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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Oct 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 |
Higher |
Oct |
17043.00 |
17396.00 |
15855.00 |
17391.00 |
100% |
45 |
26 |
23 |
88% |
17396.00 |
18381.63 |
17391.00 |
#TRAN |
Higher |
Oct |
8451.00 |
8793.00 |
7700.00 |
8756.00 |
97% |
44 |
31 |
28 |
90% |
8793.00 |
9441.20 |
8756.00 |
#UTIL |
Higher |
Oct |
551.29 |
599.03 |
547.67 |
596.93 |
96% |
44 |
28 |
25 |
89% |
599.03 |
627.47 |
596.93 |
#NDX |
Higher |
Oct |
4049.40 |
4170.10 |
3701.10 |
4158.20 |
97% |
28 |
18 |
16 |
89% |
4170.10 |
4604.67 |
4158.20 |
#RUT |
Higher |
Oct |
1101.70 |
1174.35 |
1040.45 |
1173.50 |
99% |
35 |
19 |
16 |
84% |
1174.35 |
1270.85 |
1173.50 |
#SP |
Higher |
Oct |
1972.30 |
2018.20 |
1821.60 |
2018.05 |
100% |
45 |
26 |
22 |
85% |
2018.20 |
2142.46 |
2018.05 |
USH5 |
Higher |
Oct |
136~120 |
146~160 |
137~000 |
139~200 |
28% |
37 |
19 |
16 |
84% |
146~160 |
152~078 |
139~200 |
TYH5 |
Higher |
Oct |
123~190 |
129~220 |
123~190 |
125~205 |
34% |
32 |
20 |
18 |
90% |
129~220 |
132~256 |
125~205 |
JYH5 |
Lower |
Oct |
91.30 |
94.89 |
89.06 |
89.19 |
2% |
38 |
21 |
18 |
86% |
89.06 |
85.61 |
89.19 |
CLG5 |
Lower |
Oct |
89.39 |
90.70 |
78.25 |
80.36 |
17% |
31 |
16 |
15 |
94% |
78.25 |
69.50 |
80.36 |
CLH5 |
Lower |
Oct |
89.06 |
90.26 |
77.89 |
80.31 |
20% |
31 |
16 |
15 |
94% |
77.89 |
69.61 |
80.31 |
HOG5 |
Lower |
Oct |
266.56 |
270.24 |
241.61 |
250.41 |
31% |
35 |
19 |
16 |
84% |
241.61 |
211.91 |
250.41 |
HOH5 |
Lower |
Oct |
266.37 |
270.06 |
241.06 |
249.62 |
30% |
35 |
16 |
14 |
88% |
241.06 |
210.92 |
249.62 |
CBG5 |
Lower |
Oct |
96.33 |
97.61 |
83.92 |
86.87 |
22% |
25 |
12 |
11 |
92% |
83.92 |
72.60 |
86.87 |
CBH5 |
Lower |
Oct |
96.71 |
97.94 |
84.41 |
87.39 |
22% |
25 |
13 |
12 |
92% |
84.41 |
72.99 |
87.39 |
KCH5 |
Lower |
Oct |
197.45 |
229.10 |
190.10 |
192.30 |
6% |
41 |
21 |
18 |
86% |
190.10 |
173.75 |
192.30 |
KCH5 |
Lower |
Oct |
197.45 |
229.10 |
190.10 |
192.30 |
6% |
41 |
21 |
18 |
86% |
190.10 |
173.75 |
192.30 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 17043.00(Prev Close), the market ended October at 17391.00(Month Close),
that being 100%(Pct Range) off of
15855.00(Month Low) to 17396.00(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 17396.00(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 18381.63(Average Objective).
- Dow Jones Transportation
- The #TRAN(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 8451.00(Prev Close), the market ended October at 8756.00(Month Close),
that being 97%(Pct Range) off of
7700.00(Month Low) to 8793.00(Month High).
In comparing the September/October closes for each of the last 44 years(Total Years), Scenario found that the Dow Jones Transportation also closed
higher in October than September in 31(Cond Years) of those years.
Of those 31, the #TRAN went on to exceed the October 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 8793.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 28 years) a potential move
toward 9441.20(Average Objective).
- Dow Jones Utilities
- The #UTIL(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 551.29(Prev Close), the market ended October at 596.93(Month Close),
that being 96%(Pct Range) off of
547.67(Month Low) to 599.03(Month High).
In comparing the September/October closes for each of the last 44 years(Total Years), Scenario found that the Dow Jones Utilities also closed
higher in October than September in 28(Cond Years) of those years.
Of those 28, the #UTIL 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 #UTIL should exceed 599.03(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 627.47(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 4049.40(Prev Close), the market ended October at 4158.20(Month Close),
that being 97%(Pct Range) off of
3701.10(Month Low) to 4170.10(Month High).
In comparing the September/October closes for each of the last 28 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in October than September in 18(Cond Years) of those years.
Of those 18, the #NDX went on to exceed the October 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 the #NDX should exceed 4170.10(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 4604.67(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 1101.70(Prev Close), the market ended October at 1173.50(Month Close),
that being 99%(Pct Range) off of
1040.45(Month Low) to 1174.35(Month High).
In comparing the September/October closes for each of the last 35 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in October than September in 19(Cond Years) of those years.
Of those 19, the #RUT 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 #RUT should exceed 1174.35(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 1270.85(Average Objective).
- S & P 500 Stock Index
- The #SP(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 1972.30(Prev Close), the market ended October at 2018.05(Month Close),
that being 100%(Pct Range) off of
1821.60(Month Low) to 2018.20(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 22 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the the #SP should exceed 2018.20(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 2142.46(Average Objective).
- March 30-Year T-Bonds(CBOT)
- The USH5(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 136~120(Prev Close), the market ended October at 139~200(Month Close),
that being 28%(Pct Range) off of
137~000(Month Low) to 146~160(Month High).
In comparing the September/October closes for each of the last 37 years(Total Years), Scenario found that the March 30-Year T-Bonds(CBOT) also closed
higher in October than September in 19(Cond Years) of those years.
Of those 19, USH 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 USH should exceed 146~160(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 152~078(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH5(Mkt) ended Higher(Cond) for
October(Month). Compared to September's 123~190(Prev Close), the market ended October at 125~205(Month Close),
that being 34%(Pct Range) off of
123~190(Month Low) to 129~220(Month High).
In comparing the September/October closes for each of the last 32 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in October than September in 20(Cond Years) of those years.
Of those 20, TYH went on to exceed the October 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 TYH should exceed 129~220(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 132~256(Average Objective).
- March Japanese Yen(CME)
- The JYH5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 91.30(Prev Close), the market ended October at 89.19(Month Close),
that being 2%(Pct Range) off of
89.06(Month Low) to 94.89(Month High).
In comparing the September/October closes for each of the last 38 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in October than September in 21(Cond Years) of those years.
Of those 21, JYH went on to penetrate the October 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 JYH should penetrate 89.06(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 85.61(Average Objective).
- February Crude Oil(NYM)
- The CLG5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 89.39(Prev Close), the market ended October at 80.36(Month Close),
that being 17%(Pct Range) off of
78.25(Month Low) to 90.70(Month High).
In comparing the September/October closes for each of the last 31 years(Total Years), Scenario found that the February Crude Oil(NYM) also closed
lower in October than September in 16(Cond Years) of those years.
Of those 16, CLG went on to penetrate the October low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the CLG should penetrate 78.25(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 69.50(Average Objective).
- March Crude Oil(NYM)
- The CLH5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 89.06(Prev Close), the market ended October at 80.31(Month Close),
that being 20%(Pct Range) off of
77.89(Month Low) to 90.26(Month High).
In comparing the September/October closes for each of the last 31 years(Total Years), Scenario found that the March Crude Oil(NYM) also closed
lower in October than September in 16(Cond Years) of those years.
Of those 16, CLH went on to penetrate the October low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the CLH should penetrate 77.89(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 69.61(Average Objective).
- February NY Harbor ULSD(NYM)
- The HOG5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 266.56(Prev Close), the market ended October at 250.41(Month Close),
that being 31%(Pct Range) off of
241.61(Month Low) to 270.24(Month High).
In comparing the September/October closes for each of the last 35 years(Total Years), Scenario found that the February NY Harbor ULSD(NYM) also closed
lower in October than September in 19(Cond Years) of those years.
Of those 19, HOG went on to penetrate the October 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 HOG should penetrate 241.61(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 211.91(Average Objective).
- March NY Harbor ULSD(NYM)
- The HOH5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 266.37(Prev Close), the market ended October at 249.62(Month Close),
that being 30%(Pct Range) off of
241.06(Month Low) to 270.06(Month High).
In comparing the September/October closes for each of the last 35 years(Total Years), Scenario found that the March NY Harbor ULSD(NYM) also closed
lower in October than September in 16(Cond Years) of those years.
Of those 16, HOH went on to penetrate the October 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 HOH should penetrate 241.06(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 210.92(Average Objective).
- February Brent Crude Oil(ICE)
- The CBG5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 96.33(Prev Close), the market ended October at 86.87(Month Close),
that being 22%(Pct Range) off of
83.92(Month Low) to 97.61(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the February Brent Crude Oil(ICE) also closed
lower in October than September in 12(Cond Years) of those years.
Of those 12, CBG went on to penetrate the October 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 CBG should penetrate 83.92(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 72.60(Average Objective).
- March Brent Crude Oil(ICE)
- The CBH5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 96.71(Prev Close), the market ended October at 87.39(Month Close),
that being 22%(Pct Range) off of
84.41(Month Low) to 97.94(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the March Brent Crude Oil(ICE) also closed
lower in October than September in 13(Cond Years) of those years.
Of those 13, CBH went on to penetrate the October low within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the CBH should penetrate 84.41(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 72.99(Average Objective).
- March Coffee "C"(ICE)
- The KCH5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 197.45(Prev Close), the market ended October at 192.30(Month Close),
that being 6%(Pct Range) off of
190.10(Month Low) to 229.10(Month High).
In comparing the September/October closes for each of the last 41 years(Total Years), Scenario found that the March Coffee "C"(ICE) also closed
lower in October than September in 21(Cond Years) of those years.
Of those 21, KCH went on to penetrate the October 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 KCH should penetrate 190.10(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 173.75(Average Objective).
- March Coffee "C"(ICE)
- The KCH5(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 197.45(Prev Close), the market ended October at 192.30(Month Close),
that being 6%(Pct Range) off of
190.10(Month Low) to 229.10(Month High).
In comparing the September/October closes for each of the last 41 years(Total Years), Scenario found that the March Coffee "C"(ICE) also closed
lower in October than September in 21(Cond Years) of those years.
Of those 21, KCH went on to penetrate the October 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 KCH should penetrate 190.10(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 173.75(Average Objective).
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