****************************************************************************** September 16th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1053.99 1068.76 1052.87 1068.76 16.13/2% 2%/8% S&P100 486.03 491.86 485.37 491.86 6.73/1% 2%/7% VIX 23.29 23.92 22.78 23.69 0.27/1% 1%/-10% Nasdaq100 1705.97 1724.67 1699.74 1723.73 24.2/1% 2%/9% VXN 24.26 24.48 23.75 24.02 -0.59/-2% -3%/-8% NYSE TICK 126 1236 -823 927 ---- ---- PreCloseTICK750 TICKscore 14 CumAdj TICK 604 NYSE TRIN 0.88 0.88 0.88 0.88 ---- ---- Dow Indus 9799.7 9679.2 9791.7 108.3/1% 2%/6% DJIA@10:30 9697.0 DJIA@3:00 9769.7 LstHour Ind 8.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 491.86 485.13 484.52 482.30 483.27 478.95 Upper Band 491.72 489.84 489.62 488.01 486.62 484.83 Lower Band 460.15 458.80 456.06 455.85 455.92 456.00 VIX 23.69 23.42 23.86 24.15 23.55 24.32 Upper Band 28.44 28.50 28.76 28.74 28.72 28.64 Lower Band 22.14 22.33 22.52 22.58 22.66 22.92 NDX 1723.73 1699.53 1693.76 1685.46 1686.16 1669.23 Upper Band 1719.89 1707.89 1702.54 1692.66 1683.93 1673.13 Lower Band 1571.76 1570.04 1561.93 1563.59 1566.64 1570.78 VXN 24.02 24.61 24.93 25.29 24.83 25.77 Upper Band 28.90 28.88 29.04 29.03 29.03 29.02 Lower Band 22.85 23.09 23.23 23.27 23.24 23.34 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7038.14 6917.07 6879.99 6843.82 6850.81 6772.4 Tot Issues 3168 3154 3145 3153 3158 3154 Advancers 2554 2164 2033 1685 2328 2178 % of Total 80.6% 68.6% 64.6% 53.4% 73.7% 69.1% Decliners 525 883 982 1352 717 840 % of Total 16.6% 28.0% 31.2% 42.9% 22.7% 26.6% Unchanged 89 107 130 116 113 136 New Highs 354 230 145 174 179 173 New Lows 2 2 1 2 1 1 Adv Volume 1332484 865754 823571 586856 1226840 822700 % of Total 84.3% 57.8% 68.0% 45.3% 82.1% 66.2% Decl Volume 240807 616240 375737 688125 252100 409058 % of Total 15.2% 41.2% 31.0% 53.2% 16.9% 32.9% Total Vol 1581449 1496866 1211864 1294263 1494445 1242431 Unch Volume 8158 14872 12556 19282 15505 10673 ARMS Index 0.88 1.74 0.94 1.46 0.67 1.29 5 Day ARMS 5.69 6.1 5.94 5.6 4.75 4.99 McClellanOs 211 152 125 107 127 74 McClellanSm 5232 5021 4869 4744 4638 4511 Cumul TICK 108643 83176 88988 38050 84741 84368 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2133.15 2102.64 2091.78 2080.9 2084.02 2060.39 Tot Issues 2841 2828 2816 2816 2806 2812 Advancers 1882 1550 1607 1077 1770 1879 % of Total 66.2% 54.8% 57.1% 38.2% 63.1% 66.8% Decliners 770 1069 1024 1557 846 745 % of Total 27.1% 37.8% 36.4% 55.3% 30.1% 26.5% Unchanged 189 209 185 182 190 188 New Highs 131 111 57 94 107 89 New Lows 3 5 3 1 3 4 Adv Volume 1982237 1550116 1442658 1166860 1940376 1967074 % of Total 73.2% 65.3% 66.9% 50.3% 79.2% 78.9% Decl Volume 533019 785035 689718 1119036 455600 477752 % of Total 19.7% 33.1% 32.0% 48.3% 18.6% 19.2% Total Vol 2707088 2372999 2157607 2318052 2451339 2493936 Unch Volume 191832 37848 25231 32156 55363 49110 ARMS Index 0.66 0.73 0.75 0.66 0.49 0.61 5 Day ARMS 3.29 3.24 2.96 2.7 2.86 3.64 McClellanOs 118 80 72 56 99 67 McClellanSm 2275 2156 2076 2004 1948 1849 Cumul TICK 24158 2540 2606 -12713 -64 24425 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Sep 4-Sep 28-Aug 14-Aug 7-Aug 31-Jul ------------------------------------------------------------------------------ AAII Bull 37 38 34 34 51 50 AAII Bear 44 38 49 40 33 35 Market Vane 49 47 49 47 47 48 II Bull 48.3 50.6 51.6 48.3 49.4 47.2 II Bear 23.6 24.1 19.8 23.1 21.3 25.8 OddLot ShRt 29.3 30.3 28.1 27.5 25.98 26.6 ****************************************************************************** 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 13785420 2.5 37 44 49 48.3 23.6 29.3