Thursday, April 2, 2009

The DECB Daily US Market Report

Dow =     7,978.08  216.48 (+) ; δ (last) = 305 ; δ (current) = 312
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  =    42.04  (-) ; δ (last) = 3.34 ; δ (current) = 2.38
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    =   $52.64 (+) ;  δ (last) = 0.75 ; δ (current) = 0.9
last week's range [52, 54] ; δ = 2
last week's δ range = [0.4, 1.5]
UnleadG    =   $1.47 (+) ;  δ (last) = 0.02 ; δ (current) = 0.01
last week's range [1.45, 1.55] ; δ = 0.10
last week's δ range = [0, 0.02]
Corn    =   $402.50 (+) ;  δ (last) = 9 ; δ (current) = 7.75
last week's range [386, 396] ; δ = 10
last week's δ range = [3, 10]
Wheat    =   $562.75 (+) ;  δ (last) = 13 ; δ (current) = 19
last week's range [508, 549] ; δ = 41
last week's δ range = [9, 22]
Sugar    =   $21.75 (0) ;  δ (last) = 0.10 ; δ (current) = 0.10
last week's range [21.15, 21.65] ; δ = 0.50
last week's δ range = [0.05, 0.40]

{Other Indicators}
Dollar Index = 84.36 (-)  ; δ (last) = 0.329 ; δ (current) = 0.562
last week's range [83, 85] ; δ = 2
last week's δ range = [0.554, 0.689]
Baltic Dry Index = 1538  36 (-) ;
last week's range [1678, 1773] ; δ = 95
BRK/A - Berkshire Hathaway Inc = 90,010  2,410 (+)
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



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