MRCI's Scenario Summary

MRCI's Scenario^SM Summary

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Scenario^SM Summary Nov 30, 2013

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

5085.00

5213.00

4838.00

5119.00

75%

90%

5213.00

5668.37

6255.00

#NDX

Higher

Nov

2647.90

2701.90

2494.40

2677.90

88%

100%

2701.90

2951.79

2818.70

#RUT

Higher

Nov

818.75

830.55

763.55

821.90

87%

95%

830.55

888.61

951.55

#MID

Higher

Nov

980.45

1005.60

940.90

1000.15

92%

95%

1005.60

1068.07

1153.70

#VLE

Higher

Nov

3023.10

3090.30

2871.80

3072.80

92%

100%

3090.30

3280.88

3548.80

#SP

Higher

Nov

1412.15

1434.25

1343.35

1416.20

80%

90%

1434.25

1512.90

1569.20

SPH4

Higher

Nov

1744.50

1805.50

1737.70

1797.70

88%

100%

1805.50

1898.09

1793.30

EDH4

Higher

Nov

99.715

99.760

99.715

99.745

67%

86%

99.760

100.504

99.750

EDM4

Higher

Nov

99.680

99.740

99.680

99.720

67%

94%

99.740

100.420

99.725

JYH4

Lower

Nov

101.79

102.50

97.53

97.67

90%

97.53

93.90

97.06

BPH4

Higher

Nov

160.37

163.70

158.40

163.48

96%

87%

163.70

169.44

163.37

SIH4

Lower

Nov

2191.7

2208.0

1962.0

2003.3

17%

84%

1962.0

1803.4

1928.9

ITCOH4

Higher

Nov

107.67

110.73

102.95

109.02

78%

92%

110.73

120.81

110.71

ITCOJ4

Higher

Nov

107.17

110.42

102.86

108.76

78%

92%

110.42

119.80

110.40

WH4

Lower

Nov

679.50

685.00

652.00

668.75

51%

87%

652.00

595.50

661.75

WK4

Lower

Nov

685.00

690.25

655.50

673.75

53%

88%

655.50

604.23

666.50

KWH4

Lower

Nov

742.25

694.00

709.25

32%

84%

694.00

640.53

705.75

KWK4

Lower

Nov

739.25

740.50

694.00

708.25

31%

86%

694.00

641.78

704.50

LCG4

Higher

Nov

134.200

134.985

131.250

134.250

80%

89%

134.985

142.326

134.280

LCJ4

Higher

Nov

133.780

135.450

132.150

134.985

86%

87%

135.450

142.663

135.000

FCH4

Higher

Nov

164.500

165.900

161.885

165.680

95%

91%

165.900

174.577

165.680

FCJ4

Higher

Nov

165.750

167.050

162.800

166.400

85%

91%

167.050

174.925

166.635

FCK4

Higher

Nov

165.850

167.500

162.825

167.180

93%

90%

167.500

175.301

167.250

LBH4

Higher

Nov

375.2

384.1

360.0

378.0

75%

86%

384.1

419.9

368.8

CTH4

Higher

Nov

79.20

80.52

76.65

79.35

70%

86%

80.52

89.35

78.62

Dow Jones Transportation: The #TRAN(Mkt) ended Higher(Cond) for November(Month). Compared to October's 5085.00(Prev Close), the market ended November at 5119.00(Month Close), that being 75%(Pct Range) off of 4838.00(Month Low) to 5213.00(Month High).

In comparing the October/November closes for each of the last 43 years(Total Years), Scenario found that the Dow Jones Transportation also closed higher in November than October in 31(Cond Years) of those years. Of those 31, the #TRAN went on to exceed the November high within the next 2 months in 28 years(Action Years) or 90%(Pct) of the time.

Therefore, the historical odds are high that the the #TRAN should exceed 5213.00(Scenario Objective) by no later than the end of February. If it does so, Scenario would further project (based on normalizing those previous 28 years) a potential move toward 5668.37(Average Objective).
NASDAQ 100 Index: The #NDX(Mkt) ended Higher(Cond) for November(Month). Compared to October's 2647.90(Prev Close), the market ended November at 2677.90(Month Close), that being 88%(Pct Range) off of 2494.40(Month Low) to 2701.90(Month High).

In comparing the October/November closes for each of the last 27 years(Total Years), Scenario found that the NASDAQ 100 Index also closed higher in November than October in 16(Cond Years) of those years. Of those 16, the #NDX went on to exceed the November high within the next 2 months in 16 years(Action Years) or 100%(Pct) of the time.

Therefore, the historical odds are high that the the #NDX should exceed 2701.90(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 2951.79(Average Objective).
Russell 2000 Index: The #RUT(Mkt) ended Higher(Cond) for November(Month). Compared to October's 818.75(Prev Close), the market ended November at 821.90(Month Close), that being 87%(Pct Range) off of 763.55(Month Low) to 830.55(Month High).

In comparing the October/November closes for each of the last 34 years(Total Years), Scenario found that the Russell 2000 Index also closed higher in November than October in 22(Cond Years) of those years. Of those 22, the #RUT went on to exceed the November high within the next 2 months in 21 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the the #RUT should exceed 830.55(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 888.61(Average Objective).
S & P Midcap 400 Index: The #MID(Mkt) ended Higher(Cond) for November(Month). Compared to October's 980.45(Prev Close), the market ended November at 1000.15(Month Close), that being 92%(Pct Range) off of 940.90(Month Low) to 1005.60(Month High).

In comparing the October/November closes for each of the last 32 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed higher in November than October in 21(Cond Years) of those years. Of those 21, the #MID went on to exceed the November high within the next 2 months in 20 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the the #MID should exceed 1005.60(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 1068.07(Average Objective).
Value Line Index: The #VLE(Mkt) ended Higher(Cond) for November(Month). Compared to October's 3023.10(Prev Close), the market ended November at 3072.80(Month Close), that being 92%(Pct Range) off of 2871.80(Month Low) to 3090.30(Month High).

In comparing the October/November closes for each of the last 30 years(Total Years), Scenario found that the Value Line Index also closed higher in November than October in 20(Cond Years) of those years. Of those 20, the #VLE went on to exceed the November high within the next 2 months in 20 years(Action Years) or 100%(Pct) of the time.

Therefore, the historical odds are high that the the #VLE should exceed 3090.30(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 3280.88(Average Objective).
S & P 500 Stock Index: The #SP(Mkt) ended Higher(Cond) for November(Month). Compared to October's 1412.15(Prev Close), the market ended November at 1416.20(Month Close), that being 80%(Pct Range) off of 1343.35(Month Low) to 1434.25(Month High).

In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the S & P 500 Stock Index also closed higher in November than October in 29(Cond Years) of those years. Of those 29, the #SP went on to exceed the November high within the next 2 months in 26 years(Action Years) or 90%(Pct) of the time.

Therefore, the historical odds are high that the the #SP should exceed 1434.25(Scenario Objective) by no later than the end of February. If it does so, Scenario would further project (based on normalizing those previous 26 years) a potential move toward 1512.90(Average Objective).
March S & P 500(CME): The SPH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 1744.50(Prev Close), the market ended November at 1797.70(Month Close), that being 88%(Pct Range) off of 1737.70(Month Low) to 1805.50(Month High).

In comparing the October/November closes for each of the last 31 years(Total Years), Scenario found that the March S & P 500(CME) also closed higher in November than October in 21(Cond Years) of those years. Of those 21, SPH went on to exceed the November high within the next 2 months in 21 years(Action Years) or 100%(Pct) of the time.

Therefore, the historical odds are high that the SPH should exceed 1805.50(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 1898.09(Average Objective).
March Eurodollars(CME): The EDH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 99.715(Prev Close), the market ended November at 99.745(Month Close), that being 67%(Pct Range) off of 99.715(Month Low) to 99.760(Month High).

In comparing the October/November closes for each of the last 31 years(Total Years), Scenario found that the March Eurodollars(CME) also closed higher in November than October in 14(Cond Years) of those years. Of those 14, EDH went on to exceed the November high within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the EDH should exceed 99.760(Scenario Objective) by no later than the end of February. If it does so, Scenario would further project (based on normalizing those previous 12 years) a potential move toward 100.504(Average Objective).
June Eurodollars(CME): The EDM4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 99.680(Prev Close), the market ended November at 99.720(Month Close), that being 67%(Pct Range) off of 99.680(Month Low) to 99.740(Month High).

In comparing the October/November closes for each of the last 31 years(Total Years), Scenario found that the June Eurodollars(CME) also closed higher in November than October in 16(Cond Years) of those years. Of those 16, EDM went on to exceed the November 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 EDM should exceed 99.740(Scenario Objective) by no later than the end of February. If it does so, Scenario would further project (based on normalizing those previous 15 years) a potential move toward 100.420(Average Objective).
March Japanese Yen(CME): The JYH4(Mkt) ended Lower(Cond) for November(Month). Compared to October's 101.79(Prev Close), the market ended November at 97.67(Month Close), that being 3%(Pct Range) off of 97.53(Month Low) to 102.50(Month High).

In comparing the October/November closes for each of the last 37 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed lower in November than October in 20(Cond Years) of those years. Of those 20, JYH went on to penetrate the November low within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.

Therefore, the historical odds are high that the JYH should penetrate 97.53(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 93.90(Average Objective).
March British Pound(CME): The BPH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 160.37(Prev Close), the market ended November at 163.48(Month Close), that being 96%(Pct Range) off of 158.40(Month Low) to 163.70(Month High).

In comparing the October/November closes for each of the last 38 years(Total Years), Scenario found that the March British Pound(CME) also closed higher in November than October in 15(Cond Years) of those years. Of those 15, BPH went on to exceed the November 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 BPH should exceed 163.70(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 169.44(Average Objective).
March Silver(CMX): The SIH4(Mkt) ended Lower(Cond) for November(Month). Compared to October's 2191.7(Prev Close), the market ended November at 2003.3(Month Close), that being 17%(Pct Range) off of 1962.0(Month Low) to 2208.0(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 lower in November than October in 25(Cond Years) of those years. Of those 25, SIH went on to penetrate the November low within the next 2 months in 21 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the SIH should penetrate 1962.0(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 1803.4(Average Objective).
March Brent Crude Oil(ICE): The ITCOH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 107.67(Prev Close), the market ended November at 109.02(Month Close), that being 78%(Pct Range) off of 102.95(Month Low) to 110.73(Month High).

In comparing the October/November closes for each of the last 24 years(Total Years), Scenario found that the March Brent Crude Oil(ICE) also closed higher in November than October in 12(Cond Years) of those years. Of those 12, ITCOH went on to exceed the November high within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the ITCOH should exceed 110.73(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 120.81(Average Objective).
April Brent Crude Oil(ICE): The ITCOJ4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 107.17(Prev Close), the market ended November at 108.76(Month Close), that being 78%(Pct Range) off of 102.86(Month Low) to 110.42(Month High).

In comparing the October/November closes for each of the last 24 years(Total Years), Scenario found that the April Brent Crude Oil(ICE) also closed higher in November than October in 12(Cond Years) of those years. Of those 12, ITCOJ went on to exceed the November high within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the ITCOJ should exceed 110.42(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 119.80(Average Objective).
March Wheat(CBOT): The WH4(Mkt) ended Lower(Cond) for November(Month). Compared to October's 679.50(Prev Close), the market ended November at 668.75(Month Close), that being 51%(Pct Range) off of 652.00(Month Low) to 685.00(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 23(Cond Years) of those years. Of those 23, WH went on to penetrate the November 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 WH should penetrate 652.00(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 595.50(Average Objective).
May Wheat(CBOT): The WK4(Mkt) ended Lower(Cond) for November(Month). Compared to October's 685.00(Prev Close), the market ended November at 673.75(Month Close), that being 53%(Pct Range) off of 655.50(Month Low) to 690.25(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 25(Cond Years) of those years. Of those 25, WK went on to penetrate the November 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 WK should penetrate 655.50(Scenario Objective) by no later than the end of February. If it does so, Scenario would further project (based on normalizing those previous 22 years) a potential move toward 604.23(Average Objective).
March Wheat(KCBT): The KWH4(Mkt) ended Lower(Cond) for November(Month). Compared to October's 742.25(Prev Close), the market ended November at 709.25(Month Close), that being 32%(Pct Range) off of 694.00(Month Low) to 742.25(Month High).

In comparing the October/November closes for each of the last 37 years(Total Years), Scenario found that the March Wheat(KCBT) also closed lower in November than October in 19(Cond Years) of those years. Of those 19, KWH went on to penetrate the November low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the KWH should penetrate 694.00(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 640.53(Average Objective).
May Wheat(KCBT): The KWK4(Mkt) ended Lower(Cond) for November(Month). Compared to October's 739.25(Prev Close), the market ended November at 708.25(Month Close), that being 31%(Pct Range) off of 694.00(Month Low) to 740.50(Month High).

In comparing the October/November closes for each of the last 37 years(Total Years), Scenario found that the May Wheat(KCBT) also closed lower in November than October in 21(Cond Years) of those years. Of those 21, KWK went on to penetrate the November low within the next 2 months in 18 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the KWK should penetrate 694.00(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 641.78(Average Objective).
February Live Cattle(CME): The LCG4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 134.200(Prev Close), the market ended November at 134.250(Month Close), that being 80%(Pct Range) off of 131.250(Month Low) to 134.985(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 134.985(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 142.326(Average Objective).
April Live Cattle(CME): The LCJ4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 133.780(Prev Close), the market ended November at 134.985(Month Close), that being 86%(Pct Range) off of 132.150(Month Low) to 135.450(Month High).

In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the April Live Cattle(CME) also closed higher in November than October in 30(Cond Years) of those years. Of those 30, LCJ went on to exceed the November high within the next 2 months in 26 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the LCJ should exceed 135.450(Scenario Objective) by no later than the end of February. If it does so, Scenario would further project (based on normalizing those previous 26 years) a potential move toward 142.663(Average Objective).
March Feeder Cattle(CME): The FCH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 164.500(Prev Close), the market ended November at 165.680(Month Close), that being 95%(Pct Range) off of 161.885(Month Low) to 165.900(Month High).

In comparing the October/November closes for each of the last 41 years(Total Years), Scenario found that the March Feeder Cattle(CME) also closed higher in November than October in 22(Cond Years) of those years. Of those 22, FCH 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 FCH should exceed 165.900(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 174.577(Average Objective).
April Feeder Cattle(CME): The FCJ4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 165.750(Prev Close), the market ended November at 166.400(Month Close), that being 85%(Pct Range) off of 162.800(Month Low) to 167.050(Month High).

In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the April Feeder Cattle(CME) also closed higher in November than October in 22(Cond Years) of those years. Of those 22, FCJ 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 FCJ should exceed 167.050(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 174.925(Average Objective).
May Feeder Cattle(CME): The FCK4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 165.850(Prev Close), the market ended November at 167.180(Month Close), that being 93%(Pct Range) off of 162.825(Month Low) to 167.500(Month High).

In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the May Feeder Cattle(CME) also closed higher in November than October in 20(Cond Years) of those years. Of those 20, FCK 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 FCK should exceed 167.500(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 175.301(Average Objective).
March Lumber(CME): The LBH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 375.2(Prev Close), the market ended November at 378.0(Month Close), that being 75%(Pct Range) off of 360.0(Month Low) to 384.1(Month High).

In comparing the October/November closes for each of the last 40 years(Total Years), Scenario found that the March Lumber(CME) also closed higher in November than October in 28(Cond Years) of those years. Of those 28, LBH 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 LBH should exceed 384.1(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 419.9(Average Objective).
March Cotton(ICE): The CTH4(Mkt) ended Higher(Cond) for November(Month). Compared to October's 79.20(Prev Close), the market ended November at 79.35(Month Close), that being 70%(Pct Range) off of 76.65(Month Low) to 80.52(Month High).

In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the March Cotton(ICE) also closed higher in November than October in 21(Cond Years) of those years. Of those 21, CTH went on to exceed the November 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 CTH should exceed 80.52(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 89.35(Average Objective).

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