Sep
09
End-of-Day DataSheet for September 9th, 2010
By******************************************************************************
September 9th, 2010 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg 1wk/1mo Chg
------------------------------------------------------------------------------
S&P500 1101.15 1110.27 1101.15 1104.18 5.31/0% 1%/1%
S&P100 497.72 502.24 497.72 499.80 3.02/1% 1%/1%
VIX 22.22 23.24 22.14 22.81 -0.44/-2% -2%/-10%
Nasdaq100 1897.01 1897.93 1882.79 1886.14 6.14/0% 2%/2%
VXN 22.49 23.43 22.48 23.29 -0.24/-1% -3%/-13%
NYSE TICK 625 1003 -1246 333 ---- ----
PreCloseTICK26
TICKscore -14
CumAdj TICK -2
NYSE TRIN 0.75 0.75 0.75 0.75 ---- ----
Dow Indus 10476.6 10386.6 10415.2 28.23/0% 1%/0%
DJIA@10:30 10462.4
DJIA@3:00 10422.7
LstHour Ind -82.8
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
OEX 499.80 496.78 493.68 498.96 492.50 489.04
Upper Band 504.46 503.70 506.55 510.18 512.20 515.10
Lower Band 471.45 471.78 470.16 468.34 467.37 466.34
VIX 22.81 23.25 23.80 21.31 23.19 23.89
Upper Band 28.50 28.45 28.54 28.68 28.61 28.71
Lower Band 21.71 22.01 21.84 21.53 21.65 21.43
NDX 1886.14 1880.00 1856.50 1870.31 1840.58 9999.00
Upper Band 5888.65 5887.46 5888.05 5889.81 5890.79 5892.66
Lower Band -1426.19 -1429.08 -1427.75 -1423.64 -1421.36 -1416.80
VXN 23.29 23.53 23.99 21.95 23.93 24.93
Upper Band 29.99 29.95 29.95 30.06 29.91 29.97
Lower Band 22.23 22.63 22.64 22.43 22.67 22.53
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
NYSE Comp 7034.37 6999.94 6959.94 7055.03 6966.25 6910.98
Tot Issues 3135 3144 3142 3137 3130 3166
Advancers 1892 2111 794 2370 2149 2668
% of Total 60.4% 67.1% 25.3% 75.5% 68.7% 84.3%
Decliners 1153 919 2244 666 878 431
% of Total 36.8% 29.2% 71.4% 21.2% 28.1% 13.6%
Unchanged 90 114 104 101 103 67
New Highs 248 227 166 244 168 234
New Lows 9 9 16 4 13 10
Adv Volume 568481 629344 125428 846155 796265 1143844
% of Total 67.8% 71.5% 15.1% 89.4% 82.9% 96.0%
Decl Volume 261440 226143 697557 83474 159490 46363
% of Total 31.2% 25.7% 84.0% 8.8% 16.6% 3.9%
Total Vol 838902 879858 830332 946134 960590 1191625
Unch Volume 8981 24371 7347 16505 4835 1418
ARMS Index 0.75 0.83 1.97 0.35 0.49 0.25
5 Day ARMS 4.39 3.89 3.89 5.74 5.92 7.26
McClellanOs 110 93 46 146 77 21
McClellanSm 2404 2294 2201 2154 2008 1932
Cumul TICK 8307 9593 -23226 38310 45344 68478
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Nasdaq Comp 2236.2 2228.87 2208.89 2233.75 2200.01 2176.84
Tot Issues 2731 2758 2756 2751 2729 2752
Advancers 1390 1729 599 2038 1656 2200
% of Total 50.9% 62.7% 21.7% 74.1% 60.7% 79.9%
Decliners 1189 886 2062 597 947 477
% of Total 43.5% 32.1% 74.8% 21.7% 34.7% 17.3%
Unchanged 152 143 95 116 126 75
New Highs 74 73 41 88 58 47
New Lows 42 40 31 21 34 47
Adv Volume 965512 1402501 468801 1468939 1454442 2038898
% of Total 56.6% 69.5% 27.8% 89.1% 86.5% 95.5%
Decl Volume 637441 596062 1149672 159360 213291 86125
% of Total 37.4% 29.5% 68.2% 9.7% 12.7% 4.0%
Total Vol 1706654 2018218 1685240 1647796 1680599 2133971
Unch Volume 103701 19655 66767 19497 12866 8948
ARMS Index 0.77 0.83 0.71 0.37 0.26 0.19
5 Day ARMS 2.94 2.36 3.4 4.02 4.06 6.49
McClellanOs 102 101 61 148 80 43
McClellanSm -112 -214 -314 -375 -524 -604
Cumul TICK 33010 47816 -178406 87220 38914 103263
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 3-Sep 27-Aug 20-Aug 13-Aug 6-Aug 30-Jul
------------------------------------------------------------------------------
AAII Bull 31 21 30 40 30 40
AAII Bear 42 50 43 30 38 33
Market Vane 43 42 46 50 48 50
II Bull 29.4 33.3 36.7 41.7 38.9 38.2
II Bear 37.7 31.2 31.1 27.5 33.3 34.9
OddLot ShRt 39.8 32.5 378 35.6 38.3 31.9
******************************************************************************
DISCLAIMER: 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.
******************************************************************************
(C) 2010 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION.
