Monday, March 23, 2009

Depression Watch (Fri. Mar.20 2009)

{Dow Close}

(Mar.20) =             7,278.38        122.42 (-) ; δ = 203 ; the week's range [7217, 7487] ; δ = 270
(Mar.13) =             7,223.98      53.92 (+) ; the week's range [6547, 7224] ; δ = 677
(Mar.6) =               6,626.94      32.50 (+) ; the week's range [6594, 6876] ; δ = 282
(Feb.27) =           7,062.93    119.15 (-) ; the week's range [7063, 7351] ; δ = 288
(Feb.20) =           7,365.67    100.28 (-) ; the week's range [7366, 7556] ; δ = 190
(Feb.13) =             7,850.41      82.35 (-) ; the week's range [7850, 8271] ; δ = 421


Range
--------
(4wks) =              [6627, 7850]
(5wks) =              [6627, 7850]
(6wks) =              [6627, 7850]

Change Range  (100% = origin ; - below 100% ; + above 100%)
-----------------
(Mar.16-Mar.20)    = [7, 179]
(Mar.9-Mar.13)    = [4, 380]
(Mar.2-Mar.6)    = [32, 300]
(Feb.23-Feb.27) = [80, 251]  < 288 (-10%) ; > 190 (+30%)
(Feb.16-Feb.20) = [51, 298]  > 190 (+60%) ; < 421 (-30%)
(Feb.09-Feb.13) = [7, 382]    < 421 (-10%) ; > 344 (+10%)

(6-wks)              = [4, 298]
(6-wk-avg)        = [30 , 305]

{FFC - Friday to Friday Change}

(Mar.20) =                                 54.4     (+)
(Mar.13) =                                 597.04 (+)
(Mar.6) =                                   435.99 (-)
(Feb.27) =                                 302.74 (-)
(Feb.20) =                                 317.96 (-)
(Feb13) =                                  430.18 (-)


(4 wks) =                                 1486.87 (-)
(5 wks) =                                 889.83 (-)
(6 wks) =                                 835.43 (-)

wkly-avg =                            356.385

Range (4 wks) = [303, 435]
Range (5 wks) = [303, 597]
Range (6 wks) = [54, 597]

{NASDAQ} - Test {looking for a repeatable pattern}
(Mar.20) =              1,457.27      26.21 (-) ; the week's range [2014, 2225] ; δ = 211
(Mar.13) =              1,431.50      5.40 (+) ; the week's range [2014, 2225] ; δ = 211
(Mar.6) =                1,293.85      5.74 (-)
(Fri Feb.27)   =       1,377.84      13.63 (-) ; the week's range [1494, 1592] ; the difference = 98 ; (change) = [1, 46]
(Fri Feb.20)   =       1,441.23     1.59 (-) ; the week's range [1494, 1592] ; the difference = 98 ; (change) = [1, 46]
(Fri Feb.13)   =       1,534.36    7.35 (-) ; the week's range [1494, 1592] ; the difference = 98 ; (change) = [1, 46]
(Fri Feb.6)   =       1,591.71    45.47 (+) ; the week's range [1494, 1592] ; the difference = 98 ; (change) = [1, 46]

{VIX}
(Mar.20) =                                45.89     δ = 4.56 ; the week's range [40, 50] ; δ = 10
(Mar.13) =                                42.36 ; the week's range [41, 50] ; δ = 9
(Mar.6) =                                  49.33   ;  the week's range [48, 53] ; δ = 5
(Fri Feb.27)     =                       46.35    ;  the week's range [45, 53] ; δ = 8
(Fri Feb.20)     =                       49.30    ;  the week's range [47, 49] ; δ = 2
(Fri Feb.13)     =                       42.93    ;  the week's range [41, 47] ; δ = 6   
(wk-avg Mar.20)   =                44.022    ;    0.218 (-)
(wk-avg Mar.13)   =                44.24    ;      5.888 (-)
(wk-avg Mar.6)   =                  50.128    ;     3.37 (+)
(wk-avg Feb.27) =                  46.758    ;     1.617 (-)
(wk-avg Feb.20) =                  48.375    ;     6.468 (+)
(wk-avg Feb.13)   =                  44.41    ;     0.374 (-)

 
Range (4 wks) = [43, 49] ; δ = 6
Range (5 wks) = [42, 49] ; δ = 7
Range (6 wks) = [42, 49] ; δ = 7

{Oil}
(Mar.20) =                      $51.06 ; δ = 1.78 ; the week's range [47, 51] ; δ = 4
(Mar.13) =                      $46.25 ; the week's range [43, 47] ; δ = 4
(Mar.6) =                        $45.52 ;  the week's range [38, 46] ; δ = 8
(Fri Feb.27) =                 $44.76 ; the week's range [38, 45] ; δ = 7 ; wks-avg =
(Fri Feb.20) =                 $38.94 ; the week's range [35, 39] ; δ = 4 ; wks-avg =
(Fri Feb.13) =                   $37.51 ; the week's range [34, 40] ; the difference = 6

Range (4 wks) = [38, 46] ; δ = 8
Range (5 wks) = [38, 46] ; δ = 8
Range (6 wks) = [38, 51] ; δ = 13

{Dollar Index}

(Mar.20) =                     83.71 ; the week's range [83, 87] ; δ = 4
(Mar.13) =                     87.25 ; the week's range [87, 89] ; δ = 2
(Mar.6) =                       88.55 ;  the week's range [87, 89] ; δ = 2
(Fri Feb.27) =                88.01 ;  the week's range [87, 88] ; δ = 1
(Fri Feb.20) =                86.61 ;  the week's range [87, 88] ; δ = 1
(Fri Feb.13) =                86.04 ;  the week's range [85, 86] ; δ = 1

Range (4 wks) = [86, 89] ; δ = 3
Range (5 wks) = [86, 89] ; δ = 3
Range (6 wks) = [84, 89] ; δ = 5

{Baltic Dry Index}

(Mar.20) =                    1782    13 (-) ; the week's range [1782, 2058] ; δ = 276
(Mar.13) =                    2122      79 (-) ; the week's range [2122, 2298] ; δ = 176
(Mar.6) =                      2225       58 (+) ; the week's range [2014, 2225] ; δ = 211
(Feb.27) =                    1986     36 (+) ; the week's range [1950, 2099] ; δ = 149
(Feb.20) =                    2099    42 (+) ; the week's range [1846, 2099] ; the difference = 253

Change Range
-----------------
(Mar.16-Mar.20) = [13, 113]
(Mar.9-Mar.13) = [27, 80]
(Mar.2-Mar.6) = [20, 83]
(Feb.23-Feb.27) = [10, 74] < 149 => 50% (upper bound/difference)

{BRK/A:US - Berkshire Hathaway Inc}

(--) =                  ---              ---   (-)
(Mar.20) =          84,574      426 (-) ; the week's range [81690, 85000] ; δ = 3310
(Mar.13) =          83,550      2150 (-) ; the week's range [73195, 85700] ; δ = 12505
(Mar.6) =           73,195.00      795.00 (+) ; the week's range [72400, 75750] ; δ = 3350

{Asian Markets}
{NI225 - Japan}

(Mar.20) =                     7,945.96      26.21 (-) ; δ = 131 ; the week's range [7704, 7972] ; δ = 268
(Mar.13) =                     7,569.28      371.03 (+) ; the week's range [7055, 7569] ; δ = 514
(Mar.6) =                       7173.10       260.39 (-) ; the week's range [7173, 7434] ; δ = 261
(Feb.27) =                     7568.42       110.49 (+);  the week's range [7269, 7568] ; δ = 481
(Feb.20) =                     7416.38       141.27 (-);  the week's range [7416, 7750] ; the difference = 334

Change Range
-----------------
(Mar.16-Mar.20) = [26, 245]
(Mar.9-Mar.13) = [31, 371]
(Mar.2-Mar.6) = [50, 288]
(Feb.23-Feb.27) = [3, 193] < 481 => 40% (upper bound/difference)

{HK:HSI - Hong Kong}

(Mar.20) =                12,833.51     297.41 (-) ; δ = 361 ; the week's range [12834, 13131] ; δ = 297
(Mar.13) =          12,525.80     524.27 (+) ; the week's range [11345, 12526] ; δ = 1181
(Mar.6) =                  11,921.52       289.721 (-) ; the week's range [11922, 12331] ; δ = 409
(Feb.27) =                12,811.57      83.37 (-) ;  the week's range [12790, 13175] ; δ = 385
(Feb.20) =                12,699.17      324.19 (-) ;  the week's range [12699, 13456] ; the difference = 757

Change Range
-----------------
(Mar.16-Mar.20) = [13, 451]
(Mar.9-Mar.13) = [71, 577]
(Mar.2-Mar.6) = [120, 494]
(Feb.23-Feb.27) = [110, 476]

{SENSEX:IND - BSE SENSEX 30 INDEX India}

(--) =                  ---              ---   (-)
(Mar.20) =          8,995.89   19.21 (+) ; δ = 187 ; the week's range [8864, 8996] ; δ = 132
(Mar.13) =          8,718.69    374.94 (+)  ; the week's range [8160, 8719] ; δ = 559
(Mar.6) =            8,325.82    127.90 (+)  ; the week's range [8198, 8607] ; δ = 409

Change Range
-----------------
(Mar.16-Mar.20) = [19, 187]
(Mar.9-Mar.13) = [147, 375]
(Mar.2-Mar.6) = [19, 285]

{SHCOMP:IND SHANGHAI SE COMPOSITE IX}

(--) =                  ---              ---   (-)
(Mar.20) =        2,281.087      15.328 (+) ;  δ = 44 ; the week's range [2153, 2281] ; δ = 128
(Mar.13) =        2,128.848      5.0332 (-) ; the week's range [2119, 2159] ; δ = 40
(Mar.6) =          2,193.007    28.069 (-) ; the week's range [2071, 2221] ; δ = 150

Change Range
-----------------
(Mar.16-Mar.20) = [5, 65]
(Mar.9-Mar.13) = [5, 74]
(Mar.2-Mar.6) = [11, 127]

{FSSTI:IND Singapore STRAITS TIMES INDEX}

(--) =                  ---              ---   (-)
(Mar.20) =         1,597.47  12.61 (+) ; δ = 23 ; the week's range [1559, 1597] ; δ = 38
(Mar.13) =         1,577.52  83.99 (+) ; the week's range [1457, 1578] ; δ = 121
(Mar.6) =           1,513.12     5.52 (-) ; the week's range [--, --] ; δ = --

Change Range
-----------------
(Mar.16-Mar.20) = [9, 28]
(Mar.9-Mar.13) = [12, 84]
(Mar.2-Mar.6) = [--, --]

{KOSDAQ - SKorea}

(--) =                  ---              ---   (-)
(Mar.20) =           400.71  6.77 (+) ; δ = 4 ; the week's range [388, 401] ; δ = 13
(Mar.13) =            389.27  2.68 (+) ; the week's range [378, 389] ; δ = 11
(Mar.6) =              365.18       3.02 (+) ; the week's range [--, --] ; δ = --

Change Range
-----------------
(Mar.16-Mar.20) = [9, 28]
(Mar.9-Mar.13) = [1, 14]
(Mar.2-Mar.6) = [--, --]

{KOSPI - SKorea}
   
(--) =                  ---              ---   (-)
(Mar.20) =         1,170.94      9.1299 (+) ; δ = 16 ; the week's range [1125, 1171] ; δ = 46
(Mar.13) =         1,126.03      2.36 (-) ; the week's range [1072, 1128] ; δ = 56
(Mar.6) =           1,055.03     3.15 (-) ; the week's range [--, --] ; δ = --

Change Range
-----------------
(Mar.16-Mar.20) = [1, 38]
(Mar.9-Mar.13) = [12, 84]
(Mar.2-Mar.6) = [--, --]

{Last Week}

Due to the length of the above data, market analysis is moving to itsown feature. Look for "Market Analysis for the Week of ---".



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