Tuesday, May 12, 2009

The DECB Daily US Market Report

Dow =     8,469.11   50.341(+) ; δ (last) = 159 ; δ (current) = 151
last week's range [8410, 8575] ; δ = 165 ;
last week's Δ range = [16, 165] ; π = +362.24
last week's δ range = [95 , 221]
VIX  =    31.80  (-) ; δ (last) = 2.03 ; δ (current) = 1.72
Normal =     30 [3 +/-] {Best Fit Curve: Trig. function}
last week's wk-avg =  33.166
last week's range [32, 35] ; δ = 3
last week's δ range = [1.27, 2.65]
BRK/A - Berkshire Hathaway Inc = 90,000  100(-) ; δ (last) = 3680 ; δ (current) = 2400
last week's range [93700, 95295] ; δ = 1595
last week's Δ range = [400, 1695] ; π = +3290
last week's δ range = [950, 2499]

{Futures/Commodities}
{core}
Oil    =   $59.32   1.21(+) ;  δ (last) = 2.60 ; δ (current) = 2.27
last week's range [54.5, 58.6] ; δ = 4.1
last week's Δ range = [0.54, 1.42] ; π = +5.44
last week's δ range = [0.10, 2.60]
UnleadG    =   $1.6846  0.0146(+) ;  δ (last) = 0.0689 ; δ (current) = 0.0525
last week's range [1.586, 1.702] ; δ = 0.116
last week's Δ range = [0.002, 0.126] ; π = +0.118
last week's δ range = [0.0035, 0.0485]
NaturalG    =   $4.550   0.227(+) ;  δ (last) =  0.169 ; δ (current) = 0.276
last week's range [3.6, 4.4] ; δ = 0.7
last week's Δ range = [0.121, 0.29] ; π = +0.775
last week's δ range = [0.032, 0.264]
Corn    =   $427.40    6.20(+) ;  δ (last) = 4 ; δ (current) = 4.2
last week's range [405, 421] ; δ = 16
last week's Δ range = [0, 9] ; π = +7
last week's δ range = [1, 12]
Wheat    =   $592.60    2(+) ;  δ (last) = 12 ; δ (current) = 17
last week's range [551, 591] ; δ = 40
last week's Δ range = [2, 32] ; π = +32.6
last week's δ range = [10, 23]
Sugar    =   $21.40    0.06(+) ;  δ (last) = 0.01 ; δ (current) = 0.04
last week's range [21.35, 21.75] ; δ = 0.40
last week's Δ range = [0, 0.35] ; π = -0.37
last week's δ range = [0, 0.05]

{no-core, but often considered essential}
Soybeans    =   $1117.4  1.40(+) ;  δ (last) = 23  ; δ (current) = 17
last week's range [1101, 1111] ; δ = 10
last week's Δ range = [2, 17] ; π = +20.4
last week's δ range = [12, 32]
Coffee    =   $128.35  0.25(+) ;  δ (last) = 4.50 ; δ (current) = 3.30
last week's range [121, 128] ; δ = 7
last week's Δ range = [0.40, 3.85] ; π = -0.20
last week's δ range = [1.75, 5.20]
Cocao    =   $2379   48(-) ;  δ (last) = 96 ; δ (current) = 145
last week's range [2320, 2505] ; δ = 185
last week's Δ range = [9, 74] ; π = +187
last week's δ range = [27, 108]
Orange Juice = $93.85  1.35(+) ;  δ (last) = 3.85 ; δ (current) = 3.10
last week's range [89, 91] ; δ = 2
last week's Δ range = [0.05, 4.20] ; π = +6.30
last week's δ range = [1.50, 4.50]
Pork Bellies    =   $78.55   0.55(-) ;  δ (last) = 0 ; δ (current) = 0
last week's range [78, 82] ; δ = 4
last week's Δ range = [0.37, 4] ; π = +1.87
last week's δ range = [0, 3.375]

{Other Indicators}
Dollar Index = 82.32   0.017(-)  ; δ (last) = 0.29 ; δ (current) = 0.43
last week's range [82, 84] ; δ = 2
last week's Δ range = [0.026, 1.403] ; π = -1.589
last week's δ range = [0.557, 0.980]
Baltic Dry Index = 2253   38(+)
last week's range [1897, 2214] ; δ = 317
last week's Δ range = [20, 168] ; π = +418

*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



Powered by ScribeFire.

No comments: