****************************************************************************** July 6th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 894.27 898.72 886.36 898.72 2.3/0% -3%/-4% S&P100 418.83 421.55 415.84 421.52 1.42/0% -3%/-4% VIX 30.32 30.6 28.99 29 1.05/4% 14%/-2% Nasdaq100 1435.4 1444.3 1424.61 1441.01 -5.27/0% -3%/-3% VXN 30.18 30.61 29.24 29.25 1.18/4% 11%/-5% NYSE TICK -115 1243 -1192 -100 ---- ---- PreCloseTICK286 TICKscore -9 CumAdj TICK -223 NYSE TRIN 0.95 0.95 0.95 0.95 ---- ---- Dow Indus 8328.0 8206.0 8324.9 44.13/1% -2%/-5% DJIA@10:30 8218.1 DJIA@3:00 8290.5 LstHour Ind 97.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 421.52 420.10 431.42 429.66 428.87 428.87 Upper Band 442.99 443.70 444.20 444.34 445.35 445.35 Lower Band 415.54 416.39 417.69 417.74 417.84 417.84 VIX 29.00 27.95 26.22 26.35 25.93 25.93 Upper Band 32.77 32.82 32.96 33.12 32.87 32.87 Lower Band 24.61 24.62 24.70 25.02 26.07 26.07 NDX 1441.01 1446.28 1481.34 1477.25 1483.83 1480.20 Upper Band 1514.22 1516.58 1518.67 1518.20 1518.45 1517.84 Lower Band 1419.51 1422.36 1424.92 1424.81 1424.86 1424.80 VXN 29.25 28.07 26.86 26.69 26.53 26.53 Upper Band 33.18 33.30 33.47 33.57 33.30 33.30 Lower Band 25.47 25.49 25.63 25.99 27.07 27.07 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5770.00 5775.24 5954.01 5905.15 5962.5 5906.96 Tot Issues 3157 3128 3145 3139 3157 3135 Advancers 1230 585 2238 1313 1876 1830 % of Total 39.0% 18.7% 71.2% 41.8% 59.4% 58.4% Decliners 1829 2448 799 1697 1188 1217 % of Total 57.9% 78.3% 25.4% 54.1% 37.6% 38.8% Unchanged 98 95 108 129 93 88 New Highs 11 17 33 22 22 27 New Lows 6 4 0 4 7 2 Adv Volume 470619 42687 589328 398296 706345 1048548 % of Total 41.4% 6.8% 62.1% 30.8% 66.4% 51.4% Decl Volume 662831 579039 328697 868989 349928 929389 % of Total 58.3% 92.5% 34.7% 67.3% 32.9% 45.6% Total Vol 1137504 625722 948378 1292055 1063694 2039293 Unch Volume 4054 3996 30353 24770 7421 61356 ARMS Index 0.95 3.24 1.56 1.69 0.78 1.33 5 Day ARMS 8.22 8.6 5.87 5.26 4.17 5.23 McClellanOs -90 -59 51 -13 18 -8 McClellanSm 2801 2892 2951 2900 2914 2896 Cumul TICK -14557 -45071 68901 8611 34445 59917 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1787.4 1796.52 1845.72 1835.04 1844.06 1838.22 Tot Issues 2801 2791 2800 2846 2811 2803 Advancers 992 447 1811 1184 1209 1728 % of Total 35.4% 16.0% 64.7% 41.6% 43.0% 61.6% Decliners 1671 2240 883 1526 1489 949 % of Total 59.7% 80.3% 31.5% 53.6% 53.0% 33.9% Unchanged 138 104 106 136 113 126 New Highs 17 13 38 24 43 83 New Lows 23 8 4 5 6 10 Adv Volume 573253 246943 1347186 773264 1221247 1915701 % of Total 29.1% 12.8% 68.3% 37.8% 61.6% 52.9% Decl Volume 1379105 1639105 601889 1244809 726466 1644869 % of Total 70.0% 85.2% 30.5% 60.9% 36.7% 45.4% Total Vol 1970537 1923079 1971053 2044986 1981454 3619621 Unch Volume 18179 37031 21978 26913 33741 59051 ARMS Index 1.43 1.32 0.92 1.25 0.48 1.56 5 Day ARMS 5.4 5.53 4.79 4.06 3.46 4.64 McClellanOs -95 -69 28 -18 2 22 McClellanSm 1417 1512 1581 1552 1571 1569 Cumul TICK -4638 -41325 -331 -23629 5978 37659 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 2-Jul 26-Jun 19-Jun 12-Jun 5-Jun 29-May ------------------------------------------------------------------------------ AAII Bull 38 28 33 39 48 40 AAII Bear 45 49 46 39 37 49 Market Vane 43 42 43 44 45 43 II Bull 41.4 43.6 44.8 47.7 42.5 40.9 II Bear 29.9 28.7 26.4 23.3 25.3 28.4 OddLot ShRt 27.6 34.7 29.3 33.2 36.7 42.2 ****************************************************************************** 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.