****************************************************************************** September 29th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1063.68 1069.62 1057.83 1060.61 -2.37/0% 0%/4% S&P100 492.24 494.5 489.57 490.25 -1.44/0% 0%/3% VIX 24.88 25.28 24.54 25.19 0.31/1% 7%/-3% Nasdaq100 1724.2 1732.31 1709.28 1717.67 -6.92/0% 0%/6% VXN 26.21 26.98 25.8 26.11 -0.1/0% 7%/-4% NYSE TICK 1 994 -1201 -290 ---- ---- PreCloseTICK-571 TICKscore -3 CumAdj TICK -447 NYSE TRIN 0.89 0.89 0.89 0.89 ---- ---- Dow Indus 9834.5 9739.1 9742.2 -47.16/0% 0%/3% DJIA@10:30 9782.7 DJIA@3:00 9764.9 LstHour Ind -16.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 490.25 491.69 484.11 486.99 490.36 494.35 Upper Band 502.82 502.07 500.96 500.70 500.11 498.99 Lower Band 463.25 462.45 462.17 461.95 461.63 461.47 VIX 25.19 24.88 25.61 24.95 23.49 23.08 Upper Band 28.33 28.41 28.40 28.34 28.34 28.35 Lower Band 21.46 21.46 21.45 21.42 21.42 21.56 NDX 1717.67 1724.59 1694.15 1709.76 1724.27 1734.09 Upper Band 1778.12 1776.16 1771.35 1769.75 1766.09 1759.46 Lower Band 1594.80 1587.52 1584.20 1580.48 1576.86 1575.06 VXN 26.11 26.21 25.77 25.90 24.47 24.08 Upper Band 28.88 29.00 28.95 28.93 28.91 28.90 Lower Band 22.61 22.60 22.52 22.47 22.45 22.53 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6926.82 6939.76 6823.51 6862.31 6964.69 7047.13 Tot Issues 3163 3151 3147 3123 3160 3156 Advancers 1454 2448 1370 714 1074 2161 % of Total 46.0% 77.7% 43.5% 22.9% 34.0% 68.5% Decliners 1573 608 1648 2306 1973 886 % of Total 49.7% 19.3% 52.4% 73.8% 62.4% 28.1% Unchanged 136 95 129 103 113 109 New Highs 184 190 180 175 306 246 New Lows 2 4 5 5 2 1 Adv Volume 593361 848468 378850 185564 246799 937674 % of Total 50.2% 86.6% 31.5% 13.6% 18.7% 74.0% Decl Volume 573488 125254 795749 1171495 1050416 304054 % of Total 48.5% 12.8% 66.1% 85.6% 79.6% 24.0% Total Vol 1182515 979363 1202954 1367804 1320101 1266585 Unch Volume 15666 5641 28355 10745 22886 24857 ARMS Index 0.89 0.59 1.75 1.95 2.32 0.79 5 Day ARMS 7.5 7.4 7.6 7.25 6.56 5.12 McClellanOs -63 -42 -131 -111 -10 68 McClellanSm 5235 5298 5340 5471 5582 5592 Cumul TICK -4669 71803 20530 -45065 50622 75737 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2124.04 2130.74 2090.92 2107.61 2131.42 2146.3 Tot Issues 2839 2803 2794 2791 2822 2826 Advancers 1092 1981 1126 645 1010 1524 % of Total 38.5% 70.7% 40.3% 23.1% 35.8% 53.9% Decliners 1541 637 1497 2018 1649 1136 % of Total 54.3% 22.7% 53.6% 72.3% 58.4% 40.2% Unchanged 206 185 171 128 163 166 New Highs 91 88 30 47 128 129 New Lows 6 6 9 7 3 4 Adv Volume 823310 1455686 822297 368778 909460 1350787 % of Total 39.9% 77.0% 34.8% 14.2% 33.9% 54.2% Decl Volume 1220850 407790 1520312 2147483 1752325 1127783 % of Total 59.2% 21.6% 64.3% 82.8% 65.3% 45.3% Total Vol 2062979 1890038 2363934 2593849 2683251 2490488 Unch Volume 18819 26562 21325 77588 21466 11918 ARMS Index 1.05 0.87 1.39 1.86 1.18 1.12 5 Day ARMS 6.35 6.42 6.17 5.47 5.45 4.93 McClellanOs -41 -14 -86 -71 7 54 McClellanSm 2345 2386 2400 2486 2557 2550 Cumul TICK 19040 47931 -17049 -45212 -6936 7997 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug ------------------------------------------------------------------------------ AAII Bull 39 42 37 38 34 34 AAII Bear 45 40 44 38 49 40 Market Vane 51 50 49 47 49 47 II Bull 46.7 47.8 48.3 50.6 51.6 48.3 II Bear 24.4 24.4 23.6 24.1 19.8 23.1 OddLot ShRt 35.1 29 29.3 30.3 28.1 27.5 ****************************************************************************** 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.