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MRCI's ScenarioSM Summary |
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ScenarioSM Summary May 31, 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 |
#DJ |
Higher |
May |
8168.00 |
8592.00 |
8099.00 |
8500.00 |
81% |
45 |
21 |
18 |
86% |
8592.00 |
8985.79 |
8500.00 |
#OEX |
Higher |
May |
406.00 |
431.60 |
403.10 |
427.55 |
86% |
26 |
18 |
16 |
89% |
431.60 |
446.88 |
427.55 |
#NDX |
Higher |
May |
1394.30 |
1435.80 |
1339.80 |
1435.60 |
100% |
23 |
16 |
15 |
94% |
1435.80 |
1498.22 |
1435.60 |
#RUT |
Higher |
May |
487.55 |
511.80 |
470.35 |
501.60 |
75% |
30 |
20 |
17 |
85% |
511.80 |
534.49 |
501.60 |
#MID |
Higher |
May |
561.15 |
589.90 |
540.85 |
575.50 |
71% |
28 |
19 |
17 |
89% |
589.90 |
613.82 |
575.50 |
#SSNI |
Higher |
May |
8828 |
9523 |
8827 |
9523 |
100% |
27 |
14 |
12 |
86% |
9523 |
9885 |
9523 |
NDU9 |
Higher |
May |
1392.50 |
1434.50 |
1341.80 |
1433.80 |
99% |
12 |
6 |
6 |
100% |
1434.50 |
1508.27 |
1433.80 |
EDU9 |
Higher |
May |
99.005 |
99.420 |
98.965 |
99.265 |
66% |
27 |
12 |
11 |
92% |
99.420 |
99.889 |
99.265 |
EDZ9 |
Higher |
May |
98.805 |
99.235 |
98.760 |
99.060 |
63% |
27 |
13 |
12 |
92% |
99.235 |
99.835 |
99.060 |
JYU9 |
Lower |
May |
101.52 |
106.66 |
0.01 |
0.01 |
0% |
32 |
20 |
17 |
85% |
0.01 |
0.01 |
0.01 |
SIU9 |
Lower |
May |
1234.1 |
1529.0 |
15.6 |
15.6 |
0% |
45 |
21 |
18 |
86% |
15.6 |
14.3 |
15.6 |
RBU9 |
Higher |
May |
147.73 |
187.20 |
146.49 |
186.56 |
98% |
24 |
13 |
11 |
85% |
187.20 |
201.65 |
186.56 |
SX9 |
Higher |
May |
943.50 |
1065.00 |
935.00 |
1062.50 |
98% |
45 |
22 |
21 |
95% |
1065.00 |
1199.55 |
1062.50 |
SMZ9 |
Higher |
May |
276.00 |
326.60 |
272.00 |
323.00 |
93% |
45 |
26 |
22 |
85% |
326.60 |
371.14 |
323.00 |
LCV9 |
Higher |
May |
86.385 |
89.680 |
86.000 |
87.700 |
46% |
44 |
20 |
18 |
90% |
89.680 |
93.827 |
87.700 |
LCZ9 |
Higher |
May |
88.730 |
91.500 |
88.250 |
90.030 |
55% |
44 |
22 |
19 |
86% |
91.500 |
95.168 |
90.030 |
LEQ9 |
Lower |
May |
68.975 |
71.635 |
65.430 |
65.975 |
9% |
39 |
20 |
18 |
90% |
65.430 |
60.462 |
65.975 |
LEV9 |
Lower |
May |
62.685 |
66.950 |
61.000 |
61.300 |
5% |
39 |
20 |
18 |
90% |
61.000 |
55.560 |
61.300 |
LEZ9 |
Higher |
May |
62.685 |
66.100 |
61.630 |
62.850 |
27% |
39 |
19 |
16 |
84% |
66.100 |
71.596 |
62.850 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 8168.00(Prev Close), the market ended May at 8500.00(Month Close),
that being 81%(Pct Range) off of
8099.00(Month Low) to 8592.00(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 8592.00(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 8985.79(Average Objective).
- S & P 100(OEX)
- The #OEX(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 406.00(Prev Close), the market ended May at 427.55(Month Close),
that being 86%(Pct Range) off of
403.10(Month Low) to 431.60(Month High).
In comparing the April/May closes for each of the last 26 years(Total Years), Scenario found that the S & P 100(OEX) also closed
higher in May than April in 18(Cond Years) of those years.
Of those 18, the #OEX went on to exceed the May high within the next 2 months in 16 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the the #OEX should exceed 431.60(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 446.88(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 1394.30(Prev Close), the market ended May at 1435.60(Month Close),
that being 100%(Pct Range) off of
1339.80(Month Low) to 1435.80(Month High).
In comparing the April/May closes for each of the last 23 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in May than April in 16(Cond Years) of those years.
Of those 16, the #NDX went on to exceed the May 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 the #NDX should exceed 1435.80(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 1498.22(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 487.55(Prev Close), the market ended May at 501.60(Month Close),
that being 75%(Pct Range) off of
470.35(Month Low) to 511.80(Month High).
In comparing the April/May closes for each of the last 30 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in May than April in 20(Cond Years) of those years.
Of those 20, the #RUT went on to exceed the May 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 the #RUT should exceed 511.80(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 534.49(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 561.15(Prev Close), the market ended May at 575.50(Month Close),
that being 71%(Pct Range) off of
540.85(Month Low) to 589.90(Month High).
In comparing the April/May closes for each of the last 28 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in May than April in 19(Cond Years) of those years.
Of those 19, the #MID went on to exceed the May high within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the the #MID should exceed 589.90(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 613.82(Average Objective).
- Nikkei 225 Index
- The #SSNI(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 8828(Prev Close), the market ended May at 9523(Month Close),
that being 100%(Pct Range) off of
8827(Month Low) to 9523(Month High).
In comparing the April/May closes for each of the last 27 years(Total Years), Scenario found that the Nikkei 225 Index also closed
higher in May than April in 14(Cond Years) of those years.
Of those 14, the #SSNI went on to exceed the May 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 the #SSNI should exceed 9523(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 9885(Average Objective).
- September NASDAQ 100(CME)
- The NDU9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 1392.50(Prev Close), the market ended May at 1433.80(Month Close),
that being 99%(Pct Range) off of
1341.80(Month Low) to 1434.50(Month High).
In comparing the April/May closes for each of the last 12 years(Total Years), Scenario found that the September NASDAQ 100(CME) also closed
higher in May than April in 6(Cond Years) of those years.
Of those 6, NDU 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 NDU should exceed 1434.50(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 1508.27(Average Objective).
- September Eurodollars(CME)
- The EDU9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 99.005(Prev Close), the market ended May at 99.265(Month Close),
that being 66%(Pct Range) off of
98.965(Month Low) to 99.420(Month High).
In comparing the April/May closes for each of the last 27 years(Total Years), Scenario found that the September Eurodollars(CME) also closed
higher in May than April in 12(Cond Years) of those years.
Of those 12, EDU went on to exceed the May 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 EDU should exceed 99.420(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 99.889(Average Objective).
- December Eurodollars(CME)
- The EDZ9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 98.805(Prev Close), the market ended May at 99.060(Month Close),
that being 63%(Pct Range) off of
98.760(Month Low) to 99.235(Month High).
In comparing the April/May closes for each of the last 27 years(Total Years), Scenario found that the December Eurodollars(CME) also closed
higher in May than April in 13(Cond Years) of those years.
Of those 13, EDZ went on to exceed the May 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 EDZ should exceed 99.235(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 99.835(Average Objective).
- September Japanese Yen(CME)
- The JYU9(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 101.52(Prev Close), the market ended May at 0.01(Month Close),
that being 0%(Pct Range) off of
0.01(Month Low) to 106.66(Month High).
In comparing the April/May closes for each of the last 32 years(Total Years), Scenario found that the September Japanese Yen(CME) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, JYU 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 JYU should penetrate 0.01(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 0.01(Average Objective).
- September Silver(CMX)
- The SIU9(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 1234.1(Prev Close), the market ended May at 15.6(Month Close),
that being 0%(Pct Range) off of
15.6(Month Low) to 1529.0(Month High).
In comparing the April/May closes for each of the last 45 years(Total Years), Scenario found that the September Silver(CMX) also closed
lower in May than April in 21(Cond Years) of those years.
Of those 21, SIU went on to penetrate the May 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 SIU should penetrate 15.6(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 14.3(Average Objective).
- September Gasoline(NYMEX)
- The RBU9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 147.73(Prev Close), the market ended May at 186.56(Month Close),
that being 98%(Pct Range) off of
146.49(Month Low) to 187.20(Month High).
In comparing the April/May closes for each of the last 24 years(Total Years), Scenario found that the September Gasoline(NYMEX) also closed
higher in May than April in 13(Cond Years) of those years.
Of those 13, RBU went on to exceed the May high within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the RBU should exceed 187.20(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 201.65(Average Objective).
- November Soybeans(CBOT)
- The SX9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 943.50(Prev Close), the market ended May at 1062.50(Month Close),
that being 98%(Pct Range) off of
935.00(Month Low) to 1065.00(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 22(Cond Years) of those years.
Of those 22, SX went on to exceed the May high within the next 2 months in 21 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the SX should exceed 1065.00(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 1199.55(Average Objective).
- December Soybean Meal(CBOT)
- The SMZ9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 276.00(Prev Close), the market ended May at 323.00(Month Close),
that being 93%(Pct Range) off of
272.00(Month Low) to 326.60(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 326.60(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 371.14(Average Objective).
- October Live Cattle(CME)
- The LCV9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 86.385(Prev Close), the market ended May at 87.700(Month Close),
that being 46%(Pct Range) off of
86.000(Month Low) to 89.680(Month High).
In comparing the April/May closes for each of the last 44 years(Total Years), Scenario found that the October Live Cattle(CME) also closed
higher in May than April in 20(Cond Years) of those years.
Of those 20, LCV went on to exceed the May high within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the LCV should exceed 89.680(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 93.827(Average Objective).
- December Live Cattle(CME)
- The LCZ9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 88.730(Prev Close), the market ended May at 90.030(Month Close),
that being 55%(Pct Range) off of
88.250(Month Low) to 91.500(Month High).
In comparing the April/May closes for each of the last 44 years(Total Years), Scenario found that the December Live Cattle(CME) also closed
higher in May than April in 22(Cond Years) of those years.
Of those 22, LCZ went on to exceed the May 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 LCZ should exceed 91.500(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 95.168(Average Objective).
- August Lean Hogs(CME)
- The LEQ9(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 68.975(Prev Close), the market ended May at 65.975(Month Close),
that being 9%(Pct Range) off of
65.430(Month Low) to 71.635(Month High).
In comparing the April/May closes for each of the last 39 years(Total Years), Scenario found that the August Lean Hogs(CME) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, LEQ went on to penetrate the May low within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the LEQ should penetrate 65.430(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 60.462(Average Objective).
- October Lean Hogs(CME)
- The LEV9(Mkt) ended Lower(Cond) for
May(Month). Compared to April's 62.685(Prev Close), the market ended May at 61.300(Month Close),
that being 5%(Pct Range) off of
61.000(Month Low) to 66.950(Month High).
In comparing the April/May closes for each of the last 39 years(Total Years), Scenario found that the October Lean Hogs(CME) also closed
lower in May than April in 20(Cond Years) of those years.
Of those 20, LEV went on to penetrate the May low within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the LEV should penetrate 61.000(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 55.560(Average Objective).
- December Lean Hogs(CME)
- The LEZ9(Mkt) ended Higher(Cond) for
May(Month). Compared to April's 62.685(Prev Close), the market ended May at 62.850(Month Close),
that being 27%(Pct Range) off of
61.630(Month Low) to 66.100(Month High).
In comparing the April/May closes for each of the last 39 years(Total Years), Scenario found that the December Lean Hogs(CME) also closed
higher in May than April in 19(Cond Years) of those years.
Of those 19, LEZ went on to exceed the May 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 LEZ should exceed 66.100(Scenario Objective) by no later than the end of July.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 71.596(Average Objective).
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