Monday, June 1, 2009

The DECB Daily US Market Report

Dow =     8,721.44    221.11(+) ; δ (last) = 154 ; δ (current) = 259
last week's range [8300, 8500] ; δ = 200
last week's Δ range = [97, 196] ; π = +223.01
last week's δ range = [154 , 269]
---Auto Sector Tracking---
Toyota  =    81.72   1.57(+) ; δ (last) = 1.62 ; δ (current) = 1.52
last-wk range [77, 80] ; 52wk [55.41 , 106.82] ; δ = 3
last week's Δ range = [0.64, 2.61] ; π = +4.83
last week's δ range = [1.62 , 2.81]
Honda  =    29.77   0.74(+) ; δ (last) = 0.60 ; δ (current) = 0.96
last-wk range [28, 29] ; 52wk [17.35 , 36.40] ; δ = 1
last week's Δ range = [0.10, 0.79] ; π = +0.55
last week's δ range = [0.58 , 1.27]
Tata Motors  =    10.14   0.46(+) ; δ (last) = 0.99 ; δ (current) = 0.49
last-wk range [9.5, 10.1] ; 52wk [3.05 , 13.73] ; δ = 0.6
last week's Δ range = [0.15, 0.47] ; π = +0.07
last week's δ range = [0.40 , 0.99]
---Cross Sector Tracking---
Yellow Trucking = 2.880     0.30(+)
last-wk range [--, --] ; 52wk [1.20 , 22.52] ; δ = --
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
CSX = 33.71   1.95(+) ; δ (last) = --- ; δ (current) = 2.49
last-wk range [--, --] ; 52wk [20.70 , 69.50] δ = --
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
CAT = 37.55    2.09(+) ; δ (last) = --- ; δ (current) = 1.38
last-wk range [--, --] ; 52wk [21.71 , 83.65] ; δ = -- 
last week's Δ range = [--, --] ; π = --
last week's δ range = [-- , --]
BRK/A - Berkshire Hathaway Inc = 91880   280(+) ; δ (last) = 1600 ; δ (current) = 1880
last-wk range [91150, 91800] ; 52wk [70050 , 147000] ; δ = 650
last week's Δ range = [100, 2600] ; π = +2400
last week's δ range = [1470, 2695]

{Futures/Commodities}
{core}
Oil    =   $68.06   1.42(+) ;  δ (last) = 1.96 ; δ (current) =  2.45
last week's range [62.5, 66.6] ; δ = 4.1
last week's Δ range = [0.36, 2.89] ; π = +6.99
last week's δ range = [1.63, 3.01]
NYH-RBOB-G = $1.9235    0.0135(+) ;  δ (last) = 0.0445 ; δ (current) =  0.045
last week's range [1.86, 1.91] ; δ = 0.05
last week's Δ range = [0.01, 0.03] ; π = +0.133
last week's δ range = [0.04, 0.09]
NaturalG    =   $4.197   0.307(+) ;  δ (last) =  0.306 ; δ (current) = 0.415
last week's range [3.5, 4] ; δ = 0.5
last week's Δ range = [0.04, 0.42] ; π = +0.382
last week's δ range = [0.13, 0.40]
Corn    =   $445.60    9.40(+) ;  δ (last) = 5.60 ; δ (current) = 6
last week's range [426, 436] ; δ = 10
last week's Δ range = [1.4, 7.6] ; π = +0.8
last week's δ range = [5.6, 12]
Wheat    =   $674.40    37.20(+) ;  δ (last) = 7.40 ; δ (current) = 26
last week's range [612, 637] ; δ = 25
last week's Δ range = [0.4, 13.6] ; π = +35
last week's δ range = [10.4, 25]
Sugar    =   $21.80   0(*) ;  δ (last) = 0 ; δ (current) = 0
last week's range [21.5, 22] ; δ = 0.5
last week's Δ range = [0.1, 0.40] ; π = -0.15
last week's δ range = [0, 0.36]

{no-core, but often considered essential}
Soybeans    =   $1218.40     34.4(+) ;  δ (last) = 17  ; δ (current) = 24
last week's range [1179, 1187] ; δ = 8
last week's Δ range = [5, 19] ; π = +35.6
last week's δ range = [17, 30]
Coffee    =   $142.00   7.25(+) ;  δ (last) = 3.05 ; δ (current) =  6.10
last week's range [134, 137] ; δ = 3
last week's Δ range = [0.1, 3] ; π = +2.35
last week's δ range = [3, 6]
Cocao    =   $2635   50(+) ;  δ (last) = 71 ; δ (current) = 59
last week's range [2404, 2589] ; δ = 185
last week's Δ range = [4, 104] ; π = +164
last week's δ range = [41, 122]
Orange Juice = $94.50   0.70(+) ;  δ (last) = 5.05 ; δ (current) = 2.05
last week's range [92.4, 94.6] ; δ = 2.2
last week's Δ range = [0.4, 1.9] ; π = +2.45
last week's δ range = [2.5, 5]
Pork Bellies    =   $72.50   0.10(-) ;  δ (last) = 2.65 ; δ (current) = 0
last week's range [72.4, 73] ; δ = 0.6
last week's Δ range = [0.70, 1.80] ; π = -2.4
last week's δ range = [0, 1.15]

{Other Indicators}
Dollar Index = 79.26   0.005(+)  ; δ (last) = 1.25 ; δ (current) = 0.23
last week's range [79.2, 81] ; δ = 1.8
last week's Δ range = [0.03, 1.39] ; π = -0.93
last week's δ range = [0.73, 1.25]
10-yr Treasury = 117.0469   1.365(-)  ; δ (last) = 1.04 ; δ (current) = 0
last week's range [117.1, 118.6] ; δ = 1.5
last week's Δ range = [0.1, 1.4] ; π = -0.46
last week's δ range = [0.04, 1]
Libor (1 month) = 99.67    0(*)  ; δ (last) = 0.015 ; δ (current) = 0
last week's range [99.63, 99.67] ; δ = 0.04
last week's Δ range = [0.01, 0.02] ; π = +0.035
last week's δ range = [0, 0.02]
Baltic Dry Index = 3681  187(+)
last week's range [2942, 3494] ; δ = 552
last week's Δ range = [134, 222] ; π = +708

*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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