|
MRCI's ScenarioSM Summary |
|
ScenarioSM Summary Nov 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 |
#TRAN |
Higher |
Nov |
4754.30 |
4957.20 |
4722.70 |
4855.80 |
57% |
40 |
28 |
25 |
89% |
4957.20 |
5376.94 |
4855.80 |
#MID |
Higher |
Nov |
829.15 |
864.00 |
823.50 |
852.60 |
72% |
29 |
19 |
18 |
95% |
864.00 |
913.53 |
852.60 |
#VLE |
Higher |
Nov |
2601.10 |
2718.60 |
2574.60 |
2675.10 |
70% |
27 |
18 |
18 |
100% |
Yes |
2870.10 |
2675.10 |
SPH1 |
Higher |
Nov |
1174.40 |
1219.00 |
1165.70 |
1174.60 |
17% |
28 |
19 |
19 |
100% |
1219.00 |
1274.74 |
1174.60 |
JYH1 |
Lower |
Nov |
124.42 |
124.74 |
118.64 |
119.76 |
18% |
34 |
18 |
16 |
89% |
118.64 |
114.39 |
119.76 |
SIH1 |
Higher |
Nov |
2462.2 |
2940.5 |
2399.0 |
2821.2 |
78% |
45 |
19 |
16 |
84% |
2940.5 |
3389.0 |
2821.2 |
PAH1 |
Higher |
Nov |
646.85 |
745.00 |
627.75 |
703.00 |
64% |
32 |
16 |
14 |
88% |
745.00 |
874.11 |
703.00 |
HGH1 |
Higher |
Nov |
374.50 |
408.75 |
361.10 |
382.55 |
45% |
45 |
22 |
20 |
91% |
408.75 |
448.03 |
382.55 |
NGH1 |
Lower |
Nov |
4.219 |
4.454 |
3.890 |
4.169 |
49% |
20 |
15 |
13 |
87% |
3.890 |
3.192 |
4.169 |
NGJ1 |
Lower |
Nov |
4.184 |
4.408 |
3.879 |
4.142 |
50% |
20 |
15 |
13 |
87% |
3.879 |
3.314 |
4.142 |
WH1 |
Lower |
Nov |
757.25 |
800.00 |
656.25 |
690.50 |
24% |
45 |
22 |
19 |
86% |
656.25 |
601.56 |
690.50 |
WK1 |
Lower |
Nov |
775.00 |
823.25 |
680.00 |
715.75 |
25% |
45 |
24 |
21 |
88% |
680.00 |
628.76 |
715.75 |
KWH1 |
Lower |
Nov |
786.75 |
835.25 |
700.75 |
745.50 |
33% |
34 |
16 |
14 |
88% |
700.75 |
646.20 |
745.50 |
KWK1 |
Lower |
Nov |
794.50 |
844.50 |
710.00 |
754.75 |
33% |
34 |
18 |
16 |
89% |
710.00 |
655.81 |
754.75 |
MWK1 |
Lower |
Nov |
797.50 |
851.50 |
729.25 |
765.50 |
30% |
29 |
20 |
17 |
85% |
Yes |
689.15 |
765.50 |
MWN1 |
Lower |
Nov |
802.25 |
855.50 |
732.00 |
770.75 |
31% |
29 |
19 |
17 |
89% |
Yes |
696.45 |
770.75 |
RRH1 |
Lower |
Nov |
15.00 |
15.81 |
13.25 |
14.16 |
36% |
24 |
11 |
11 |
100% |
13.25 |
12.27 |
14.16 |
RRK1 |
Lower |
Nov |
15.26 |
16.08 |
13.52 |
14.43 |
35% |
23 |
10 |
10 |
100% |
13.52 |
12.60 |
14.43 |
LCG1 |
Higher |
Nov |
102.180 |
106.700 |
100.980 |
106.385 |
94% |
45 |
27 |
24 |
89% |
106.700 |
112.745 |
106.385 |
LCJ1 |
Higher |
Nov |
104.780 |
109.575 |
104.135 |
109.385 |
97% |
43 |
27 |
24 |
89% |
109.575 |
115.494 |
109.385 |
FCH1 |
Higher |
Nov |
111.600 |
120.500 |
110.750 |
119.780 |
93% |
38 |
20 |
18 |
90% |
120.500 |
126.545 |
119.780 |
FCJ1 |
Higher |
Nov |
113.150 |
120.600 |
111.900 |
120.400 |
98% |
36 |
20 |
18 |
90% |
120.600 |
125.964 |
120.400 |
FCK1 |
Higher |
Nov |
113.600 |
120.700 |
112.800 |
120.635 |
99% |
36 |
18 |
16 |
89% |
120.700 |
125.958 |
120.635 |
LEJ1 |
Higher |
Nov |
75.950 |
81.835 |
75.530 |
79.950 |
70% |
41 |
28 |
24 |
86% |
81.835 |
86.861 |
79.950 |
- Dow Jones Transportation
- The #TRAN(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 4754.30(Prev Close), the market ended November at 4855.80(Month Close),
that being 57%(Pct Range) off of
4722.70(Month Low) to 4957.20(Month High).
In comparing the October/November closes for each of the last 40 years(Total Years), Scenario found that the Dow Jones Transportation also closed
higher in November than October in 28(Cond Years) of those years.
Of those 28, the #TRAN went on to exceed the November 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 #TRAN should exceed 4957.20(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 5376.94(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 829.15(Prev Close), the market ended November at 852.60(Month Close),
that being 72%(Pct Range) off of
823.50(Month Low) to 864.00(Month High).
In comparing the October/November closes for each of the last 29 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in November than October in 19(Cond Years) of those years.
Of those 19, the #MID went on to exceed the November 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 the #MID should exceed 864.00(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 913.53(Average Objective).
- Value Line Index
- The #VLE(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 2601.10(Prev Close), the market ended November at 2675.10(Month Close),
that being 70%(Pct Range) off of
2574.60(Month Low) to 2718.60(Month High).
In comparing the October/November closes for each of the last 27 years(Total Years), Scenario found that the Value Line Index also closed
higher in November than October in 18(Cond Years) of those years.
Of those 18, the #VLE went on to exceed the November 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 the #VLE should exceed 2718.60(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 2870.10(Average Objective).
- March S & P 500(CME)
- The SPH1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 1174.40(Prev Close), the market ended November at 1174.60(Month Close),
that being 17%(Pct Range) off of
1165.70(Month Low) to 1219.00(Month High).
In comparing the October/November closes for each of the last 28 years(Total Years), Scenario found that the March S & P 500(CME) also closed
higher in November than October in 19(Cond Years) of those years.
Of those 19, SPH went on to exceed the November high within the next 2 months in 19 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SPH should exceed 1219.00(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 1274.74(Average Objective).
- March Japanese Yen(CME)
- The JYH1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 124.42(Prev Close), the market ended November at 119.76(Month Close),
that being 18%(Pct Range) off of
118.64(Month Low) to 124.74(Month High).
In comparing the October/November closes for each of the last 34 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in November than October in 18(Cond Years) of those years.
Of those 18, JYH went on to penetrate the November 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 JYH should penetrate 118.64(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 114.39(Average Objective).
- March Silver(CMX)
- The SIH1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 2462.2(Prev Close), the market ended November at 2821.2(Month Close),
that being 78%(Pct Range) off of
2399.0(Month Low) to 2940.5(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the March Silver(CMX) also closed
higher in November than October in 19(Cond Years) of those years.
Of those 19, SIH went on to exceed the November 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 SIH should exceed 2940.5(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 3389.0(Average Objective).
- March Palladium(NYMEX)
- The PAH1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 646.85(Prev Close), the market ended November at 703.00(Month Close),
that being 64%(Pct Range) off of
627.75(Month Low) to 745.00(Month High).
In comparing the October/November closes for each of the last 32 years(Total Years), Scenario found that the March Palladium(NYMEX) also closed
higher in November than October in 16(Cond Years) of those years.
Of those 16, PAH went on to exceed the November 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 PAH should exceed 745.00(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 874.11(Average Objective).
- March Copper(CMX)
- The HGH1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 374.50(Prev Close), the market ended November at 382.55(Month Close),
that being 45%(Pct Range) off of
361.10(Month Low) to 408.75(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the March Copper(CMX) also closed
higher in November than October in 22(Cond Years) of those years.
Of those 22, HGH went on to exceed the November high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the HGH should exceed 408.75(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 448.03(Average Objective).
- March Natural Gas(NYM)
- The NGH1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 4.219(Prev Close), the market ended November at 4.169(Month Close),
that being 49%(Pct Range) off of
3.890(Month Low) to 4.454(Month High).
In comparing the October/November closes for each of the last 20 years(Total Years), Scenario found that the March Natural Gas(NYM) also closed
lower in November than October in 15(Cond Years) of those years.
Of those 15, NGH went on to penetrate the November 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 NGH should penetrate 3.890(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 3.192(Average Objective).
- April Natural Gas(NYM)
- The NGJ1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 4.184(Prev Close), the market ended November at 4.142(Month Close),
that being 50%(Pct Range) off of
3.879(Month Low) to 4.408(Month High).
In comparing the October/November closes for each of the last 20 years(Total Years), Scenario found that the April Natural Gas(NYM) also closed
lower in November than October in 15(Cond Years) of those years.
Of those 15, NGJ went on to penetrate the November 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 NGJ should penetrate 3.879(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 3.314(Average Objective).
- March Wheat(CBOT)
- The WH1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 757.25(Prev Close), the market ended November at 690.50(Month Close),
that being 24%(Pct Range) off of
656.25(Month Low) to 800.00(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the March Wheat(CBOT) also closed
lower in November than October in 22(Cond Years) of those years.
Of those 22, WH went on to penetrate the November 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 WH should penetrate 656.25(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 601.56(Average Objective).
- May Wheat(CBOT)
- The WK1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 775.00(Prev Close), the market ended November at 715.75(Month Close),
that being 25%(Pct Range) off of
680.00(Month Low) to 823.25(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the May Wheat(CBOT) also closed
lower in November than October in 24(Cond Years) of those years.
Of those 24, WK went on to penetrate the November low within the next 2 months in 21 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the WK should penetrate 680.00(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 628.76(Average Objective).
- March Wheat(KCBT)
- The KWH1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 786.75(Prev Close), the market ended November at 745.50(Month Close),
that being 33%(Pct Range) off of
700.75(Month Low) to 835.25(Month High).
In comparing the October/November closes for each of the last 34 years(Total Years), Scenario found that the March Wheat(KCBT) also closed
lower in November than October in 16(Cond Years) of those years.
Of those 16, KWH went on to penetrate the November low within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the KWH should penetrate 700.75(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 646.20(Average Objective).
- May Wheat(KCBT)
- The KWK1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 794.50(Prev Close), the market ended November at 754.75(Month Close),
that being 33%(Pct Range) off of
710.00(Month Low) to 844.50(Month High).
In comparing the October/November closes for each of the last 34 years(Total Years), Scenario found that the May Wheat(KCBT) also closed
lower in November than October in 18(Cond Years) of those years.
Of those 18, KWK went on to penetrate the November 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 KWK should penetrate 710.00(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 655.81(Average Objective).
- May Wheat(MGE)
- The MWK1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 797.50(Prev Close), the market ended November at 765.50(Month Close),
that being 30%(Pct Range) off of
729.25(Month Low) to 851.50(Month High).
In comparing the October/November closes for each of the last 29 years(Total Years), Scenario found that the May Wheat(MGE) also closed
lower in November than October in 20(Cond Years) of those years.
Of those 20, MWK went on to penetrate the November 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 MWK should penetrate 729.25(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 689.15(Average Objective).
- July Wheat(MGE)
- The MWN1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 802.25(Prev Close), the market ended November at 770.75(Month Close),
that being 31%(Pct Range) off of
732.00(Month Low) to 855.50(Month High).
In comparing the October/November closes for each of the last 29 years(Total Years), Scenario found that the July Wheat(MGE) also closed
lower in November than October in 19(Cond Years) of those years.
Of those 19, MWN went on to penetrate the November low within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the MWN should penetrate 732.00(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 696.45(Average Objective).
- March Rough Rice(CBOT)
- The RRH1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 15.00(Prev Close), the market ended November at 14.16(Month Close),
that being 36%(Pct Range) off of
13.25(Month Low) to 15.81(Month High).
In comparing the October/November closes for each of the last 24 years(Total Years), Scenario found that the March Rough Rice(CBOT) also closed
lower in November than October in 11(Cond Years) of those years.
Of those 11, RRH went on to penetrate the November 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 RRH should penetrate 13.25(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 12.27(Average Objective).
- May Rough Rice(CBOT)
- The RRK1(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 15.26(Prev Close), the market ended November at 14.43(Month Close),
that being 35%(Pct Range) off of
13.52(Month Low) to 16.08(Month High).
In comparing the October/November closes for each of the last 23 years(Total Years), Scenario found that the May Rough Rice(CBOT) also closed
lower in November than October in 10(Cond Years) of those years.
Of those 10, RRK went on to penetrate the November low within the next 2 months in 10 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the RRK should penetrate 13.52(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 12.60(Average Objective).
- February Live Cattle(CME)
- The LCG1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 102.180(Prev Close), the market ended November at 106.385(Month Close),
that being 94%(Pct Range) off of
100.980(Month Low) to 106.700(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the February Live Cattle(CME) also closed
higher in November than October in 27(Cond Years) of those years.
Of those 27, LCG went on to exceed the November high within the next 2 months in 24 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the LCG should exceed 106.700(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 112.745(Average Objective).
- April Live Cattle(CME)
- The LCJ1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 104.780(Prev Close), the market ended November at 109.385(Month Close),
that being 97%(Pct Range) off of
104.135(Month Low) to 109.575(Month High).
In comparing the October/November closes for each of the last 43 years(Total Years), Scenario found that the April Live Cattle(CME) also closed
higher in November than October in 27(Cond Years) of those years.
Of those 27, LCJ went on to exceed the November high within the next 2 months in 24 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the LCJ should exceed 109.575(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 115.494(Average Objective).
- March Feeder Cattle(CME)
- The FCH1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 111.600(Prev Close), the market ended November at 119.780(Month Close),
that being 93%(Pct Range) off of
110.750(Month Low) to 120.500(Month High).
In comparing the October/November closes for each of the last 38 years(Total Years), Scenario found that the March Feeder Cattle(CME) also closed
higher in November than October in 20(Cond Years) of those years.
Of those 20, FCH went on to exceed the November 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 FCH should exceed 120.500(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 126.545(Average Objective).
- April Feeder Cattle(CME)
- The FCJ1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 113.150(Prev Close), the market ended November at 120.400(Month Close),
that being 98%(Pct Range) off of
111.900(Month Low) to 120.600(Month High).
In comparing the October/November closes for each of the last 36 years(Total Years), Scenario found that the April Feeder Cattle(CME) also closed
higher in November than October in 20(Cond Years) of those years.
Of those 20, FCJ went on to exceed the November 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 FCJ should exceed 120.600(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 125.964(Average Objective).
- May Feeder Cattle(CME)
- The FCK1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 113.600(Prev Close), the market ended November at 120.635(Month Close),
that being 99%(Pct Range) off of
112.800(Month Low) to 120.700(Month High).
In comparing the October/November closes for each of the last 36 years(Total Years), Scenario found that the May Feeder Cattle(CME) also closed
higher in November than October in 18(Cond Years) of those years.
Of those 18, FCK went on to exceed the November 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 FCK should exceed 120.700(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 125.958(Average Objective).
- April Lean Hogs(CME)
- The LEJ1(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 75.950(Prev Close), the market ended November at 79.950(Month Close),
that being 70%(Pct Range) off of
75.530(Month Low) to 81.835(Month High).
In comparing the October/November closes for each of the last 41 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed
higher in November than October in 28(Cond Years) of those years.
Of those 28, LEJ went on to exceed the November high within the next 2 months in 24 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the LEJ should exceed 81.835(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 86.861(Average Objective).
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