Tuesday, March 24, 2009

The DECB Daily Market Report

Dow =     7,659.97      115.89 (-) ; δ (last) = 502 ; δ (current) = 150
last week's range [7217, 7487]
last week's change range = [7, 179] ; (6-wks)  = [4, 382]
last week's δ = 270 ; 6wk δ range [190, 677]
VIX  =    42.93  (-) ; δ (last) = 4.62 ; δ (current) = 2.37
last week's wk-avg =  44.022
last week's range [40, 50] ; δ = 10
Oil    =   $53.98 (+) ;  δ (last) = 1.5 ; δ (current) = 1.35
last week's range [47, 51] ; δ = 4
UnleadG    =   $1.47 (-) ;  δ (last) = 0.02 ; δ (current) = 0
last week's range [--, --] ; δ = --
Corn    =   $393.75 (-) ;  δ (last) = 10 ; δ (current) = 5.5
last week's range [--, --] ; δ = --
Wheat    =   $535.00 (-) ;  δ (last) = 14 ; δ (current) = 17
last week's range [--, --] ; δ = --
Sugar    =   $21.15 (+) ;  δ (last) = 0.4 ; δ (current) = 0.4
last week's range [--, --7] ; δ = --
Dollar Index = 84.06 (+)  ; δ (last) = 0 ; δ (current) = 0.689
last week's range [83, 87] ; δ = 4
Baltic Dry Index = 1,758    15 (-) ;
last week's range [1782, 2058] ; δ = 276
BRK/A - Berkshire Hathaway Inc = 88,500    1,500 (-)
last week's range [81690, 85000] ; δ = 3310

BLS - Unemployment = 8.1%

*Red means out of range, below the lower bound
*Bold means out of range, above the upper bound



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