****************************************************************************** January 31st, 2008 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 96% odds of a 1/4 point cut (2.75% Fed Funds Target Rate) at the March 18th, 2007 FOMC meeting ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1351.98 1385.62 1334.08 1378.55 22.74/2% 4%/-5% S&P100 630.55 645.57 622.29 643.06 10.7/2% 3%/-5% VIX 28.78 28.81 25.45 26.2 -1.42/-5% -10%/13% Nasdaq100 1782.33 1853.81 1782.02 1841.42 32.91/2% 3%/-10% VXN 32.63 32.73 29.78 31.08 -0.72/-2% -8%/15% NYSE TICK -4 1344 -949 1089 ---- ---- PreCloseTICK389 TICKscore 56 CumAdj TICK 549 NYSE TRIN 0.67 0.67 0.67 0.67 ---- ---- Dow Indus 12702.4 12249.9 12650.4 207.53/2% 4%/-3% DJIA@10:30 12376.5 DJIA@3:00 12620.2 LstHour Ind 96.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 643.06 632.36 634.96 631.74 621.53 632.68 Upper Band 679.55 684.01 690.15 696.72 701.96 707.63 Lower Band 607.29 606.12 605.30 604.37 604.97 607.13 VIX 26.20 27.62 27.32 27.78 29.08 27.78 Upper Band 30.94 30.94 30.81 30.82 30.72 30.46 Lower Band 20.96 20.66 20.27 19.60 18.95 18.17 NDX 1841.42 1808.51 1807.67 1805.08 1789.17 1826.92 Upper Band 2027.74 2055.39 2086.20 2116.78 2141.34 2166.26 Lower Band 1728.69 1721.87 1718.70 1718.07 1723.60 1733.46 VXN 31.08 31.80 32.85 32.56 33.81 32.22 Upper Band 35.49 35.50 35.51 35.56 35.66 35.48 Lower Band 25.51 25.10 24.50 23.52 22.42 21.35 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9126.16 8994.45 9046.02 8978.41 8827.5 8942.25 Tot Issues 3365 3353 3351 3354 3238 3343 Advancers 2472 1369 2189 2561 1362 2082 % of Total 73.5% 40.8% 65.3% 76.4% 42.1% 62.3% Decliners 806 1887 1050 727 1803 1199 % of Total 24.0% 56.3% 31.3% 21.7% 55.7% 35.9% Unchanged 87 97 112 66 73 62 New Highs 29 28 28 15 20 13 New Lows 45 27 17 30 34 31 Adv Volume 1759492 650485 1035462 1410667 501324 1376111 % of Total 81.5% 36.2% 66.6% 86.6% 26.6% 63.4% Decl Volume 382729 1136309 500486 207500 1365408 787133 % of Total 17.7% 63.2% 32.2% 12.7% 72.5% 36.3% Total Vol 2159358 1798406 1555577 1628333 1884401 2169160 Unch Volume 17137 11612 19629 10166 17669 5916 ARMS Index 0.67 1.27 1.01 0.52 2.06 0.99 5 Day ARMS 5.53 5.85 5.52 5.48 5.8 5.36 McClellanOs 184 111 152 102 3 20 McClellanSm -46 -230 -341 -493 -595 -598 Cumul TICK 73828 12471 54311 64218 -6428 50004 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2389.86 2349 2358.06 2349.91 2326.2 2360.92 Tot Issues 3127 3130 3095 3112 3053 3139 Advancers 2041 1300 1688 1971 1351 1733 % of Total 65.3% 41.5% 54.5% 63.3% 44.3% 55.2% Decliners 972 1720 1262 1034 1590 1296 % of Total 31.1% 55.0% 40.8% 33.2% 52.1% 41.3% Unchanged 114 110 145 107 112 110 New Highs 19 9 13 13 12 13 New Lows 107 75 53 68 79 74 Adv Volume 2171392 1102081 1371640 1379113 721752 2160959 % of Total 76.6% 42.9% 63.3% 67.4% 27.2% 73.4% Decl Volume 615563 1448972 771095 586800 1898096 704954 % of Total 21.7% 56.4% 35.6% 28.7% 71.6% 24.0% Total Vol 2833673 2568245 2166610 2046480 2652230 2942718 Unch Volume 46718 17192 23875 80567 32382 76805 ARMS Index 0.6 0.99 0.75 0.81 2.23 0.44 5 Day ARMS 5.38 5.22 5.41 6.78 6.98 5.91 McClellanOs 126 66 84 54 -11 -18 McClellanSm -1962 -2088 -2154 -2238 -2292 -2282 Cumul TICK 13961 -10949 18798 70557 -27093 8511 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 20904 17204 9739 14011 31770 21539 OEX PutVol 24387 20570 13662 13793 30133 24810 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 0.95 0.82 0.90 0.93 1.06 0.89 Equity P/C 0.70 0.63 0.65 0.65 0.67 0.58 SPX P/C n.a 1.04 1.85 1.95 1.79 1.64 OEX P/C 1.17 1.20 1.40 0.98 0.95 1.15 QQQQ P/C n.a 0.67 0.63 1.34 0.95 0.99 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 3267 3264 1624 2149 2696 2455 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 2438 2180 1370 1621 1992 1542 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 2159358 1798406 1555577 1628333 1884401 2169160 Upper Band 2712198 2703138 2740559 2785440 2827342 2865462 Nasd Vol 2833673 2568245 2166610 2046480 2652230 2942718 Upper Band 3503673 3501385 3572845 3663141 3718296 3766083 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 25-Jan 18-Jan 11-Jan 4-Jan 28-Dec 21-Dec ------------------------------------------------------------------------------ Total 2293520 1341917 738395 1745832 1603443 1454817 Members 770723 444727 245810 608735 530273 473953 Specialists 93652 45136 41049 77902 88454 94577 Public 1522797 897190 492585 1137097 1073170 980864 Tot Sht Int 13850660 12742596 12742596 12646068 12646068 1264068 Sh Int Rat 8.1 10.3 10.3 9.1 9.1 9.1 Pub/Spcl 16.26 19.88 12.00 14.60 12.13 10.37 Spcl/Tot 4.1% 3.4% 5.6% 4.5% 5.5% 6.5% Mem/Tot 33.6% 33.1% 33.3% 34.9% 33.1% 32.6% Pub/Tot 66.4% 66.9% 66.7% 65.1% 66.9% 67.4% Sentiment 25-Jan 18-Jan 11-Jan 4-Jan 28-Dec 21-Dec ------------------------------------------------------------------------------ AAII Bull 25 24 20 26 30 36 AAII Bear 59 54 59 55 50 47 Market Vane 40 47 48 55 56 56 II Bull 41.6 45.6 48.4 52.2 54.9 56.5 II Bear 31.5 26.7 25.8 24.5 23.1 22.4 OddLot ShRt 31.3 32.2 32.5 31.9 26.6 28.2 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 25-Jan 18-Jan 11-Jan 4-Jan 28-Dec 21-Dec Commercials -36072 -12291 -2110 -11081 -9451 895 Lg Traders -313 -25175 -35755 -28637 -25222 -52540 ------------------------------------------------------------------------------ Nasdaq 100 25-Jan 18-Jan 11-Jan 4-Jan 28-Dec 21-Dec Commercials 4026 19604 7553 8616 9650 15274 Lg Traders -8296 -24069 -14602 -15059 -15486 -22279 ------------------------------------------------------------------------------ Russell 200025-Jan 18-Jan 11-Jan 4-Jan 28-Dec 21-Dec Commercials 46203 53451 52651 48156 51305 50535 Lg Traders -50250 -52055 -50846 -45286 -46975 -47674 ------------------------------------------------------------------------------ COT data reflects combined activity in standard and E-Mini contracts ****************************************************************************** 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) 2008 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.