|
MRCI's ScenarioSM Summary |
|
ScenarioSM Summary Feb 28, 2009 |
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 |
Lower |
Feb |
1180.30 |
1286.90 |
1126.60 |
1127.10 |
0% |
23 |
12 |
11 |
92% |
Yes |
1048.99 |
1127.10 |
NDM9 |
Lower |
Feb |
1178.80 |
1275.80 |
1111.30 |
1116.00 |
3% |
12 |
9 |
9 |
100% |
1111.30 |
1043.58 |
1116.00 |
USM9 |
Lower |
Feb |
125~13 |
129~02 |
123~04 |
123~16 |
6% |
31 |
16 |
14 |
88% |
123~04 |
119~09 |
123~16 |
TYM9 |
Lower |
Feb |
120~225 |
122~285 |
119~060 |
120~080 |
29% |
26 |
12 |
12 |
100% |
119~060 |
116~171 |
120~080 |
EDM9 |
Lower |
Feb |
98.735 |
98.890 |
98.640 |
98.695 |
22% |
26 |
14 |
14 |
100% |
98.640 |
98.220 |
98.695 |
EDU9 |
Lower |
Feb |
98.635 |
98.785 |
98.575 |
98.625 |
24% |
26 |
12 |
12 |
100% |
98.575 |
98.048 |
98.625 |
SFM9 |
Lower |
Feb |
86.24 |
87.59 |
85.22 |
85.80 |
24% |
33 |
16 |
15 |
94% |
85.22 |
82.04 |
85.80 |
ADM9 |
Higher |
Feb |
63.10 |
67.34 |
62.67 |
63.93 |
27% |
22 |
14 |
12 |
86% |
67.34 |
69.63 |
63.93 |
DXM9 |
Higher |
Feb |
87.160 |
89.310 |
85.425 |
88.930 |
90% |
23 |
9 |
8 |
89% |
89.310 |
91.986 |
88.930 |
HGK9 |
Higher |
Feb |
148.30 |
164.20 |
141.75 |
153.85 |
54% |
45 |
25 |
22 |
88% |
164.20 |
182.32 |
153.85 |
HGN9 |
Higher |
Feb |
149.40 |
165.20 |
144.00 |
154.90 |
51% |
45 |
26 |
25 |
96% |
165.20 |
182.12 |
154.90 |
WU9 |
Lower |
Feb |
615.50 |
621.50 |
552.00 |
558.25 |
9% |
45 |
25 |
22 |
88% |
552.00 |
523.26 |
558.25 |
KWK9 |
Lower |
Feb |
612.25 |
615.00 |
552.50 |
560.00 |
12% |
32 |
19 |
17 |
89% |
552.50 |
523.32 |
560.00 |
KWN9 |
Lower |
Feb |
623.50 |
624.50 |
559.50 |
567.75 |
13% |
32 |
19 |
16 |
84% |
559.50 |
532.03 |
567.75 |
KWU9 |
Lower |
Feb |
634.00 |
633.25 |
571.50 |
577.75 |
10% |
32 |
19 |
16 |
84% |
571.50 |
544.70 |
577.75 |
RRK9 |
Higher |
Feb |
12.00 |
13.36 |
11.84 |
12.61 |
51% |
22 |
8 |
7 |
88% |
13.36 |
15.30 |
12.61 |
LCM9 |
Higher |
Feb |
82.450 |
86.000 |
80.450 |
83.850 |
61% |
44 |
25 |
21 |
84% |
86.000 |
91.153 |
83.850 |
LCQ9 |
Higher |
Feb |
83.100 |
86.350 |
80.700 |
84.050 |
59% |
43 |
21 |
18 |
86% |
86.350 |
90.722 |
84.050 |
LEQ9 |
Higher |
Feb |
74.135 |
76.600 |
70.000 |
74.300 |
65% |
39 |
19 |
16 |
84% |
76.600 |
84.125 |
74.300 |
SBV9 |
Higher |
Feb |
13.50 |
14.34 |
13.23 |
14.22 |
89% |
45 |
21 |
18 |
86% |
14.34 |
16.00 |
14.22 |
CCN9 |
Lower |
Feb |
2764 |
2912 |
2313 |
2403 |
15% |
45 |
25 |
21 |
84% |
2313 |
2060 |
2403 |
CCU9 |
Lower |
Feb |
2745 |
2899 |
2310 |
2392 |
14% |
45 |
25 |
21 |
84% |
2310 |
2072 |
2392 |
CTN9 |
Lower |
Feb |
51.51 |
52.23 |
44.25 |
44.71 |
6% |
45 |
20 |
17 |
85% |
44.25 |
41.31 |
44.71 |
CTZ9 |
Lower |
Feb |
55.54 |
56.35 |
48.42 |
48.96 |
7% |
44 |
21 |
18 |
86% |
48.42 |
45.95 |
48.96 |
- NASDAQ 100 Index
- The #NDX(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 1180.30(Prev Close), the market ended February at 1127.10(Month Close),
that being 0%(Pct Range) off of
1126.60(Month Low) to 1286.90(Month High).
In comparing the January/February closes for each of the last 23 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
lower in February than January in 12(Cond Years) of those years.
Of those 12, the #NDX went on to penetrate the February 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 the #NDX should penetrate 1126.60(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 1048.99(Average Objective).
- June NASDAQ 100(CME)
- The NDM9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 1178.80(Prev Close), the market ended February at 1116.00(Month Close),
that being 3%(Pct Range) off of
1111.30(Month Low) to 1275.80(Month High).
In comparing the January/February closes for each of the last 12 years(Total Years), Scenario found that the June NASDAQ 100(CME) also closed
lower in February than January in 9(Cond Years) of those years.
Of those 9, NDM went on to penetrate the February low within the next 2 months in 9 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NDM should penetrate 1111.30(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 1043.58(Average Objective).
- June 30-Year T-Bonds(CBOT)
- The USM9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 125~13(Prev Close), the market ended February at 123~16(Month Close),
that being 6%(Pct Range) off of
123~04(Month Low) to 129~02(Month High).
In comparing the January/February closes for each of the last 31 years(Total Years), Scenario found that the June 30-Year T-Bonds(CBOT) also closed
lower in February than January in 16(Cond Years) of those years.
Of those 16, USM went on to penetrate the February low within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the USM should penetrate 123~04(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 119~09(Average Objective).
- June 10-Year T-Notes(CBOT)
- The TYM9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 120~225(Prev Close), the market ended February at 120~080(Month Close),
that being 29%(Pct Range) off of
119~060(Month Low) to 122~285(Month High).
In comparing the January/February closes for each of the last 26 years(Total Years), Scenario found that the June 10-Year T-Notes(CBOT) also closed
lower in February than January in 12(Cond Years) of those years.
Of those 12, TYM went on to penetrate the February low within the next 2 months in 12 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the TYM should penetrate 119~060(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 116~171(Average Objective).
- June Eurodollars(CME)
- The EDM9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 98.735(Prev Close), the market ended February at 98.695(Month Close),
that being 22%(Pct Range) off of
98.640(Month Low) to 98.890(Month High).
In comparing the January/February closes for each of the last 26 years(Total Years), Scenario found that the June Eurodollars(CME) also closed
lower in February than January in 14(Cond Years) of those years.
Of those 14, EDM went on to penetrate the February low within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the EDM should penetrate 98.640(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 98.220(Average Objective).
- September Eurodollars(CME)
- The EDU9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 98.635(Prev Close), the market ended February at 98.625(Month Close),
that being 24%(Pct Range) off of
98.575(Month Low) to 98.785(Month High).
In comparing the January/February closes for each of the last 26 years(Total Years), Scenario found that the September Eurodollars(CME) also closed
lower in February than January in 12(Cond Years) of those years.
Of those 12, EDU went on to penetrate the February low within the next 2 months in 12 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the EDU should penetrate 98.575(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 98.048(Average Objective).
- June Swiss Franc(CME)
- The SFM9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 86.24(Prev Close), the market ended February at 85.80(Month Close),
that being 24%(Pct Range) off of
85.22(Month Low) to 87.59(Month High).
In comparing the January/February closes for each of the last 33 years(Total Years), Scenario found that the June Swiss Franc(CME) also closed
lower in February than January in 16(Cond Years) of those years.
Of those 16, SFM went on to penetrate the February 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 SFM should penetrate 85.22(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 82.04(Average Objective).
- June Australian Dollar(CME)
- The ADM9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 63.10(Prev Close), the market ended February at 63.93(Month Close),
that being 27%(Pct Range) off of
62.67(Month Low) to 67.34(Month High).
In comparing the January/February closes for each of the last 22 years(Total Years), Scenario found that the June Australian Dollar(CME) also closed
higher in February than January in 14(Cond Years) of those years.
Of those 14, ADM went on to exceed the February 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 ADM should exceed 67.34(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 69.63(Average Objective).
- June US Dollar Index(ICE)
- The DXM9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 87.160(Prev Close), the market ended February at 88.930(Month Close),
that being 90%(Pct Range) off of
85.425(Month Low) to 89.310(Month High).
In comparing the January/February closes for each of the last 23 years(Total Years), Scenario found that the June US Dollar Index(ICE) also closed
higher in February than January in 9(Cond Years) of those years.
Of those 9, DXM went on to exceed the February high within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the DXM should exceed 89.310(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 91.986(Average Objective).
- May Copper(CMX)
- The HGK9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 148.30(Prev Close), the market ended February at 153.85(Month Close),
that being 54%(Pct Range) off of
141.75(Month Low) to 164.20(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the May Copper(CMX) also closed
higher in February than January in 25(Cond Years) of those years.
Of those 25, HGK went on to exceed the February 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 HGK should exceed 164.20(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 182.32(Average Objective).
- July Copper(CMX)
- The HGN9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 149.40(Prev Close), the market ended February at 154.90(Month Close),
that being 51%(Pct Range) off of
144.00(Month Low) to 165.20(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the July Copper(CMX) also closed
higher in February than January in 26(Cond Years) of those years.
Of those 26, HGN went on to exceed the February high within the next 2 months in 25 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the HGN should exceed 165.20(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 182.12(Average Objective).
- September Wheat(CBOT)
- The WU9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 615.50(Prev Close), the market ended February at 558.25(Month Close),
that being 9%(Pct Range) off of
552.00(Month Low) to 621.50(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the September Wheat(CBOT) also closed
lower in February than January in 25(Cond Years) of those years.
Of those 25, WU went on to penetrate the February low within the next 2 months in 22 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the WU should penetrate 552.00(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 523.26(Average Objective).
- May Wheat(KCBT)
- The KWK9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 612.25(Prev Close), the market ended February at 560.00(Month Close),
that being 12%(Pct Range) off of
552.50(Month Low) to 615.00(Month High).
In comparing the January/February closes for each of the last 32 years(Total Years), Scenario found that the May Wheat(KCBT) also closed
lower in February than January in 19(Cond Years) of those years.
Of those 19, KWK went on to penetrate the February 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 KWK should penetrate 552.50(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 523.32(Average Objective).
- July Wheat(KCBT)
- The KWN9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 623.50(Prev Close), the market ended February at 567.75(Month Close),
that being 13%(Pct Range) off of
559.50(Month Low) to 624.50(Month High).
In comparing the January/February closes for each of the last 32 years(Total Years), Scenario found that the July Wheat(KCBT) also closed
lower in February than January in 19(Cond Years) of those years.
Of those 19, KWN went on to penetrate the February 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 KWN should penetrate 559.50(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 532.03(Average Objective).
- September Wheat(KCBT)
- The KWU9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 634.00(Prev Close), the market ended February at 577.75(Month Close),
that being 10%(Pct Range) off of
571.50(Month Low) to 633.25(Month High).
In comparing the January/February closes for each of the last 32 years(Total Years), Scenario found that the September Wheat(KCBT) also closed
lower in February than January in 19(Cond Years) of those years.
Of those 19, KWU went on to penetrate the February 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 KWU should penetrate 571.50(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 544.70(Average Objective).
- May Rough Rice(CBOT)
- The RRK9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 12.00(Prev Close), the market ended February at 12.61(Month Close),
that being 51%(Pct Range) off of
11.84(Month Low) to 13.36(Month High).
In comparing the January/February closes for each of the last 22 years(Total Years), Scenario found that the May Rough Rice(CBOT) also closed
higher in February than January in 8(Cond Years) of those years.
Of those 8, RRK went on to exceed the February high within the next 2 months in 7 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the RRK should exceed 13.36(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 7 years) a potential move
toward 15.30(Average Objective).
- June Live Cattle(CME)
- The LCM9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 82.450(Prev Close), the market ended February at 83.850(Month Close),
that being 61%(Pct Range) off of
80.450(Month Low) to 86.000(Month High).
In comparing the January/February closes for each of the last 44 years(Total Years), Scenario found that the June Live Cattle(CME) also closed
higher in February than January in 25(Cond Years) of those years.
Of those 25, LCM went on to exceed the February high within the next 2 months in 21 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the LCM should exceed 86.000(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 91.153(Average Objective).
- August Live Cattle(CME)
- The LCQ9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 83.100(Prev Close), the market ended February at 84.050(Month Close),
that being 59%(Pct Range) off of
80.700(Month Low) to 86.350(Month High).
In comparing the January/February closes for each of the last 43 years(Total Years), Scenario found that the August Live Cattle(CME) also closed
higher in February than January in 21(Cond Years) of those years.
Of those 21, LCQ went on to exceed the February 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 LCQ should exceed 86.350(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 90.722(Average Objective).
- August Lean Hogs(CME)
- The LEQ9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 74.135(Prev Close), the market ended February at 74.300(Month Close),
that being 65%(Pct Range) off of
70.000(Month Low) to 76.600(Month High).
In comparing the January/February closes for each of the last 39 years(Total Years), Scenario found that the August Lean Hogs(CME) also closed
higher in February than January in 19(Cond Years) of those years.
Of those 19, LEQ went on to exceed the February high within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the LEQ should exceed 76.600(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 84.125(Average Objective).
- October Sugar #11(ICE)
- The SBV9(Mkt) ended Higher(Cond) for
February(Month). Compared to January's 13.50(Prev Close), the market ended February at 14.22(Month Close),
that being 89%(Pct Range) off of
13.23(Month Low) to 14.34(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the October Sugar #11(ICE) also closed
higher in February than January in 21(Cond Years) of those years.
Of those 21, SBV went on to exceed the February 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 SBV should exceed 14.34(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 16.00(Average Objective).
- July Cocoa(ICE)
- The CCN9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 2764(Prev Close), the market ended February at 2403(Month Close),
that being 15%(Pct Range) off of
2313(Month Low) to 2912(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the July Cocoa(ICE) also closed
lower in February than January in 25(Cond Years) of those years.
Of those 25, CCN went on to penetrate the February 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 CCN should penetrate 2313(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 2060(Average Objective).
- September Cocoa(ICE)
- The CCU9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 2745(Prev Close), the market ended February at 2392(Month Close),
that being 14%(Pct Range) off of
2310(Month Low) to 2899(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the September Cocoa(ICE) also closed
lower in February than January in 25(Cond Years) of those years.
Of those 25, CCU went on to penetrate the February 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 CCU should penetrate 2310(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 2072(Average Objective).
- July Cotton(ICE)
- The CTN9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 51.51(Prev Close), the market ended February at 44.71(Month Close),
that being 6%(Pct Range) off of
44.25(Month Low) to 52.23(Month High).
In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the July Cotton(ICE) also closed
lower in February than January in 20(Cond Years) of those years.
Of those 20, CTN went on to penetrate the February 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 CTN should penetrate 44.25(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 41.31(Average Objective).
- December Cotton(ICE)
- The CTZ9(Mkt) ended Lower(Cond) for
February(Month). Compared to January's 55.54(Prev Close), the market ended February at 48.96(Month Close),
that being 7%(Pct Range) off of
48.42(Month Low) to 56.35(Month High).
In comparing the January/February closes for each of the last 44 years(Total Years), Scenario found that the December Cotton(ICE) also closed
lower in February than January in 21(Cond Years) of those years.
Of those 21, CTZ went on to penetrate the February low within the next 2 months in 18 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the CTZ should penetrate 48.42(Scenario Objective) by no later than the end of April.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 45.95(Average Objective).
|
|
|