ROSECAST PERFORMANCE OF DAILY UPDATES

OCTOBER 2004 - AUGUST 2005

The page below displays how accurate the Rosecast Daily updates (released typically before 7 am ET in the morning) are forecasting the exact high and low prices prices of the trading day. The forecasted price is typically less than 1 point in the S&P E-MINI FUTURES away from the actual price. In the DOW JONES INDUSTRIAL AVERAGE (CASH) INDEX the difference between forecasted and actual prices is typically less than 10 points.

Just compare columns 4 and 6 (Rosecast forecasted prices) with columns 5 and 7 (actual prices) in the table below!

Often the first forecasted high or low price of the day is within a few ticks/points from the actual daily low and high. This can clearly not happen by chance!
I.e. on February 25, 2005 the forecasted low price for the Dow Jones Index was 10733 and the actual low was 10735!

TABLE EXPLANATIONS

Columns 1,2,3, 5 and 7 are recorded from past data.
Columns 4 and 6 are the forecast, often the direction of the day (column 3) is indicated in the newsletter and can be anticipated from the forecast of the range (columns 4 and 6). If the close is 1232 and the first forecasted high (column 4) is 1233 and the first forecasted low (column 4) is 1221 - then the direction is indicated down.
If the close is 1232 and the first forecasted low is 1230 and the first forecasted high is 1242 - then the direction is indicated up. There will also be additional comments on the anticipated direction for today and the longer term forecast (moves of 30 points and more) in the updates.

The reason why I do not give an indication for the day has to do with reversal days. It is much more useful for a trader to have a forecast of an high and a low than a forecast for the direction of the day on a reversal day. Rosecast is however most of the time very clear on the indication of the trend for the upcoming day. Otherwise the forecasted levels in column 4 could not be as exact as they are (compare for example September 6 were a FIRST high at 1235.75 has been forecasted on Saturday while the market was closed at 1217.5. 1217.5 was the first forecasted low (not shown in the table), 1219.50 was the second forecasted low (only 0.25 points away from the GLOBEX low of the day) and a move of more than 17 points UP has been forecasted.

COLOR BLUE = DAILY HIGH or  UP CLOSE, HIGH
COLOR RED = DAILY LOW or DOWN CLOSE, LOW
SW = SWING PRICE LEVEL, L = Low, H = High

(1) or (1): First Forecasted Price by Rosecast. This is the most important forecasted price by Rosecast and will often hit the actual high or low price of the day within 1 point in the S&P and 10 points in the Dow.
(2) or (2): Second Forecasted Price by Rosecast. This price is forecasted on some days as an additional indication, if plantery support and resistance cannot be defined to one price level only.
(3) or (3):  Third Forecasted Price by Rosecast.  Rosecast forecasts up to three prices for a HIGH or a LOW. Most of the time Rosecast does not forecast a third price as two prices and often one price are sufficient. In some rare cases a third price is forecasted. This is the least important price.

1	2	3	4	5	6	7
2005	S&P CASH CLOSE	UP OR DN	Forecasted Daily H/L S&P E-MINI	Actual Daily H/L S&P E-MINI	Forecasted Daily H/L DOW J.	Actual Daily H/L DOW J.
Aug 31	1220.3		1217.75 (1) 1205.75 (1)	1224.00 1204.75		10484 10356
Aug 30	1208.4		1216.00 (1)	1201.50 1215.00		10350 10461
Aug 29 L	1212.3		1194.00 (1*) *after the fact	1215.50 1194.00	10450 (1) 10357 (1)	10487 10349
Aug 26	1205.1		1203.00 (1) 1215.00 (1)	1204.75 1215.25	10350 (1) 10465 (1)	10383 10450
Aug 25	1212.4		1214.25 (1)	1215.00 1208.50	10450 (1)	10465 10428
Aug 24	1209.6		1224.75 (2)	1209.00 1225.75		10432 10559
Aug 23	1217.6		1217.00 (1)	1215.50 1225.00		10496 10577
Aug 22	1221.7		1229.75 (2)	1217.50 1231.00	10539 (1) 10662 (1)	10523 10641
Aug 19	1219.7		1226.75 (1)	1227.25 1220.00		10626 10552
Aug 18	1219.0		1226.00 (1) 1216.00 (1)	1224.75 1216.75	10594 (1) 10509 (1)	10592 10517
Aug 17	1220.2			1227.75 1218.25	10594 (1) 10510 (1)	10588 10503
Aug 16	1219.3		1239.50 (1)	1220.00 1239.00	10518 (1)	10510 10640
Aug 15	1233.9		no Rosecast update	1238.50 1227.75	no Rosecast update	10655 10557
Aug 12	1230.4		1230.00 (1) 1238.50 (1)	1227.75 1238.50	10695 (1)	10568 10682
Aug 11	1237.8			1240.50 1230.00		10685 10588
Aug 10	1229.1		1231.50 (1) 1245.25 (1) EXACT HIT!	1228.25 1245.25	10595 (1) 10720 (2)	10570 10719
Aug 9	1231.4		1236.75 (1) 1226.75 (1)	1236.25 1225.50	10646 (2) 10530 (1)	10639 10537
Aug 8	1223.1			1224.25 1234.50	10594 (2)	10524 10606
Aug 5	1226.4			1227.25 1241.00		10554 10610
Aug 4	1235.9		1248.25 (2)	1236.50 1248.50		10606 10696
Aug 3 H	1245.0		1248.25 (1) 1243.00 (1)	1248.50 1242.25	10645 (1)	10698 10636
Aug 2	1244.1		1246.50 (3) 1237.00 (2)	1247.50 1237.00	10625 (1)	10699 10623
Aug 1	1235.4		1241.25 (1) 1235.00 (1)	1242.00 1235.75	10600 (1)	10672 10610
Jul 29	1234.2		1239.75 (1) 1248.00 (1)	1236.50 1248.75	10646 (2) 10735 (1)	10640 10717
Jul 28	1243.7			1248.25 1238.25		10710 10629
Jul 27	1236.8		1238.50 (1)	1240.50 1232.25	10652 (1) 10580 (1)	10645 10577
Jul 26	1231.2		1237.50 (1)	1231.50 1237.50	10565 (2) 10636 (1)	10572 10626
Jul 25	1229.0		1231.75 (2) 1240.00 (1)	1230.50 1241.75	10600 (1) 10674 (1)	10591 10686
Jul 22	1233.7			1238.00 1227.50	10666 (1)	10658 10588
Jul 21	1227.0		1230.50 (1) 1248.00 (1)	1227.00 1246.00	10705 (1)	10608 10700
Jul 20	1235.2			1240.00 1225.50		10691 10581
Jul 19	1229.4		1234.00 (2)	1234.00 1226.50	10665 (1)	10668 10576
Jul 18	1221.1		1224.25 (1) 1231.50 (2)	1224.00 1231.50	10565 (1)	10574 10640
Jul 15	1227.9			1233.50 1226.50	10665 (1) 10583 (1)	10654 10600
Jul 14	1226.5		1237.00 (2)	1237.50 1227.00		10657 10559
Jul 13	1223.3		1229.50 (1)	1222.75 1228.50		10512 10564
Jul 12	1222.2		1227.50 (1) 1220.75 (1)	1229.75 1219.75	10530 (1) 10470 (1)	10544 10483
Jul 11	1219.4		1224.00 (2) 1216.25 (1)	1224.75 1215.50	10523 (1)	10534 10449
Jul 8	1211.9		1201.00 (1)	1217.25 1200.75	10305 (1)	10462 10300
Jul 7 L	1197.9		*after the news   1170.00 (1)*	1203.25 1170.75		10310 10175
Jul 6	1194.9		1198.50 (2) 1210.75 (1)	1198.00 1210.75	10395 (1)	10267 10380
Jul 5	1205.0			1210.75 1195.50		10389 10282
Jul 1	1194.4		1202.00 (1)	1195.25 1202.25		10273 10343
Jun 30	1191.3		1208.00 (2)	1194.00 1207.75		10267 10412
Jun 29 H	1199.9		1207.75 (1)	1202.00 1208.75		10363 10433
Jun 28	1201.6			1207.25 1195.75		10409 10290
Jun 27 L	1190.7		1193.50 (2) 1199.50 (1)	1192.50 1199.25		10253 10332
Jun 24	1191.6			1193.25 1206.25		10297 10422
Jun 23	1200.7		1222.50 (2)	1203.75 1222.50	10608 (2)	10419 10589
Jun 22	1213.9		1217.00 (1) 1225.00 (1)	1216.00 1225.00		10578 10646
Jun 21	1213.6		1223.25 (1)	1216.25 1222.50		10580 10630
Jun 20	1216.1		1224.50 (2)	1215.25 1224.50		10552 10637
Jun 17 H	1217.0		1215.50 (1)	1225.25 1215.25		10656 10579
Jun 16	1211.0		1217.50 (3)	1217.75 1210.25	10590 (2)	10595 10540
Jun 15	1206.6		1202.25 (2) 1215.50 (2)		10475 (1) 10590 (1)	10495 10589
Jun 14	1203.9		1215.50 (2) 1202.25 (1)	1213.50 1205.25	10590 (1)	10586 10521
Jun 13	1200.8		1210.50 (1) 1199.50 (1)	1212.50 1199.75		10589 10474
Jun 10	1198.1		1198.75 (1) 1209.00 (1) 1202.70 (1) CASH	1197.50 1208.75 1202.79 CASH	10555 (1)	10452 10538
				SEPTEMBER  BECOMES FRONT
Jun 9	1200.9		1192.50 (1)	1202.75 1191.25	10430 (1)	10526 10443
Jun 8	1194.7		1193.00 (1) 1203.50 (1)	1193.50 1203.50		10465 10543
Jun 7	1197.3		1196.75 (1)	1209.50 1197.50	10468 (1)	10578 10465
Jun 6	1197.5		1199.25 (1) 1194.75 (1)	1199.50 1193.00	10493 (1) 10445 (1)	10481 10430
Jun 3	1196.0		1194.75 (1) 1205.50 (1)	1194.75 1207.00	10445 (2) 10555 (1)	10448 10553
Jun 2	1204.3		1206.50 (1)	1205.50 1198.50		10559 10540
Jun 1	1202.3		1191.50 (1)	1207.00 1191.75	10467 (1)	10586 10457
May 31	1191.5		1190.50 (2) 1203.00 (1) 1201.25 (2)	1191.50 1202.00	10458 (1) 10569 (1)	10467 10542
May 27	1198.8		1201.25 (2) 1199.00 (1)	1200.50 1196.00	10565 (1)	10552 10517
May 26	1197.6			1200.25 1191.75	10533 (1)	10544 10458
May 25	1190.0		1193.75 (1)	1186.25 1193.75		10503 10426
May 24	1194.1		1196.75 (1)	1190.50 1196.75	10535 (1)	10471 10522
May 23	1193.9		1198.50 (2)	1189.25 1199.00		10466 10560
May 20	1189.3		1193.50 (1)	1186.00 1193.00	10495 (1)	10423 10499
May 19	1191.1		1193.50 (2)	1192.75 1185.25	10486 (2)	10494 10435
May 18	1185.6			1189.50 1172.25		10480 10323
May 17	1173.8		1160.75 (1)	1176.25 1160.75		10336 10213
May 16	1165.7			1167.75 1154.75		10255 10138
May 13 L	1154.1		1150.00 (2) 1167.00 (1)	1146.75 1165.50		10075 10234
May 12	1159.4		1177.00 (1)	1158.50 1175.25		10183 10322
May 11	1171.1		1173.00 (1) 1157.00 (1)	1173.50 1158.00	10292 (1) 10190 (1)	10311 10184
May 10	1166.2		1178.50 (1)	1163.50 1178.50	10230 (2)	10250 10382
May 9	1178.8			1180.75 1170.00	10377 (1) 10325 (1)	10384 10320
May 6	1171.4		1180.25 (1)	1171.00 1182.25		10339 10400
May 5 H	1172.6		1180.00 (1) Double Hit!!!	1167.50 1180.00	10405 (1) Double Hit!!!	10296 10405
May 4	1175.6			1177.75 1162.75		10392 10255
May 3	1161.2		1167.00 (1) 1157.00 (2)	1168.75 1157.25	10305 (2) 10191 (1)	10304 10208
May 2	1162.2		1167.00 (1) 1154.00 (1)	1164.50 1155.50	10232 (1) 10189 (2)	10258 10188
Apr 29	1156.9		1159.00 (1) 1143.00 (1)	1159.50 1140.25	10180 (1)	10196 10048
Apr 28 L	1143.2		1143.00 (2) 1158.50 (1)	1142.50 1158.50	10080 (2) 10200 (1)	10070 10194
Apr 27	1156.4		1147.00 (2)	1161.50 1145.25		10219 10079
Apr 26	1151.7		1167.25 (2)	1152.50 1167.00	10255 (1)	10150 10263
Apr 25 H	1162.1		1166.25 (1) 1155.50 (1) Double Hit!!!	1166.25 1155.50	10265 (1)	10260 10158
Apr 22	1152.1		1162.50 (1)	1143.25 1161.25	10231 (1)	10069 10219
Apr 21	1159.9		1137.75 (1)	1163.75 1137.75	10017 (1)	10218 10010
Apr 20 L	1137.5		1158.50 (2)	1136.75 1159.75	10017 (1) 10200 (1)	10000 10186
Apr 19	1152.8		1157.75 (3)	1157.00 1146.50	10175 (1) 10080 (1)	10156 10071
Apr 18	1146.0		1137.00 (3)