Friday, May 29, 2009

The DECB Daily US Market Report

Dow =     8,500.33    96.53(+) ; δ (last) = 188 ; δ (current) = 154
last week's range [8277, 8504] ; δ = 227
last week's Δ range = [15, 235] ; π = +8.68
last week's δ range = [74 , 242]
Toyota  =    80.15    0.64(+) ; δ (last) = 1.49 ; δ (current) = 1.62
last week's range [75.3, 76.8] ; δ = 1.50
last week's Δ range = [0.35, 2.07] ; π = +0.92
last week's δ range = [1.13 , 2.01]
Honda  =    29.03   0.10(+) ; δ (last) = 0.61 ; δ (current) = 0.595
last week's range [27.7, 28.9] ; δ = 1.2
last week's Δ range = [0.28, 0.81] ; π = -0.05
last week's δ range = [0.43 , 0.81]
Tata Motors  =    9.68   0.43(-) ; δ (last) = 0.41 ; δ (current) = 0.99
last week's range [8.9, 9.6] ; δ = 0.7
last week's Δ range = [0.06, 1.47] ; π = +2.01
last week's δ range = [0.56 , 1.46]
BRK/A - Berkshire Hathaway Inc = 91600    350(+) ; δ (last) = 1470 ; δ (current) = 1600
last week's range [89200, 92998] ; δ = 3798
last week's Δ range = [100, 2998] ; π = +80
last week's δ range = [1200, 2050]

{Futures/Commodities}
{core}
Oil    =   $66.64   1.87(+) ;  δ (last) = 2.69 ; δ (current) =  1.96
last week's range [59.2, 61.7] ; δ = 2.5
last week's Δ range = [0.49, 2.69] ; π = +3.28
last week's δ range = [0.65, 3.21]
NYH-RBOB-G = $1.91    0.005(+) ;  δ (last) = 0.0515 ; δ (current) =  0.0445
last week's range [1.76, 1.83] ; δ = 0.07
last week's Δ range = [0.002, 0.09] ; π = +0.149
last week's δ range = [0.05, 0.1]
NaturalG    =   $3.89   0.078(-) ;  δ (last) =  0.407 ; δ (current) = 0.306
last week's range [3.5, 4.2] ; δ = 0.7
last week's Δ range = [0.04, 0.39] ; π = -0.597
last week's δ range = [0.16, 0.42]
Corn    =   $436.20    7.60(+) ;  δ (last) = 12 ; δ (current) = 5.60
last week's range [421, 430] ; δ = 9
last week's Δ range = [0.4, 6] ; π = +13
last week's δ range = [7, 15]
Wheat    =   $637.20    6.80(+) ;  δ (last) = 25 ; δ (current) = 7.40
last week's range [589, 612] ; δ = 23
last week's Δ range = [1.8, 19] ; π = +35
last week's δ range = [12, 27]
Sugar    =   $21.80   0.35(+) ;  δ (last) = 0.36 ; δ (current) = 0
last week's range [21.7, 22] ; δ = 0.30
last week's Δ range = [0, 0.16] ; π = +0.36
last week's δ range = [0, 0.22]

{no-core, but often considered essential}
Soybeans    =   $1184    5(+) ;  δ (last) = 21  ; δ (current) = 17
last week's range [1146, 1175] ; δ = 29
last week's Δ range = [6, 16] ; π = +35.6
last week's δ range = [12, 26]
Coffee    =   $136.75  0.05(+) ;  δ (last) = 4.35 ; δ (current) =  3.05
last week's range [129, 136] ; δ = 7
last week's Δ range = [0.95, 3.35] ; π = +5.9
last week's δ range = [2.90, 4.20]
Cocao    =   $2585   4(-) ;  δ (last) = 122 ; δ (current) = 71
last week's range [2297, 2421] ; δ = 124
last week's Δ range = [2, 65] ; π = +83
last week's δ range = [39, 85]
Orange Juice = $93.80   0.80(-) ;  δ (last) = 3.05 ; δ (current) = 5.05
last week's range [89.5, 91.3] ; δ = 1.8
last week's Δ range = [0.20, 1.85] ; π = -1.75
last week's δ range = [2.30, 5.65]
Pork Bellies    =   $72.60   0.35(-) ;  δ (last) = 0.80 ; δ (current) = 2.65
last week's range [72, 79] ; δ = 7
last week's Δ range = [0.70, 1.80] ; π = -2.4
last week's δ range = [0, 1.15]

{Other Indicators}
Dollar Index = 79.255   1.39(-)  ; δ (last) = 0.88 ; δ (current) = 1.25
last week's range [80.2, 82.6] ; δ = 2.4
last week's Δ range = [0.32, 0.95] ; π = -2.91
last week's δ range = [0.67, 1.36]
10-yr Treasury = 118.625   1.365(+)  ; δ (last) = 0.045 ; δ (current) = 1.04
last week's range [119.1, 120.3] ; δ = 1.2
last week's Δ range = [0.01, 0.84] ; π = -1.18
last week's δ range = [0.01, 1]
Libor (1 month) = 99.67    0.017(+)  ; δ (last) = 0.015 ; δ (current) = 0.015
last week's range [--, --] ; δ = --
last week's Δ range = [--, --] ; π = --
last week's δ range = [--, --]
Baltic Dry Index = 3494    196(+)
last week's range [2605, 2786] ; δ = 329
last week's Δ range = [1, 112] ; π = +242

*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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