Tuesday, April 7, 2009

The DECB Daily US Market Report

Dow =     7,789.56  186.29 (-) ; δ (last) = 154 ; δ (current) = 207
last week's range [7522, 8018] ; δ = 496 ; (6wks) = [6627, 8018]
last week's change range = [40, 254] ; π = +242 ; (6-wks)  = [4, 498]
last week's δ range = [123, 335]
VIX  =    40.39  (-) ; δ (last) = 2.39 ; δ (current) = 2.14
last week's wk-avg =  42.812
last week's range [40, 46] ; δ = 6
last week's δ range = [1.42, 3.34]
BRK/A - Berkshire Hathaway Inc = 89,000      2,400 (-)
last week's range [86850, 91900] ; δ = 5050
last week's change range = [1500, 5426] ; π = +2890

{Futures/Commodities}
{core}
Oil    =   $49.15 (-) ;  δ (last) = 1.45 ; δ (current) = 0
last week's range [48, 53] ; δ = 5
last week's δ range = [0, 1.55]
UnleadG    =   $1.46 (-) ;  δ (last) = 0.02 ; δ (current) = 0.01
last week's range [1.37, 1.49] ; δ = 0.12
last week's δ range = [0, 0.06]
NaturalG    =   $3.59 (-) ;  δ (last) = 0.04 ; δ (current) = 0.01
last week's range [---, ---] ; δ = ---
last week's δ range = [---, ---]
Corn    =   $396.25 (-) ;  δ (last) = 5.5 ; δ (current) = 8
last week's range [386, 405] ; δ = 19
last week's δ range = [7.25, 24]
Wheat    =   $551.75 (-) ;  δ (last) = 14 ; δ (current) = 21.75
last week's range [513, 580] ; δ = 67
last week's δ range = [12, 25]
Sugar    =   $21.65 (-) ;  δ (last) = 0.14 ; δ (current) = 0.20
last week's range [21.65, 21.90] ; δ = 0.25
last week's δ range = [0.10, 0.25]

{no-core, but often considered essential}
Soybeans    =   $989.50 (-) ;  δ (last) = 14 ; δ (current) = 17.5
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Coffee    =   $117.35 (-) ;  δ (last) = 1.55 ; δ (current) = 1.35
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Cocao    =   $2655 (+) ;  δ (last) = 172 ; δ (current) = 90
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Orange Juice    =   $77.50 (+) ;  δ (last) = 1.80 ; δ (current) = 2.3
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Pork Bellies    =   $89.68 (-) ;  δ (last) = 2.63 ; δ (current) = 1.38
last week's range [--, --] ; δ = --
last week's δ range = [--, --]

{Other Indicators}
Dollar Index = 85.28 (+)  ; δ (last) = 1.19 ; δ (current) = 0.16
last week's range [84, 86] ; δ = 2
last week's δ range = [0.06, 0.562]
Baltic Dry Index = 1466      20 (-) ;
last week's range [1506, 1646] ; δ = 140
last week's change range = [31, 41] ; π = -172


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



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