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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Oct 31, 2011 |
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 |
10913.00 |
12284.00 |
10404.00 |
11955.00 |
82% |
45 |
26 |
23 |
88% |
12284.00 |
12948.24 |
11955.00 |
#TRAN |
Higher |
Oct |
4189.40 |
5067.70 |
3950.70 |
4892.60 |
84% |
41 |
28 |
25 |
89% |
5067.70 |
5444.40 |
4892.60 |
#UTIL |
Higher |
Oct |
433.38 |
459.94 |
411.54 |
450.14 |
80% |
41 |
25 |
23 |
92% |
459.94 |
482.11 |
450.14 |
#NDX |
Higher |
Oct |
2139.20 |
2412.50 |
2042.90 |
2360.10 |
86% |
25 |
16 |
15 |
94% |
2412.50 |
2666.11 |
2360.10 |
#RUT |
Higher |
Oct |
644.15 |
769.45 |
601.70 |
741.05 |
83% |
32 |
17 |
15 |
88% |
769.45 |
831.48 |
741.05 |
#MID |
Higher |
Oct |
781.25 |
920.25 |
731.60 |
887.95 |
83% |
30 |
19 |
16 |
84% |
920.25 |
986.12 |
887.95 |
#SP |
Higher |
Oct |
1131.40 |
1292.65 |
1074.75 |
1253.30 |
82% |
45 |
26 |
23 |
88% |
1292.65 |
1368.16 |
1253.30 |
NDH2 |
Higher |
Oct |
2130.80 |
2403.00 |
2040.00 |
2351.50 |
86% |
15 |
10 |
9 |
90% |
2403.00 |
2733.31 |
2351.50 |
JYH2 |
Lower |
Oct |
130.08 |
132.79 |
126.09 |
128.45 |
35% |
35 |
18 |
16 |
89% |
126.09 |
121.73 |
128.45 |
ADH2 |
Higher |
Oct |
95.22 |
105.69 |
92.33 |
104.25 |
89% |
24 |
15 |
14 |
93% |
105.69 |
109.94 |
104.25 |
HGK2 |
Higher |
Oct |
318.50 |
375.60 |
305.00 |
366.05 |
86% |
45 |
19 |
16 |
84% |
375.60 |
411.92 |
366.05 |
SMH2 |
Higher |
Oct |
314.70 |
335.10 |
307.00 |
320.80 |
49% |
45 |
21 |
18 |
86% |
335.10 |
360.99 |
320.80 |
SMK2 |
Higher |
Oct |
317.50 |
336.00 |
310.00 |
322.90 |
50% |
45 |
21 |
18 |
86% |
336.00 |
361.13 |
322.90 |
CCH2 |
Higher |
Oct |
2648 |
2791 |
2563 |
2723 |
70% |
45 |
15 |
14 |
93% |
2791 |
3037 |
2723 |
CCK2 |
Higher |
Oct |
2663 |
2800 |
2578 |
2735 |
71% |
45 |
14 |
14 |
100% |
2800 |
3040 |
2735 |
LBH2 |
Higher |
Oct |
250.0 |
264.4 |
246.0 |
257.7 |
64% |
38 |
24 |
21 |
88% |
264.4 |
287.1 |
257.7 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 10913.00(Prev Close), the market ended October at 11955.00(Month Close),
that being 82%(Pct Range) off of
10404.00(Month Low) to 12284.00(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 26(Cond Years) of those years.
Of those 26, the #DJ went on to exceed the October high within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the the #DJ should exceed 12284.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 12948.24(Average Objective).
- Dow Jones Transportation
- The #TRAN(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 4189.40(Prev Close), the market ended October at 4892.60(Month Close),
that being 84%(Pct Range) off of
3950.70(Month Low) to 5067.70(Month High).
In comparing the September/October closes for each of the last 41 years(Total Years), Scenario found that the Dow Jones Transportation also closed
higher in October than September in 28(Cond Years) of those years.
Of those 28, the #TRAN went on to exceed the October 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 5067.70(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 5444.40(Average Objective).
- Dow Jones Utilities
- The #UTIL(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 433.38(Prev Close), the market ended October at 450.14(Month Close),
that being 80%(Pct Range) off of
411.54(Month Low) to 459.94(Month High).
In comparing the September/October closes for each of the last 41 years(Total Years), Scenario found that the Dow Jones Utilities also closed
higher in October than September in 25(Cond Years) of those years.
Of those 25, the #UTIL went on to exceed the October high within the next 2 months in 23 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the the #UTIL should exceed 459.94(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 482.11(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2139.20(Prev Close), the market ended October at 2360.10(Month Close),
that being 86%(Pct Range) off of
2042.90(Month Low) to 2412.50(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in October than September in 16(Cond Years) of those years.
Of those 16, the #NDX went on to exceed the October 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 #NDX should exceed 2412.50(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 2666.11(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 644.15(Prev Close), the market ended October at 741.05(Month Close),
that being 83%(Pct Range) off of
601.70(Month Low) to 769.45(Month High).
In comparing the September/October closes for each of the last 32 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in October than September in 17(Cond Years) of those years.
Of those 17, the #RUT went on to exceed the October 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 the #RUT should exceed 769.45(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 831.48(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 781.25(Prev Close), the market ended October at 887.95(Month Close),
that being 83%(Pct Range) off of
731.60(Month Low) to 920.25(Month High).
In comparing the September/October closes for each of the last 30 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in October than September in 19(Cond Years) of those years.
Of those 19, the #MID went on to exceed the October 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 the #MID should exceed 920.25(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 986.12(Average Objective).
- S & P 500 Stock Index
- The #SP(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 1131.40(Prev Close), the market ended October at 1253.30(Month Close),
that being 82%(Pct Range) off of
1074.75(Month Low) to 1292.65(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the S & P 500 Stock Index also closed
higher in October than September in 26(Cond Years) of those years.
Of those 26, the #SP went on to exceed the October high within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the the #SP should exceed 1292.65(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 1368.16(Average Objective).
- March NASDAQ 100(CME)
- The NDH2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2130.80(Prev Close), the market ended October at 2351.50(Month Close),
that being 86%(Pct Range) off of
2040.00(Month Low) to 2403.00(Month High).
In comparing the September/October closes for each of the last 15 years(Total Years), Scenario found that the March NASDAQ 100(CME) also closed
higher in October than September in 10(Cond Years) of those years.
Of those 10, NDH went on to exceed the October high within the next 2 months in 9 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the NDH should exceed 2403.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 2733.31(Average Objective).
- March Japanese Yen(CME)
- The JYH2(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 130.08(Prev Close), the market ended October at 128.45(Month Close),
that being 35%(Pct Range) off of
126.09(Month Low) to 132.79(Month High).
In comparing the September/October closes for each of the last 35 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in October than September in 18(Cond Years) of those years.
Of those 18, JYH went on to penetrate the October 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 126.09(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 121.73(Average Objective).
- March Australian Dollar(CME)
- The ADH2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 95.22(Prev Close), the market ended October at 104.25(Month Close),
that being 89%(Pct Range) off of
92.33(Month Low) to 105.69(Month High).
In comparing the September/October closes for each of the last 24 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed
higher in October than September in 15(Cond Years) of those years.
Of those 15, ADH went on to exceed the October high within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the ADH should exceed 105.69(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 109.94(Average Objective).
- May Copper(CMX)
- The HGK2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 318.50(Prev Close), the market ended October at 366.05(Month Close),
that being 86%(Pct Range) off of
305.00(Month Low) to 375.60(Month High).
In comparing the September/October closes for each of the last 45 years(Total Years), Scenario found that the May Copper(CMX) also closed
higher in October than September in 19(Cond Years) of those years.
Of those 19, HGK went on to exceed the October 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 HGK should exceed 375.60(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 411.92(Average Objective).
- March Soybean Meal(CBOT)
- The SMH2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 314.70(Prev Close), the market ended October at 320.80(Month Close),
that being 49%(Pct Range) off of
307.00(Month Low) to 335.10(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 21(Cond Years) of those years.
Of those 21, SMH went on to exceed the October 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 SMH should exceed 335.10(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 360.99(Average Objective).
- May Soybean Meal(CBOT)
- The SMK2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 317.50(Prev Close), the market ended October at 322.90(Month Close),
that being 50%(Pct Range) off of
310.00(Month Low) to 336.00(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 21(Cond Years) of those years.
Of those 21, SMK went on to exceed the October 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 SMK should exceed 336.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 361.13(Average Objective).
- March Cocoa(ICE)
- The CCH2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2648(Prev Close), the market ended October at 2723(Month Close),
that being 70%(Pct Range) off of
2563(Month Low) to 2791(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 15(Cond Years) of those years.
Of those 15, CCH went on to exceed the October high within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the CCH should exceed 2791(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 3037(Average Objective).
- May Cocoa(ICE)
- The CCK2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 2663(Prev Close), the market ended October at 2735(Month Close),
that being 71%(Pct Range) off of
2578(Month Low) to 2800(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 14(Cond Years) of those years.
Of those 14, CCK went on to exceed the October high within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the CCK should exceed 2800(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 3040(Average Objective).
- March Lumber(CME)
- The LBH2(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 250.0(Prev Close), the market ended October at 257.7(Month Close),
that being 64%(Pct Range) off of
246.0(Month Low) to 264.4(Month High).
In comparing the September/October closes for each of the last 38 years(Total Years), Scenario found that the March Lumber(CME) also closed
higher in October than September in 24(Cond Years) of those years.
Of those 24, LBH went on to exceed the October high within the next 2 months in 21 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the LBH should exceed 264.4(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 287.1(Average Objective).
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