Tuesday, June 16, 2009

The DECB Daily US Market Report

Dow =     8,504.67   107.46(-) ; δ (last) = 221 ; δ (current) = 144
range: last [8739, 8799] ; previous [8675, 8763]  ; 52wk08 [7552 , 13057] ; δ = 60
last week's Δ range = [1, 32] ;
last π = +36.13 ; previous π = +262.80
last week's δ range = [60 , 195]

---Auto Sector Tracking---

Toyota  =    75.72   0.95(-) ; δ (last) = 2 ; δ (current) = 1.49
range: last [78.8, 79.9] ; previous [79, 82] ; 52wk [55.41 , 106.82] ; δ = 1.1
last week's Δ range = [0.04, 0.48] ;
last π = -0.35 ; previous π = -0.96
last week's δ range = [0.84 , 1.87]
Honda  =    27.37    0.63(-) ; δ (last) = 0.8 ; δ (current) = 0.58
range: last [28.9, 29.7] ; previous [29.5, 29.8] ; 52wk [17.35 , 36.40] ; δ = 0.8
last week's Δ range = [0.08, 0.46] ;
last π = +0.57 ; previous π = -0.74
last week's δ range = [0.38 , 0.71]
Tata Motors  = 9.53    0.13(-) ; δ (last) = 0.64 ; δ (current) = 0.69
range: last [10.4, 10.6] ; previous [10.1, 10.5] ; 52wk [3.05 , 13.73] ; δ = 0.2
last week's Δ range = [0.02, 0.20] ;
last π = -0.27  ; previous π = +0.07
last week's δ range = [0.28 , 1.15]

---Cross Sector Tracking---

YellowRCW = 2.32   0.08(-) ; δ (last) = 0.18 ; δ (current) = 0.21
range: last  [2.5, 2.6] ; previous [2.7, 2.9] ; 52wk [1.20 , 22.52] ; δ = 0.1
last week's Δ range = [0.03, 0.12] ;
last π = -0.13 ; previous π = -0.13
last week's δ range = [0.13 , 0.25]
CSX = 34.40   0.23(+) ; δ (last) = 2.8 ; δ (current) = 1.35
range: last [34.5, 36.5] ; previous [32.8, 34.3] ; 52wk [20.70 , 69.50] ; δ = 2
last week's Δ range = [0.06, 1.66] ;
last π = +2.58 ; previous π = +2.18
last week's δ range = [1.15 , 1.81]
CAT = 35.56    0.56(-) ; δ (last) = 1.22 ; δ (current) = 1.58
range: last [37.6, 38.6] ; previous [36.7, 38.5] ; 52wk [21.71 , 83.65] ; δ = 1 
last week's Δ range = [0.01, 0.62] ;
last π = -0.74 ; previous π = +3.01
last week's δ range = [0.75 , 1.98]
BRK/A - Berkshire Hathaway Inc = 89840  860(-) ; δ (last) = 1295 ; δ (current) = 2660
range: last [90351, 91849] ; previous [89500, 91976] ; 52wk [70050 , 147000] ; δ = 1498
last week's Δ range = [551, 1399] ;
last π = +1070 ; previous π = -1800
last week's δ range = [1104, 1850]

{Futures/Commodities}
{core}
Oil    =   $70.26    0.01(+) ;  δ (last) = 2.77 ; δ (current) =  2.97
range: last [68.8, 72.5] ; previous [66, 68.9] ; δ = 3.7
last week's Δ range = [0.24, 1.79] ;
last π = +3.87 ; previous π = +6.99
last week's δ range = [1.36, 2.26]
NYH-RBOB-G = $2.051    0.0034(-) ;  δ (last) = 0.058 ; δ (current) =  0.0663
range: last [1.9, 2.1] ; previous [1.9, 2] ; δ = 0.2
last week's Δ range = [0.01, 0.04] ;
last π = +0.10 ; previous π = +0.044
last week's δ range = [0.04, 0.06]
NaturalG    =   $4.091    0.091(-) ;  δ (last) =  0.373 ; δ (current) = 0.322
range: last [3.7, 3.9] ; previous [3.8, 4.2] ; δ = 0.2
last week's Δ range = [0.05, 0.22] ;
last π = -0.157 ; previous π = -0.098
last week's δ range = [0.09, 0.40]
Corn    =   $404    2(-) ;  δ (last) = 11 ; δ (current) = 7.6
range: last [425, 444] ; previous [432, 449] ; δ = 19
last week's Δ range = [5.4, 15.6] ;
last π = -18.6 ; previous π = +0.8
last week's δ range = [5, 15]
Wheat    =   $565.60    9.6(-) ;  δ (last) = 8 ; δ (current) = 17.6
range: last [584, 614] ; previous [617, 674] ; δ = 30
last week's Δ range = [1, 25] ;
last π = -38.4 ; previous π = -14.2
last week's δ range = [8, 23]
Sugar    =   $22.30    0.43(-) ;  δ (last) = 0 ; δ (current) = 0.15
range: last [21.2, 21.3] ; previous [21.4, 21.8] ; δ = 0.1
last week's Δ range = [0, 0.35] ;
last π = -0.17 ; previous π = -0.3
last week's δ range = [0, 0]

{no-core, but often considered essential}
Soybeans    =   $1201.20    4.2(+) ;  δ (last) = 30  ; δ (current) = 30
range: last [1232, 1267] ; previous [1182, 1230] ; δ = 35
last week's Δ range = [3, 21] ;
last π = +20.2 ; previous π = +41.4
last week's δ range = [17, 34]
Coffee    =   $122.90   1.1(+) ;  δ (last) = 7.9 ; δ (current) =  1.95
range: last [130, 132] ; previous [134, 142] ; δ = 2
last week's Δ range = [0.7, 3.3] ;
last π = -4.05 ; previous π = -0.9
last week's δ range = [2, 5]
Cocao    =   $2609    18(-) ;  δ (last) = 159 ; δ (current) = 45
range: last [2705, 2816] ; previous [2635, 2727] ; δ = 111
last week's Δ range = [5, 68] ;
last π = +48 ; previous π = +125
last week's δ range = [54, 80]
Orange Juice = $77.40    1.1(+) ;  δ (last) = 4.9 ; δ (current) = 2.8
range: last [81.1, 87.5] ; previous [90.5, 94.5] ; δ = 6.4
last week's Δ range = [0.8, 3.2] ;
last π = -9.4 ; previous π = -3.3
last week's δ range = [1.9, 3.9]
Pork Bellies    =   $59    0.10(+) ;  δ (last) = 2.5 ; δ (current) = 2
range: last [55.6, 61.9] ; previous [62.7, 72.5] ; δ = 6.3
last week's Δ range = [0.3, 3] ;
last π = -4.25 ; previous π = -9.7
last week's δ range = [1.9, 3]

{Other Indicators}
Dollar Index = 80.861    0(*)  ; δ (last) = 0.4 ; δ (current) = 0.4
range: last [79.5, 80.8] ; previous [79.3, 80.7] ; δ = 1.3
last week's Δ range = [0.05, 0.98] ;
last π = -0.27 ; previous π = +1.465
last week's δ range = [0.01, 1.2]
10-yr Treasury = 116.734    0.187(+)  ; δ (last) = 0.625 ; δ (current) = 0.109
range: last [115, 116] ; previous [115.1, 117.8] ; δ = 1
last week's Δ range = [0.03, 0.77] ;
last π = +0.906 ; previous π = -0.56
last week's δ range = [0, 0.63]
Libor (1 month) = 99.6812   0(*)  ; δ (last) = 0.0025 ; δ (current) = 0.0025
range: last [99.66, 99.68] ; previous [99.66, 99.67] ; δ = 0.02
last week's Δ range = [0, 0.03] ;
last π = +0.035 ; previous π = -0.0125
last week's δ range = [0, 0.02]
Baltic Dry Index = 3951   188(+)
range: last [3452, 3646] ; previous [3681, 4291] ; 52wk [663 , 11067] ; δ = 194
last week's Δ range = [31, 163] ;
last π = -226 ; previous 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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