****************************************************************************** February 29th, 2008 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 100% 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 1364.07 1364.07 1325.42 1330.63 -37.05/-3% -3%/-3% S&P100 628.15 628.15 611.46 613.62 -16.44/-3% -3%/-5% VIX 23.54 26.91 23.54 26.54 3.01/13% 15%/1% Nasdaq100 1776.01 1778.07 1740.9 1745.27 -49.19/-3% -2%/-5% VXN 26.62 28.75 26.62 28.44 1.84/7% 7%/-8% NYSE TICK -11 960 -1224 -483 ---- ---- PreCloseTICK-100 TICKscore -36 CumAdj TICK -768 NYSE TRIN 2.75 2.75 2.75 2.75 ---- ---- Dow Indus 12580.2 12223.6 12266.4 -315.79/-3%-2%/-3% DJIA@10:30 12368.6 DJIA@3:00 12303.8 LstHour Ind 176.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 613.62 630.06 635.56 634.78 630.58 623.21 Upper Band 642.93 645.23 645.46 645.37 644.99 644.57 Lower Band 607.47 608.12 608.12 608.15 608.23 607.74 VIX 26.54 23.53 22.69 21.90 23.03 24.06 Upper Band 29.40 29.37 29.58 29.62 29.50 29.70 Lower Band 21.51 21.51 21.71 22.13 22.84 23.24 NDX 1745.27 1794.46 1799.94 1791.31 1785.46 1773.44 Upper Band 1840.08 1847.05 1848.34 1849.09 1850.13 1850.26 Lower Band 1729.78 1732.42 1732.54 1732.56 1732.90 1733.14 VXN 28.44 26.60 25.06 25.95 26.67 26.30 Upper Band 32.67 32.99 33.44 33.91 34.30 34.89 Lower Band 23.56 23.50 23.58 23.88 24.16 24.27 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8962.46 9221.88 9292.89 9302.8 9210.08 9064.83 Tot Issues 3229 3222 3237 3250 3257 3320 Advancers 441 975 1353 2176 2424 1924 % of Total 13.7% 30.3% 41.8% 67.0% 74.4% 58.0% Decliners 2724 2178 1793 991 752 1298 % of Total 84.4% 67.6% 55.4% 30.5% 23.1% 39.1% Unchanged 64 69 91 83 81 98 New Highs 31 78 65 97 81 20 New Lows 185 72 30 25 39 110 Adv Volume 96064 392229 710005 1104480 1294541 1023896 % of Total 5.6% 26.8% 48.7% 72.1% 85.7% 72.4% Decl Volume 1632123 1065134 734695 413205 202673 381881 % of Total 94.3% 72.9% 50.4% 27.0% 13.4% 27.0% Total Vol 1730503 1461609 1456851 1532862 1511339 1414544 Unch Volume 2316 4246 12151 15177 14125 8767 ARMS Index 2.75 1.22 0.78 0.82 0.5 0.55 5 Day ARMS 6.07 3.87 4.1 4.01 4.44 4.74 McClellanOs -99 19 93 135 88 4 McClellanSm 1063 1162 1144 1051 916 828 Cumul TICK -77372 -38557 -6445 46250 39470 -25216 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2271.48 2331.57 2353.78 2344.99 2327.48 2303.35 Tot Issues 3099 3061 3059 3093 3123 3080 Advancers 631 933 1400 1901 1995 1313 % of Total 20.4% 30.5% 45.8% 61.5% 63.9% 42.6% Decliners 2313 2022 1515 1074 974 1621 % of Total 74.6% 66.1% 49.5% 34.7% 31.2% 52.6% Unchanged 155 106 144 118 154 146 New Highs 4 25 26 26 20 7 New Lows 164 86 55 49 76 171 Adv Volume 247100 446061 1323862 1569170 1705118 1153632 % of Total 10.2% 21.8% 60.2% 69.1% 80.7% 50.4% Decl Volume 2174293 1562306 844080 682167 390528 1049244 % of Total 89.5% 76.2% 38.4% 30.1% 18.5% 45.8% Total Vol 2428987 2050738 2198331 2269901 2113158 2290621 Unch Volume 7594 42371 30389 18564 17512 87745 ARMS Index 2.4 1.62 0.59 0.77 0.47 0.74 5 Day ARMS 5.85 4.19 4.28 4.46 5.66 6.48 McClellanOs -48 31 89 100 57 -5 McClellanSm -858 -810 -841 -931 -1031 -1087 Cumul TICK -6997 -22727 1960 42738 6175 -432 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 19389 10262 8279 22502 11036 19401 OEX PutVol 27617 11598 15627 20949 13060 17463 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.27 1.24 1.10 1.06 0.94 1.15 Equity P/C 0.84 0.97 0.74 0.80 0.66 0.84 SPX P/C 2.50 2.48 2.85 1.51 2.19 1.67 OEX P/C 1.42 1.13 1.89 0.93 1.18 0.90 QQQQ P/C 1.47 0.95 1.42 1.49 0.94 1.55 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2527 1659 1673 2063 1868 2054 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1887 1284 1232 1479 1212 1573 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1730503 1461609 1456851 1532862 1511339 1414544 Upper Band 1759119 1903756 1937475 1940065 1946166 1990475 Nasd Vol 2428987 2050738 2198331 2269901 2113158 2290621 Upper Band 2845988 2915387 2940438 2940416 2941492 2978302 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan ------------------------------------------------------------------------------ Total 2001831 2001831 2083279 2204138 2284707 2293520 Members 670970 670970 721416 711345 758689 770723 Specialists 104603 104603 151093 112834 72655 93652 Public 1330861 1330861 1361863 1492793 1526018 1522797 Tot Sht Int 14369952 14369952 13709338 13709338 13850660 13850660 Sh Int Rat 9.4 9.4 6.5 6.5 8.1 8.1 Pub/Spcl 12.72 12.72 9.01 13.23 21.00 16.26 Spcl/Tot 5.2% 5.2% 7.3% 5.1% 3.2% 4.1% Mem/Tot 33.5% 33.5% 34.6% 32.3% 33.2% 33.6% Pub/Tot 66.5% 66.5% 65.4% 67.7% 66.8% 66.4% Sentiment 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan ------------------------------------------------------------------------------ AAII Bull 34 33 33 34 30 25 AAII Bear 45 45 42 47 49 59 Market Vane 48 45 44 44 46 40 II Bull 42 41.6 36.7 41.6 40.2 41.6 II Bear 36.4 33.7 35.6 32.6 32.2 31.5 OddLot ShRt 37.6 33.1 37.5 36.4 36.7 31.3 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan Commercials 7287 13776 541 6271 56 -36072 Lg Traders -46872 -46062 -37668 -30412 -32309 -313 ------------------------------------------------------------------------------ Nasdaq 100 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb 25-Jan Commercials 11742 15130 13779 12487 9229 4026 Lg Traders -13529 -16616 -15486 -13339 -12377 -8296 ------------------------------------------------------------------------------ * COT data reflects combined activity in standard and E-Mini contracts 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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.