Thursday, April 30, 2009

The DECB Daily US Market Report

Dow = 8,168.12 17.61 (-) ; δ (last) = 240 ; δ (current) = 171
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 = 36.50 (+) ; δ (last) = 2.58 ; δ (current) = 2.21
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 = 94,000 600(+) ; δ (last) = 3600 ; δ (current) = 2890
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 = $50.88 0.26(+) ; δ (last) = 0.28 ; δ (current) = 0.31
last week's range [46, 49] ; δ = 3
last week's δ range = [0.45, 2.55]
UnleadG = $1.40 0.05(-) ; δ (last) = 0 ; δ (current) = 0
last week's range [1.39, 1.44] ; δ = 0.05
last week's δ range = [0, 0.03]
NaturalG = $3.40 0.07(+) ; δ (last) = 0.03 ; δ (current) = 0.03
last week's range [3.40, 3.67] ; δ = 0.27
last week's δ range = [0, 0.14]
Corn = $404.00 2.75(+) ; δ (last) = 15 ; δ (current) = 12
last week's range [379, 390] ; δ = 11
last week's δ range = [5.50, 12.75]
Wheat = $536.50 4.50(+) ; δ (last) = 7 ; δ (current) = 12
last week's range [516, 543] ; δ = 27
last week's δ range = [5.50, 15]
Sugar = $21.38 0.01(-) ; δ (last) = 0.14 ; δ (current) = 0.15
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 = $1055 30(+) ; δ (last) = 32.50 ; δ (current) = 16.50
last week's range [1012, 1039] ; δ = 27
last week's δ range = [12, 27]
Coffee = $115.80 0.70(-) ; δ (last) = 1.55 ; δ (current) = 1.55
last week's range [114, 119] ; δ = 5
last week's δ range = [0, 5.75]
Cocao = $2368 31(-) ; δ (last) = 44 ; δ (current) = 50
last week's range [2393, 2458] ; δ = 65
last week's δ range = [0, 51]
Orange Juice = $83.25 0.40(-) ; δ (last) = 1.20 ; δ (current) = 4.75
last week's range [83, 85] ; δ = 2
last week's δ range = [0.40, 2.20]
Pork Bellies = $75.13 0.75(-) ; δ (last) = 2.70 ; δ (current) = 1.75
last week's range [82, 83] ; δ = 1
last week's δ range = [0.80, 2.50]

{Other Indicators}
Dollar Index = 84.791 0.193(+) ; δ (last) = 0.568 ; δ (current) = 0.457
last week's range [85, 87] ; δ = 2
last week's δ range = [0.334, 0.897]
Baltic Dry Index = 1786 14(+)
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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