Saturday, May 2, 2009

The DECB Daily US Market Report

Dow = 8,212.41      44.29 (+) ; δ (last) = 171 ; δ (current) = 121
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 = 35.30 (-) ; δ (last) = 2.21 ; δ (current) = 2.00
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 = 92,005 1995(-) ; δ (last) = 2890 ; δ (current) = 2245
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 = $53.20 2.32(+) ; δ (last) = 0.31 ; δ (current) = 1.75
last week's range [46, 49] ; δ = 3
last week's δ range = [0.45, 2.55]
UnleadG = $1.46 0.06(+) ; 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 = $3.55 0.15(+) ; δ (last) = 0.03 ; δ (current) = 0.17
last week's range [3.40, 3.67] ; δ = 0.27
last week's δ range = [0, 0.14]
Corn = $414.00 10(+) ; δ (last) = 12 ; δ (current) = 11.50
last week's range [379, 390] ; δ = 11
last week's δ range = [5.50, 12.75]
Wheat = $570.00 33.50(+) ; δ (last) = 12 ; δ (current) = 34
last week's range [516, 543] ; δ = 27
last week's δ range = [5.50, 15]
Sugar = $21.72 0.34(+) ; δ (last) = 0.15 ; δ (current) = 0
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 = $1091 36(+) ; δ (last) = 16.50 ; δ (current) = 38
last week's range [1012, 1039] ; δ = 27
last week's δ range = [12, 27]
Coffee = $120.25 4.45(+) ; δ (last) = 1.55 ; δ (current) = 3.05
last week's range [114, 119] ; δ = 5
last week's δ range = [0, 5.75]
Cocao = $2318 50(-) ; δ (last) = 50 ; δ (current) = 80
last week's range [2393, 2458] ; δ = 65
last week's δ range = [0, 51]
Orange Juice = $85.10 1.85(+) ; δ (last) = 4.75 ; δ (current) = 0.30
last week's range [83, 85] ; δ = 2
last week's δ range = [0.40, 2.20]
Pork Bellies = $78.13 3(+) ; δ (last) = 1.75 ; 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 = 84.577 0.214(-) ; δ (last) = 0.457 ; δ (current) = 0.234
last week's range [85, 87] ; δ = 2
last week's δ range = [0.334, 0.897]
Baltic Dry Index = 1806 20(+)
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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