Wednesday, June 24, 2009

The DECB Daily US Market Report

Dow =     8,299.86    23.05(-) ; δ (last) = 84 ; δ (current) = 169
range: last [8497, 8612] ; previous [8739, 8799]  ; 52wk08 [7552 , 13057] ; δ = 115
last week's Δ range = [7, 187] ;
last π = -259.53 ; previous π = +36.13
last week's δ range = [102 , 221]

---Auto Sector Tracking---

Toyota  =    76.06    0.91(+) ; δ (last) = 0.84 ; δ (current) = 1.78
range: last [75.7, 76.7] ; previous [78.8, 79.9] ; 52wk [55.41 , 106.82] ; δ = 1
last week's Δ range = [0.34, 2.17] ;
last π = -2.23 ; previous π = -0.35
last week's δ range = [0.7 , 2]
Honda  =    26.90    0.13(+) ; δ (last) = 0.39 ; δ (current) = 0.66
range: last [27.2, 28] ; previous [28.9, 29.7] ; 52wk [17.35 , 36.40] ; δ = 0.8
last week's Δ range = [0.08, 0.46] ;
last π = -1.6 ; previous π = +0.57
last week's δ range = [0.35 , 0.8]
Tata Motors  = 9.59    0.37(+) ; δ (last) = 0.26 ; δ (current) = 0.38
range: last [9.2, 9.7] ; previous [10.4, 10.6] ; 52wk [3.05 , 13.73] ; δ = 0.5
last week's Δ range = [0.13, 0.72] ;
last π = -0.68  ; previous π = -0.27
last week's δ range = [0.38 , 0.84]

---Cross Sector Tracking---

YellowRCW = 1.84    0.27(+) ; δ (last) = 0.18 ; δ (current) = 0.34
range: last  [2, 2.4] ; previous [2.5, 2.6] ; 52wk [1.20 , 22.52] ; δ = 0.4
last week's Δ range = [0.06, 0.15] ;
last π = -0.56 ; previous π = -0.13
last week's δ range = [0.18 , 0.62]
CSX = 33.28    0.65(+) ; δ (last) = 1.21 ; δ (current) = 1.16
range: last [33.8, 34.6] ; previous [34.5, 36.5] ; 52wk [20.70 , 69.50] ; δ = 0.8
last week's Δ range = [0.06, 2.35] ;
last π = -1.96 ; previous π = +2.58
last week's δ range = [1.07 , 2.8]
CAT = 33.40    0.40(+) ; δ (last) = 1.01 ; δ (current) = 1.23
range: last [37.6, 38.6] ; previous [37.6, 38.6] ; 52wk [21.71 , 83.65] ; δ = 1 
last week's Δ range = [0.43, 1.61] ;
last π = -4.08 ; previous π = -0.74
last week's δ range = [1.15 , 1.58]
BRK/A - Berkshire Hathaway Inc = 86,800  1,000(+) ; δ (last) = 1570 ; δ (current) = 1251
range: last [87250, 90700] ; previous [90351, 91849] ; 52wk [70050 , 147000] ; δ = 3450
last week's Δ range = [170, 1790] ;
last π = -3620 ; previous π = +1070
last week's δ range = [950, 2660]

{Futures/Commodities}
{core}
Oil    =   $68.40   0.05(-) ;  δ (last) = 3.31 ; δ (current) =  1.8
range: last [69.4, 71.3] ; previous [68.8, 72.5] ; δ = 1.9
last week's Δ range = [0.01, 2] ;
last π = -2.85 ; previous π = +3.87
last week's δ range = [1.53, 3.4]
NYH-RBOB-G = $1.848    0.011(-) ;  δ (last) = 0.0764 ; δ (current) =  0.0348
range: last [1.9, 2.1] ; previous [1.9, 2.1] ; δ = 0.2
last week's Δ range = [0, 0.09] ;
last π = -0.125 ; previous π = +0.10
last week's δ range = [0.04, 0.12]
NaturalG    =   $3.771    0.104(-) ;  δ (last) =  0.173 ; δ (current) = 0.193
range: last [4.06, 4.26] ; previous [3.7, 3.9] ; δ = 0.2
last week's Δ range = [0, 0.29] ;
last π = +0.175 ; previous π = -0.157
last week's δ range = [0.15, 0.37]
Corn    =   $386.40   2.60(-) ;  δ (last) = 8.4 ; δ (current) = 9.8
range: last [399, 408] ; previous [425, 444] ; δ = 9
last week's Δ range = [2, 19] ;
last π = -26.2 ; previous π = -18.6
last week's δ range = [5, 11]
Wheat    =   $539.60     7(-) ;  δ (last) = 7.6 ; δ (current) = 13.6
range: last [555, 575] ; previous [584, 614] ; δ = 20
last week's Δ range = [0.4, 10] ;
last π = -29.4 ; previous π = -38.4
last week's δ range = [8, 18]
Sugar    =   $22.56     0.11(+) ;  δ (last) = 0.05 ; δ (current) = 0.05
range: last [22.3, 22.8] ; previous [21.2, 21.3] ; δ = 0.5
last week's Δ range = [0, 1.42] ;
last π = +1.14 ; previous π = -0.17
last week's δ range = [0, 0.15]

{no-core, but often considered essential}
Soybeans    =   $1185   6(+) ;  δ (last) = 24  ; δ (current) = 16
range: last [1179, 1214] ; previous [1232, 1267] ; δ = 35
last week's Δ range = [4, 48] ;
last π = -66.4 ; previous π = +20.2
last week's δ range = [22, 47]
Coffee    =   $116.60     1.45(+) ;  δ (last) = 2.85 ; δ (current) =  2.5
range: last [117, 123] ; previous [130, 132] ; δ = 6
last week's Δ range = [1.1, 8] ;
last π = -12.8 ; previous π = -4.05
last week's δ range = [2, 8]
Cocao    =   $2509    37(+) ;  δ (last) = 17 ; δ (current) = 63
range: last [2505, 2627] ; previous [2705, 2816] ; δ = 122
last week's Δ range = [7, 131] ;
last π = -253 ; previous π = +48
last week's δ range = [32, 159]
Orange Juice = $74.90   0.3(-) ;  δ (last) = 1.7 ; δ (current) = 1.6
range: last [76.5, 78.5] ; previous [81.1, 87.5] ; δ = 2
last week's Δ range = [1, 2.6] ;
last π = -1.95 ; previous π = -9.4
last week's δ range = [1.4, 4.9]
Pork Bellies    =   $60.20    3(-) ;  δ (last) = 1.15 ; δ (current) = 2.75
range: last [58.9, 60.2] ; previous [55.6, 61.9] ; δ = 1.3
last week's Δ range = [0.1, 0.9] ;
last π = +1.7 ; previous π = -4.25
last week's δ range = [1.5, 3.9]

{Other Indicators}
Dollar Index = 80.82    0.6(+)  ; δ (last) = 0.155 ; δ (current) = 0.155
range: last [80.861, 80.861] ; previous [79.5, 80.8] ; δ = 0
last week's Δ range = [0, 0.42] ;
last π = +0.421 ; previous π = -0.27
last week's δ range = [0.4, 0.4]
10-yr Treasury = 116.0313    0(*)  ; δ (last) = 0.8281 ; δ (current) = 0.8281
range: last [115.8, 116.7] ; previous [115, 116] ; δ = 0.9
last week's Δ range = [0.02, 0.92] ;
last π = 0 ; previous π = +0.906
last week's δ range = [0.02, 0.83]
Libor (1 month) = 99.658   0.005(+)  ; δ (last) = 0.018 ; δ (current) = 0.008
range: last [99.6812, 99.6812] ; previous [99.66, 99.68] ; δ = 0
last week's Δ range = [0, 0.0012] ;
last π = +0.0012 ; previous π = +0.035
last week's δ range = [0.0025, 0.0025]
Baltic Dry Index = 3751  123(-)
range: last [3763, 4073] ; previous [3452, 3646] ; 52wk [663 , 11067] ; δ = 310
last week's Δ range = [3, 188] ;
last π = +487 ; previous π = -226

*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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