|
MRCI's ScenarioSM Summary |
|
ScenarioSM Summary Jan 31, 2010 |
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 |
#SP |
Lower |
Jan |
1115.10 |
1150.45 |
1071.60 |
1073.85 |
3% |
45 |
18 |
16 |
89% |
1071.60 |
1013.70 |
1073.85 |
SPM0 |
Lower |
Jan |
1105.90 |
1141.70 |
1062.40 |
1065.60 |
4% |
27 |
9 |
8 |
89% |
1062.40 |
1004.09 |
1065.60 |
SFM0 |
Lower |
Jan |
96.77 |
98.80 |
94.08 |
94.35 |
6% |
34 |
23 |
20 |
87% |
94.08 |
90.09 |
94.35 |
PLJ0 |
Higher |
Jan |
1471.0 |
1654.0 |
1471.0 |
1506.0 |
19% |
41 |
24 |
23 |
96% |
1654.0 |
1806.8 |
1506.0 |
PAM0 |
Higher |
Jan |
409.95 |
472.20 |
410.00 |
413.00 |
5% |
30 |
26 |
22 |
85% |
472.20 |
542.63 |
413.00 |
SMK0 |
Lower |
Jan |
300.10 |
307.70 |
268.00 |
268.50 |
1% |
45 |
21 |
21 |
100% |
268.00 |
253.90 |
268.50 |
SMN0 |
Lower |
Jan |
300.60 |
307.60 |
266.50 |
267.50 |
2% |
45 |
22 |
22 |
100% |
266.50 |
252.28 |
267.50 |
CK0 |
Lower |
Jan |
424.25 |
436.00 |
366.25 |
367.75 |
2% |
45 |
23 |
22 |
96% |
366.25 |
347.48 |
367.75 |
CN0 |
Lower |
Jan |
433.00 |
444.25 |
375.75 |
377.50 |
3% |
45 |
23 |
22 |
96% |
375.75 |
357.31 |
377.50 |
WK0 |
Lower |
Jan |
555.00 |
587.00 |
487.50 |
488.25 |
1% |
45 |
26 |
23 |
88% |
487.50 |
453.64 |
488.25 |
WN0 |
Lower |
Jan |
566.00 |
596.75 |
497.00 |
500.25 |
3% |
45 |
25 |
22 |
88% |
497.00 |
466.85 |
500.25 |
KWK0 |
Lower |
Jan |
547.75 |
578.00 |
494.00 |
499.00 |
6% |
33 |
16 |
15 |
94% |
494.00 |
467.88 |
499.00 |
KWN0 |
Lower |
Jan |
559.75 |
589.50 |
508.25 |
510.25 |
2% |
33 |
15 |
14 |
93% |
508.25 |
479.44 |
510.25 |
MWK0 |
Lower |
Jan |
557.00 |
591.00 |
511.75 |
512.25 |
1% |
29 |
15 |
14 |
93% |
511.75 |
491.27 |
512.25 |
MWN0 |
Lower |
Jan |
569.25 |
603.00 |
522.75 |
523.50 |
1% |
29 |
15 |
13 |
87% |
522.75 |
503.05 |
523.50 |
OK0 |
Lower |
Jan |
285.00 |
288.00 |
227.00 |
237.25 |
17% |
35 |
21 |
19 |
90% |
227.00 |
205.03 |
237.25 |
ON0 |
Lower |
Jan |
293.50 |
295.75 |
235.50 |
244.75 |
15% |
35 |
22 |
19 |
86% |
235.50 |
215.48 |
244.75 |
RRK0 |
Lower |
Jan |
15.15 |
15.42 |
13.74 |
14.51 |
46% |
23 |
11 |
10 |
91% |
13.74 |
12.26 |
14.51 |
RRN0 |
Lower |
Jan |
15.37 |
15.65 |
13.98 |
14.74 |
46% |
20 |
11 |
10 |
91% |
13.98 |
12.55 |
14.74 |
KCK0 |
Lower |
Jan |
137.60 |
148.70 |
133.50 |
133.60 |
1% |
36 |
19 |
18 |
95% |
133.50 |
123.63 |
133.60 |
KCN0 |
Lower |
Jan |
139.05 |
150.00 |
135.00 |
135.10 |
1% |
36 |
17 |
16 |
94% |
135.00 |
124.97 |
135.10 |
LBN0 |
Higher |
Jan |
257.5 |
278.5 |
255.9 |
275.6 |
87% |
36 |
21 |
18 |
86% |
278.5 |
297.3 |
275.6 |
CTN0 |
Lower |
Jan |
76.98 |
78.20 |
71.30 |
71.47 |
2% |
45 |
23 |
20 |
87% |
71.30 |
67.12 |
71.47 |
- S & P 500 Stock Index
- The #SP(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 1115.10(Prev Close), the market ended January at 1073.85(Month Close),
that being 3%(Pct Range) off of
1071.60(Month Low) to 1150.45(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the S & P 500 Stock Index also closed
lower in January than December in 18(Cond Years) of those years.
Of those 18, the #SP went on to penetrate the January low 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 #SP should penetrate 1071.60(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 1013.70(Average Objective).
- June S & P 500(CME)
- The SPM0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 1105.90(Prev Close), the market ended January at 1065.60(Month Close),
that being 4%(Pct Range) off of
1062.40(Month Low) to 1141.70(Month High).
In comparing the December/January closes for each of the last 27 years(Total Years), Scenario found that the June S & P 500(CME) also closed
lower in January than December in 9(Cond Years) of those years.
Of those 9, SPM went on to penetrate the January 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 SPM should penetrate 1062.40(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 1004.09(Average Objective).
- June Swiss Franc(CME)
- The SFM0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 96.77(Prev Close), the market ended January at 94.35(Month Close),
that being 6%(Pct Range) off of
94.08(Month Low) to 98.80(Month High).
In comparing the December/January closes for each of the last 34 years(Total Years), Scenario found that the June Swiss Franc(CME) also closed
lower in January than December in 23(Cond Years) of those years.
Of those 23, SFM went on to penetrate the January low within the next 2 months in 20 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the SFM should penetrate 94.08(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 90.09(Average Objective).
- April Platinum(NYMEX)
- The PLJ0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 1471.0(Prev Close), the market ended January at 1506.0(Month Close),
that being 19%(Pct Range) off of
1471.0(Month Low) to 1654.0(Month High).
In comparing the December/January closes for each of the last 41 years(Total Years), Scenario found that the April Platinum(NYMEX) also closed
higher in January than December in 24(Cond Years) of those years.
Of those 24, PLJ went on to exceed the January high within the next 2 months in 23 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the PLJ should exceed 1654.0(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 1806.8(Average Objective).
- June Palladium(NYMEX)
- The PAM0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 409.95(Prev Close), the market ended January at 413.00(Month Close),
that being 5%(Pct Range) off of
410.00(Month Low) to 472.20(Month High).
In comparing the December/January closes for each of the last 30 years(Total Years), Scenario found that the June Palladium(NYMEX) also closed
higher in January than December in 26(Cond Years) of those years.
Of those 26, PAM went on to exceed the January 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 PAM should exceed 472.20(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 542.63(Average Objective).
- May Soybean Meal(CBOT)
- The SMK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 300.10(Prev Close), the market ended January at 268.50(Month Close),
that being 1%(Pct Range) off of
268.00(Month Low) to 307.70(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the May Soybean Meal(CBOT) also closed
lower in January than December in 21(Cond Years) of those years.
Of those 21, SMK went on to penetrate the January low within the next 2 months in 21 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SMK should penetrate 268.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 253.90(Average Objective).
- July Soybean Meal(CBOT)
- The SMN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 300.60(Prev Close), the market ended January at 267.50(Month Close),
that being 2%(Pct Range) off of
266.50(Month Low) to 307.60(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the July Soybean Meal(CBOT) also closed
lower in January than December in 22(Cond Years) of those years.
Of those 22, SMN went on to penetrate the January low within the next 2 months in 22 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SMN should penetrate 266.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 252.28(Average Objective).
- May Corn(CBOT)
- The CK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 424.25(Prev Close), the market ended January at 367.75(Month Close),
that being 2%(Pct Range) off of
366.25(Month Low) to 436.00(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the May Corn(CBOT) also closed
lower in January than December in 23(Cond Years) of those years.
Of those 23, CK went on to penetrate the January low within the next 2 months in 22 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the CK should penetrate 366.25(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 347.48(Average Objective).
- July Corn(CBOT)
- The CN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 433.00(Prev Close), the market ended January at 377.50(Month Close),
that being 3%(Pct Range) off of
375.75(Month Low) to 444.25(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the July Corn(CBOT) also closed
lower in January than December in 23(Cond Years) of those years.
Of those 23, CN went on to penetrate the January low within the next 2 months in 22 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the CN should penetrate 375.75(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 357.31(Average Objective).
- May Wheat(CBOT)
- The WK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 555.00(Prev Close), the market ended January at 488.25(Month Close),
that being 1%(Pct Range) off of
487.50(Month Low) to 587.00(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the May Wheat(CBOT) also closed
lower in January than December in 26(Cond Years) of those years.
Of those 26, WK went on to penetrate the January low within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the WK should penetrate 487.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 453.64(Average Objective).
- July Wheat(CBOT)
- The WN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 566.00(Prev Close), the market ended January at 500.25(Month Close),
that being 3%(Pct Range) off of
497.00(Month Low) to 596.75(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the July Wheat(CBOT) also closed
lower in January than December in 25(Cond Years) of those years.
Of those 25, WN went on to penetrate the January 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 WN should penetrate 497.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 466.85(Average Objective).
- May Wheat(KCBT)
- The KWK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 547.75(Prev Close), the market ended January at 499.00(Month Close),
that being 6%(Pct Range) off of
494.00(Month Low) to 578.00(Month High).
In comparing the December/January closes for each of the last 33 years(Total Years), Scenario found that the May Wheat(KCBT) also closed
lower in January than December in 16(Cond Years) of those years.
Of those 16, KWK went on to penetrate the January 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 KWK should penetrate 494.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 467.88(Average Objective).
- July Wheat(KCBT)
- The KWN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 559.75(Prev Close), the market ended January at 510.25(Month Close),
that being 2%(Pct Range) off of
508.25(Month Low) to 589.50(Month High).
In comparing the December/January closes for each of the last 33 years(Total Years), Scenario found that the July Wheat(KCBT) also closed
lower in January than December in 15(Cond Years) of those years.
Of those 15, KWN went on to penetrate the January low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the KWN should penetrate 508.25(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 479.44(Average Objective).
- May Wheat(MGE)
- The MWK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 557.00(Prev Close), the market ended January at 512.25(Month Close),
that being 1%(Pct Range) off of
511.75(Month Low) to 591.00(Month High).
In comparing the December/January closes for each of the last 29 years(Total Years), Scenario found that the May Wheat(MGE) also closed
lower in January than December in 15(Cond Years) of those years.
Of those 15, MWK went on to penetrate the January low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the MWK should penetrate 511.75(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 491.27(Average Objective).
- July Wheat(MGE)
- The MWN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 569.25(Prev Close), the market ended January at 523.50(Month Close),
that being 1%(Pct Range) off of
522.75(Month Low) to 603.00(Month High).
In comparing the December/January closes for each of the last 29 years(Total Years), Scenario found that the July Wheat(MGE) also closed
lower in January than December in 15(Cond Years) of those years.
Of those 15, MWN went on to penetrate the January 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 MWN should penetrate 522.75(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 503.05(Average Objective).
- May Oats(CBOT)
- The OK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 285.00(Prev Close), the market ended January at 237.25(Month Close),
that being 17%(Pct Range) off of
227.00(Month Low) to 288.00(Month High).
In comparing the December/January closes for each of the last 35 years(Total Years), Scenario found that the May Oats(CBOT) also closed
lower in January than December in 21(Cond Years) of those years.
Of those 21, OK went on to penetrate the January low within the next 2 months in 19 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the OK should penetrate 227.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 205.03(Average Objective).
- July Oats(CBOT)
- The ON0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 293.50(Prev Close), the market ended January at 244.75(Month Close),
that being 15%(Pct Range) off of
235.50(Month Low) to 295.75(Month High).
In comparing the December/January closes for each of the last 35 years(Total Years), Scenario found that the July Oats(CBOT) also closed
lower in January than December in 22(Cond Years) of those years.
Of those 22, ON went on to penetrate the January low within the next 2 months in 19 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the ON should penetrate 235.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 215.48(Average Objective).
- May Rough Rice(CBOT)
- The RRK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 15.15(Prev Close), the market ended January at 14.51(Month Close),
that being 46%(Pct Range) off of
13.74(Month Low) to 15.42(Month High).
In comparing the December/January closes for each of the last 23 years(Total Years), Scenario found that the May Rough Rice(CBOT) also closed
lower in January than December in 11(Cond Years) of those years.
Of those 11, RRK went on to penetrate the January low within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the RRK should penetrate 13.74(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 12.26(Average Objective).
- July Rough Rice(CBOT)
- The RRN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 15.37(Prev Close), the market ended January at 14.74(Month Close),
that being 46%(Pct Range) off of
13.98(Month Low) to 15.65(Month High).
In comparing the December/January closes for each of the last 20 years(Total Years), Scenario found that the July Rough Rice(CBOT) also closed
lower in January than December in 11(Cond Years) of those years.
Of those 11, RRN went on to penetrate the January low within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the RRN should penetrate 13.98(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 12.55(Average Objective).
- May Coffee "C"(ICE)
- The KCK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 137.60(Prev Close), the market ended January at 133.60(Month Close),
that being 1%(Pct Range) off of
133.50(Month Low) to 148.70(Month High).
In comparing the December/January closes for each of the last 36 years(Total Years), Scenario found that the May Coffee "C"(ICE) also closed
lower in January than December in 19(Cond Years) of those years.
Of those 19, KCK went on to penetrate the January low within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the KCK should penetrate 133.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 123.63(Average Objective).
- July Coffee "C"(ICE)
- The KCN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 139.05(Prev Close), the market ended January at 135.10(Month Close),
that being 1%(Pct Range) off of
135.00(Month Low) to 150.00(Month High).
In comparing the December/January closes for each of the last 36 years(Total Years), Scenario found that the July Coffee "C"(ICE) also closed
lower in January than December in 17(Cond Years) of those years.
Of those 17, KCN went on to penetrate the January low within the next 2 months in 16 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the KCN should penetrate 135.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 124.97(Average Objective).
- July Lumber(CME)
- The LBN0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 257.5(Prev Close), the market ended January at 275.6(Month Close),
that being 87%(Pct Range) off of
255.9(Month Low) to 278.5(Month High).
In comparing the December/January closes for each of the last 36 years(Total Years), Scenario found that the July Lumber(CME) also closed
higher in January than December in 21(Cond Years) of those years.
Of those 21, LBN went on to exceed the January 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 LBN should exceed 278.5(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 297.3(Average Objective).
- July Cotton(ICE)
- The CTN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 76.98(Prev Close), the market ended January at 71.47(Month Close),
that being 2%(Pct Range) off of
71.30(Month Low) to 78.20(Month High).
In comparing the December/January closes for each of the last 45 years(Total Years), Scenario found that the July Cotton(ICE) also closed
lower in January than December in 23(Cond Years) of those years.
Of those 23, CTN went on to penetrate the January low within the next 2 months in 20 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the CTN should penetrate 71.30(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 67.12(Average Objective).
|
|
|