Monday, April 27, 2009

The DECB Daily US Market Report

Dow =     8,025.00      51.29 (-) ; δ (last) = 170 ; δ (current) = 136
last week's range [7842, 8076] ; δ = 234 ;
last week's change range = [83, 290] ; π = -55.04 ;
last week's δ range = [170 , 289]
VIX  =    38.32  (+) ; δ (last) = 1.16 ; δ (current) = 1.55
Normal =     30 [3 +/-] {Best Fit Curve: Trig. function}
last week's wk-avg =  37
last week's range [36, 38] ; δ = 2
last week's δ range = [1.16, 3.34]
BRK/A - Berkshire Hathaway Inc = 90,000.00   1,749.898 (+) ; δ (last) = 3059 ; δ (current) = 4601
last week's range [85050, 89000] ; δ = 3950
last week's change range = [850, 3100] ; π = -2050
last week's δ range = [1501, 3550]

{Futures/Commodities}
{core}
Oil    =   $50.05   1.2(+) ;  δ (last) = 0.80 ; δ (current) = 0.43
last week's range [46, 49] ; δ = 3
last week's δ range = [0.45, 2.55]
UnleadG    =   $1.40    0.04(-) ;  δ (last) = 0.01 ; δ (current) = 0
last week's range [1.39, 1.44] ; δ = 0.05
last week's δ range = [0, 0.03]
NaturalG    =   $3.36    0.04(-) ;  δ (last) =  0.14 ; δ (current) = 0.03
last week's range [3.40, 3.67] ; δ = 0.27
last week's δ range = [0, 0.14]
Corn    =   $380.75    4.5(-) ;  δ (last) = 12.75 ; δ (current) = 8.75
last week's range [379, 390] ; δ = 11
last week's δ range = [5.50, 12.75]
Wheat    =   $519.50    23.75(-) ;  δ (last) = 12.50 ; δ (current) = 32.50
last week's range [516, 543] ; δ = 27
last week's δ range = [5.50, 15]
Sugar    =   $21.54    0.04(+) ;  δ (last) = 0.08 ; δ (current) = 0.01
last week's range [21.50, 21.80] ; δ = 0.30
last week's δ range = [0, 0.08]

{no-core, but often considered essential}
Soybeans    =   $997    37(-) ;  δ (last) = 18.75  ; δ (current) = 39.5
last week's range [1012, 1039] ; δ = 27
last week's δ range = [12, 27]
Coffee    =   $115.05    4.4(-) ;  δ (last) = 1 ; δ (current) = 2.8
last week's range [114, 119] ; δ = 5
last week's δ range = [0, 5.75]
Cocao    =   $2375    74(-) ;  δ (last) = 18 ; δ (current) = 19
last week's range [2393, 2458] ; δ = 65
last week's δ range = [0, 51]
Orange Juice    =   $84.50    0.50(-) ;  δ (last) = 2.20 ; δ (current) = 3
last week's range [83, 85] ; δ = 2
last week's δ range = [0.40, 2.20]
Pork Bellies    =   $80.80    0.70(-) ;  δ (last) = 1.90 ; δ (current) = 0.70
last week's range [82, 83] ; δ = 1
last week's δ range = [0.80, 2.50]

{Other Indicators}
Dollar Index = 85.66    0.894(+)  ; δ (last) = 0.344 ; δ (current) = 0.835
last week's range [85, 87] ; δ = 2
last week's δ range = [0.334, 0.897]
Baltic Dry Index = 1,839    34 (-)
last week's range [1737, 1897] ; δ = 160
last week's change range = [24, 72] ; π = +191

*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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