****************************************************************************** March 2nd 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 1401.67 1403.36 1386.87 1387.17 -16/-1% -4%/-4% S&P100 642.05 642.24 634.76 635.1 -6.94/-1% -4%/-5% VIX 16.7 18.63 12.48 18.61 2.79/18% 67%/81% Nasdaq100 1740.87 1752.86 1726.03 1726.03 -27.42/-2% -6%/-4% VXN 22.07 23.72 21.43 23.66 2.15/10% 48%/38% QQV 20.31 22.36 20.15 22.16 2.09/10% 46%/35% NYSE TICK -50 1031 -889 285 ---- ---- NASDAQ TICK 518 576 -1010 193 ---- ---- NYSE TRIN 2.31 2.31 2.31 2.31 ---- ---- NASDAQ TRIN 1.59 1.59 1.59 1.59 ---- ---- Dow Indus 12247.4 12107.4 12114.1 -120.24/-1%-4%/-4% DJIA@10:30 12208.2 DJIA@3:00 12144.0 LstHour Ind -3.8 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1399.2 1405 1385.2 1385.8 -19.1(-1%) -5%/-4% Nasdaq100 1742 1755.5 1725 1726.25 -31.5(-2%) -6%/-4% Dow Indus 12180 12255 12105 12108 -144(-1%) -4%/-5% Nikkei 16970 17025 16830 16865 -435(-3%) -8%/-4% 10yr Notes 108.828 108.984 108.625 108.875 0.28(0%) 1%/2% Eurodollars 94.86 94.885 94.835 94.87 0.06(0%) 0%/0% J.Yen 85.7 86.1 85.51 85.82 0.59(1%) 3%/3% US Dollar 83.78 83.83 83.6 83.64 0.05(0%) 0%/-1% Euro 131.73 132.05 131.66 131.99 -0.06(0%) 0%/1% Crude Oil 62 62.31 61.35 61.64 -0.36(-1%) 0%/6% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 653.5 656.3 642.2 644.1 -21(-3%) -7%/-3% Silver 1337 1341 1280 1296 -69(-5%) -13%/-6% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 635.10 642.04 643.57 639.89 663.51 664.08 Upper Band 684.71 682.82 681.27 678.97 673.05 673.34 Lower Band 638.84 644.10 648.15 652.35 660.24 659.64 VIX 18.61 15.82 15.42 18.31 11.15 10.58 Upper Band 17.39 15.99 15.24 14.48 11.47 11.47 Lower Band 6.22 6.78 7.00 7.31 9.63 9.63 NDX 1726.03 1753.45 1761.65 1756.27 1830.59 1839.77 Upper Band 1866.35 1859.97 1857.85 1856.37 1854.12 1851.98 Lower Band 1733.91 1746.84 1751.00 1754.08 1758.22 1754.60 VXN 23.66 21.51 20.53 22.97 15.98 15.32 Upper Band 22.57 21.31 20.52 20.01 18.21 18.35 Lower Band 11.85 12.46 12.81 13.07 14.40 14.40 QQQQ 42.48 43.13 43.33 43.19 45.04 45.26 Upper Band 45.81 45.66 45.60 45.57 45.52 45.46 Lower Band 42.64 42.94 43.10 43.16 43.26 43.17 QQV 22.16 20.07 19.50 22.04 15.13 14.36 Upper Band 21.36 20.25 19.61 19.15 17.45 17.55 Lower Band 11.27 11.80 12.05 12.28 13.53 13.56 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 134,707 124688 112401 93369 92235 85238 % Change 8.0% 10.9% 20.4% 1.2% 8.2% 5.8% OEX Puts 175,687 178523 168957 150424 146966 139979 % Change -1.6% 5.7% 12.3% 2.4% 5.0% 8.4% OEX Total 310394 303211 281358 243793 239201 225217 % Change 2.4% 7.8% 15.4% 1.9% 6.2% 7.4% SPX Calls 2,900,534 2867061 2779821 2701448 2686006 2664644 % Change 1.2% 3.1% 2.9% 0.6% 0.8% 1.4% SPX Puts 5,307,380 5257761 5266893 5119178 5055562 4845381 % Change 0.9% -0.2% 2.9% 1.3% 4.3% 5.1% SPX Total 8207914 8124822 8046714 7820626 7741568 7510025 % Change 1.0% 1.0% 2.9% 1.0% 3.1% 3.7% QQQQ Calls 2,760,543 2585499 2490497 2243613 2215767 2199359 % Change 6.8% 3.8% 11.0% 1.3% 0.7% 3.1% QQQQ Puts 4,663,485 4431692 4670975 4360952 4314120 4292023 % Change 5.2% -5.1% 7.1% 1.1% 0.5% 5.2% QQQQ Total 7424028 7017191 7161472 6604565 6529887 6491382 % Change 5.8% -2.0% 8.4% 1.1% 0.6% 4.5% MNX Calls 705,845 700393 684384 676746 676693 673097 % Change 0.8% 2.3% 1.1% 0.0% 0.5% 0.6% MNX Puts 860,982 845837 824218 801748 803326 797386 % Change 1.8% 2.6% 2.8% -0.2% 0.7% 2.8% MNX Total 1566827 1546230 1508602 1478494 1480019 1470483 % Change 1.3% 2.5% 2.0% -0.1% 0.6% 1.8% DJX Calls 346,237 353903 353443 346590 344190 337961 % Change -2.2% 0.1% 2.0% 0.7% 1.8% 5.1% DJX Puts 250,483 241575 236070 238052 237600 234579 % Change 3.7% 2.3% -0.8% 0.2% 1.3% 1.6% DJX Total 596720 595478 589513 584642 581790 572540 % Change 0.2% 1.0% 0.8% 0.5% 1.6% 3.6% OEX Spread -9.6% -5.3% -8.1% 1.1% -3.2% 2.6% SPX Spread -0.2% -3.3% 0.0% 0.7% 3.5% 3.6% QQQ Spread -1.5% -8.9% -3.9% -0.2% -0.2% 2.1% MNX Spread 1.0% 0.3% 1.7% -0.2% 0.2% 2.2% DJX Spread 5.9% 2.2% -2.8% -0.5% -0.6% -3.5% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8957.97 9074.27 9124.54 9079.41 9421.44 9424.49 Tot Issues 3421 3433 3464 3474 3451 3451 Advancers 812 1309 2099 458 1649 1602 % of Total 23.7% 38.1% 60.6% 13.2% 47.8% 46.4% Decliners 2510 1992 1245 2921 1658 1711 % of Total 73.4% 58.0% 35.9% 84.1% 48.0% 49.6% Unchanged 99 132 120 95 144 138 New Highs 60 67 69 72 286 209 New Lows 29 52 52 70 16 52 Adv Volume 227357 765280 1381265 22903 773951 592669 % of Total 12.2% 34.5% 63.0% 1.0% 49.8% 40.9% Decl Volume 1620913 1427118 753426 2304084 753102 831886 % of Total 87.2% 64.3% 34.4% 98.9% 48.5% 57.5% Total Vol 1858260 2220165 2193301 2329098 1553852 1447687 Unch Volume 9990 27767 58610 2111 26799 23132 ARMS Index 2.31 1.23 0.92 15.77 0.97 1.31 5 Day ARMS 21.2 20.2 19.98 20 5.27 5.29 McClellanOs -228 -152 -123 -177 -46 -36 McClellanSm 3282 3509 3662 3785 3962 4008 STIX 47.59 49.88 50.89 49.71 53.29 53.63 Cumul TICK 51368 134245 114376 10922 68666 123353 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2368 2404.21 2416.15 2407.86 2504.52 2515.1 Tot Issues 3130 3173 3188 3179 3149 3177 Advancers 748 1046 1657 279 1217 1311 % of Total 23.9% 33.0% 52.0% 8.8% 38.6% 41.3% Decliners 2261 1996 1390 2824 1793 1703 % of Total 72.2% 62.9% 43.6% 88.8% 56.9% 53.6% Unchanged 121 131 141 76 139 163 New Highs 29 35 31 31 141 140 New Lows 79 94 26 100 23 19 Adv Volume 397963 697646 1582024 120355 749147 682558 % of Total 17.1% 26.1% 61.6% 4.0% 40.3% 34.1% Decl Volume 1916004 1902001 883736 2872041 1020161 1236347 % of Total 82.2% 71.1% 34.4% 95.6% 54.9% 61.9% Total Vol 2330371 2674008 2567141 3003859 1857725 1998809 Unch Volume 16404 74361 101381 11463 88417 79904 ARMS Index 1.59 1.43 0.67 2.36 0.92 1.39 5 Day ARMS 6.97 6.77 6.07 6.27 4.47 4.82 McClellanOs -196 -138 -103 -132 0 38 McClellanSm 1259 1455 1594 1696 1828 1829 STIX 44.98 46.97 48.22 47.61 51.43 52.52 Cumul TICK -72770 14498 -1070 -113609 -27132 6449 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 40179 27664 42551 64670 12647 17041 OEX PutVol 48875 59320 46080 121265 16287 27664 OEX Call OI 134707 124688 112401 93369 92235 85238 OEX Put OI 175687 178523 168957 150424 146966 139979 OEX Hines 1.07 0.67 1.39 0.86 1.24 1.01 CBOE P/C 1.30 1.42 1.08 1.70 1.02 1.43 Equity P/C 0.80 0.80 0.73 0.88 0.74 0.74 SPX P/C 2.55 3.03 1.94 2.20 2.07 4.89 OEX P/C 1.22 2.14 1.08 1.88 1.29 1.62 SPY P/C 2.70 1.81 2.53 2.97 2.88 3.88 NDX P/C 1.35 1.63 1.29 1.75 3.77 1.51 QQQQ P/C 2.20 2.20 1.99 3.35 2.01 2.25 IWM P/C 2.44 3.36 1.32 4.69 2.65 6.44 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1626 2128 1775 2748 707 720 Upper Band 2184 2094 1880 1723 907 911 QQQQ Vol 1834 2319 2175 3179 1016 1135 Upper Band 2536 2497 2370 2239 1553 1602 NYSE Vol 1858260 2220165 2193301 2329098 1553852 1447687 Upper Band 2208181 2188764 2090745 1965830 1712956 1708536 Nasd Vol 2330371 2674008 2567141 3003859 1857725 1998809 Upper Band 2744123 2727563 2662613 2596014 2309362 2308294 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb 26-Jan ------------------------------------------------------------------------------ Total 1277087 1411705 1397347 1440966 1121355 1403102 Members 489566 518194 527699 529355 407903 541683 Specialists 108088 106458 121628 108160 94702 129118 Public 787521 893511 869648 911611 713452 861419 Tot Sht Int 9595242 9595242 9680954 9680954 9680954 9680954 Sh Int Rat 6.2 6.2 6.8 6.8 6.8 6.8 Pub/Spcl 7.29 8.39 7.15 8.43 7.53 6.67 Spcl/Tot 8.5% 7.5% 8.7% 7.5% 8.4% 9.2% Mem/Tot 38.3% 36.7% 37.8% 36.7% 36.4% 38.6% Pub/Tot 61.7% 63.3% 62.2% 63.3% 63.6% 61.4% Sentiment 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb 26-Jan ------------------------------------------------------------------------------ AAII Bull 37 54 48 46 46 40 AAII Bear 40 22 31 30 31 33 Market Vane 65 73 71 72 70 70 II Bull 50.5 50 51.1 52.2 53.3 52.7 II Bear 24.2 22.2 21.1 22.2 21.1 20.9 OddLot ShRt 28.5 26.1 23.2 24.6 21.3 23.4 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1399.2 1405 1385.2 1385.8 -19.1(-1%) -5%/-4% 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb 26-Jan Commercials -45724(41) -44756(42) -47003(39) -52667(32) -41071(46) -44419(42) Lg Traders 10506(45) 15679(54) 16240(55) 18179(59) 13187(50) 16923(57) Sm Traders 35218(63) 29077(55) 30763(57) 34488(62) 27884(53) 27496(52) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1742 1755.5 1725 1726.25 -31.5(-2%) -6%/-4% 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb 26-Jan Commercials -13897(13) -13583(13) -7722(30) -7728(30) -7146(32) -6945(32) Lg Traders 7086(82) 9493(93) 2365(61) 3509(66) 2853(63) 2259(60) Sm Traders 6811(78) 4090(72) 5357(75) 4219(72) 4293(72) 4686(73) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 12180 12255 12105 12108 -144(-1%) -4%/-5% 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb 26-Jan Commercials -40733(1) -39834(1) -37684(1) -37925(1) -37272(1) -37127(1) Lg Traders 24692(97) 25342(100) 22274(99) 22517(100) 22024(100) 21708(100) Sm Traders 16041(82) 14492(77) 15410(80) 15408(80) 15248(79) 15419(80) ------------------------------------------------------------------------------ ****************************************************************************** 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.