Monday, March 30, 2009

The DECB Daily US Market Report

Dow =     7,522.02  254.16 (-) ; δ (last) = 187 ; δ (current) = 335
last week's range [7660, 7925] ; δ = 265 ; (6wks) = [6627, 7776]
last week's change range = [90, 498] ; (6-wks)  = [4, 498]
last week's δ range = [179, 502]
VIX  =    45.54  (+) ; δ (last) = 1.77 ; δ (current) = 1.42
last week's wk-avg =  41.962
last week's range [40, 43] ; δ = 3
last week's δ range = [1.77, 4.62]

{Futures/Commodities}
Oil    =   $48.41 (-) ;  δ (last) = 0.4 ; δ (current) = 1.34
last week's range [52, 54] ; δ = 2
last week's δ range = [0.4, 1.5]
UnleadG    =   $1.39 (-) ;  δ (last) = 0 ; δ (current) = 0.06
last week's range [1.45, 1.55] ; δ = 0.10
last week's δ range = [0, 0.02]
Corn    =   $386.25 (-) ;  δ (last) = 2.5 ; δ (current) = 7.25
last week's range [386, 396] ; δ = 10
last week's δ range = [3, 10]
Wheat    =   $512.50 (+) ;  δ (last) = 14.5 ; δ (current) = 12
last week's range [508, 549] ; δ = 41
last week's δ range = [9, 22]
Sugar    =   $21.80 (+) ;  δ (last) = 0.32 ; δ (current) = 0.25
last week's range [21, 22] ; δ = 1
last week's δ range = [0.05, 0.40]

{Other Indicators}
Dollar Index = 85.76 (+)  ; δ (last) = 0.554 ; δ (current) = 0.06
last week's range [83, 85] ; δ = 2
last week's δ range = [0.689, 0.554]
Baltic Dry Index = 1646  32 (-) ;
last week's range [1678, 1773] ; δ = 95
BRK/A - Berkshire Hathaway Inc = 85,600  4,000 (-)
last week's range [86850, 91900] ; δ = 5050
last week's change range = [1500, 5426]

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



Powered by ScribeFire.

No comments: