Tuesday, May 5, 2009

The DECB Daily US Market Report

Dow =     8,410.65   16.09(-) ; δ (last) = 221 ; δ (current) = 95
last week's range [8017, 8212] ; δ = 195 ;
last week's Δ range = [8, 169] ; π = +136.12
last week's δ range = [121 , 240]
VIX  =    33.36  (-) ; δ (last) = 1.93 ; δ (current) = 1.78
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 = 94,500   800(+) ; δ (last) = 1600 ; δ (current) = 1139
last week's range [89000, 94000] ; δ = 5000
last week's Δ range = [600, 4400] ; π = +3755
last week's δ range = [2245, 4601]

{Futures/Commodities}
{core}
Oil    =   $55.62   1.15(+) ;  δ (last) = 0.25 ; δ (current) = 0.10
last week's range [49, 53] ; δ = 4
last week's Δ range = [0.26, 2.32] ; π = +3.71
last week's δ range = [0.28, 1.75]
UnleadG    =   $1.5860    0.0020(-) ;  δ (last) = --- ; δ (current) = 0.0035
last week's range [1.40, 1.46] ; δ = 0.06
last week's Δ range = [0, 0.06] ; π = +0.02
last week's δ range = [0, 0]
NaturalG    =   $3.604   0.121(-) ;  δ (last) =  0.033 ; δ (current) = 0.032
last week's range [3.33, 3.55] ; δ = 0.22
last week's Δ range = [0.07, 0.15] ; π = +0.15
last week's δ range = [0.03, 0.17]
Corn    =   $405.20   0.20(-) ;  δ (last) = 1.20 ; δ (current) = 10
last week's range [381, 414] ; δ = 33
last week's Δ range = [3, 18] ; π = +28.75
last week's δ range = [9, 15]
Wheat    =   $553.40     2.40(+) ;  δ (last) = 18.60 ; δ (current) = 10.80
last week's range [520, 570] ; δ = 50
last week's Δ range = [3, 34] ; π = +26.75
last week's δ range = [7, 34]
Sugar    =   $21.40   0.35(-) ;  δ (last) = --- ; δ (current) = 0.05
last week's range [21.38, 21.72] ; δ = 0.34
last week's Δ range = [0.01, 0.34] ; π = +0.22
last week's δ range = [0, 0.20]

{no-core, but often considered essential}
Soybeans    =   $1101   2.40(-) ;  δ (last) = 32  ; δ (current) = 16.60
last week's range [983, 1091] ; δ = 108
last week's Δ range = [14, 42] ; π = +57
last week's δ range = [17, 40]
Coffee    =   $124.65    3.80(-) ;  δ (last) = 2.70 ; δ (current) = 5.20
last week's range [115, 120] ; δ = 5
last week's Δ range = [0.40, 4.45] ; π = +0.80
last week's δ range = [1.55, 3.05]
Cocao    =   $2375    55(+) ;  δ (last) = 27 ; δ (current) = 94
last week's range [2318, 2399] ; δ = 81
last week's Δ range = [9, 74] ; π = -131
last week's δ range = [19, 80]
Orange Juice    =   $90.30   1.10(+) ;  δ (last) = 4.50 ; δ (current) = 4.30
last week's range [82, 85] ; δ = 3
last week's Δ range = [0.40, 2.05] ; π = -3.15
last week's δ range = [0.30, 4.75]
Pork Bellies    =   $80.00    1.50(+) ;  δ (last) = --- ; δ (current) = 0
last week's range [75, 81] ; δ = 6
last week's Δ range = [0.70, 3] ; π = -3.37
last week's δ range = [0.70, 2.70]

{Other Indicators}
Dollar Index = 84.068   0.263(+)  ; δ (last) = 0.842 ; δ (current) = 0.707
last week's range [85, 86] ; δ = 1
last week's Δ range = [0.193, 0.894] ; π = -0.168
last week's δ range = [0.234, 0.835]
Baltic Dry Index = 1897   91(+)
last week's range [1772, 1873] ; δ = 101
last week's Δ 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
*Δ = change



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