Wednesday, June 10, 2009

The DECB Daily US Market Report

Dow =     8,739.02    24.04(-) ; δ (last) = 78 ; δ (current) = 195
last week's range [8675, 8763] ; 52wk08 [7552 , 13057] ; δ = 88
last week's Δ range = [13, 221] ; π = +262.80
last week's δ range = [86 , 259]

---Auto Sector Tracking---

Toyota  =    79.04   0.48(-) ; δ (last) = 1.41 ; δ (current) = 1.87
last week's range [79, 82] ; 52wk [55.41 , 106.82] ; δ = 3
last week's Δ range = [0.16, 2.05] ; π = -0.35
last week's δ range = [1.07 , 1.63]
Honda  =    29.48   0.08(-) ; δ (last) = 0.5 ; δ (current) = 0.55
last week's range [29.5, 29.8] ; 52wk [17.35 , 36.40] ; δ = 0.3
last week's Δ range = [0.07, 0.74] ; π = +0.57
last week's δ range = [0.44 , 0.96]
Tata Motors  = 10.50   0.08(+) ; δ (last) = 0.51 ; δ (current) = 0.58
last week's range [10.1, 10.5] ; 52wk [3.05 , 13.73] ; δ = 0.4
last week's Δ range = [0.15, 0.47] ; π = +0.07
last week's δ range = [0.40 , 0.99]

---Cross Sector Tracking---

YellowRCW = 2.59    0.04(-) ; δ (last) = 0.16 ; δ (current) = 0.13
last-wk range [2.7, 2.9] ; 52wk [1.20 , 22.52] ; δ = 0.2
last week's Δ range = [0.03, 0.30] ; π = -0.13
last week's δ range = [0.18 , 0.36]
CSX = 34.92    0.35(-) ; δ (last) = 1.15 ; δ (current) = 1.58
last-wk range [32.8, 34.3] ; 52wk [20.70 , 69.50] ; δ = 1.5
last week's Δ range = [0.11, 1.95] ; π = +2.18
last week's δ range = [1.40 , 2.49]
CAT = 37.62   0.62(-) ; δ (last) = 1 ; δ (current) = 1.82
last-wk range [36.7, 38.5] ; 52wk [21.71 , 83.65] ; δ = 1.8 
last week's Δ range = [0.10, 2.09] ; π = +3.01
last week's δ range = [0.76 , 1.94]
BRK/A - Berkshire Hathaway Inc = 90450   1000(-) ; δ (last) = 1350 ; δ (current) = 1700
last-wk range [89500, 91976] ; 52wk [70050 , 147000] ; δ = 2476
last week's Δ range = [96, 2476] ; π = -1800
last week's δ range = [750, 2476]

{Futures/Commodities}
{core}
Oil    =   $71.50    0.89(+) ;  δ (last) = 2.26 ; δ (current) =  1.36
last week's range [66, 68.9] ; δ = 2.9
last week's Δ range = [0.1, 2.93] ; π = +6.99
last week's δ range = [1.55, 4]
NYH-RBOB-G = $2.02    0.0388(+) ;  δ (last) = 0.0472 ; δ (current) =  0.0563
last week's range [1.9, 2] ; δ = 0.1
last week's Δ range = [0, 0.07] ; π = +0.044
last week's δ range = [0.04, 0.09]
NaturalG    =   $3.776  3.688    0.047(-) ;  δ (last) =  0.164 ; δ (current) = 0.088
last week's range [3.8, 4.2] ; δ = 0.4
last week's Δ range = [0.05, 0.35] ; π = -0.098
last week's δ range = [0.22, 0.43]
Corn    =   $435.60   8.4(-) ;  δ (last) = 5.4 ; δ (current) = 14.4
last week's range [432, 449] ; δ = 17
last week's Δ range = [3.8, 17] ; π = +0.8
last week's δ range = [6, 15]
Wheat    =   $596    17.6(-) ;  δ (last) = 15 ; δ (current) = 22.6
last week's range [617, 674] ; δ = 57
last week's Δ range = [5, 52] ; π = -14.2
last week's δ range = [8, 40]
Sugar    =   $21.33    0(*) ;  δ (last) = 0 ; δ (current) = 0
last week's range [21.4, 21.8] ; δ = 0.4
last week's Δ range = [0, 0.40] ; π = -0.3
last week's δ range = [0, 0.1]

{no-core, but often considered essential}
Soybeans    =   $1246   2.6(+) ;  δ (last) = 16.6  ; δ (current) = 17
last week's range [1182, 1230] ; δ = 48
last week's Δ range = [5, 48] ; π = +41.4
last week's δ range = [14, 38]
Coffee    =   $130.15    1.1(-) ;  δ (last) = 1.8 ; δ (current) =  4.05
llast week's range [134, 142] ; δ = 8
last week's Δ range = [0.1, 7] ; π = -0.9
last week's δ range = [3, 7]
Cocao    =   $2748    22(-) ;  δ (last) = 80 ; δ (current) = 66
last week's range [2635, 2727] ; δ = 92
last week's Δ range = [3, 51] ; π = +125
last week's δ range = [59, 137]
Orange Juice = $85.05    1.3(-) ;  δ (last) = 2.9 ; δ (current) = 2.55
last week's range [90.5, 94.5] ; δ = 4
last week's Δ range = [0.5, 1.3] ; π = -3.3
last week's δ range = [1.3, 3.3]
Pork Bellies    =   $55.90    3(-) ;  δ (last) = 3 ; δ (current) = 3
last week's range [62.7, 72.5] ; δ = 10.2
last week's Δ range = [0.1, 3.8] ; π = -9.7
last week's δ range = [0, 2.7]

{Other Indicators}
Dollar Index = 80.25    0.39(+)  ; δ (last) = 0.09 ; δ (current) = 1.19
last week's range [79.3, 80.7] ; δ = 1.4
last week's Δ range = [0.01, 1.3] ; π = +1.465
last week's δ range = [0.08, 1.7]
10-yr Treasury = 115.047    0.281(-)  ; δ (last) = 0.031 ; δ (current) = --
last week's range [115.1, 117.8] ; δ = 2.7
last week's Δ range = [0.3, 1.6] ; π = -0.56
last week's δ range = [0, 1.7]
Libor (1 month) = 99.675   0.005(+)  ; δ (last) = 0 ; δ (current) = 0
last week's range [99.66, 99.67] ; δ = 0.01
last week's Δ range = [0, 0.02] ; π = -0.0125
last week's δ range = [0, 0.02]
Baltic Dry Index = 3452   66(-)
last-wk range [3681, 4291] ; 52wk [663 , 11067] ; δ = 610
last week's Δ range = [185, 425] ; π = +315

*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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