****************************************************************************** August 11th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1005.77 1005.77 992.4 994.35 -12.75/-1% -1%/10% S&P100 466.54 466.54 460.76 461.3 -5.91/-1% -1%/9% VIX 24.98 26.98 24.98 25.99 1/4% 4%/4% Nasdaq100 1603.68 1605.8 1587.4 1594.69 -15.74/-1% -1%/10% VXN 25.66 27.17 25.66 26.11 0.45/2% 2%/0% NYSE TICK -216 1100 -1094 -347 ---- ---- PreCloseTICK-332 TICKscore -1 CumAdj TICK -858 NYSE TRIN 1.54 1.54 1.54 1.54 ---- ---- Dow Indus 9334.3 9216.9 9241.5 -96.5/-1% 0%/11% DJIA@10:30 9240.8 DJIA@3:00 9271.5 LstHour Ind 67.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 461.30 467.21 468.07 463.47 466.21 467.31 Upper Band 475.55 478.00 478.71 480.10 480.53 479.63 Lower Band 436.30 430.18 425.04 418.07 412.71 408.34 VIX 25.99 24.99 24.76 25.67 24.90 24.89 Upper Band 26.61 26.48 26.67 27.67 28.62 29.88 Lower Band 23.08 23.12 23.05 22.48 21.94 21.32 NDX 1594.69 1610.43 1619.49 1600.29 1614.44 1628.49 Upper Band 1661.40 1674.86 1681.94 1688.28 1693.15 1692.82 Lower Band 1510.93 1483.28 1459.92 1433.62 1410.22 1390.26 VXN 26.11 25.66 25.02 26.36 25.50 25.17 Upper Band 26.82 26.81 26.95 27.94 28.83 29.90 Lower Band 24.13 24.13 24.08 23.53 23.00 22.49 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6463.62 6550.05 6586.71 6517.67 6558.19 6569.14 Tot Issues 3152 3131 3155 3166 3168 3175 Advancers 808 1444 2360 1152 1410 1849 % of Total 25.6% 46.1% 74.8% 36.4% 44.5% 58.2% Decliners 2238 1595 700 1896 1638 1184 % of Total 71.0% 50.9% 22.2% 59.9% 51.7% 37.3% Unchanged 106 92 95 118 120 142 New Highs 60 98 130 126 151 158 New Lows 1 2 0 3 4 7 Adv Volume 226793 549263 1159320 674553 991622 824451 % of Total 18.9% 50.6% 79.2% 48.9% 64.8% 66.1% Decl Volume 965510 529674 291406 692184 531101 403711 % of Total 80.7% 48.8% 19.9% 50.2% 34.7% 32.4% Total Vol 1196985 1086163 1462910 1379241 1529959 1246836 Unch Volume 4682 7226 12184 12504 7236 18674 ARMS Index 1.54 0.87 0.85 0.62 0.46 0.76 5 Day ARMS 4.34 3.56 3.25 3.16 4.17 4.66 McClellanOs -32 71 116 63 140 200 McClellanSm 5213 5245 5174 5058 4996 4856 Cumul TICK -26027 22528 68987 3139 32751 80290 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1969.73 1992.24 2000.25 1973.16 1993.05 2011.31 Tot Issues 2819 2794 2853 2815 2817 2840 Advancers 722 1285 1905 809 969 1495 % of Total 25.6% 46.0% 66.8% 28.7% 34.4% 52.6% Decliners 1931 1386 734 1812 1691 1154 % of Total 68.5% 49.6% 25.7% 64.4% 60.0% 40.6% Unchanged 166 123 214 194 157 191 New Highs 33 53 55 36 52 74 New Lows 8 8 2 6 4 5 Adv Volume 439432 919984 1504838 668784 782647 1250553 % of Total 22.9% 48.9% 64.8% 27.8% 33.3% 56.0% Decl Volume 1457376 848494 791270 1706168 1524941 852884 % of Total 76.1% 45.1% 34.0% 70.8% 64.8% 38.2% Total Vol 1915537 1879507 2323987 2408402 2353553 2235010 Unch Volume 18729 111029 27879 33450 45965 131573 ARMS Index 1.24 0.86 1.36 1.14 1.12 0.88 5 Day ARMS 5.72 5.36 5.03 4.84 5.03 4.64 McClellanOs -47 24 42 -12 53 112 McClellanSm 2376 2424 2400 2359 2370 2318 Cumul TICK -22396 8880 45203 -4144 158 5918 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul ------------------------------------------------------------------------------ AAII Bull 50 48 38 29 28 38 AAII Bear 35 31 42 47 55 45 Market Vane 48 46 45 43 41 43 II Bull 47.2 42.2 36.7 35.6 42.7 41.4 II Bear 25.8 31.1 35.6 35.6 30.3 29.9 OddLot ShRt 26.6 30 35.4 33.5 30.5 27.6 ****************************************************************************** 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. 18952 2270 1067 16682 15638142 3.4 50 35 48 47.2 25.8 26.6