****************************************************************************** October 7th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1053.65 1058.02 1050.1 1057.58 2.86/0% 3%/2% S&P100 487.75 489.95 486.22 489.8 1.57/0% 3%/2% VIX 25.78 25.82 24.57 24.68 -1.02/-4% -13%/1% Nasdaq100 1701.4 1710.45 1698.63 1710.45 5.2/0% 3%/2% VXN 26.97 27.06 25.87 25.88 -0.99/-4% -11%/0% NYSE TICK -195 1098 -963 412 ---- ---- PreCloseTICK675 TICKscore 10 CumAdj TICK -189 NYSE TRIN 1.08 1.08 1.08 1.08 ---- ---- Dow Indus 9740.3 9675.6 9725.6 -5.67/0% 2%/2% DJIA@10:30 9714.0 DJIA@3:00 9700.6 LstHour Ind 42.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 489.80 488.23 481.75 475.48 476.71 488.35 Upper Band 497.50 497.46 497.74 498.65 500.17 502.09 Lower Band 476.54 475.49 474.01 472.14 469.68 466.37 VIX 24.68 25.70 26.84 28.68 28.27 25.61 Upper Band 28.00 27.99 27.99 27.77 27.32 27.54 Lower Band 21.72 21.70 21.70 21.75 22.05 21.89 NDX 1710.45 1705.25 1675.64 1662.49 1666.41 1718.99 Upper Band 1748.80 1749.58 1751.91 1756.33 1765.44 1774.69 Lower Band 1662.23 1657.33 1649.96 1641.78 1627.02 1610.55 VXN 25.88 26.87 28.23 29.02 28.95 26.50 Upper Band 28.81 28.81 28.76 28.40 28.14 28.29 Lower Band 22.74 22.74 22.74 22.86 23.03 22.92 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6912.65 6899.68 6795.13 6674.57 6718.05 6910.88 Tot Issues 3139 3106 3161 3148 3147 3155 Advancers 1579 2414 2530 1009 499 1296 % of Total 50.3% 77.7% 80.0% 32.1% 15.9% 41.1% Decliners 1407 621 519 2006 2561 1757 % of Total 44.8% 20.0% 16.4% 63.7% 81.4% 55.7% Unchanged 153 71 112 133 87 102 New Highs 226 342 189 85 124 191 New Lows 3 2 2 8 3 1 Adv Volume 517007 934463 995110 440926 81248 724554 % of Total 47.4% 76.1% 89.0% 31.4% 5.1% 40.8% Decl Volume 498094 205516 111202 949686 1513746 1035429 % of Total 45.6% 16.7% 9.9% 67.7% 94.5% 58.3% Total Vol 1091188 1228551 1118553 1403667 1602673 1774770 Unch Volume 76087 88572 12241 13055 7679 14787 ARMS Index 1.08 0.85 0.54 1.08 3.63 1.05 5 Day ARMS 7.18 7.15 7.19 7.24 7.91 6.23 McClellanOs -42 -39 -129 -247 -208 -98 McClellanSm 4472 4514 4553 4682 4929 5137 Cumul TICK 21481 49480 104634 10546 -59938 13149 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2110.33 2103.57 2068.15 2048.11 2057.48 2122.42 Tot Issues 2791 2795 2799 2810 2808 2833 Advancers 1281 2007 1935 941 445 992 % of Total 45.9% 71.8% 69.1% 33.5% 15.8% 35.0% Decliners 1305 675 690 1688 2199 1687 % of Total 46.8% 24.2% 24.7% 60.1% 78.3% 59.5% Unchanged 205 113 174 181 164 154 New Highs 94 132 56 29 37 75 New Lows 7 8 6 16 11 12 Adv Volume 1289465 1776682 1728480 753036 188140 1416435 % of Total 58.1% 73.3% 80.2% 30.8% 6.9% 53.6% Decl Volume 899118 614812 408698 1667560 2511531 1196452 % of Total 40.5% 25.4% 19.0% 68.1% 92.7% 45.3% Total Vol 2220915 2425063 2156250 2448110 2708170 2640667 Unch Volume 32332 33569 19072 27514 8499 27780 ARMS Index 0.68 1.03 0.66 1.23 2.7 0.5 5 Day ARMS 6.3 6.12 6.14 6.35 6.51 5.67 McClellanOs -22 -19 -96 -179 -160 -77 McClellanSm 1793 1815 1834 1930 2109 2269 Cumul TICK 6518 30789 -26846 -3726 -40656 27950 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 2-Oct 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug ------------------------------------------------------------------------------ AAII Bull 44 39 42 37 38 34 AAII Bear 36 45 40 44 38 49 Market Vane 52 51 50 49 47 49 II Bull 50.6 46.7 47.8 48.3 50.6 51.6 II Bear 23.6 24.4 24.4 23.6 24.1 19.8 OddLot ShRt 46.6 35.1 29 29.3 30.3 28.1 ****************************************************************************** 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) 2009 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.