Wednesday, April 22, 2009

The DECB Daily US Market Report

Dow =     7,886.57      82.99 (-) ; δ (last) = 187 ; δ (current) = 177
last week's range [7920, 8131] ; δ = 211 ; (6wks) = [7224, 8131]
last week's change range = [6, 138] ; π = +48 ;
last week's δ range = [104 , 205] ; (6-wks) = [4, 498]
VIX  =    38.10  (+) ; δ (last) = 3.34 ; δ (current) = 2.18
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 = 85,050  3,100 (-) ; δ (last) = 1727 ; δ (current) = 3550
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    =   $48.85 (+) ;  δ (last) = 2.55 ; δ (current) = 1.20
last week's range [49, 50] ; δ = 1
last week's δ range = [0, 1.25]
UnleadG    =   $1.39 (-) ;  δ (last) = 0.02 ; δ (current) = 0.03
last week's range [1.45, 1.49] ; δ = 0.02
last week's δ range = [0, 0.04]
NaturalG    =   $3.65 (+) ;  δ (last) = 0 ; δ (current) = 0
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Corn    =   $382.50 (-) ;  δ (last) = 9 ; δ (current) = 8
last week's range [386, 404] ; δ = 8
last week's δ range = [5.5, 10.75]
Wheat    =   $528.00 (+) ;  δ (last) = 13 ; δ (current) = 5.50
last week's range [527, 537] ; δ = 10
last week's δ range = [10, 15]
Sugar    =   $21.80 (+) ;  δ (last) = 0 ; 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    =   $1039 (+) ;  δ (last) = 24.5  ; δ (current) = 11.5
last week's range [1020, 1051] ; δ = 31
last week's δ range = [16, 24]
Coffee    =   $117.75 (+) ;  δ (last) = 1.75 ; δ (current) = 5.75
last week's range [--, --] ; δ = --
last week's δ range = [--, --]
Cocao    =   $2393 (-) ;  δ (last) = 41 ; δ (current) = 22
last week's range [2365, 2558] ; δ = 193
last week's δ range = [13, 104]
Orange Juice    =   $83.00 (-) ;  δ (last) = 2.50 ; δ (current) = 2.00
last week's range [83, 88] ; δ = 5
last week's δ range = [0, 4]
Pork Bellies    =   $82.60 (+) ;  δ (last) = 0.80 ; δ (current) = 2.50
last week's range [85, 88] ; δ = 3
last week's δ range = [0.95, 2.1]

{Other Indicators}
Dollar Index = 86.288 (-)  ; δ (last) = 0.394 ; δ (current) = 0.334
last week's range [85, 86] ; δ = 1
last week's δ range = [0.257, 0.518]
Baltic Dry Index = 1869  72 (+)
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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