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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Nov 30, 2008 |
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 |
#UTIL |
Higher |
Nov |
378.42 |
395.08 |
331.92 |
382.24 |
80% |
38 |
21 |
18 |
86% |
395.08 |
417.81 |
358.02 |
NDH9 |
Lower |
Nov |
1340.00 |
1383.30 |
1041.50 |
1188.80 |
43% |
12 |
2 |
2 |
100% |
1041.50 |
830.46 |
1096.80 |
USH9 |
Higher |
Nov |
111~26 |
128~12 |
111~07 |
127~16 |
95% |
31 |
23 |
20 |
87% |
128~12 |
132~26 |
130~21 |
TYH9 |
Higher |
Nov |
111~015 |
121~055 |
111~015 |
120~310 |
98% |
26 |
14 |
14 |
100% |
121~055 |
123~320 |
122~170 |
EDM9 |
Higher |
Nov |
97.580 |
98.205 |
97.610 |
98.075 |
78% |
26 |
13 |
12 |
92% |
98.205 |
98.936 |
98.175 |
SFH9 |
Lower |
Nov |
86.81 |
86.30 |
82.09 |
82.89 |
19% |
33 |
17 |
15 |
88% |
82.09 |
78.91 |
83.69 |
ADH9 |
Lower |
Nov |
66.18 |
69.10 |
60.92 |
65.30 |
54% |
21 |
8 |
7 |
88% |
60.92 |
59.39 |
64.21 |
HOH9 |
Lower |
Nov |
214.37 |
222.61 |
171.30 |
177.06 |
11% |
29 |
17 |
17 |
100% |
171.30 |
154.28 |
166.36 |
HOJ9 |
Lower |
Nov |
214.37 |
222.61 |
171.35 |
177.61 |
12% |
28 |
17 |
17 |
100% |
171.35 |
153.25 |
167.36 |
NGH9 |
Lower |
Nov |
7.051 |
7.480 |
6.380 |
6.540 |
15% |
18 |
13 |
11 |
85% |
6.380 |
5.320 |
6.593 |
NGJ9 |
Lower |
Nov |
6.981 |
7.389 |
6.380 |
6.525 |
14% |
18 |
13 |
11 |
85% |
6.380 |
5.533 |
6.586 |
KWH9 |
Lower |
Nov |
590.50 |
639.00 |
548.50 |
581.50 |
36% |
32 |
15 |
13 |
87% |
548.50 |
509.11 |
554.00 |
KWK9 |
Lower |
Nov |
602.50 |
649.00 |
559.75 |
592.00 |
36% |
32 |
17 |
15 |
88% |
559.75 |
519.90 |
564.50 |
KWH9 |
Lower |
Nov |
590.50 |
639.00 |
548.50 |
581.50 |
36% |
32 |
15 |
13 |
87% |
548.50 |
509.11 |
554.00 |
MWK9 |
Lower |
Nov |
632.25 |
678.50 |
590.75 |
615.25 |
28% |
27 |
19 |
16 |
84% |
590.75 |
560.63 |
593.00 |
LEJ9 |
Higher |
Nov |
70.150 |
73.600 |
68.385 |
73.500 |
98% |
39 |
26 |
23 |
88% |
73.600 |
78.253 |
72.400 |
LEM9 |
Higher |
Nov |
79.975 |
83.150 |
78.400 |
83.050 |
98% |
39 |
29 |
25 |
86% |
83.150 |
88.423 |
82.050 |
LEN9 |
Higher |
Nov |
78.750 |
82.000 |
78.200 |
81.930 |
98% |
38 |
28 |
24 |
86% |
82.000 |
87.087 |
81.400 |
KCN9 |
Lower |
Nov |
123.40 |
127.30 |
116.15 |
120.80 |
42% |
35 |
14 |
12 |
86% |
116.15 |
107.29 |
118.45 |
- Dow Jones Utilities
- The #UTIL(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 378.42(Prev Close), the market ended November at 382.24(Month Close),
that being 80%(Pct Range) off of
331.92(Month Low) to 395.08(Month High).
In comparing the October/November closes for each of the last 38 years(Total Years), Scenario found that the Dow Jones Utilities also closed
higher in November than October in 21(Cond Years) of those years.
Of those 21, the #UTIL went on to exceed the November 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 395.08(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 417.81(Average Objective).
- March NASDAQ 100(CME)
- The NDH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 1340.00(Prev Close), the market ended November at 1188.80(Month Close),
that being 43%(Pct Range) off of
1041.50(Month Low) to 1383.30(Month High).
In comparing the October/November closes for each of the last 12 years(Total Years), Scenario found that the March NASDAQ 100(CME) also closed
lower in November than October in 2(Cond Years) of those years.
Of those 2, NDH went on to penetrate the November low within the next 2 months in 2 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NDH should penetrate 1041.50(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 2 years) a potential move
toward 830.46(Average Objective).
- March 30-Year T-Bonds(CBOT)
- The USH9(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 111~26(Prev Close), the market ended November at 127~16(Month Close),
that being 95%(Pct Range) off of
111~07(Month Low) to 128~12(Month High).
In comparing the October/November closes for each of the last 31 years(Total Years), Scenario found that the March 30-Year T-Bonds(CBOT) also closed
higher in November than October in 23(Cond Years) of those years.
Of those 23, USH went on to exceed the November high within the next 2 months in 20 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the USH should exceed 128~12(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 132~26(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH9(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 111~015(Prev Close), the market ended November at 120~310(Month Close),
that being 98%(Pct Range) off of
111~015(Month Low) to 121~055(Month High).
In comparing the October/November closes for each of the last 26 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in November than October in 14(Cond Years) of those years.
Of those 14, TYH went on to exceed the November 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 TYH should exceed 121~055(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 123~320(Average Objective).
- June Eurodollars(CME)
- The EDM9(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 97.580(Prev Close), the market ended November at 98.075(Month Close),
that being 78%(Pct Range) off of
97.610(Month Low) to 98.205(Month High).
In comparing the October/November closes for each of the last 26 years(Total Years), Scenario found that the June Eurodollars(CME) also closed
higher in November than October in 13(Cond Years) of those years.
Of those 13, EDM went on to exceed the November high within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the EDM should exceed 98.205(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 98.936(Average Objective).
- March Swiss Franc(CME)
- The SFH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 86.81(Prev Close), the market ended November at 82.89(Month Close),
that being 19%(Pct Range) off of
82.09(Month Low) to 86.30(Month High).
In comparing the October/November closes for each of the last 33 years(Total Years), Scenario found that the March Swiss Franc(CME) also closed
lower in November than October in 17(Cond Years) of those years.
Of those 17, SFH went on to penetrate the November low within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the SFH should penetrate 82.09(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 78.91(Average Objective).
- March Australian Dollar(CME)
- The ADH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 66.18(Prev Close), the market ended November at 65.30(Month Close),
that being 54%(Pct Range) off of
60.92(Month Low) to 69.10(Month High).
In comparing the October/November closes for each of the last 21 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed
lower in November than October in 8(Cond Years) of those years.
Of those 8, ADH went on to penetrate the November 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 ADH should penetrate 60.92(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 7 years) a potential move
toward 59.39(Average Objective).
- March Heating Oil(NYM)
- The HOH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 214.37(Prev Close), the market ended November at 177.06(Month Close),
that being 11%(Pct Range) off of
171.30(Month Low) to 222.61(Month High).
In comparing the October/November closes for each of the last 29 years(Total Years), Scenario found that the March Heating Oil(NYM) also closed
lower in November than October in 17(Cond Years) of those years.
Of those 17, HOH went on to penetrate the November low within the next 2 months in 17 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOH should penetrate 171.30(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 154.28(Average Objective).
- April Heating Oil(NYM)
- The HOJ9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 214.37(Prev Close), the market ended November at 177.61(Month Close),
that being 12%(Pct Range) off of
171.35(Month Low) to 222.61(Month High).
In comparing the October/November closes for each of the last 28 years(Total Years), Scenario found that the April Heating Oil(NYM) also closed
lower in November than October in 17(Cond Years) of those years.
Of those 17, HOJ went on to penetrate the November low within the next 2 months in 17 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOJ should penetrate 171.35(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 153.25(Average Objective).
- March Natural Gas(NYM)
- The NGH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 7.051(Prev Close), the market ended November at 6.540(Month Close),
that being 15%(Pct Range) off of
6.380(Month Low) to 7.480(Month High).
In comparing the October/November closes for each of the last 18 years(Total Years), Scenario found that the March Natural Gas(NYM) also closed
lower in November than October in 13(Cond Years) of those years.
Of those 13, NGH went on to penetrate the November low within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the NGH should penetrate 6.380(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 5.320(Average Objective).
- April Natural Gas(NYM)
- The NGJ9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 6.981(Prev Close), the market ended November at 6.525(Month Close),
that being 14%(Pct Range) off of
6.380(Month Low) to 7.389(Month High).
In comparing the October/November closes for each of the last 18 years(Total Years), Scenario found that the April Natural Gas(NYM) also closed
lower in November than October in 13(Cond Years) of those years.
Of those 13, NGJ went on to penetrate the November low within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the NGJ should penetrate 6.380(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 5.533(Average Objective).
- March Wheat(KCBT)
- The KWH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 590.50(Prev Close), the market ended November at 581.50(Month Close),
that being 36%(Pct Range) off of
548.50(Month Low) to 639.00(Month High).
In comparing the October/November closes for each of the last 32 years(Total Years), Scenario found that the March Wheat(KCBT) also closed
lower in November than October in 15(Cond Years) of those years.
Of those 15, KWH went on to penetrate the November 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 KWH should penetrate 548.50(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 509.11(Average Objective).
- May Wheat(KCBT)
- The KWK9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 602.50(Prev Close), the market ended November at 592.00(Month Close),
that being 36%(Pct Range) off of
559.75(Month Low) to 649.00(Month High).
In comparing the October/November closes for each of the last 32 years(Total Years), Scenario found that the May Wheat(KCBT) also closed
lower in November than October in 17(Cond Years) of those years.
Of those 17, KWK went on to penetrate the November low within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the KWK should penetrate 559.75(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 519.90(Average Objective).
- March Wheat(KCBT)
- The KWH9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 590.50(Prev Close), the market ended November at 581.50(Month Close),
that being 36%(Pct Range) off of
548.50(Month Low) to 639.00(Month High).
In comparing the October/November closes for each of the last 32 years(Total Years), Scenario found that the March Wheat(KCBT) also closed
lower in November than October in 15(Cond Years) of those years.
Of those 15, KWH went on to penetrate the November 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 KWH should penetrate 548.50(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 509.11(Average Objective).
- May Wheat(MGE)
- The MWK9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 632.25(Prev Close), the market ended November at 615.25(Month Close),
that being 28%(Pct Range) off of
590.75(Month Low) to 678.50(Month High).
In comparing the October/November closes for each of the last 27 years(Total Years), Scenario found that the May Wheat(MGE) also closed
lower in November than October in 19(Cond Years) of those years.
Of those 19, MWK went on to penetrate the November low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the MWK should penetrate 590.75(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 560.63(Average Objective).
- April Lean Hogs(CME)
- The LEJ9(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 70.150(Prev Close), the market ended November at 73.500(Month Close),
that being 98%(Pct Range) off of
68.385(Month Low) to 73.600(Month High).
In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed
higher in November than October in 26(Cond Years) of those years.
Of those 26, LEJ 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 LEJ should exceed 73.600(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 78.253(Average Objective).
- June Lean Hogs(CME)
- The LEM9(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 79.975(Prev Close), the market ended November at 83.050(Month Close),
that being 98%(Pct Range) off of
78.400(Month Low) to 83.150(Month High).
In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the June Lean Hogs(CME) also closed
higher in November than October in 29(Cond Years) of those years.
Of those 29, LEM went on to exceed the November high within the next 2 months in 25 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the LEM should exceed 83.150(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 88.423(Average Objective).
- July Lean Hogs(CME)
- The LEN9(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 78.750(Prev Close), the market ended November at 81.930(Month Close),
that being 98%(Pct Range) off of
78.200(Month Low) to 82.000(Month High).
In comparing the October/November closes for each of the last 38 years(Total Years), Scenario found that the July Lean Hogs(CME) also closed
higher in November than October in 28(Cond Years) of those years.
Of those 28, LEN 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 LEN should exceed 82.000(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 87.087(Average Objective).
- July Coffee "C"(ICE)
- The KCN9(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 123.40(Prev Close), the market ended November at 120.80(Month Close),
that being 42%(Pct Range) off of
116.15(Month Low) to 127.30(Month High).
In comparing the October/November closes for each of the last 35 years(Total Years), Scenario found that the July Coffee "C"(ICE) also closed
lower in November than October in 14(Cond Years) of those years.
Of those 14, KCN went on to penetrate the November low within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the KCN should penetrate 116.15(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 107.29(Average Objective).
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