****************************************************************************** February 11th, 2008 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 46% odds of a 1/2 point cut (2.5% 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 1331.92 1341.4 1320.32 1339.13 7.84/1% 0%/-4% S&P100 615.06 618.7 609.46 617.69 3.14/1% 0%/-6% VIX 29.14 29.57 27.32 27.6 -0.41/-1% -2%/17% Nasdaq100 1780.36 1797.39 1770.91 1793.09 19.35/1% 1%/-6% VXN 30.27 30.35 27.25 29.09 -0.99/-3% -10%/1% NYSE TICK 3 1041 -1125 405 ---- ---- PreCloseTICK-457 TICKscore 1 CumAdj TICK -139 NYSE TRIN 0.72 0.72 0.72 0.72 ---- ---- Dow Indus 12252.1 12069.5 12240.0 57.88/0% 0%/-3% DJIA@10:30 12102.3 DJIA@3:00 12214.4 LstHour Ind 105.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 617.69 614.55 618.18 614.23 618.66 638.43 Upper Band 657.42 660.99 665.96 669.22 669.83 672.37 Lower Band 602.87 603.13 603.27 604.30 607.37 609.26 VIX 27.60 28.01 27.66 28.97 28.24 25.99 Upper Band 31.30 31.38 31.38 31.31 31.02 30.84 Lower Band 22.95 22.49 22.03 21.74 21.68 21.42 NDX 1793.09 1773.74 1753.30 1740.95 1773.49 1828.80 Upper Band 1918.15 1931.68 1952.15 1966.12 1967.81 1979.79 Lower Band 1720.28 1718.72 1716.24 1721.86 1737.11 1743.52 VXN 29.09 30.08 31.56 32.68 32.44 30.46 Upper Band 35.55 35.57 35.69 35.69 35.53 35.35 Lower Band 26.89 26.84 26.49 26.15 26.12 25.99 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8868.28 8823.12 8859.04 8818.11 8874.5 9202.11 Tot Issues 3329 3336 3329 3331 3349 3353 Advancers 1733 1299 2070 1180 628 1313 % of Total 52.1% 38.9% 62.2% 35.4% 18.8% 39.2% Decliners 1512 1931 1169 2050 2640 1953 % of Total 45.4% 57.9% 35.1% 61.5% 78.8% 58.2% Unchanged 84 106 90 101 81 87 New Highs 36 26 13 12 15 38 New Lows 79 55 56 43 33 13 Adv Volume 840580 513704 1106780 466811 122458 411327 % of Total 60.4% 35.5% 63.9% 30.2% 7.3% 30.3% Decl Volume 530865 921947 618964 1062636 1544423 927566 % of Total 38.1% 63.7% 35.7% 68.8% 92.3% 68.3% Total Vol 1392420 1448427 1732732 1544307 1673612 1357668 Unch Volume 20975 12776 6988 14860 6731 18775 ARMS Index 0.72 1.21 0.99 1.31 3 1.52 5 Day ARMS 7.23 8.03 7.57 7.25 7.21 5.22 McClellanOs 34 25 63 18 69 195 McClellanSm 618 584 560 497 479 410 Cumul TICK 4723 -16655 31208 -32958 -31605 5555 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2320.06 2304.85 2293.03 2278.75 2309.57 2382.85 Tot Issues 3109 3087 3089 3121 3056 3064 Advancers 1543 1279 1707 1068 620 1247 % of Total 49.6% 41.4% 55.3% 34.2% 20.3% 40.7% Decliners 1458 1692 1250 1929 2313 1677 % of Total 46.9% 54.8% 40.5% 61.8% 75.7% 54.7% Unchanged 108 116 132 124 123 140 New Highs 20 16 9 10 9 19 New Lows 98 92 141 93 66 33 Adv Volume 1240530 1451044 1937236 588489 178447 626748 % of Total 59.2% 64.8% 65.4% 24.8% 7.3% 30.6% Decl Volume 839903 726377 966200 1755489 2250973 1393219 % of Total 40.1% 32.4% 32.6% 74.1% 92.0% 68.0% Total Vol 2094716 2240788 2964027 2368305 2447792 2050279 Unch Volume 14283 63367 60591 24327 18372 30312 ARMS Index 0.72 0.38 0.68 1.65 3.38 1.65 5 Day ARMS 6.81 7.74 8.16 8.08 7.42 4.79 McClellanOs 44 32 46 12 50 142 McClellanSm -1462 -1506 -1537 -1584 -1596 -1646 Cumul TICK 11478 -13108 -10351 -25151 -1381 2910 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 20514 35468 25315 27150 32919 9055 OEX PutVol 12688 16931 16671 16856 22568 11728 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 0.97 1.15 1.13 1.06 1.14 0.98 Equity P/C 0.68 0.79 0.89 0.80 0.94 0.68 SPX P/C n.a 1.75 1.65 2.19 2.28 2.00 OEX P/C 0.62 0.48 0.66 0.62 0.69 1.30 QQQQ P/C n.a 1.48 1.02 1.47 1.87 1.06 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1834 2216 2919 2410 2689 1235 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1187 1737 2859 1641 1870 995 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1392420 1448427 1732732 1544307 1673612 1357668 Upper Band 2705071 2694880 2699978 2712550 2706526 2705612 Nasd Vol 2094716 2240788 2964027 2368305 2447792 2050279 Upper Band 3565347 3552892 3552371 3538546 3538702 3539280 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 8-Feb 1-Feb 25-Jan 18-Jan 11-Jan 4-Jan ------------------------------------------------------------------------------ Total 2204138 2284707 2293520 1341917 738395 1745832 Members 711345 758689 770723 444727 245810 608735 Specialists 112834 72655 93652 45136 41049 77902 Public 1492793 1526018 1522797 897190 492585 1137097 Tot Sht Int 13709338 13850660 13850660 12742596 12742596 12646068 Sh Int Rat 6.5 8.1 8.1 10.3 10.3 9.1 Pub/Spcl 13.23 21.00 16.26 19.88 12.00 14.60 Spcl/Tot 5.1% 3.2% 4.1% 3.4% 5.6% 4.5% Mem/Tot 32.3% 33.2% 33.6% 33.1% 33.3% 34.9% Pub/Tot 67.7% 66.8% 66.4% 66.9% 66.7% 65.1% Sentiment 8-Feb 1-Feb 25-Jan 18-Jan 11-Jan 4-Jan ------------------------------------------------------------------------------ AAII Bull 34 30 25 24 20 26 AAII Bear 47 49 59 54 59 55 Market Vane 44 46 40 47 48 55 II Bull 41.6 40.2 41.6 45.6 48.4 52.2 II Bear 32.6 32.2 31.5 26.7 25.8 24.5 OddLot ShRt 36.4 36.7 31.3 32.2 32.5 31.9 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 8-Feb 1-Feb 25-Jan 18-Jan 11-Jan 4-Jan Commercials 6271 56 -36072 -12291 -2110 -11081 Lg Traders -30412 -32309 -313 -25175 -35755 -28637 ------------------------------------------------------------------------------ Nasdaq 100 8-Feb 1-Feb 25-Jan 18-Jan 11-Jan 4-Jan Commercials 12487 9229 4026 19604 7553 8616 Lg Traders -13339 -12377 -8296 -24069 -14602 -15059 ------------------------------------------------------------------------------ Russell 20008-Feb 1-Feb 25-Jan 18-Jan 11-Jan 4-Jan Commercials 54285 48654 46203 53451 52651 48156 Lg Traders -53141 -46785 -50250 -52055 -50846 -45286 ------------------------------------------------------------------------------ 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. 2204138 711345 112834 1492793 13709338 6.5 34 47 44 41.6 32.6 36.4