****************************************************************************** February 26th, 2008 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 97% 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 1371.76 1387.34 1363.29 1381.29 9.49/1% 2%/2% S&P100 630.58 637.63 626.68 634.78 4.2/1% 1%/0% VIX 23.44 23.45 21.84 21.9 -1.13/-5% -10%/-21% Nasdaq100 1773.5 1807.41 1763.41 1791.31 5.85/0% 0%/-1% VXN 27.07 27.16 25.48 25.95 -0.72/-3% -4%/-20% NYSE TICK -9 1259 -1113 61 ---- ---- PreCloseTICK-173 TICKscore 25 CumAdj TICK 373 NYSE TRIN 0.82 0.82 0.82 0.82 ---- ---- Dow Indus 12734.2 12512.4 12684.9 114.7/1% 2%/2% DJIA@10:30 12530.1 DJIA@3:00 12715.1 LstHour Ind 9.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 634.78 630.58 623.21 618.97 625.92 621.99 Upper Band 645.37 644.99 644.57 645.21 645.24 645.66 Lower Band 608.15 608.23 607.74 608.05 608.77 607.05 VIX 21.90 23.03 24.06 25.12 24.40 25.59 Upper Band 29.62 29.50 29.70 29.73 30.00 30.63 Lower Band 22.13 22.84 23.24 23.59 23.70 23.74 NDX 1791.31 1785.46 1773.44 1766.30 1787.45 1764.81 Upper Band 1849.09 1850.13 1850.26 1854.29 1854.04 1854.33 Lower Band 1732.56 1732.90 1733.14 1734.46 1737.03 1737.56 VXN 25.95 26.67 26.30 26.92 27.09 27.99 Upper Band 33.91 34.30 34.89 35.08 35.55 36.28 Lower Band 23.88 24.16 24.27 24.68 24.92 25.05 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9302.80 9210.08 9064.83 8977.73 9073.96 9023.04 Tot Issues 3250 3257 3320 3321 3328 3329 Advancers 2176 2424 1924 849 2028 1829 % of Total 67.0% 74.4% 58.0% 25.6% 60.9% 54.9% Decliners 991 752 1298 2393 1203 1431 % of Total 30.5% 23.1% 39.1% 72.1% 36.1% 43.0% Unchanged 83 81 98 79 97 69 New Highs 97 81 20 55 50 52 New Lows 25 39 110 51 54 41 Adv Volume 1104480 1294541 1023896 277980 1037883 717890 % of Total 72.1% 85.7% 72.4% 19.6% 70.6% 50.3% Decl Volume 413205 202673 381881 1136565 421827 699711 % of Total 27.0% 13.4% 27.0% 80.1% 28.7% 49.1% Total Vol 1532862 1511339 1414544 1418677 1469251 1425836 Unch Volume 15177 14125 8767 4132 9541 8235 ARMS Index 0.82 0.5 0.55 1.45 0.69 1.25 5 Day ARMS 4.01 4.44 4.74 5.51 4.63 4.78 McClellanOs 135 88 4 -33 51 10 McClellanSm 1051 916 828 824 857 806 Cumul TICK 46250 39470 -25216 -56550 8725 8412 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2344.99 2327.48 2303.35 2299.78 2327.1 2306.2 Tot Issues 3093 3123 3080 3065 3096 3104 Advancers 1901 1995 1313 887 1688 1419 % of Total 61.5% 63.9% 42.6% 28.9% 54.5% 45.7% Decliners 1074 974 1621 2041 1251 1542 % of Total 34.7% 31.2% 52.6% 66.6% 40.4% 49.7% Unchanged 118 154 146 137 157 143 New Highs 26 20 7 19 10 16 New Lows 49 76 171 115 124 106 Adv Volume 1569170 1705118 1153632 445319 1437162 610762 % of Total 69.1% 80.7% 50.4% 20.0% 63.5% 31.5% Decl Volume 682167 390528 1049244 1749916 816338 1305414 % of Total 30.1% 18.5% 45.8% 78.7% 36.1% 67.3% Total Vol 2269901 2113158 2290621 2223237 2263495 1940274 Unch Volume 18564 17512 87745 28002 9995 24098 ARMS Index 0.77 0.47 0.74 1.71 0.77 1.97 5 Day ARMS 4.46 5.66 6.48 7.15 5.78 6.64 McClellanOs 100 57 -5 -1 55 26 McClellanSm -931 -1031 -1087 -1082 -1081 -1136 Cumul TICK 42738 6175 -432 -30732 42701 12492 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 22502 11036 19401 16245 11466 9654 OEX PutVol 20949 13060 17463 8859 16333 11839 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.06 0.94 1.15 0.96 0.86 1.01 Equity P/C 0.80 0.66 0.84 0.70 0.70 0.67 SPX P/C n.a 2.19 1.67 1.34 1.29 3.00 OEX P/C 0.93 1.18 0.90 0.55 1.42 1.23 QQQQ P/C n.a 0.94 1.55 1.14 1.65 1.13 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2063 1868 2054 2005 2202 1448 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1479 1212 1573 1276 1371 1080 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1532862 1511339 1414544 1418677 1469251 1425836 Upper Band 1940065 1946166 1990475 2097859 2399050 2552459 Nasd Vol 2269901 2113158 2290621 2223237 2263495 1940274 Upper Band 2940416 2941492 2978302 3064490 3315769 3401539 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan 18-Jan ------------------------------------------------------------------------------ Total 2001831 2083279 2204138 2284707 2293520 1341917 Members 670970 721416 711345 758689 770723 444727 Specialists 104603 151093 112834 72655 93652 45136 Public 1330861 1361863 1492793 1526018 1522797 897190 Tot Sht Int 14369952 13709338 13709338 13850660 13850660 12742596 Sh Int Rat 9.4 6.5 6.5 8.1 8.1 10.3 Pub/Spcl 12.72 9.01 13.23 21.00 16.26 19.88 Spcl/Tot 5.2% 7.3% 5.1% 3.2% 4.1% 3.4% Mem/Tot 33.5% 34.6% 32.3% 33.2% 33.6% 33.1% Pub/Tot 66.5% 65.4% 67.7% 66.8% 66.4% 66.9% Sentiment 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan 18-Jan ------------------------------------------------------------------------------ AAII Bull 33 33 34 30 25 24 AAII Bear 45 42 47 49 59 54 Market Vane 45 44 44 46 40 47 II Bull 41.6 36.7 41.6 40.2 41.6 45.6 II Bear 33.7 35.6 32.6 32.2 31.5 26.7 OddLot ShRt 33.1 37.5 36.4 36.7 31.3 32.2 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan 18-Jan Commercials 13776 541 6271 56 -36072 -12291 Lg Traders -46062 -37668 -30412 -32309 -313 -25175 ------------------------------------------------------------------------------ Nasdaq 100 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan 18-Jan Commercials 15130 13779 12487 9229 4026 19604 Lg Traders -16616 -15486 -13339 -12377 -8296 -24069 ------------------------------------------------------------------------------ Russell 200022-Feb 15-Feb 8-Feb 1-Feb 25-Jan 18-Jan Commercials 55362 54430 54285 48654 46203 53451 Lg Traders -53279 -53618 -53141 -46785 -50250 -52055 ------------------------------------------------------------------------------ * 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.