Tuesday, May 19, 2009

The DECB Daily US Market Report

Dow =     8,474.85    29.23(-) ; δ (last) = 242 ; δ (current) = 74
last week's range [8269, 8469] ; δ = 200
last week's Δ range = [46, 156] ; π = -200.47
last week's δ range = [103 , 200]
Toyota  =    76.82   0.35(+) ; δ (last) = 1.61 ; δ (current) = 1.15
last week's range [--, --] ; δ = -- 
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
Honda  =    28.28   0.63(-) ; δ (last) = 0.62 ; δ (current) = 0.43
last week's range [--, --] ; δ = -- 
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
Tata Motors  =    9.00   0.07(-) ; δ (last) = 1.46 ; δ (current) = 0.6
last week's range [--, --] ; δ = -- 
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
BRK/A - Berkshire Hathaway Inc = 92,100    100(+) ; δ (last) = 1880 ; δ (current) = 2050
last week's range [88600, 90100] ; δ = 1500
last week's Δ range = [100, 5195] ; π = -6175
last week's δ range = [1700, 3680]

{Futures/Commodities}
{core}
Oil    =   $59.65  0.49(+) ;  δ (last) = 3.21 ; δ (current) = 1.93
last week's range [56.5, 59.3] ; δ = 2.8
last week's Δ range = [0.53, 2.15] ; π = -2.17
last week's δ range = [1.85, 2.60]
UnleadG    =   $1.826   0.062(+) ;  δ (last) = 0.0888 ; δ (current) = 0.1015
last week's range [1.67, 1.722] ; δ = 0.052
last week's Δ range = [0.002, 0.043] ; π = -0.023
last week's δ range = [0.003, 0.049]
NaturalG    =   $3.949    0.222(-) ;  δ (last) =  0.242 ; δ (current) = 0.347
last week's range [4.1, 4.6] ; δ = 0.5
last week's Δ range = [0.03, 0.33] ; π = -0.245
last week's δ range = [0.17, 0.37]
Corn    =   $425.60    4.20(+) ;  δ (last) = 15 ; δ (current) = 6.60
last week's range [417, 428] ; δ = 11
last week's Δ range = [0, 6] ; π = -7.4
last week's δ range = [4, 14]
Wheat    =   $588.60    1.80 (-) ;  δ (last) = 27 ; δ (current) = 8.6
last week's range [577, 593] ; δ = 16
last week's Δ range = [0.4, 16] ; π = +32.6
last week's δ range = [12, 18]
Sugar    =   $21.91    0.16(+) ;  δ (last) = 0.19 ; δ (current) = 0.11
last week's range [21.34, 21.64] ; δ = 0.30
last week's Δ range = [0, 0.20] ; π = +0.29
last week's δ range = [0.01, 0.19]

{no-core, but often considered essential}
Soybeans    =   $1162    15.60(+) ;  δ (last) = 21  ; δ (current) = 12.40
last week's range [1116, 1147] ; δ = 31
last week's Δ range = [1, 19] ; π = +22
last week's δ range = [17, 26]
Coffee    =   $132.20  3.35(+) ;  δ (last) = 2.90 ; δ (current) = 3.35
last week's range [127, 128] ; δ = 1
last week's Δ range = [0.15, 1.15] ; π = -0.20
last week's δ range = [2.70, 4.50]
Cocao    =   $2299     2(+) ;  δ (last) = 62 ; δ (current) = 39
last week's range [2320, 2427] ; δ = 107
last week's Δ range = [2, 78] ; π = -167
last week's δ range = [46, 145]
Orange Juice = $91.10   0.20(-) ;  δ (last) = 5.65 ; δ (current) = 2.50
last week's range [92.5, 93.9] ; δ = 1.4
last week's Δ range = [0.05, 1.35] ; π = +0.40
last week's δ range = [2.25, 3.85]
Pork Bellies    =   $72.20  1.80(-) ;  δ (last) = -- ; δ (current) = 0
last week's range [73, 79] ; δ = 6
last week's Δ range = [0.55, 2.45] ; π = -7
last week's δ range = [0, 1.65]

{Other Indicators}
Dollar Index = 82.24   0.32(-)  ; δ (last) = 0.775 ; δ (current) = 0.770
last week's range [82.3, 83.1] ; δ = 0.8
last week's Δ range = [0.011, 0.70] ; π = +0.764
last week's δ range = [0.29, 0.79]
10-yr T = 120.225    0.010(-)  ; δ (last) = 0.035 ; δ (current) = 0.045
last week's range [--, --] ; δ = -- 
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
Baltic Dry Index = 2644   39(+)
last week's range [2215, 2544] ; δ = 329
last week's Δ range = [1, 112] ; π = +330

*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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