) off of
246.50(Month Low) to 266.54(Month High).
In comparing the October/November closes for each of the last 28 years(Total Years), Scenario found that the March Heating Oil(NYM) also closed
lower in November than October in 16(Cond Years) of those years.
Of those 16, HOH went on to penetrate the November low within the next 2 months in 16 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOH should penetrate 246.50(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 221.67(Average Objective).
- March Heating Oil(NYM)
- The HOH8(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 250.88(Prev Close), the market ended November at 246.75(Month Close),
that being 1%(Pct Range) off of
246.50(Month Low) to 266.54(Month High).
In comparing the October/November closes for each of the last 28 years(Total Years), Scenario found that the March Heating Oil(NYM) also closed
lower in November than October in 16(Cond Years) of those years.
Of those 16, HOH went on to penetrate the November low within the next 2 months in 16 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOH should penetrate 246.50(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 221.67(Average Objective).
- April Live Cattle(CME)
- The LCJ8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 97.050(Prev Close), the market ended November at 97.100(Month Close),
that being 21%(Pct Range) off of
96.550(Month Low) to 99.180(Month High).
In comparing the October/November closes for each of the last 40 years(Total Years), Scenario found that the April Live Cattle(CME) also closed
higher in November than October in 26(Cond Years) of those years.
Of those 26, LCJ went on to exceed the November high within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the LCJ should exceed 99.180(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 104.566(Average Objective).
- April Lean Hogs(CME)
- The LEJ8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 64.750(Prev Close), the market ended November at 67.500(Month Close),
that being 86%(Pct Range) off of
63.850(Month Low) to 68.100(Month High).
In comparing the October/November closes for each of the last 38 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed
higher in November than October in 25(Cond Years) of those years.
Of those 25, LEJ went on to exceed the November 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 LEJ should exceed 68.100(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 72.536(Average Objective).
- June Lean Hogs(CME)
- The LEM8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 75.100(Prev Close), the market ended November at 76.475(Month Close),
that being 79%(Pct Range) off of
74.350(Month Low) to 77.050(Month High).
In comparing the October/November closes for each of the last 38 years(Total Years), Scenario found that the June Lean Hogs(CME) also closed
higher in November than October in 28(Cond Years) of those years.
Of those 28, LEM went on to exceed the November high within the next 2 months in 24 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the LEM should exceed 77.050(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 82.033(Average Objective).
- March Lumber(CME)
- The LBH8(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 275.9(Prev Close), the market ended November at 276.0(Month Close),
that being 50%(Pct Range) off of
265.6(Month Low) to 286.6(Month High).
In comparing the October/November closes for each of the last 34 years(Total Years), Scenario found that the March Lumber(CME) also closed
higher in November than October in 25(Cond Years) of those years.
Of those 25, LBH went on to exceed the November 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 286.6(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 312.9(Average Objective).
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