Sep
30

End-of-Day DataSheet for September 30th, 2010

By on Thursday, September 30th, 2010 at 8:56 pm
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                 September 30th, 2010 Market Tells DataSheet
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Cash Prices Open       High       Low        Close      Chg        1wk/1mo Chg
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S&P500      1145.97    1157.16    1136.08    1141.2     -3.53/0%   -1%/6%
S&P100      516.82     521.83     512.63     514.66     -1.65/0%   -1%/5%
VIX         22.85      24.52      22.39      23.7       0.45/2%    9%/-1%
Nasdaq100   2021.49    2029.65    1986.33    1998.04    -11.04/-1% -1%/-80%
VXN         24.48      25.68      23.61      24.96      0.48/2%    10%/0%
NYSE TICK   770        1148       -1310      345        ----       ----
PreCloseTICK-652
TICKscore   -9
CumAdj TICK 90
NYSE TRIN   1.35       1.35       1.35       1.35       ----       ----
Dow Indus              10948.9    10745.4    10788.1    -47.23/0%  -1%/5%
DJIA@10:30                                   10911.1
DJIA@3:00                                    10818.8
LstHour Ind                                  -106.6

BandWatch   Today      1d back    2d back    3d back    4d back    5d back
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OEX         514.66     516.31     518.01     516.49     519.34     509.46
Upper Band  524.99     525.47     527.56     528.11     527.15     525.95
Lower Band  491.48     488.44     482.30     477.47     474.98     471.73
VIX         23.70      23.25      22.60      22.54      21.71      23.87
Upper Band  24.14      24.18      24.94      25.95      26.12      26.91
Lower Band  20.76      20.74      20.26      19.71      19.73      19.50
NDX         1998.04    2009.08    2012.43    2010.99    2023.84    1982.15
Upper Band  2062.40    5950.42    5944.70    5938.79    5933.11    5926.41
Lower Band  1829.35    -1258.57   -1277.02   -1295.14   -1311.40   -1330.18
VXN         24.96      24.48      23.86      23.64      22.72      24.26
Upper Band  25.07      25.07      25.96      26.86      27.22      28.20
Lower Band  21.23      21.24      20.64      20.14      20.05      19.69

NYSE        Today      1d back    2d back    3d back    4d back    5d back
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NYSE Comp   7281.07    7299.31    7310.32    7263.37    7301.04    7141.51
Tot Issues  3139       3133       3138       3096       3163       3144
Advancers   1530       1670       2140       1270       2540       930
% of Total  48.7%      53.3%      68.2%      41.0%      80.3%      29.6%
Decliners   1489       1352       901        1743       540        2126
% of Total  47.4%      43.2%      28.7%      56.3%      17.1%      67.6%
Unchanged   120        111        97         130        83         88
New Highs   249        188        171        191        211        94
New Lows    9          7          14         7          8          18
Adv Volume  536128     474380     783140     341116     961108     235173
% of Total  41.6%      46.9%      76.1%      37.1%      89.8%      24.7%
Decl Volume 703180     513188     231785     567148     107515     710095
% of Total  54.6%      50.7%      22.5%      61.7%      10.0%      74.6%
Total Vol   1287268    1012036    1029166    919263     1070656    951559
Unch Volume 47960      24468      14241      10999      2033       6291
ARMS Index  1.35       1.34       0.7        1.23       0.53       1.32
5 Day ARMS  5.15       5.12       4.99       5.53       4.62       5.95
McClellanOs 27         44         47         -4         36         -61
McClellanSm 3449       3422       3378       3331       3335       3299
Cumul TICK  18028      21700      -8082      2368       72493      -3626

NASDAQ      Today      1d back    2d back    3d back    4d back    5d back
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Nasdaq Comp 2368.62    2376.56    2379.59    2369.77    2381.22    2327.08
Tot Issues  2781       2762       2758       2754       2769       2737
Advancers   1306       1379       1771       1049       2157       881
% of Total  47.0%      49.9%      64.2%      38.1%      77.9%      32.2%
Decliners   1328       1225       861        1613       515        1722
% of Total  47.8%      44.4%      31.2%      58.6%      18.6%      62.9%
Unchanged   147        158        126        104        97         134
New Highs   135        135        129        115        130        61
New Lows    29         14         20         16         22         44
Adv Volume  768458     962992     1250924    852074     1742246    754056
% of Total  31.8%      46.3%      58.8%      45.1%      87.4%      39.2%
Decl Volume 1610050    1088337    861487     1027721    244377     1140416
% of Total  66.6%      52.4%      40.5%      54.4%      12.3%      59.3%
Total Vol   2418303    2077939    2125738    1888513    1993380    1923115
Unch Volume 39795      26610      13327      8718       6757       28643
ARMS Index  2.06       1.27       1.42       0.77       0.59       0.77
5 Day ARMS  6.11       4.82       4.65       4.22       4.25       4.8
McClellanOs 63         77         82         43         83         1
McClellanSm 1294       1230       1154       1072       1029       946
Cumul TICK  35149      -23233     -12510     -49149     158843     -128223

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                              Weekly Sentiment
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Sentiment   24-Sep     17-Sep     10-Sep     3-Sep      27-Aug     20-Aug
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AAII Bull   45         51         44         31         21         30
AAII Bear   25         24         32         42         50         43
Market Vane 53         50         48         43         42         46
II Bull     41.4       36.7       33.3       29.4       33.3       36.7
II Bear     29.3       31.1       32.2       37.7       31.2       31.1
OddLot ShRt 32.3       32.3       32.3       39.8       32.5       378

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PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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Comments, data and trading signals herein are for informational purposes only and are not recommendations to buy or sell. All information presented is believed to be accurate but is not guaranteed.