Thursday, March 26, 2009

The DECB Daily Market Report

Dow =     7,924.56      174.75 (+) ; δ (last) = 314 ; δ (current) = 179
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  =    40.36  (-) ; δ (last) = 3.39 ; δ (current) = 2.08
last week's wk-avg =  44.022
last week's range [40, 50] ; δ = 10
Oil    =   $54.34 (+) ;  δ (last) = 1.2 ; δ (current) = 0.75
last week's range [47, 51] ; δ = 4
UnleadG    =   $1.53 (+) ;  δ (last) = 0 ; δ (current) = 0
last week's range [--, --] ; δ = --
Corn    =   $390.75 (+) ;  δ (last) = 5.75 ; δ (current) = 4.25
last week's range [--, --] ; δ = --
Wheat    =   $514.50 (+) ;  δ (last) = 22 ; δ (current) = 8.5
last week's range [--, --] ; δ = --
Sugar    =   $21.30 (-) ;  δ (last) = 0.3 ; δ (current) = 0.05
last week's range [--, --7] ; δ = --
Dollar Index = 83.92 (+)  ; δ (last) = 1.011 ; δ (current) = 0.554
last week's range [83, 87] ; δ = 4
Baltic Dry Index = 1,714      26 (-) ;
last week's range [1782, 2058] ; δ = 276
BRK/A - Berkshire Hathaway Inc = 91,900  5,050.00 (+)
last week's range [81690, 85000] ; δ = 3310

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



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