****************************************************************************** July 31st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 986.8 993.18 982.85 987.48 0.73/0% 1%/10% S&P100 460.14 462.91 458.47 460.26 0.2/0% 1%/10% VIX 25.4 26.22 24.93 25.92 0.52/2% 7%/-7% Nasdaq100 1608.26 1619.67 1602.25 1603.36 -6.51/0% 0%/11% VXN 26.63 26.63 25.55 26.16 -0.47/-2% 2%/-7% NYSE TICK -142 1261 -828 -140 ---- ---- PreCloseTICK-499 TICKscore 27 CumAdj TICK 480 NYSE TRIN 0.76 0.76 0.76 0.76 ---- ---- Dow Indus 9218.8 9133.5 9171.6 17.15/0% 1%/11% DJIA@10:30 9177.4 DJIA@3:00 9174.7 LstHour Ind -26.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 460.26 460.06 455.18 456.38 457.34 456.41 Upper Band 474.41 471.90 468.80 466.29 463.41 459.80 Lower Band 403.72 402.23 402.46 402.41 402.98 403.75 VIX 25.92 25.40 25.61 25.01 24.28 23.09 Upper Band 31.12 31.29 31.32 31.35 31.35 31.35 Lower Band 21.02 21.05 21.11 21.15 21.18 21.35 NDX 1603.36 1609.87 0.00 1605.47 0.00 1599.06 Upper Band 1675.93 1666.42 2112.85 1641.21 2091.57 1610.79 Lower Band 1366.07 1359.88 740.63 1360.00 737.54 1366.33 VXN 26.16 26.63 26.22 25.35 25.65 24.67 Upper Band 31.10 31.24 31.25 31.26 31.27 31.28 Lower Band 22.18 22.24 22.25 22.28 22.39 22.46 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6424.28 6384.31 6280.57 6328.67 6364.66 6337.46 Tot Issues 3158 3160 3163 3181 3155 3164 Advancers 1886 2432 1224 1437 1932 1915 % of Total 59.7% 77.0% 38.7% 45.2% 61.2% 60.5% Decliners 1148 635 1843 1566 1082 1134 % of Total 36.4% 20.1% 58.3% 49.2% 34.3% 35.8% Unchanged 124 93 96 178 141 115 New Highs 110 127 83 82 97 63 New Lows 7 7 2 2 1 4 Adv Volume 1018083 943749 467441 614935 653191 640509 % of Total 67.7% 69.6% 40.9% 49.5% 62.7% 62.6% Decl Volume 471631 401314 667205 617532 374751 357313 % of Total 31.3% 29.6% 58.3% 49.8% 35.9% 34.9% Total Vol 1504721 1356359 1143623 1241236 1042435 1023367 Unch Volume 15007 11296 8977 8769 14493 25545 ARMS Index 0.76 1.63 0.95 0.92 1.02 0.94 5 Day ARMS 5.28 5.46 4.82 4.85 5.6 5.58 McClellanOs 155 157 97 168 220 223 McClellanSm 4440 4285 4128 4031 3863 3643 Cumul TICK 90809 67762 22231 37546 63422 57332 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1978.5 1984.3 1967.76 1975.51 1967.89 1965.96 Tot Issues 2818 2815 2796 2820 2822 2798 Advancers 1264 1805 983 1426 1479 1465 % of Total 44.9% 64.1% 35.2% 50.6% 52.4% 52.4% Decliners 1352 799 1607 1187 1123 1187 % of Total 48.0% 28.4% 57.5% 42.1% 39.8% 42.4% Unchanged 202 211 206 207 220 146 New Highs 64 115 50 65 86 69 New Lows 3 5 5 4 5 11 Adv Volume 962686 1576199 936056 1332573 1383823 1162562 % of Total 44.0% 62.4% 45.2% 60.4% 64.6% 52.1% Decl Volume 1206033 925693 1120446 836455 734486 999596 % of Total 55.1% 36.7% 54.1% 37.9% 34.3% 44.8% Total Vol 2190389 2525679 2072653 2206857 2141690 2232923 Unch Volume 21670 23787 16151 37829 23381 70765 ARMS Index 1.17 1.33 0.73 0.75 0.7 1.06 5 Day ARMS 4.68 4.57 3.98 4.01 3.8 3.55 McClellanOs 81 106 70 123 134 140 McClellanSm 2088 2007 1901 1831 1708 1574 Cumul TICK 30377 35006 21900 4371 -2259 25796 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun ------------------------------------------------------------------------------ AAII Bull 48 38 29 28 38 28 AAII Bear 31 42 47 55 45 49 Market Vane 46 45 43 41 43 42 II Bull 42.2 36.7 35.6 42.7 41.4 43.6 II Bear 31.1 35.6 35.6 30.3 29.9 28.7 OddLot ShRt 30 35.4 33.5 30.5 27.6 34.7 ****************************************************************************** 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.