Thursday, April 9, 2009

The DECB Daily US Market Report

Dow =     8,083.38  246.27 (+) ; δ (last) = 137 ; δ (current) = 247
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  =    36.53  (-) ; δ (last) = 2.16 ; δ (current) = 1.21
Normal =     30 [3 +/-] {Best Fit Curve: Trig. function}
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 = 92,400  3,440 (+)
last week's range [86850, 91900] ; δ = 5050
last week's change range = [1500, 5426] ; π = +2890

{Futures/Commodities}
{core}
Oil    =   $52.24 (+) ;  δ (last) = 2.68 ; δ (current) = 0.70
last week's range [48, 53] ; δ = 5
last week's δ range = [0, 1.55]
UnleadG    =   $1.48 (+) ;  δ (last) = 0.04 ; δ (current) = 0
last week's range [1.37, 1.49] ; δ = 0.12
last week's δ range = [0, 0.06]
NaturalG    =   $3.61 (-) ;  δ (last) = 0.07 ; δ (current) = 0.24
last week's range [---, ---] ; δ = ---
last week's δ range = [---, ---]
Corn    =   $399.75 (+) ;  δ (last) = 9.75 ; δ (current) = 14.5
last week's range [386, 405] ; δ = 19
last week's δ range = [7.25, 24]
Wheat    =   $533.50 (-) ;  δ (last) = 13 ; δ (current) = 22
last week's range [513, 580] ; δ = 67
last week's δ range = [12, 25]
Sugar    =   $21.70 (+) ;  δ (last) = 0.15 ; 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    =   $1,007.00 (-) ;  δ (last) = n/a  ; δ (current) = 23
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Coffee    =   $119.30 (+) ;  δ (last) = 0.75 ; δ (current) = 1.6
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Cocao    =   $2573 (+) ;  δ (last) = 68 ; δ (current) = 49
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Orange Juice    =   $83.25 (+) ;  δ (last) = 4 ; δ (current) = 1.35
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Pork Bellies    =   $87.00 (-) ;  δ (last) = 2.1 ; δ (current) = 1.8
last week's range [--, --] ; δ = --
last week's δ range = [--, --]

{Other Indicators}
Dollar Index = 85.664 (+)  ; δ (last) = 0.495 ; δ (current) = 0.824
last week's range [84, 86] ; δ = 2
last week's δ range = [0.06, 0.562]
Baltic Dry Index = 1478  15 (+) ;
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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