Monday, April 20, 2009

The DECB Daily US Market Report

Dow =     7,841.73  289.60 (-) ; δ (last) = -- ; δ (current) = 289
last week's range [7920, 8131] ; δ = 211 ;
last week's change range = [6, 138] ; π = +48 ;
last week's δ range = [104 , 205]
VIX  =    35.79  (-) ; δ (last) = 1.96 ; δ (current) = 1.92
Normal =     30 [3 +/-] {Best Fit Curve: Trig. function}
last week's wk-avg =  36.276
last week's range [34, 38] ; δ = 4
last week's δ range = [1.4, 4.63]
BRK/A - Berkshire Hathaway Inc = 89,000  1300 (-) ; δ (last) = -- ; δ (current) = 1501
last week's range [90300, 92490] ; δ = 2190
last week's change range = [90, 1790] ; π = -2736
last week's δ range = [1180, 2325]

{Futures/Commodities}
{core}
Oil    =   $45.88 (-) ;  δ (last) = 0.48 ; δ (current) = 0.45
last week's range [49, 50] ; δ = 1
last week's δ range = [0, 1.25]
UnleadG    =   $1.41 (-) ;  δ (last) = 0 ; δ (current) = 0
last week's range [1.45, 1.49] ; δ = 0.02
last week's δ range = [0, 0.04]
NaturalG    =   $3.67 (-) ;  δ (last) = -- ; δ (current) = 0.01
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Corn    =   $378.75 (-) ;  δ (last) = - ; δ (current) = 10.25
last week's range [386, 404] ; δ = 8
last week's δ range = [5.5, 10.75]
Wheat    =   $516.25 (-) ;  δ (last) = -- ; δ (current) = 11
last week's range [527, 537] ; δ = 10
last week's δ range = [10, 15]
Sugar    =   $21.50 (0) ;  δ (last) = -- ; δ (current) = 0
last week's range [21.50, 21.70] ; δ = 0.20
last week's δ range = [0.02, 0.25]

{no-core, but often considered essential}
Soybeans    =   $1,011.50 (-) ;  δ (last) = --  ; δ (current) = 15.5
last week's range [1020, 1051] ; δ = 31
last week's δ range = [16, 24]
Coffee    =   $113.55 (-) ;  δ (last) = -- ; δ (current) = 0
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Cocao    =   $2382 (-) ;  δ (last) = -- ; δ (current) = 0
last week's range [2558, 2365] ; δ = 193
last week's δ range = [13, 104]
Orange Juice    =   $85.45 (-) ;  δ (last) = -- ; δ (current) = 2.10
last week's range [83, 88] ; δ = 5
last week's δ range = [0, 4]
Pork Bellies    =   $82.05 (-) ;  δ (last) = -- ; δ (current) = 1.67
last week's range [85, 88] ; δ = 3
last week's δ range = [0.95, 2.1]

{Other Indicators}
Dollar Index = 86.661 (+)  ; δ (last) = -- ; δ (current) = 0.487
last week's range [85, 86] ; δ = 1
last week's δ range = [0.257, 0.518]
Baltic Dry Index = 1737      55 (+)
last week's range [1492, 1682] ; δ = 190
last week's change range = [14, 78] ; π = +204

*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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