Monday, May 4, 2009

The DECB Daily US Market Report

Dow =     8,426.74    214.33(+) ; δ (last) = 121 ; δ (current) = 221
last week's range [8017, 8212] ; δ = 195 ;
last week's change range = [8, 169] ; π = +136.12
last week's δ range = [121 , 240]
VIX  =    34.53  (-) ; δ (last) = 2.00 ; δ (current) = 1.93
Normal =     30 [3 +/-] {Best Fit Curve: Trig. function}
last week's wk-avg =  36.83
last week's range [36, 38] ; δ = 2
last week's δ range = [1.55, 2.58]
BRK/A - Berkshire Hathaway Inc = 93,700.00   1,695(+) ; δ (last) = 2245 ; δ (current) = 1600
last week's range [89000, 94000] ; δ = 5000
last week's change range = [850, 3100] ; π = +3755
last week's δ range = [2245, 4601]

{Futures/Commodities}
{core}
Oil    =   $54.47  1.27(+) ;  δ (last) = 1.75 ; δ (current) = 0.25
last week's range [49, 53] ; δ = 4
last week's change range = [0.26, 2.32] ; π = +3.71
last week's δ range = [0.28, 1.75]
UnleadG    =   $1.5860    0.126(+) ;  δ (last) = --- ; δ (current) = ---
last week's range [1.40, 1.46] ; δ = 0.06
last week's change range = [0, 0.06] ; π = +0.02
last week's δ range = [0, 0]
NaturalG    =   $3.725    0.15(+) ;  δ (last) =  0.17 ; δ (current) = 0.033
last week's range [3.33, 3.55] ; δ = 0.22
last week's change range = [0.07, 0.15] ; π = +0.02
last week's δ range = [0.03, 0.17]
Corn    =   $405.40    8.60(-) ;  δ (last) = 11.50 ; δ (current) = 1.20
last week's range [381, 414] ; δ = 33
last week's change range = [3, 18] ; π = +28.75
last week's δ range = [9, 15]
Wheat    =   $551.00    19(-) ;  δ (last) = 34 ; δ (current) = 18.6
last week's range [520, 570] ; δ = 50
last week's change range = [3, 34] ; π = +26.75
last week's δ range = [7, 34]
Sugar    =   $21.75   0.03(+) ;  δ (last) = 0 ; δ (current) = ---
last week's range [21.38, 21.72] ; δ = 0.34
last week's change range = [0.01, 0.34] ; π = +28.75
last week's δ range = [0, 0.20]

{no-core, but often considered essential}
Soybeans    =   $1103.40     12.4(+) ;  δ (last) = 38  ; δ (current) = 32
last week's range [983, 1091] ; δ = 108
last week's change range = [14, 42] ; π = +57
last week's δ range = [17, 40]
Coffee    =   $120.85    0.60(+) ;  δ (last) = 3.05 ; δ (current) = 2.70
last week's range [115, 120] ; δ = 5
last week's change range = [0.40, 4.45] ; π = +0.80
last week's δ range = [1.55, 3.05]
Cocao    =   $2320    2(+) ;  δ (last) = 80 ; δ (current) = 27
last week's range [2318, 2399] ; δ = 81
last week's change range = [9, 74] ; π = -131
last week's δ range = [19, 80]
Orange Juice    =   $89.20    4.20(+) ;  δ (last) = 0.30 ; δ (current) = 4.50
last week's range [82, 85] ; δ = 3
last week's change range = [0.40, 2.05] ; π = -3.15
last week's δ range = [0.30, 4.75]
Pork Bellies    =   $78.50    0.37(+) ;  δ (last) = 1.75 ; δ (current) = ---
last week's range [75, 81] ; δ = 6
last week's change range = [0.70, 3] ; π = -3.37
last week's δ range = [0.70, 2.70]

{Other Indicators}
Dollar Index = 83.805   0.772(-)  ; δ (last) = 0.234 ; δ (current) = 0.842
last week's range [85, 86] ; δ = 1
last week's change range = [0.193, 0.894] ; π = -0.168
last week's δ range = [0.234, 0.835]
Baltic Dry Index = no data(+)
last week's range [1772, 1873] ; δ = 101
last week's change range = [14, 49] ; π = -111

*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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