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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Oct 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 |
Oct |
9712.00 |
10119.00 |
9430.00 |
9713.00 |
41% |
45 |
25 |
22 |
88% |
10119.00 |
10628.25 |
9713.00 |
TYH0 |
Higher |
Oct |
116~310 |
118~135 |
115~190 |
117~075 |
58% |
27 |
17 |
16 |
94% |
118~135 |
121~124 |
117~075 |
JYH0 |
Lower |
Oct |
111.70 |
113.73 |
108.44 |
111.21 |
52% |
33 |
17 |
15 |
88% |
108.44 |
104.69 |
111.21 |
ADH0 |
Higher |
Oct |
86.97 |
91.87 |
84.46 |
88.80 |
59% |
22 |
13 |
12 |
92% |
91.87 |
95.26 |
88.80 |
SMH0 |
Higher |
Oct |
279.10 |
303.10 |
262.00 |
285.50 |
57% |
45 |
20 |
17 |
85% |
303.10 |
324.90 |
285.50 |
SMH0 |
Higher |
Oct |
279.10 |
303.10 |
262.00 |
285.50 |
57% |
45 |
20 |
17 |
85% |
303.10 |
324.90 |
285.50 |
SMK0 |
Higher |
Oct |
274.60 |
298.10 |
260.00 |
281.80 |
57% |
45 |
20 |
17 |
85% |
298.10 |
318.54 |
281.80 |
LEJ0 |
Higher |
Oct |
61.900 |
66.900 |
60.000 |
66.800 |
99% |
40 |
22 |
19 |
86% |
66.900 |
72.659 |
66.800 |
CCH0 |
Higher |
Oct |
3161 |
3439 |
2990 |
3333 |
76% |
45 |
14 |
13 |
93% |
3439 |
3750 |
3333 |
CCK0 |
Higher |
Oct |
3172 |
3444 |
3003 |
3342 |
77% |
45 |
13 |
13 |
100% |
3444 |
3747 |
3342 |
LBH0 |
Higher |
Oct |
204.0 |
231.0 |
198.0 |
227.0 |
88% |
36 |
22 |
19 |
86% |
231.0 |
249.3 |
227.0 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 9712.00(Prev Close), the market ended October at 9713.00(Month Close),
that being 41%(Pct Range) off of
9430.00(Month Low) to 10119.00(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed
higher in October than September in 25(Cond Years) of those years.
Of those 25, the #DJ went on to exceed the October 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 the #DJ should exceed 10119.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 10628.25(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 116~310(Prev Close), the market ended October at 117~075(Month Close),
that being 58%(Pct Range) off of
115~190(Month Low) to 118~135(Month High).
In comparing the September/October closes for each of the last 27 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in October than September in 17(Cond Years) of those years.
Of those 17, TYH went on to exceed the October high within the next 2 months in 16 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the TYH should exceed 118~135(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 121~124(Average Objective).
- March Japanese Yen(CME)
- The JYH0(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 111.70(Prev Close), the market ended October at 111.21(Month Close),
that being 52%(Pct Range) off of
108.44(Month Low) to 113.73(Month High).
In comparing the September/October closes for each of the last 33 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in October than September in 17(Cond Years) of those years.
Of those 17, JYH went on to penetrate the October 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 JYH should penetrate 108.44(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 104.69(Average Objective).
- March Australian Dollar(CME)
- The ADH0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 86.97(Prev Close), the market ended October at 88.80(Month Close),
that being 59%(Pct Range) off of
84.46(Month Low) to 91.87(Month High).
In comparing the September/October closes for each of the last 22 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed
higher in October than September in 13(Cond Years) of those years.
Of those 13, ADH went on to exceed the October 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 ADH should exceed 91.87(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 95.26(Average Objective).
- March Soybean Meal(CBOT)
- The SMH0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 279.10(Prev Close), the market ended October at 285.50(Month Close),
that being 57%(Pct Range) off of
262.00(Month Low) to 303.10(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the March Soybean Meal(CBOT) also closed
higher in October than September in 20(Cond Years) of those years.
Of those 20, SMH went on to exceed the October 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 SMH should exceed 303.10(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 324.90(Average Objective).
- March Soybean Meal(CBOT)
- The SMH0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 279.10(Prev Close), the market ended October at 285.50(Month Close),
that being 57%(Pct Range) off of
262.00(Month Low) to 303.10(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the March Soybean Meal(CBOT) also closed
higher in October than September in 20(Cond Years) of those years.
Of those 20, SMH went on to exceed the October 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 SMH should exceed 303.10(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 324.90(Average Objective).
- May Soybean Meal(CBOT)
- The SMK0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 274.60(Prev Close), the market ended October at 281.80(Month Close),
that being 57%(Pct Range) off of
260.00(Month Low) to 298.10(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the May Soybean Meal(CBOT) also closed
higher in October than September in 20(Cond Years) of those years.
Of those 20, SMK went on to exceed the October 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 SMK should exceed 298.10(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 318.54(Average Objective).
- April Lean Hogs(CME)
- The LEJ0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 61.900(Prev Close), the market ended October at 66.800(Month Close),
that being 99%(Pct Range) off of
60.000(Month Low) to 66.900(Month High).
In comparing the September/October closes for each of the last 40 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed
higher in October than September in 22(Cond Years) of those years.
Of those 22, LEJ went on to exceed the October 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 LEJ should exceed 66.900(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 72.659(Average Objective).
- March Cocoa(ICE)
- The CCH0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 3161(Prev Close), the market ended October at 3333(Month Close),
that being 76%(Pct Range) off of
2990(Month Low) to 3439(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the March Cocoa(ICE) also closed
higher in October than September in 14(Cond Years) of those years.
Of those 14, CCH went on to exceed the October high within the next 2 months in 13 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the CCH should exceed 3439(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 3750(Average Objective).
- May Cocoa(ICE)
- The CCK0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 3172(Prev Close), the market ended October at 3342(Month Close),
that being 77%(Pct Range) off of
3003(Month Low) to 3444(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the May Cocoa(ICE) also closed
higher in October than September in 13(Cond Years) of those years.
Of those 13, CCK went on to exceed the October 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 CCK should exceed 3444(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 3747(Average Objective).
- March Lumber(CME)
- The LBH0(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 204.0(Prev Close), the market ended October at 227.0(Month Close),
that being 88%(Pct Range) off of
198.0(Month Low) to 231.0(Month High).
In comparing the September/October closes for each of the last 36 years(Total Years), Scenario found that the March Lumber(CME) also closed
higher in October than September in 22(Cond Years) of those years.
Of those 22, LBH went on to exceed the October 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 LBH should exceed 231.0(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 249.3(Average Objective).
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