****************************************************************************** August 19th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 986.88 999.61 980.62 996.46 6.79/1% -2%/4% S&P100 458.25 464.44 455.48 462.98 3.36/1% -1%/4% VIX 28.08 28.14 26.14 26.26 0.08/0% 6%/12% Nasdaq100 1568.41 1600.23 1566.44 1596.61 10.11/1% -2%/2% VXN 27.5 27.5 26.06 26.21 0.03/0% 4%/5% NYSE TICK -289 1242 -954 819 ---- ---- PreCloseTICK383 TICKscore 24 CumAdj TICK 74 NYSE TRIN 1.08 1.08 1.08 1.08 ---- ---- Dow Indus 9313.1 9131.9 9279.2 61.22/1% -1%/4% DJIA@10:30 9189.9 DJIA@3:00 9289.6 LstHour Ind 17.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 462.98 459.62 455.50 466.22 469.18 466.17 Upper Band 471.72 473.15 474.08 475.13 475.77 475.41 Lower Band 452.36 449.25 447.08 444.96 441.82 439.34 VIX 26.26 26.18 27.89 24.27 24.71 25.45 Upper Band 27.32 27.26 27.14 26.48 26.48 26.54 Lower Band 23.11 22.89 22.78 23.09 23.09 23.11 NDX 1596.61 1586.50 1564.89 1611.58 1628.65 1619.59 Upper Band 1636.85 1640.18 1644.68 1648.40 1654.56 1657.06 Lower Band 1575.35 1568.86 1561.01 1555.20 1540.61 1527.13 VXN 26.21 26.18 27.59 25.24 25.09 25.68 Upper Band 27.18 27.15 27.15 26.76 26.83 26.84 Lower Band 24.49 24.39 24.25 24.36 24.19 24.15 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6479.28 6437.07 6352.11 6537.82 6604.1 6538.87 Tot Issues 3146 3158 3123 3111 3169 3136 Advancers 1847 2426 336 859 2018 2237 % of Total 58.7% 76.8% 10.8% 27.6% 63.7% 71.3% Decliners 1168 614 2728 2159 1045 813 % of Total 37.1% 19.4% 87.4% 69.4% 33.0% 25.9% Unchanged 131 118 59 93 106 86 New Highs 39 37 22 58 89 58 New Lows 4 4 7 2 3 2 Adv Volume 578874 833604 75619 219226 575246 974852 % of Total 58.6% 84.1% 6.2% 20.0% 74.2% 79.5% Decl Volume 396908 153100 1135947 860599 193836 232387 % of Total 40.2% 15.4% 93.1% 78.6% 25.0% 18.9% Total Vol 988254 991012 1220192 1094290 775112 1226813 Unch Volume 12472 4308 8626 14465 6030 19574 ARMS Index 1.08 0.73 1.85 1.56 0.65 0.66 5 Day ARMS 5.87 5.45 6.26 5.28 4.57 4.54 McClellanOs -58 -84 -180 -46 47 23 McClellanSm 4914 4972 5056 5236 5283 5236 Cumul TICK 48791 75156 -61980 -36909 45055 53551 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1969.24 1955.92 1930.84 1985.52 2009.35 1998.72 Tot Issues 2821 2827 2731 2780 2807 2807 Advancers 1669 1939 469 585 1469 1907 % of Total 59.2% 68.6% 17.2% 21.0% 52.3% 67.9% Decliners 920 689 2184 2084 1171 782 % of Total 32.6% 24.4% 80.0% 75.0% 41.7% 27.9% Unchanged 232 199 78 111 167 118 New Highs 18 16 9 19 53 48 New Lows 6 6 12 2 4 4 Adv Volume 1388161 1422606 143897 436259 1488866 1834206 % of Total 70.2% 81.3% 7.4% 22.4% 71.4% 84.1% Decl Volume 549788 291533 1714490 1464500 573906 327129 % of Total 27.8% 16.7% 87.7% 75.2% 27.5% 15.0% Total Vol 1977759 1749422 1955264 1948309 2084319 2181050 Unch Volume 39810 35283 96877 47550 21547 19715 ARMS Index 0.72 0.58 2.56 0.94 0.48 0.43 5 Day ARMS 5.28 4.99 5.65 3.95 4.37 5.03 McClellanOs -30 -73 -151 -69 16 9 McClellanSm 2078 2108 2181 2332 2401 2385 Cumul TICK 6392 19714 -33950 -30685 4339 -12341 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul ------------------------------------------------------------------------------ AAII Bull 51 50 48 38 29 28 AAII Bear 33 35 31 42 47 55 Market Vane 47 48 46 45 43 41 II Bull 49.4 47.2 42.2 36.7 35.6 42.7 II Bear 21.3 25.8 31.1 35.6 35.6 30.3 OddLot ShRt 25.98 26.6 30 35.4 33.5 30.5 ****************************************************************************** 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.