Friday, May 15, 2009

The DECB Daily US Market Report

Dow =     8,268.64   62.681(-) ; δ (last) = 103 ; δ (current) = 165
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  =    tracking has ended and will be replaced by new tracking stocks
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 = 89,120   480(-) ; δ (last) = 2700 ; δ (current) = 1700
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    =   $56.47  2.15(-) ;  δ (last) = 2.45 ; δ (current) = 2.81
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    =   $1.679   0.043(-) ;  δ (last) = 0.065 ; δ (current) = 0.0542
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 = [0.003, 0.049]
NaturalG    =   $4.105   0.195(-) ;  δ (last) =  0.224 ; δ (current) = 0.234
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    =   $417.20     11(-) ;  δ (last) = 5 ; δ (current) = 14
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    =   $577.40    15.8(-) ;  δ (last) = 12.4 ; δ (current) = 18
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    =   $21.64    0.20(+) ;  δ (last) = 0.04 ; δ (current) = 0.19
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    =   $1130.40   14(-) ;  δ (last) = 23  ; δ (current) = 26.4
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    =   $127.90  0.15(+) ;  δ (last) = 3.55 ; δ (current) = 2.90
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    =   $2338    2(+) ;  δ (last) = 51 ; δ (current) = 46
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 = $93.10   0.05(+) ;  δ (last) = 2.50 ; δ (current) = 2.25
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    =   $73  2.45(-) ;  δ (last) = -- ; δ (current) = 1.65
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 = 83.09   0.70(+)  ; δ (last) = 0.62 ; δ (current) = 0.79
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 = 2544   112(+)
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


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