Tuesday, April 14, 2009

The DECB Daily US Market Report

Dow =     7,920.18  137.63 (-) ; δ (last) = 150 ; δ (current) = 156
last week's range [7790, 8083] ; δ = 293 ; (6wks) = [6627, 8083]
last week's change range = [42, 246] ; π = +66 ; (6-wks)  = [4, 498]
last week's δ range = [137 , 247]
VIX  =    37.67  (-) ; δ (last) = 1.4 ; δ (current) = 1.62
Normal =     30 [3 +/-] {Best Fit Curve: Trig. function}
last week's wk-avg =  39.175
last week's range [37, 41] ; δ = 4
last week's δ range = [1.21, 2.39]
BRK/A - Berkshire Hathaway Inc = 90,700    1,790 (-) ; δ (last) = -- ; δ (current) = 1490
last week's range [88960, 92400] ; δ = 3440
last week's change range = [1500, 5426] ; π = -90

{Futures/Commodities}
{core}
Oil    =   $49.41 (-) ;  δ (last) = 1.03 ; δ (current) = 1.25
last week's range [49, 52] ; δ = 3
last week's δ range = [0, 2.68]
UnleadG    =   $1.46 (0) ;  δ (last) = 0.06 ; δ (current) = 0.01
last week's range [1.44, 1.48] ; δ = 0.04
last week's δ range = [0, 0.04]
NaturalG    =   $3.72 (+) ;  δ (last) = 0.06 ; δ (current) = 0.06
last week's range [3.59, 3.73] ; δ = 0.14
last week's δ range = [0.04, 0.24]
Corn    =   $403.50 (+) ;  δ (last) = 5.5 ; δ (current) = 9
last week's range [396, 406] ; δ = 10
last week's δ range = [5.5, 14.5]
Wheat    =   $535.00 (+) ;  δ (last) = 13 ; δ (current) = 15
last week's range [534, 569] ; δ = 35
last week's δ range = [13, 22]
Sugar    =   $21.65 (-) ;  δ (last) = 0.05 ; δ (current) = 0.08
last week's range [21.60, 21.70] ; δ = 0.10
last week's δ range = [0.14, 0.20]

{no-core, but often considered essential}
Soybeans    =   $1,030.25 (+) ;  δ (last) = 21  ; δ (current) = 16
last week's range [990, 1007] ; δ = 17
last week's δ range = [14, 23]
Coffee    =   $117.30 (+) ;  δ (last) = 7.05 ; δ (current) = 1.85
last week's range [117, 119] ; δ = 2
last week's δ range = [0.75, 1.6]
Cocao    =   $2485 (-) ;  δ (last) = 13 ; δ (current) = 104
last week's range [2543, 2655] ; δ = 112
last week's δ range = [49, 172]
Orange Juice    =   $86.10 (+) ;  δ (last) = 1 ; δ (current) = 3.95
last week's range [76, 83] ; δ = 7
last week's δ range = [1.35, 4]
Pork Bellies    =   $87.80 (-) ;  δ (last) = 1.75 ; δ (current) = 0.95
last week's range [87, 90] ; δ = 3
last week's δ range = [1.38, 2.63]

{Other Indicators}
Dollar Index = 84.739 (+)  ; δ (last) = 0.732 ; δ (current) = 0.257
last week's range [85, 86] ; δ = 1
last week's δ range = [0.16, 0.824]
Baltic Dry Index = 1492    14 (+)
last week's range [1463, 1486] ; δ = 75
last week's change range = [31, 41] ; π = -28


*Red means out of range, below the lower bound
*Bold means out of range, above the upper bound
*π = momentum
*δ = the difference between the high and the low



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