Tuesday, July 7, 2009

The DECB Daily US Market Report

Dow =     8,163.60   161.27(-) ; δ (last) = 122 ; δ (current) = 172
range: last [8281, 8529] ; prior [8323, 8472] ; prior2 [8497, 8612]  ; 52wk08 [7552 , 13057] ; δ = 248
last week's Δ range = [57, 223] ;
last π = -157.65 ; prior π = -101.34 ; prior2 π = -259.53
last week's δ range = [67 , 222]

---Auto Sector Tracking---

Toyota  =    74.45   1.16(-) ; δ (last) = 0.7 ; δ (current) = 1.55
range: last [74.1, 75.5] ;  prior [74.7, 77.7] ; prior2 [75.7, 76.7] ; 52wk [55.41 , 106.82] ; δ = 4.4
last week's Δ range = [0.04, 1.21] ;
last π = -2.25 ; prior π = -0.27 ; prior2 π = -2.23
last week's δ range = [1 , 1.7]
Honda  =    26.18   0.73(-) ; δ (last) = 0.32 ; δ (current) = 0.47
range: last [26.3, 27.6] ; prior [26.3, 27.7] ; prior2 [27.2, 28] ; 52wk [17.35 , 36.40] ; δ = 1.3
last week's Δ range = [0.07, 1.21] ;
last π = -1.21 ; prior π = +0.25 ; prior2 π = -1.6
last week's δ range = [0.45 , 0.58]
Tata Motors  = 8.21   0.19(-) ; δ (last) = 0.37 ; δ (current) = 0.14
range: last [8.5, 9.4] ; prior [9.1, 9.7] ; prior2 [9.2, 9.7] ; 52wk [3.05 , 13.73] ; δ = 0.9
last week's Δ range = [0.25, 0.88] ;
last π = -1.14 ; prior π = +0.04 ; prior2 π = -0.68
last week's δ range = [0.25 , 0.89]

---Cross Sector Tracking---

YellowRCW = 1.24   0.36(-) ; δ (last) = 0.16 ; δ (current) = 0.36
range: last  [1.68, 1.73] ; prior  [1.6, 1.9] ; prior2 [2, 2.4] ; 52wk [1.20 , 22.52] ; δ = 0.05
last week's Δ range = [0.05, 0.30] ;
last π = -0.13 ; prior π = -0.17 ; prior2 π = -0.56
last week's δ range = [0.06 , 0.11]
CSX = 31.25    1.29(-) ; δ (last) = 0.76 ; δ (current) = 1.43
range: last [33.2, 34.8] ; prior [32.1, 36.2] ; prior2 [33.8, 34.6] ; 52wk [20.70 , 69.50] ; δ = 1.6
last week's Δ range = [0, 1.44] ;
last π = -2.98 ; prior π = +1.64 ; prior2 π = -1.96
last week's δ range = [0.9 , 2]
CAT = 30.29   1.41(-) ; δ (last) = 0.87 ; δ (current) = 1.53
range: last [31.7, 34.7] ; prior [32.4, 34.6] ; prior2 [37.6, 38.6] ; 52wk [21.71 , 83.65] ; δ = 3
last week's Δ range = [0.4, 1.29] ;
last π = -2.82 ; prior π = +0.91 ; prior2 π = -4.08
last week's δ range = [1 , 1.75]
BRK/A - Berkshire Hathaway Inc = 87200  1275(-) ; δ (last) = 1400 ; δ (current) = 1360
range: last [88700, 90490] ; prior [85800, 86800] ; prior2 [87250, 90700] ; 52wk [70050 , 147000] ; δ = 1790
last week's Δ range = [95, 1000] ;
last π = +3144 ; prior π = -1040 ; prior2 π = -3620
last week's δ range = [722, 1580]

{Futures/Commodities}
{core}
Oil    =   $62.23    1.85(-) ;  δ (last) = 3.77 ; δ (current) =  2.7
range: last [66.4, 71.6] ; prior [66.8, 70.4] ; prior2 [69.4, 71.3] ; δ = 5.2
last week's Δ range = [0.98, 2.76] ;
last π = -3 ; prior π = +0.04 ; previous π = -2.85
last week's δ range = [3.3, 4.5]
NYH-RBOB-G = $1.7175   0.027(-) ;  δ (last) = 0.08 ; δ (current) =  0.055
range: last [1.86, 1.95] ; prior [1.8, 1.9] ; prior2 [1.9, 2.1] ; δ = 0.09
last week's Δ range = [0.01, 0.07] ;
last π = -0.096 ; prior π = -0.046 ; prior2 π = -0.125
last week's δ range = [0.09, 0.11]
NaturalG    =   $3.373    0.126(-) ;  δ (last) =  0.316 ; δ (current) = 0.152
range: last [3.6, 3.9] ; prior [3.8, 4] ; prior2 [4.06, 4.26] ; δ = 0.2
last week's Δ range = [0.09, 0.55] ;
last π = -0.845 ; prior π = -0.074 ; prior2 π = +0.175
last week's δ range = [0.13, 0.19]
Corn    =   $335.50   8.75(-) ;  δ (last) = 2.5 ; δ (current) = 21
range: last [346, 377] ; prior [382, 390] ; prior2 [399, 408] ; δ = 31
last week's Δ range = [2, 14] ;
last π = -46.8 ; prior π = -15 ; prior2 π = -26.2
last week's δ range = [4, 11]
Wheat    =   $483.75     6.75(-) ;  δ (last) = 5 ; δ (current) = 5.5
range: last [500, 528] ; prior [533, 547] ; prior2 [555, 575] ; δ = 28
last week's Δ range = [5, 17] ;
last π = -33.95 ; prior π = -21 ; prior2 π = -29.4
last week's δ range = [2, 18]
Sugar    =   $22.83    0.04(+) ;  δ (last) = 0.01 ; δ (current) = 0.01
range: last [22.5, 22.8] ; prior [22.3, 22.8] ; prior2 [22.3, 22.8] ; δ = 0.5
last week's Δ range = [0, 0.30] ;
last π = -0.05 ; prior π = +0.35 ; prior2 π = +1.14
last week's δ range = [0, 0.16]

{no-core, but often considered essential}
Soybeans    =   $1133.5  66.5(-) ;  δ (last) = 21  ; δ (current) = 66
range: last [1215, 1259] ; prior [1151, 1201] ; prior2 [1179, 1214] ; δ = 44
last week's Δ range = [11, 32] ;
last π = +72 ; prior π = +22 ; prior2 π = -66.4
last week's δ range = [18, 31]
Coffee    =   $114     1.4(-) ;  δ (last) = 1.75 ; δ (current) =  0.65
range: last [115, 142] ; prior [115, 118] ; prior2 [117, 123] ; δ = 27
last week's Δ range = [0.7, 26] ;
last π = -1.9 ; prior π = -0.05 ; prior π = -12.8
last week's δ range = [1.9, 6.1]
Cocao    =   $2442   6(-) ;  δ (last) = 15 ; δ (current) = 0
range: last [2477, 2635] ; prior [2421, 2538] ; prior2 [2505, 2627] ; δ = 158
last week's Δ range = [14, 131] ;
last π = -61 ; prior π = +33 ; prior2 π = -253
last week's δ range = [0, 80]
Orange Juice = $86.60   0.35(+) ;  δ (last) = 3 ; δ (current) = 1.6
range: last [73.9, 94.5] ; prior [74.3, 75.2] ; prior2 [76.5, 78.5] ; δ = 20.6
last week's Δ range = [0.10, 21] ;
last π = +2.6 ; prior π = -2.65 ; prior2 π = -1.95
last week's δ range = [1.3, 2.7]
Pork Bellies    =   $57.2    2(+) ;  δ (last) = 1.7 ; δ (current) = 1.73
range: last [53.9, 56] ; prior [58.4, 63.2] ; prior2 [58.9, 60.2] ; δ = 2.1
last week's Δ range = [0.4, 3] ;
last π = -4.55 ; prior π = -1.85 ; prior2 π = +1.7
last week's δ range = [1, 3.4]

{Other Indicators}
Dollar Index = 80.985     0.335(+)  ; δ (last) = 0.23 ; δ (current) = 0.125
range: last [79.9, 80.7] ; prior [80.861, 80.861] ; prior2 [80.861, 80.861] ; δ = 0
last week's Δ range = [0.4, 0.8] ;
last π = +0.41 ; prior π = -0.561 ; prior2 π = +0.421
last week's δ range = [0.1, 0.3]
10-yr Treasury = 117.297    0.453(+)  ; δ (last) = 0.328 ; δ (current) = 0.641
range: last [116.2, 116.9] ; prior [116, 116.4] ; prior2 [115.8, 116.7] ; δ = 0.7
last week's Δ range = [0.03, 0.20] ;
last π = +0.344 ; prior π = +0.25 ; prior2 π = 0
last week's δ range = [0.13, 0.14]
Libor (1 month) = 99.698   0(+)  ; δ (last) = 0.0025 ; δ (current) = 0
range: last [99.675, 99.693] ; prior [99.645, 99.675] ; prior2 [99.6812, 99.6812] ; δ = 0.018
last week's Δ range = [0, 0.02] ;
last π = -0.0155 ; prior π = -0.0087 ; prior2 π = +0.0012
last week's δ range = [0, 0.01]
Baltic Dry Index = 3216  159(-)
range: last [3520, 3757] ; prior [3703, 4029] ; prior2 [3763, 4073] ; 52wk [663 , 11067] ; δ = 237
last week's Δ range = [15, 152] ;
last π = -183 ; prior π = -367 ; prior2 π = +487

*Red means out of range, below the lower bound
*Bold means out of range, above the upper bound
*Prior = the week prior to the last
*Prior2 = the 2nd week prior to the last
*π = momentum
*δ = the difference between the high and the low
*Δ = change



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