|
MRCI's ScenarioSM Summary |
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ScenarioSM Summary Apr 30, 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 |
#DJ |
Higher |
Apr |
10857.00 |
11258.00 |
10844.00 |
11009.00 |
40% |
45 |
28 |
25 |
89% |
11258.00 |
11740.31 |
11009.00 |
#NDX |
Higher |
Apr |
1958.30 |
2059.40 |
1944.00 |
2000.60 |
49% |
24 |
13 |
13 |
100% |
2059.40 |
2234.98 |
2000.60 |
#RUT |
Higher |
Apr |
678.65 |
745.95 |
677.75 |
716.60 |
57% |
31 |
20 |
17 |
85% |
745.95 |
796.05 |
716.60 |
#MID |
Higher |
Apr |
789.90 |
852.90 |
789.85 |
823.05 |
53% |
29 |
19 |
17 |
89% |
852.90 |
906.09 |
823.05 |
#VLE |
Higher |
Apr |
2478.00 |
2697.40 |
2481.50 |
2600.50 |
55% |
27 |
16 |
15 |
94% |
2697.40 |
2862.90 |
2600.50 |
#SP |
Higher |
Apr |
1169.45 |
1219.80 |
1170.70 |
1186.70 |
33% |
45 |
31 |
27 |
87% |
1219.80 |
1272.88 |
1186.70 |
SPU0 |
Higher |
Apr |
1160.30 |
1210.60 |
1165.00 |
1178.80 |
30% |
27 |
17 |
17 |
100% |
1210.60 |
1264.74 |
1178.80 |
NDU0 |
Higher |
Apr |
1953.30 |
2053.50 |
1949.50 |
1997.00 |
46% |
13 |
8 |
8 |
100% |
2053.50 |
2221.79 |
1997.00 |
USU0 |
Higher |
Apr |
114~30 |
118~04 |
113~06 |
118~03 |
99% |
32 |
13 |
12 |
92% |
118~04 |
124~27 |
118~03 |
TYU0 |
Higher |
Apr |
114~260 |
116~210 |
113~150 |
116~200 |
99% |
27 |
11 |
10 |
91% |
116~210 |
120~258 |
116~200 |
EDU0 |
Lower |
Apr |
99.465 |
99.550 |
99.360 |
99.390 |
16% |
28 |
11 |
11 |
100% |
99.360 |
98.915 |
99.390 |
CDU0 |
Lower |
Apr |
98.43 |
100.55 |
97.83 |
98.27 |
16% |
33 |
12 |
11 |
92% |
97.83 |
96.43 |
98.27 |
ADU0 |
Higher |
Apr |
89.97 |
92.07 |
89.83 |
91.07 |
55% |
23 |
16 |
15 |
94% |
92.07 |
95.80 |
91.07 |
DXU0 |
Higher |
Apr |
81.585 |
83.060 |
80.510 |
82.265 |
69% |
24 |
8 |
7 |
88% |
83.060 |
85.262 |
82.265 |
SIN0 |
Higher |
Apr |
1755.3 |
1879.0 |
1751.0 |
1863.9 |
88% |
45 |
15 |
13 |
87% |
1879.0 |
2048.5 |
1863.9 |
CLQ0 |
Higher |
Apr |
84.84 |
89.88 |
84.45 |
89.68 |
96% |
27 |
16 |
14 |
88% |
89.88 |
98.39 |
89.68 |
CLU0 |
Higher |
Apr |
85.03 |
90.51 |
84.66 |
90.41 |
98% |
27 |
17 |
15 |
88% |
90.51 |
98.08 |
90.41 |
RBU0 |
Higher |
Apr |
227.00 |
239.79 |
226.00 |
239.35 |
97% |
25 |
19 |
16 |
84% |
239.79 |
262.26 |
239.35 |
NGU0 |
Higher |
Apr |
4.213 |
4.680 |
4.170 |
4.215 |
9% |
19 |
11 |
10 |
91% |
4.680 |
5.250 |
4.215 |
CZ0 |
Higher |
Apr |
376.25 |
394.75 |
367.25 |
392.25 |
91% |
45 |
20 |
17 |
85% |
394.75 |
443.84 |
392.25 |
ON0 |
Lower |
Apr |
217.00 |
226.25 |
201.25 |
213.75 |
50% |
35 |
15 |
13 |
87% |
201.25 |
180.73 |
213.75 |
PBN0 |
Lower |
Apr |
100.000 |
101.400 |
94.000 |
98.600 |
62% |
45 |
23 |
21 |
91% |
94.000 |
76.657 |
98.600 |
SBN0 |
Lower |
Apr |
16.51 |
17.85 |
14.81 |
15.15 |
11% |
45 |
26 |
22 |
85% |
14.81 |
12.44 |
15.15 |
LBU0 |
Higher |
Apr |
294.7 |
336.6 |
294.2 |
313.8 |
46% |
37 |
13 |
11 |
85% |
336.6 |
373.7 |
313.8 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 10857.00(Prev Close), the market ended April at 11009.00(Month Close),
that being 40%(Pct Range) off of
10844.00(Month Low) to 11258.00(Month High).
In comparing the March/April closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed
higher in April than March in 28(Cond Years) of those years.
Of those 28, the #DJ went on to exceed the April high within the next 2 months in 25 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the the #DJ should exceed 11258.00(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 11740.31(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 1958.30(Prev Close), the market ended April at 2000.60(Month Close),
that being 49%(Pct Range) off of
1944.00(Month Low) to 2059.40(Month High).
In comparing the March/April closes for each of the last 24 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in April than March in 13(Cond Years) of those years.
Of those 13, the #NDX went on to exceed the April 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 the #NDX should exceed 2059.40(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 2234.98(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 678.65(Prev Close), the market ended April at 716.60(Month Close),
that being 57%(Pct Range) off of
677.75(Month Low) to 745.95(Month High).
In comparing the March/April closes for each of the last 31 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in April than March in 20(Cond Years) of those years.
Of those 20, the #RUT went on to exceed the April 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 745.95(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 796.05(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 789.90(Prev Close), the market ended April at 823.05(Month Close),
that being 53%(Pct Range) off of
789.85(Month Low) to 852.90(Month High).
In comparing the March/April closes for each of the last 29 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in April than March in 19(Cond Years) of those years.
Of those 19, the #MID went on to exceed the April 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 852.90(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 906.09(Average Objective).
- Value Line Index
- The #VLE(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 2478.00(Prev Close), the market ended April at 2600.50(Month Close),
that being 55%(Pct Range) off of
2481.50(Month Low) to 2697.40(Month High).
In comparing the March/April closes for each of the last 27 years(Total Years), Scenario found that the Value Line Index also closed
higher in April than March in 16(Cond Years) of those years.
Of those 16, the #VLE went on to exceed the April 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 #VLE should exceed 2697.40(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 2862.90(Average Objective).
- S & P 500 Stock Index
- The #SP(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 1169.45(Prev Close), the market ended April at 1186.70(Month Close),
that being 33%(Pct Range) off of
1170.70(Month Low) to 1219.80(Month High).
In comparing the March/April closes for each of the last 45 years(Total Years), Scenario found that the S & P 500 Stock Index also closed
higher in April than March in 31(Cond Years) of those years.
Of those 31, the #SP went on to exceed the April high within the next 2 months in 27 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the the #SP should exceed 1219.80(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 27 years) a potential move
toward 1272.88(Average Objective).
- September S & P 500(CME)
- The SPU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 1160.30(Prev Close), the market ended April at 1178.80(Month Close),
that being 30%(Pct Range) off of
1165.00(Month Low) to 1210.60(Month High).
In comparing the March/April closes for each of the last 27 years(Total Years), Scenario found that the September S & P 500(CME) also closed
higher in April than March in 17(Cond Years) of those years.
Of those 17, SPU went on to exceed the April high within the next 2 months in 17 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SPU should exceed 1210.60(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 1264.74(Average Objective).
- September NASDAQ 100(CME)
- The NDU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 1953.30(Prev Close), the market ended April at 1997.00(Month Close),
that being 46%(Pct Range) off of
1949.50(Month Low) to 2053.50(Month High).
In comparing the March/April closes for each of the last 13 years(Total Years), Scenario found that the September NASDAQ 100(CME) also closed
higher in April than March in 8(Cond Years) of those years.
Of those 8, NDU went on to exceed the April high within the next 2 months in 8 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NDU should exceed 2053.50(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 2221.79(Average Objective).
- September 30-Year T-Bonds(CBOT)
- The USU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 114~30(Prev Close), the market ended April at 118~03(Month Close),
that being 99%(Pct Range) off of
113~06(Month Low) to 118~04(Month High).
In comparing the March/April closes for each of the last 32 years(Total Years), Scenario found that the September 30-Year T-Bonds(CBOT) also closed
higher in April than March in 13(Cond Years) of those years.
Of those 13, USU went on to exceed the April 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 USU should exceed 118~04(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 124~27(Average Objective).
- September 10-Year T-Notes(CBOT)
- The TYU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 114~260(Prev Close), the market ended April at 116~200(Month Close),
that being 99%(Pct Range) off of
113~150(Month Low) to 116~210(Month High).
In comparing the March/April closes for each of the last 27 years(Total Years), Scenario found that the September 10-Year T-Notes(CBOT) also closed
higher in April than March in 11(Cond Years) of those years.
Of those 11, TYU went on to exceed the April high within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the TYU should exceed 116~210(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 120~258(Average Objective).
- September Eurodollars(CME)
- The EDU0(Mkt) ended Lower(Cond) for
April(Month). Compared to March's 99.465(Prev Close), the market ended April at 99.390(Month Close),
that being 16%(Pct Range) off of
99.360(Month Low) to 99.550(Month High).
In comparing the March/April closes for each of the last 28 years(Total Years), Scenario found that the September Eurodollars(CME) also closed
lower in April than March in 11(Cond Years) of those years.
Of those 11, EDU went on to penetrate the April low within the next 2 months in 11 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the EDU should penetrate 99.360(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 98.915(Average Objective).
- September Canadian Dollar(CME)
- The CDU0(Mkt) ended Lower(Cond) for
April(Month). Compared to March's 98.43(Prev Close), the market ended April at 98.27(Month Close),
that being 16%(Pct Range) off of
97.83(Month Low) to 100.55(Month High).
In comparing the March/April closes for each of the last 33 years(Total Years), Scenario found that the September Canadian Dollar(CME) also closed
lower in April than March in 12(Cond Years) of those years.
Of those 12, CDU went on to penetrate the April 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 CDU should penetrate 97.83(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 96.43(Average Objective).
- September Australian Dollar(CME)
- The ADU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 89.97(Prev Close), the market ended April at 91.07(Month Close),
that being 55%(Pct Range) off of
89.83(Month Low) to 92.07(Month High).
In comparing the March/April closes for each of the last 23 years(Total Years), Scenario found that the September Australian Dollar(CME) also closed
higher in April than March in 16(Cond Years) of those years.
Of those 16, ADU went on to exceed the April 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 ADU should exceed 92.07(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 95.80(Average Objective).
- September US Dollar Index(ICE)
- The DXU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 81.585(Prev Close), the market ended April at 82.265(Month Close),
that being 69%(Pct Range) off of
80.510(Month Low) to 83.060(Month High).
In comparing the March/April closes for each of the last 24 years(Total Years), Scenario found that the September US Dollar Index(ICE) also closed
higher in April than March in 8(Cond Years) of those years.
Of those 8, DXU went on to exceed the April 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 DXU should exceed 83.060(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 7 years) a potential move
toward 85.262(Average Objective).
- July Silver(CMX)
- The SIN0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 1755.3(Prev Close), the market ended April at 1863.9(Month Close),
that being 88%(Pct Range) off of
1751.0(Month Low) to 1879.0(Month High).
In comparing the March/April closes for each of the last 45 years(Total Years), Scenario found that the July Silver(CMX) also closed
higher in April than March in 15(Cond Years) of those years.
Of those 15, SIN went on to exceed the April high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the SIN should exceed 1879.0(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 2048.5(Average Objective).
- August Crude Oil(NYM)
- The CLQ0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 84.84(Prev Close), the market ended April at 89.68(Month Close),
that being 96%(Pct Range) off of
84.45(Month Low) to 89.88(Month High).
In comparing the March/April closes for each of the last 27 years(Total Years), Scenario found that the August Crude Oil(NYM) also closed
higher in April than March in 16(Cond Years) of those years.
Of those 16, CLQ went on to exceed the April high within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the CLQ should exceed 89.88(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 98.39(Average Objective).
- September Crude Oil(NYM)
- The CLU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 85.03(Prev Close), the market ended April at 90.41(Month Close),
that being 98%(Pct Range) off of
84.66(Month Low) to 90.51(Month High).
In comparing the March/April closes for each of the last 27 years(Total Years), Scenario found that the September Crude Oil(NYM) also closed
higher in April than March in 17(Cond Years) of those years.
Of those 17, CLU went on to exceed the April 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 CLU should exceed 90.51(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 98.08(Average Objective).
- September Gasoline(NYMEX)
- The RBU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 227.00(Prev Close), the market ended April at 239.35(Month Close),
that being 97%(Pct Range) off of
226.00(Month Low) to 239.79(Month High).
In comparing the March/April closes for each of the last 25 years(Total Years), Scenario found that the September Gasoline(NYMEX) also closed
higher in April than March in 19(Cond Years) of those years.
Of those 19, RBU went on to exceed the April 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 RBU should exceed 239.79(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 262.26(Average Objective).
- September Natural Gas(NYM)
- The NGU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 4.213(Prev Close), the market ended April at 4.215(Month Close),
that being 9%(Pct Range) off of
4.170(Month Low) to 4.680(Month High).
In comparing the March/April closes for each of the last 19 years(Total Years), Scenario found that the September Natural Gas(NYM) also closed
higher in April than March in 11(Cond Years) of those years.
Of those 11, NGU went on to exceed the April high within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the NGU should exceed 4.680(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 5.250(Average Objective).
- December Corn(CBOT)
- The CZ0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 376.25(Prev Close), the market ended April at 392.25(Month Close),
that being 91%(Pct Range) off of
367.25(Month Low) to 394.75(Month High).
In comparing the March/April closes for each of the last 45 years(Total Years), Scenario found that the December Corn(CBOT) also closed
higher in April than March in 20(Cond Years) of those years.
Of those 20, CZ went on to exceed the April 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 CZ should exceed 394.75(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 443.84(Average Objective).
- July Oats(CBOT)
- The ON0(Mkt) ended Lower(Cond) for
April(Month). Compared to March's 217.00(Prev Close), the market ended April at 213.75(Month Close),
that being 50%(Pct Range) off of
201.25(Month Low) to 226.25(Month High).
In comparing the March/April closes for each of the last 35 years(Total Years), Scenario found that the July Oats(CBOT) also closed
lower in April than March in 15(Cond Years) of those years.
Of those 15, ON went on to penetrate the April 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 ON should penetrate 201.25(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 180.73(Average Objective).
- July Pork Bellies(CME)
- The PBN0(Mkt) ended Lower(Cond) for
April(Month). Compared to March's 100.000(Prev Close), the market ended April at 98.600(Month Close),
that being 62%(Pct Range) off of
94.000(Month Low) to 101.400(Month High).
In comparing the March/April closes for each of the last 45 years(Total Years), Scenario found that the July Pork Bellies(CME) also closed
lower in April than March in 23(Cond Years) of those years.
Of those 23, PBN went on to penetrate the April low within the next 2 months in 21 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the PBN should penetrate 94.000(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 76.657(Average Objective).
- July Sugar #11(ICE)
- The SBN0(Mkt) ended Lower(Cond) for
April(Month). Compared to March's 16.51(Prev Close), the market ended April at 15.15(Month Close),
that being 11%(Pct Range) off of
14.81(Month Low) to 17.85(Month High).
In comparing the March/April closes for each of the last 45 years(Total Years), Scenario found that the July Sugar #11(ICE) also closed
lower in April than March in 26(Cond Years) of those years.
Of those 26, SBN went on to penetrate the April low within the next 2 months in 22 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the SBN should penetrate 14.81(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 12.44(Average Objective).
- September Lumber(CME)
- The LBU0(Mkt) ended Higher(Cond) for
April(Month). Compared to March's 294.7(Prev Close), the market ended April at 313.8(Month Close),
that being 46%(Pct Range) off of
294.2(Month Low) to 336.6(Month High).
In comparing the March/April closes for each of the last 37 years(Total Years), Scenario found that the September Lumber(CME) also closed
higher in April than March in 13(Cond Years) of those years.
Of those 13, LBU went on to exceed the April 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 LBU should exceed 336.6(Scenario Objective) by no later than the end of June.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 373.7(Average Objective).
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