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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Nov 30, 2015 |
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 |
Nov |
17664.00 |
17978.00 |
17210.00 |
17720.00 |
66% |
45 |
30 |
28 |
93% |
17978.00 |
18935.10 |
17720.00 |
#NDX |
Higher |
Nov |
4648.80 |
4737.10 |
4486.10 |
4664.50 |
71% |
29 |
18 |
17 |
94% |
4737.10 |
5157.45 |
4664.50 |
#RUT |
Higher |
Nov |
1161.85 |
1204.85 |
1140.75 |
1198.10 |
89% |
36 |
23 |
22 |
96% |
1204.85 |
1287.41 |
1198.10 |
#MID |
Higher |
Nov |
1444.75 |
1473.15 |
1403.50 |
1461.80 |
84% |
34 |
23 |
22 |
96% |
1473.15 |
1560.45 |
1461.80 |
#VLE |
Higher |
Nov |
4513.10 |
4625.70 |
4371.70 |
4549.70 |
70% |
32 |
22 |
22 |
100% |
4625.70 |
4892.05 |
4549.70 |
#SP |
Higher |
Nov |
2079.35 |
2116.50 |
2019.40 |
2080.40 |
63% |
45 |
30 |
28 |
93% |
2116.50 |
2226.37 |
2080.40 |
SPH6 |
Higher |
Nov |
2066.10 |
2103.30 |
2008.20 |
2072.70 |
68% |
33 |
23 |
23 |
100% |
2103.30 |
2204.25 |
2072.70 |
JYH6 |
Lower |
Nov |
83.06 |
83.36 |
81.03 |
81.45 |
18% |
39 |
22 |
20 |
91% |
81.03 |
78.09 |
81.45 |
SIH6 |
Lower |
Nov |
1561.5 |
1559.5 |
1389.0 |
1408.6 |
11% |
45 |
26 |
22 |
85% |
1389.0 |
1280.4 |
1408.6 |
HOH6 |
Lower |
Nov |
157.24 |
162.25 |
139.34 |
139.59 |
1% |
36 |
19 |
19 |
100% |
139.34 |
123.08 |
139.59 |
HOJ6 |
Lower |
Nov |
157.33 |
162.07 |
140.32 |
140.52 |
1% |
35 |
19 |
18 |
95% |
140.32 |
122.37 |
140.52 |
HOK6 |
Lower |
Nov |
158.24 |
162.63 |
141.93 |
142.15 |
1% |
36 |
18 |
16 |
89% |
141.93 |
125.68 |
142.15 |
RBJ6 |
Lower |
Nov |
163.22 |
169.30 |
147.20 |
155.55 |
38% |
30 |
14 |
12 |
86% |
147.20 |
128.10 |
155.55 |
RBK6 |
Lower |
Nov |
164.70 |
170.39 |
148.89 |
157.11 |
38% |
30 |
14 |
12 |
86% |
148.89 |
130.53 |
157.11 |
NGJ6 |
Lower |
Nov |
2.451 |
2.581 |
2.289 |
2.346 |
20% |
25 |
19 |
16 |
84% |
2.289 |
1.921 |
2.346 |
WH6 |
Lower |
Nov |
525.50 |
532.75 |
475.00 |
475.50 |
1% |
45 |
23 |
20 |
87% |
475.00 |
431.27 |
475.50 |
WK6 |
Lower |
Nov |
529.00 |
535.50 |
483.50 |
484.00 |
1% |
45 |
25 |
22 |
88% |
483.50 |
443.37 |
484.00 |
KWH6 |
Lower |
Nov |
510.00 |
515.00 |
465.50 |
472.75 |
15% |
39 |
20 |
17 |
85% |
465.50 |
427.86 |
472.75 |
KWK6 |
Lower |
Nov |
520.00 |
525.00 |
476.75 |
483.75 |
15% |
39 |
22 |
19 |
86% |
476.75 |
439.15 |
483.75 |
LEG6 |
Lower |
Nov |
62.750 |
63.250 |
53.980 |
56.800 |
30% |
45 |
11 |
10 |
91% |
53.980 |
49.976 |
56.800 |
LEK6 |
Lower |
Nov |
72.600 |
72.930 |
66.300 |
69.000 |
41% |
14 |
1 |
1 |
100% |
66.300 |
|
69.000 |
- DJIA Index
- The #DJ(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 17664.00(Prev Close), the market ended November at 17720.00(Month Close),
that being 66%(Pct Range) off of
17210.00(Month Low) to 17978.00(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed
higher in November than October in 30(Cond Years) of those years.
Of those 30, the #DJ went on to exceed the November high within the next 2 months in 28 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the the #DJ should exceed 17978.00(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 18935.10(Average Objective).
- NASDAQ 100 Index
- The #NDX(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 4648.80(Prev Close), the market ended November at 4664.50(Month Close),
that being 71%(Pct Range) off of
4486.10(Month Low) to 4737.10(Month High).
In comparing the October/November closes for each of the last 29 years(Total Years), Scenario found that the NASDAQ 100 Index also closed
higher in November than October in 18(Cond Years) of those years.
Of those 18, the #NDX went on to exceed the November high within the next 2 months in 17 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the the #NDX should exceed 4737.10(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 5157.45(Average Objective).
- Russell 2000 Index
- The #RUT(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 1161.85(Prev Close), the market ended November at 1198.10(Month Close),
that being 89%(Pct Range) off of
1140.75(Month Low) to 1204.85(Month High).
In comparing the October/November closes for each of the last 36 years(Total Years), Scenario found that the Russell 2000 Index also closed
higher in November than October in 23(Cond Years) of those years.
Of those 23, the #RUT went on to exceed the November 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 the #RUT should exceed 1204.85(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 1287.41(Average Objective).
- S & P Midcap 400 Index
- The #MID(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 1444.75(Prev Close), the market ended November at 1461.80(Month Close),
that being 84%(Pct Range) off of
1403.50(Month Low) to 1473.15(Month High).
In comparing the October/November closes for each of the last 34 years(Total Years), Scenario found that the S & P Midcap 400 Index also closed
higher in November than October in 23(Cond Years) of those years.
Of those 23, the #MID went on to exceed the November 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 the #MID should exceed 1473.15(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 1560.45(Average Objective).
- Value Line Index
- The #VLE(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 4513.10(Prev Close), the market ended November at 4549.70(Month Close),
that being 70%(Pct Range) off of
4371.70(Month Low) to 4625.70(Month High).
In comparing the October/November closes for each of the last 32 years(Total Years), Scenario found that the Value Line Index also closed
higher in November than October in 22(Cond Years) of those years.
Of those 22, the #VLE went on to exceed the November high within the next 2 months in 22 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the the #VLE should exceed 4625.70(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 4892.05(Average Objective).
- S & P 500 Stock Index
- The #SP(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 2079.35(Prev Close), the market ended November at 2080.40(Month Close),
that being 63%(Pct Range) off of
2019.40(Month Low) to 2116.50(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 30(Cond Years) of those years.
Of those 30, the #SP went on to exceed the November high within the next 2 months in 28 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the the #SP should exceed 2116.50(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 2226.37(Average Objective).
- March S & P 500(CME)
- The SPH6(Mkt) ended Higher(Cond) for
November(Month). Compared to October's 2066.10(Prev Close), the market ended November at 2072.70(Month Close),
that being 68%(Pct Range) off of
2008.20(Month Low) to 2103.30(Month High).
In comparing the October/November closes for each of the last 33 years(Total Years), Scenario found that the March S & P 500(CME) also closed
higher in November than October in 23(Cond Years) of those years.
Of those 23, SPH went on to exceed the November high within the next 2 months in 23 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SPH should exceed 2103.30(Scenario Objective) by no later than the end of February.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 2204.25(Average Objective).
- March Japanese Yen(CME)
- The JYH6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 83.06(Prev Close), the market ended November at 81.45(Month Close),
that being 18%(Pct Range) off of
81.03(Month Low) to 83.36(Month High).
In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in November than October in 22(Cond Years) of those years.
Of those 22, JYH went on to penetrate the November low within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the JYH should penetrate 81.03(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 78.09(Average Objective).
- March Silver(CMX)
- The SIH6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 1561.5(Prev Close), the market ended November at 1408.6(Month Close),
that being 11%(Pct Range) off of
1389.0(Month Low) to 1559.5(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
lower in November than October in 26(Cond Years) of those years.
Of those 26, SIH went on to penetrate the November low within the next 2 months in 22 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the SIH should penetrate 1389.0(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 1280.4(Average Objective).
- March NY Harbor ULSD(NYM)
- The HOH6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 157.24(Prev Close), the market ended November at 139.59(Month Close),
that being 1%(Pct Range) off of
139.34(Month Low) to 162.25(Month High).
In comparing the October/November closes for each of the last 36 years(Total Years), Scenario found that the March NY Harbor ULSD(NYM) also closed
lower in November than October in 19(Cond Years) of those years.
Of those 19, HOH went on to penetrate the November low within the next 2 months in 19 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOH should penetrate 139.34(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 123.08(Average Objective).
- April NY Harbor ULSD(NYM)
- The HOJ6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 157.33(Prev Close), the market ended November at 140.52(Month Close),
that being 1%(Pct Range) off of
140.32(Month Low) to 162.07(Month High).
In comparing the October/November closes for each of the last 35 years(Total Years), Scenario found that the April NY Harbor ULSD(NYM) also closed
lower in November than October in 19(Cond Years) of those years.
Of those 19, HOJ went on to penetrate the November low within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the HOJ should penetrate 140.32(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 122.37(Average Objective).
- May NY Harbor ULSD(NYM)
- The HOK6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 158.24(Prev Close), the market ended November at 142.15(Month Close),
that being 1%(Pct Range) off of
141.93(Month Low) to 162.63(Month High).
In comparing the October/November closes for each of the last 36 years(Total Years), Scenario found that the May NY Harbor ULSD(NYM) also closed
lower in November than October in 18(Cond Years) of those years.
Of those 18, HOK 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 HOK should penetrate 141.93(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 125.68(Average Objective).
- April RBOB Gasoline(NYM)
- The RBJ6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 163.22(Prev Close), the market ended November at 155.55(Month Close),
that being 38%(Pct Range) off of
147.20(Month Low) to 169.30(Month High).
In comparing the October/November closes for each of the last 30 years(Total Years), Scenario found that the April RBOB Gasoline(NYM) also closed
lower in November than October in 14(Cond Years) of those years.
Of those 14, RBJ went on to penetrate the November low within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the RBJ should penetrate 147.20(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 128.10(Average Objective).
- May RBOB Gasoline(NYM)
- The RBK6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 164.70(Prev Close), the market ended November at 157.11(Month Close),
that being 38%(Pct Range) off of
148.89(Month Low) to 170.39(Month High).
In comparing the October/November closes for each of the last 30 years(Total Years), Scenario found that the May RBOB Gasoline(NYM) also closed
lower in November than October in 14(Cond Years) of those years.
Of those 14, RBK went on to penetrate the November low within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the RBK should penetrate 148.89(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 130.53(Average Objective).
- April Natural Gas(NYM)
- The NGJ6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 2.451(Prev Close), the market ended November at 2.346(Month Close),
that being 20%(Pct Range) off of
2.289(Month Low) to 2.581(Month High).
In comparing the October/November closes for each of the last 25 years(Total Years), Scenario found that the April Natural Gas(NYM) also closed
lower in November than October in 19(Cond Years) of those years.
Of those 19, NGJ 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 NGJ should penetrate 2.289(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 1.921(Average Objective).
- March Wheat(CBOT)
- The WH6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 525.50(Prev Close), the market ended November at 475.50(Month Close),
that being 1%(Pct Range) off of
475.00(Month Low) to 532.75(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 475.00(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 431.27(Average Objective).
- May Wheat(CBOT)
- The WK6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 529.00(Prev Close), the market ended November at 484.00(Month Close),
that being 1%(Pct Range) off of
483.50(Month Low) to 535.50(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 483.50(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 443.37(Average Objective).
- March Wheat(KCBT)
- The KWH6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 510.00(Prev Close), the market ended November at 472.75(Month Close),
that being 15%(Pct Range) off of
465.50(Month Low) to 515.00(Month High).
In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the March Wheat(KCBT) also closed
lower in November than October in 20(Cond Years) of those years.
Of those 20, KWH 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 KWH should penetrate 465.50(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 427.86(Average Objective).
- May Wheat(KCBT)
- The KWK6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 520.00(Prev Close), the market ended November at 483.75(Month Close),
that being 15%(Pct Range) off of
476.75(Month Low) to 525.00(Month High).
In comparing the October/November closes for each of the last 39 years(Total Years), Scenario found that the May Wheat(KCBT) also closed
lower in November than October in 22(Cond Years) of those years.
Of those 22, KWK 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 KWK should penetrate 476.75(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 439.15(Average Objective).
- February Lean Hogs(CME)
- The LEG6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 62.750(Prev Close), the market ended November at 56.800(Month Close),
that being 30%(Pct Range) off of
53.980(Month Low) to 63.250(Month High).
In comparing the October/November closes for each of the last 45 years(Total Years), Scenario found that the February Lean Hogs(CME) also closed
lower in November than October in 11(Cond Years) of those years.
Of those 11, LEG went on to penetrate the November low within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the LEG should penetrate 53.980(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 49.976(Average Objective).
- May Lean Hogs(CME)
- The LEK6(Mkt) ended Lower(Cond) for
November(Month). Compared to October's 72.600(Prev Close), the market ended November at 69.000(Month Close),
that being 41%(Pct Range) off of
66.300(Month Low) to 72.930(Month High).
In comparing the October/November closes for each of the last 14 years(Total Years), Scenario found that the May Lean Hogs(CME) also closed
lower in November than October in 1(Cond Years) of those years.
Of those 1, LEK went on to penetrate the November low within the next 2 months in 1 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the LEK should penetrate 66.300(Scenario Objective) by no later than the end of February.
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