 |
MRCI's ScenarioSM Summary |
|
ScenarioSM Summary Aug 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 |
#NDX |
Higher |
Aug |
1603.40 |
1668.00 |
1563.10 |
1625.20 |
59% |
23 |
14 |
12 |
86% |
1668.00 |
1776.79 |
1625.20 |
#RUT |
Higher |
Aug |
556.70 |
589.80 |
546.95 |
579.85 |
77% |
30 |
18 |
16 |
89% |
Yes |
615.68 |
579.85 |
NDZ9 |
Higher |
Aug |
1599.80 |
1658.00 |
1562.50 |
1622.80 |
63% |
13 |
7 |
6 |
86% |
1658.00 |
1788.58 |
1622.80 |
USZ9 |
Higher |
Aug |
117~24 |
119~31 |
113~17 |
119~22 |
96% |
31 |
20 |
19 |
95% |
119~31 |
124~27 |
119~22 |
TYZ9 |
Higher |
Aug |
115~265 |
117~300 |
113~065 |
117~065 |
84% |
27 |
19 |
18 |
95% |
117~300 |
121~144 |
117~065 |
EDZ9 |
Higher |
Aug |
99.290 |
99.545 |
99.160 |
99.540 |
99% |
27 |
20 |
18 |
90% |
99.545 |
100.194 |
99.540 |
EDH0 |
Higher |
Aug |
99.015 |
99.290 |
98.730 |
99.285 |
99% |
27 |
18 |
18 |
100% |
99.290 |
99.936 |
99.285 |
SFZ9 |
Higher |
Aug |
93.73 |
95.07 |
92.02 |
94.47 |
80% |
34 |
17 |
15 |
88% |
95.07 |
100.11 |
94.47 |
ADZ9 |
Higher |
Aug |
82.62 |
83.99 |
80.77 |
83.59 |
88% |
22 |
12 |
11 |
92% |
83.99 |
86.61 |
83.59 |
DXZ9 |
Lower |
Aug |
78.770 |
79.920 |
77.835 |
78.550 |
34% |
23 |
14 |
13 |
93% |
77.835 |
75.090 |
78.550 |
NGZ9 |
Lower |
Aug |
5.358 |
5.860 |
4.788 |
4.828 |
4% |
19 |
8 |
8 |
100% |
4.788 |
4.259 |
4.828 |
NGF0 |
Lower |
Aug |
5.643 |
6.127 |
5.090 |
5.126 |
3% |
19 |
9 |
8 |
89% |
5.090 |
4.582 |
5.126 |
SBH0 |
Higher |
Aug |
19.78 |
25.90 |
19.80 |
25.82 |
99% |
45 |
18 |
17 |
94% |
25.90 |
29.06 |
25.82 |
CCH0 |
Lower |
Aug |
2942 |
3039 |
2725 |
2815 |
29% |
45 |
19 |
16 |
84% |
2725 |
2495 |
2815 |
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 1603.40(Prev Close), the market ended August at 1625.20(Month Close),
that being 59%(Pct Range) off of
1563.10(Month Low) to 1668.00(Month High).
In comparing the July/August closes for each of the last 23 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in August than July in 14(Cond Years) of those years.
Of those 14, the #NDX went on to exceed the August 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 #NDX should exceed 1668.00(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 1776.79(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 556.70(Prev Close), the market ended August at 579.85(Month Close),
that being 77%(Pct Range) off of
546.95(Month Low) to 589.80(Month High).
In comparing the July/August closes for each of the last 30 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in August than July in 18(Cond Years) of those years.
Of those 18, the #RUT went on to exceed the August 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 #RUT should exceed 589.80(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 615.68(Average Objective).
- December NASDAQ 100(CME)
- The NDZ9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 1599.80(Prev Close), the market ended August at 1622.80(Month Close),
that being 63%(Pct Range) off of
1562.50(Month Low) to 1658.00(Month High).
In comparing the July/August closes for each of the last 13 years(Total Years), Scenario found that the December NASDAQ 100(CME) also closed
higher in August than July in 7(Cond Years) of those years.
Of those 7, NDZ went on to exceed the August 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 NDZ should exceed 1658.00(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 6 years) a potential move
toward 1788.58(Average Objective).
- December 30-Year T-Bonds(CBOT)
- The USZ9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 117~24(Prev Close), the market ended August at 119~22(Month Close),
that being 96%(Pct Range) off of
113~17(Month Low) to 119~31(Month High).
In comparing the July/August closes for each of the last 31 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed
higher in August than July in 20(Cond Years) of those years.
Of those 20, USZ went on to exceed the August high within the next 2 months in 19 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the USZ should exceed 119~31(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 124~27(Average Objective).
- December 10-Year T-Notes(CBOT)
- The TYZ9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 115~265(Prev Close), the market ended August at 117~065(Month Close),
that being 84%(Pct Range) off of
113~065(Month Low) to 117~300(Month High).
In comparing the July/August closes for each of the last 27 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed
higher in August than July in 19(Cond Years) of those years.
Of those 19, TYZ went on to exceed the August high within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the TYZ should exceed 117~300(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 121~144(Average Objective).
- December Eurodollars(CME)
- The EDZ9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 99.290(Prev Close), the market ended August at 99.540(Month Close),
that being 99%(Pct Range) off of
99.160(Month Low) to 99.545(Month High).
In comparing the July/August closes for each of the last 27 years(Total Years), Scenario found that the December Eurodollars(CME) also closed
higher in August than July in 20(Cond Years) of those years.
Of those 20, EDZ went on to exceed the August 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 EDZ should exceed 99.545(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 100.194(Average Objective).
- March Eurodollars(CME)
- The EDH0(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 99.015(Prev Close), the market ended August at 99.285(Month Close),
that being 99%(Pct Range) off of
98.730(Month Low) to 99.290(Month High).
In comparing the July/August closes for each of the last 27 years(Total Years), Scenario found that the March Eurodollars(CME) also closed
higher in August than July in 18(Cond Years) of those years.
Of those 18, EDH went on to exceed the August high within the next 2 months in 18 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the EDH should exceed 99.290(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 99.936(Average Objective).
- December Swiss Franc(CME)
- The SFZ9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 93.73(Prev Close), the market ended August at 94.47(Month Close),
that being 80%(Pct Range) off of
92.02(Month Low) to 95.07(Month High).
In comparing the July/August closes for each of the last 34 years(Total Years), Scenario found that the December Swiss Franc(CME) also closed
higher in August than July in 17(Cond Years) of those years.
Of those 17, SFZ went on to exceed the August 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 SFZ should exceed 95.07(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 100.11(Average Objective).
- December Australian Dollar(CME)
- The ADZ9(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 82.62(Prev Close), the market ended August at 83.59(Month Close),
that being 88%(Pct Range) off of
80.77(Month Low) to 83.99(Month High).
In comparing the July/August closes for each of the last 22 years(Total Years), Scenario found that the December Australian Dollar(CME) also closed
higher in August than July in 12(Cond Years) of those years.
Of those 12, ADZ went on to exceed the August 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 ADZ should exceed 83.99(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 86.61(Average Objective).
- December US Dollar Index(ICE)
- The DXZ9(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 78.770(Prev Close), the market ended August at 78.550(Month Close),
that being 34%(Pct Range) off of
77.835(Month Low) to 79.920(Month High).
In comparing the July/August closes for each of the last 23 years(Total Years), Scenario found that the December US Dollar Index(ICE) also closed
lower in August than July in 14(Cond Years) of those years.
Of those 14, DXZ went on to penetrate the August low within the next 2 months in 13 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the DXZ should penetrate 77.835(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 75.090(Average Objective).
- December Natural Gas(NYM)
- The NGZ9(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 5.358(Prev Close), the market ended August at 4.828(Month Close),
that being 4%(Pct Range) off of
4.788(Month Low) to 5.860(Month High).
In comparing the July/August closes for each of the last 19 years(Total Years), Scenario found that the December Natural Gas(NYM) also closed
lower in August than July in 8(Cond Years) of those years.
Of those 8, NGZ went on to penetrate the August low within the next 2 months in 8 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NGZ should penetrate 4.788(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 4.259(Average Objective).
- January Natural Gas(NYM)
- The NGF0(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 5.643(Prev Close), the market ended August at 5.126(Month Close),
that being 3%(Pct Range) off of
5.090(Month Low) to 6.127(Month High).
In comparing the July/August closes for each of the last 19 years(Total Years), Scenario found that the January Natural Gas(NYM) also closed
lower in August than July in 9(Cond Years) of those years.
Of those 9, NGF went on to penetrate the August 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 NGF should penetrate 5.090(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 4.582(Average Objective).
- March Sugar #11(ICE)
- The SBH0(Mkt) ended Higher(Cond) for
August(Month). Compared to July's 19.78(Prev Close), the market ended August at 25.82(Month Close),
that being 99%(Pct Range) off of
19.80(Month Low) to 25.90(Month High).
In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the March Sugar #11(ICE) also closed
higher in August than July in 18(Cond Years) of those years.
Of those 18, SBH went on to exceed the August high within the next 2 months in 17 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the SBH should exceed 25.90(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 29.06(Average Objective).
- March Cocoa(ICE)
- The CCH0(Mkt) ended Lower(Cond) for
August(Month). Compared to July's 2942(Prev Close), the market ended August at 2815(Month Close),
that being 29%(Pct Range) off of
2725(Month Low) to 3039(Month High).
In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the March Cocoa(ICE) also closed
lower in August than July in 19(Cond Years) of those years.
Of those 19, CCH went on to penetrate the August 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 CCH should penetrate 2725(Scenario Objective) by no later than the end of October.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 2495(Average Objective).
|
|
|