****************************************************************************** February 9th, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in the following: 0% odds of a 1/4 point hike (5.50% Fed Funds Target Rate) at the March 21st, 2007 FOMC meeting ------------------------------------------------------------------------------ Upcoming Bradley turns: To Be Announced Recent turns: 12/21/06 (Low), 12/20/06 (High), 12/12/06 (Low), 12/10/06 (High) ------------------------------------------------------------------------------ For Bradley data, see http://www.astrikos.com/private/siderograph.html ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1448.25 1452.45 1433.44 1438.06 -10.25/-1% -1%/1% S&P100 667.16 669.03 661.3 663.2 -3.98/-1% -1%/0% VIX 10.42 11.56 10.25 11.1 0.66/6% 5%/2% Nasdaq100 1815.22 1819.3 1780.44 1785.53 -25.01/-1% -1%/-3% VXN 16.12 17.52 16.03 17 0.86/5% 1%/0% QQV 15.66 16.69 15.17 16.09 0.78/5% 1%/-1% NYSE TICK 145 984 -958 984 ---- ---- NASDAQ TICK 75 969 -852 906 ---- ---- NYSE TRIN 1.21 1.21 1.21 1.21 ---- ---- NASDAQ TRIN 1.59 1.59 1.59 1.59 ---- ---- Dow Indus 12675.7 12545.1 12580.8 -56.8/0% -1%/1% DJIA@10:30 12647.6 DJIA@3:00 12557.8 LstHour Ind 13.0 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1454 1456.8 1437.2 1442.9 -11(-1%) -1%/1% Nasdaq100 1822 1828 1787.5 1792.5 -29.25(-2%)-1%/-3% Dow Indus 12672 12705 12570 12614 -58(0%) -1%/0% Nikkei 17570 17570 17425 17430 155(1%) 0%/2% 10yr Notes 107.172 107.203 106.891 106.984 -0.34(0%) 0%/0% Eurodollars 94.635 94.635 94.63 94.635 0.01(0%) 0%/0% J.Yen 82.75 82.75 82.51 82.61 -0.42(-1%) -1%/-1% US Dollar 84.79 84.88 84.68 84.75 0.21(0%) 0%/0% Euro 130.31 130.34 130.03 130.27 -0.34(0%) 1%/1% Crude Oil 59.65 60.8 59.4 59.89 0.18(0%) 2%/13% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 663 673.5 662.3 672.3 9.5(1%) 2%/8% Silver 1384 1397 1382 1391.5 14.5(1%) 3%/12% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 663.20 667.18 668.44 668.89 669.23 669.57 Upper Band 671.79 671.87 672.08 672.00 671.55 671.05 Lower Band 659.10 658.87 657.77 656.80 656.28 655.60 VIX 11.10 10.44 10.32 10.65 10.55 10.08 Upper Band 11.44 11.40 11.54 11.76 11.97 12.19 Lower Band 9.80 9.81 9.78 9.71 9.64 9.58 NDX 1785.53 1810.54 1810.95 1793.06 1795.39 1798.13 Upper Band 1839.90 1845.31 1845.96 1844.87 1844.78 1844.60 Lower Band 1752.39 1751.91 1751.82 1751.39 1750.88 1750.05 VXN 17.00 16.14 16.17 16.61 16.84 16.43 Upper Band 18.22 18.22 18.19 18.23 18.39 18.45 Lower Band 15.93 15.94 16.08 16.22 16.23 16.27 QQQQ 43.84 44.45 44.46 44.05 44.12 44.16 Upper Band 45.19 45.32 45.34 45.32 45.32 45.31 Lower Band 43.11 43.10 43.10 43.09 43.07 43.05 QQV 16.09 15.31 15.39 15.82 15.98 15.19 Upper Band 17.45 17.45 17.44 17.47 17.66 17.70 Lower Band 14.89 14.90 15.02 15.13 15.12 15.16 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 110,558 109894 107729 105740 107151 104601 % Change 0.6% 2.0% 1.9% -1.3% 2.4% 1.8% OEX Puts 217,725 208243 202831 191913 190434 179305 % Change 4.6% 2.7% 5.7% 0.8% 6.2% 6.8% OEX Total 328283 318137 310560 297653 297585 283906 % Change 3.2% 2.4% 4.3% 0.0% 4.8% 4.9% SPX Calls 2,810,168 2774719 2758978 2718509 2700455 2647426 % Change 1.3% 0.6% 1.5% 0.7% 2.0% 2.9% SPX Puts 5,110,695 5060250 5002430 4945641 4887999 4814507 % Change 1.0% 1.2% 1.1% 1.2% 1.5% 2.1% SPX Total 7920863 7834969 7761408 7664150 7588454 7461933 % Change 1.1% 0.9% 1.3% 1.0% 1.7% 2.4% QQQQ Calls 2,398,714 2376990 2386860 2377634 2353253 2336517 % Change 0.9% -0.4% 0.4% 1.0% 0.7% 2.1% QQQQ Puts 4,233,278 4186421 4103724 4121550 4055018 3980365 % Change 1.1% 2.0% -0.4% 1.6% 1.9% 3.0% QQQQ Total 6631992 6563411 6490584 6499184 6408271 6316882 % Change 1.0% 1.1% -0.1% 1.4% 1.4% 2.7% MNX Calls 698,609 698646 692453 685407 682914 678121 % Change 0.0% 0.9% 1.0% 0.4% 0.7% 0.9% MNX Puts 846,221 850473 847142 835036 834260 833404 % Change -0.5% 0.4% 1.4% 0.1% 0.1% 2.2% MNX Total 1544830 1549119 1539595 1520443 1517174 1511525 % Change -0.3% 0.6% 1.3% 0.2% 0.4% 1.6% DJX Calls 363,902 362587 354285 353514 352405 351362 % Change 0.4% 2.3% 0.2% 0.3% 0.3% 2.8% DJX Puts 269,869 268155 265217 264502 262051 259685 % Change 0.6% 1.1% 0.3% 0.9% 0.9% 2.7% DJX Total 633771 630742 619502 618016 614456 611047 % Change 0.5% 1.8% 0.2% 0.6% 0.6% 2.7% OEX Spread 3.9% 0.7% 3.8% 2.1% 3.8% 5.1% SPX Spread -0.3% 0.6% -0.3% 0.5% -0.5% -0.9% QQQ Spread 0.2% 2.4% -0.8% 0.6% 1.2% 0.8% MNX Spread -0.5% -0.5% 0.4% -0.3% -0.6% 1.3% DJX Spread 0.3% -1.2% 0.1% 0.6% 0.6% -0.2% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9291.65 9345.54 9353.62 9345.25 9313.21 9325.24 Tot Issues 3442 3437 3449 3473 3452 3432 Advancers 995 1570 1918 2102 1503 1898 % of Total 28.9% 45.7% 55.6% 60.5% 43.5% 55.3% Decliners 2313 1715 1366 1209 1808 1375 % of Total 67.2% 49.9% 39.6% 34.8% 52.4% 40.1% Unchanged 134 152 165 162 141 159 New Highs 256 307 465 379 321 407 New Lows 14 16 5 16 7 9 Adv Volume 417749 747221 755655 837969 682894 779453 % of Total 25.6% 46.7% 51.2% 56.9% 48.5% 54.6% Decl Volume 1171382 832301 675679 606264 698414 619619 % of Total 71.8% 52.0% 45.8% 41.2% 49.6% 43.4% Total Vol 1631097 1600364 1475476 1473178 1408348 1427719 Unch Volume 41966 20842 44142 28945 27040 28647 ARMS Index 1.21 1.02 1.26 1.26 0.85 1.1 5 Day ARMS 5.6 5.49 5.29 4.83 4.56 5.06 McClellanOs -25 65 102 103 85 132 McClellanSm 3962 3987 3921 3819 3716 3631 STIX 53.86 56.21 57.04 56.91 56.26 57.34 Cumul TICK 37642 82351 106125 122354 94875 132619 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2459.82 2488.67 2490.5 2471.49 2470.6 2475.88 Tot Issues 3171 3163 3181 3146 3151 3146 Advancers 1028 1479 1856 1658 1296 1642 % of Total 32.4% 46.8% 58.3% 52.7% 41.1% 52.2% Decliners 2003 1536 1156 1317 1738 1352 % of Total 63.2% 48.6% 36.3% 41.9% 55.2% 43.0% Unchanged 140 148 169 171 117 152 New Highs 126 143 168 128 157 167 New Lows 29 26 25 33 24 20 Adv Volume 516440 858228 1572146 917170 899939 1152259 % of Total 23.8% 43.4% 72.3% 43.6% 47.9% 62.3% Decl Volume 1602278 973662 529919 1156068 944380 659299 % of Total 73.7% 49.2% 24.4% 55.0% 50.2% 35.7% Total Vol 2173747 1977130 2173843 2102369 1879509 1848186 Unch Volume 55029 145240 71778 29131 35190 36628 ARMS Index 1.59 1.09 0.54 1.59 0.78 0.69 5 Day ARMS 5.59 4.69 5.53 5.69 4.91 5.21 McClellanOs 16 78 96 73 67 104 McClellanSm 1429 1413 1335 1238 1165 1099 STIX 51.24 52.95 53.33 52.51 52.19 53.13 Cumul TICK -30157 21131 36292 16717 -6305 39418 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 34651 17418 10922 9252 5226 10857 OEX PutVol 56686 29047 25521 24930 18085 27962 OEX Call OI 110558 109894 107729 105740 107151 104601 OEX Put OI 217725 208243 202831 191913 190434 179305 OEX Hines 1.2 1.14 0.81 0.67 0.51 0.67 CBOE P/C 0.94 0.84 0.91 0.86 0.82 0.97 Equity P/C 0.68 0.57 0.67 0.55 0.58 0.70 SPX P/C 1.88 1.98 1.69 2.15 2.29 1.42 OEX P/C 1.64 1.67 2.34 2.69 3.46 2.58 NDX P/C 1.24 1.12 0.92 0.94 1.23 1.61 MiniNDX P/C 1.50 1.33 0.56 2.41 1.04 0.82 QQQQ P/C 1.14 2.58 1.82 2.40 2.77 4.38 Dow P/C 0.62 1.25 0.25 1.23 2.46 1.94 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 791 706 557 571 428 496 Upper Band 872 849 852 868 878 883 QQQQ Vol 1335 895 1178 1211 963 982 Upper Band 1790 1854 1846 1847 1847 1854 NYSE Vol 1631097 1600364 1475476 1473178 1408348 1427719 Upper Band 1761515 1767837 1765758 1782422 1781297 1787394 Nasd Vol 2173747 1977130 2173843 2102369 1879509 1848186 Upper Band 2477865 2521255 2547481 2552844 2552428 2549190 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 9-Feb 2-Feb 26-Jan 19-Jan 12-Jan 5-Jan ------------------------------------------------------------------------------ Total 1440966 1121355 1403102 713091 713091 1237781 Members 529355 407903 541683 288334 288334 480568 Specialists 108160 94702 129118 75032 75032 125109 Public 911611 713452 861419 424757 424757 757213 Tot Sht Int 9680954 9680954 9680954 9680954 9653016 9653016 Sh Int Rat 6.8 6.8 6.8 6.8 6.3 6.3 Pub/Spcl 8.43 7.53 6.67 5.66 5.66 6.05 Spcl/Tot 7.5% 8.4% 9.2% 10.5% 10.5% 10.1% Mem/Tot 36.7% 36.4% 38.6% 40.4% 40.4% 38.8% Pub/Tot 63.3% 63.6% 61.4% 59.6% 59.6% 61.2% Sentiment 9-Feb 2-Feb 26-Jan 19-Jan 12-Jan 5-Jan ------------------------------------------------------------------------------ AAII Bull 46 46 40 58 44 49 AAII Bear 30 31 33 27 34 29 Market Vane 72 70 70 70 68 69 II Bull 52.2 53.3 52.7 50.5 55.4 55.3 II Bear 22.2 21.1 20.9 22.1 20.7 21.3 OddLot ShRt 24.6 21.3 23.4 25.8 22.2 21.5 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1454 1456.8 1437.2 1442.9 -11(-1%) -1%/1% 9-Feb 2-Feb 26-Jan 19-Jan 12-Jan 5-Jan Commercials -52667(32) -41071(46) -44419(42) -45557(41) -49778(36) -45879(40) Lg Traders 18179(59) 13187(50) 16923(57) 11019(46) 9770(44) 8562(42) Sm Traders 34488(62) 27884(53) 27496(52) 34538(62) 40008(69) 37317(65) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1822 1828 1787.5 1792.5 -29.25(-2%)-1%/-3% 9-Feb 2-Feb 26-Jan 19-Jan 12-Jan 5-Jan Commercials -7728(30) -7146(32) -6945(32) -7197(32) -5037(38) -4604(39) Lg Traders 3509(66) 2853(63) 2259(60) 3630(66) -3452(34) -3451(34) Sm Traders 4219(72) 4293(72) 4686(73) 3567(70) 8489(82) 8055(81) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 12672 12705 12570 12614 -58(0%) -1%/0% 9-Feb 2-Feb 26-Jan 19-Jan 12-Jan 5-Jan Commercials -37925(1) -37272(1) -37127(1) -35045(1) -32829(1) -31396(1) Lg Traders 22517(100) 22024(100) 21708(100) 19954(100) 17351(89) 17688(90) Sm Traders 15408(80) 15248(79) 15419(80) 15091(79) 15478(80) 13708(75) ------------------------------------------------------------------------------ ****************************************************************************** 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) 2007 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.