MRCI's Scenario Summary

MRCI's Scenario^SM Summary

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

Scenario^SM Summary Aug 31, 2014

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

Lower

Aug

15500.00

15658.00

14760.00

14810.00

84%

14760.00

13773.34

16577.00

USZ4

Higher

Aug

135~310

146~100

135~130

140~030

43%

91%

146~100

152~089

140~030

TYZ4

Higher

Aug

123~245

126~120

123~185

125~250

79%

91%

126~120

129~311

125~250

EDZ4

Higher

Aug

99.720

99.755

99.710

99.745

78%

96%

99.755

100.283

99.745

EDH5

Higher

Aug

99.595

99.685

99.585

99.645

60%

96%

99.685

100.242

99.645

CDZ4

Higher

Aug

91.44

92.26

90.70

91.75

67%

85%

92.26

94.43

91.75

ADZ4

Higher

Aug

92.07

93.03

91.59

92.66

74%

92%

93.03

96.55

92.66

PAZ4

Higher

Aug

874.05

910.50

839.10

909.55

99%

85%

910.50

1011.95

909.55

NGG5

Higher

Aug

4.064

4.300

4.000

4.248

83%

89%

4.300

4.998

4.248

JOX4

Higher

Aug

145.00

153.40

141.70

150.05

71%

87%

153.40

167.42

150.05

CTZ4

Higher

Aug

62.87

67.72

62.02

66.57

80%

88%

67.72

74.86

66.57

DJIA Index: The #DJ(Mkt) ended Lower(Cond) for August(Month). Compared to July's 15500.00(Prev Close), the market ended August at 14810.00(Month Close), that being 6%(Pct Range) off of 14760.00(Month Low) to 15658.00(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed lower in August than July in 19(Cond Years) of those years. Of those 19, the #DJ went on to penetrate the August 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 the #DJ should penetrate 14760.00(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 13773.34(Average Objective).
December 30-Year T-Bonds(CBOT): The USZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 135~310(Prev Close), the market ended August at 140~030(Month Close), that being 43%(Pct Range) off of 135~130(Month Low) to 146~100(Month High).

In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed higher in August than July in 23(Cond Years) of those years. Of those 23, USZ went on to exceed the August high within the next 2 months in 21 years(Action Years) or 91%(Pct) of the time.

Therefore, the historical odds are high that the USZ should exceed 146~100(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 21 years) a potential move toward 152~089(Average Objective).
December 10-Year T-Notes(CBOT): The TYZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 123~245(Prev Close), the market ended August at 125~250(Month Close), that being 79%(Pct Range) off of 123~185(Month Low) to 126~120(Month High).

In comparing the July/August closes for each of the last 32 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed higher in August than July in 23(Cond Years) of those years. Of those 23, TYZ went on to exceed the August high within the next 2 months in 21 years(Action Years) or 91%(Pct) of the time.

Therefore, the historical odds are high that the TYZ should exceed 126~120(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 21 years) a potential move toward 129~311(Average Objective).
December Eurodollars(CME): The EDZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 99.720(Prev Close), the market ended August at 99.745(Month Close), that being 78%(Pct Range) off of 99.710(Month Low) to 99.755(Month High).

In comparing the July/August closes for each of the last 32 years(Total Years), Scenario found that the December Eurodollars(CME) also closed higher in August than July in 24(Cond Years) of those years. Of those 24, EDZ went on to exceed the August 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 EDZ should exceed 99.755(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 23 years) a potential move toward 100.283(Average Objective).
March Eurodollars(CME): The EDH5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 99.595(Prev Close), the market ended August at 99.645(Month Close), that being 60%(Pct Range) off of 99.585(Month Low) to 99.685(Month High).

In comparing the July/August closes for each of the last 32 years(Total Years), Scenario found that the March Eurodollars(CME) also closed higher in August than July in 23(Cond Years) of those years. Of those 23, EDH went on to exceed the August high within the next 2 months in 22 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the EDH should exceed 99.685(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 22 years) a potential move toward 100.242(Average Objective).
December Canadian Dollar(CME): The CDZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 91.44(Prev Close), the market ended August at 91.75(Month Close), that being 67%(Pct Range) off of 90.70(Month Low) to 92.26(Month High).

In comparing the July/August closes for each of the last 37 years(Total Years), Scenario found that the December Canadian Dollar(CME) also closed higher in August than July in 20(Cond Years) of those years. Of those 20, CDZ went on to exceed the August 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 CDZ should exceed 92.26(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 17 years) a potential move toward 94.43(Average Objective).
December Australian Dollar(CME): The ADZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 92.07(Prev Close), the market ended August at 92.66(Month Close), that being 74%(Pct Range) off of 91.59(Month Low) to 93.03(Month High).

In comparing the July/August closes for each of the last 27 years(Total Years), Scenario found that the December Australian Dollar(CME) also closed higher in August than July in 13(Cond Years) of those years. Of those 13, ADZ went on to exceed the August 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 ADZ should exceed 93.03(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 12 years) a potential move toward 96.55(Average Objective).
December Palladium(NYMEX): The PAZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 874.05(Prev Close), the market ended August at 909.55(Month Close), that being 99%(Pct Range) off of 839.10(Month Low) to 910.50(Month High).

In comparing the July/August closes for each of the last 37 years(Total Years), Scenario found that the December Palladium(NYMEX) also closed higher in August than July in 13(Cond Years) of those years. Of those 13, PAZ went on to exceed the August 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 PAZ should exceed 910.50(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 11 years) a potential move toward 1011.95(Average Objective).
February Natural Gas(NYM): The NGG5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 4.064(Prev Close), the market ended August at 4.248(Month Close), that being 83%(Pct Range) off of 4.000(Month Low) to 4.300(Month High).

In comparing the July/August closes for each of the last 24 years(Total Years), Scenario found that the February Natural Gas(NYM) also closed higher in August than July in 9(Cond Years) of those years. Of those 9, NGG went on to exceed the August high within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.

Therefore, the historical odds are high that the NGG should exceed 4.300(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 8 years) a potential move toward 4.998(Average Objective).
November Orange Juice(ICE): The JOX4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 145.00(Prev Close), the market ended August at 150.05(Month Close), that being 71%(Pct Range) off of 141.70(Month Low) to 153.40(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the November Orange Juice(ICE) also closed higher in August than July in 23(Cond Years) of those years. Of those 23, JOX went on to exceed the August high within the next 2 months in 20 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the JOX should exceed 153.40(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 167.42(Average Objective).
December Cotton(ICE): The CTZ4(Mkt) ended Higher(Cond) for August(Month). Compared to July's 62.87(Prev Close), the market ended August at 66.57(Month Close), that being 80%(Pct Range) off of 62.02(Month Low) to 67.72(Month High).

In comparing the July/August closes for each of the last 44 years(Total Years), Scenario found that the December Cotton(ICE) also closed higher in August than July in 17(Cond Years) of those years. Of those 17, CTZ went on to exceed the August 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 CTZ should exceed 67.72(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 15 years) a potential move toward 74.86(Average Objective).

Moore Research Center, Inc.

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