Wednesday, April 8, 2009

The DECB Daily US Market Report

Dow =     7,837.11  47.55 (+) ; δ (last) = 207 ; δ (current) = 137
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  =    38.85  (-) ; δ (last) = 2.14 ; δ (current) = 2.16
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 = 88,960  40 (-)
last week's range [86850, 91900] ; δ = 5050
last week's change range = [1500, 5426] ; π = +2890

{Futures/Commodities}
{core}
Oil    =   $49.38 (+) ;  δ (last) = 0 ; δ (current) = 2.68
last week's range [48, 53] ; δ = 5
last week's δ range = [0, 1.55]
UnleadG    =   $1.44 (-) ;  δ (last) = 0.01 ; δ (current) = 0.04
last week's range [1.37, 1.49] ; δ = 0.12
last week's δ range = [0, 0.06]
NaturalG    =   $3.65 (-) ;  δ (last) = 0.01 ; δ (current) = 0.07
last week's range [---, ---] ; δ = ---
last week's δ range = [---, ---]
Corn    =   $397.00 (+) ;  δ (last) = 8 ; δ (current) = 9.75
last week's range [386, 405] ; δ = 19
last week's δ range = [7.25, 24]
Wheat    =   $543.75 (-) ;  δ (last) = 21.75 ; δ (current) = 13
last week's range [513, 580] ; δ = 67
last week's δ range = [12, 25]
Sugar    =   $21.60 (-) ;  δ (last) = 0.20 ; δ (current) = 0.15
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    =   $118.15 (+) ;  δ (last) = 1.35 ; δ (current) = 0.75
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Cocao    =   $2552 (-) ;  δ (last) = 90 ; δ (current) = 68
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Orange Juice    =   $81.20 (+) ;  δ (last) = 2.3 ; δ (current) = 4
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Pork Bellies    =   $88.05 (-) ;  δ (last) = 1.38 ; δ (current) = 2.1
last week's range [--, --] ; δ = --
last week's δ range = [--, --]

{Other Indicators}
Dollar Index = 85.262 (-)  ; δ (last) = 0.16 ; δ (current) = 0.495
last week's range [84, 86] ; δ = 2
last week's δ range = [0.06, 0.562]
Baltic Dry Index = 1463  3 (-) ;
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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