****************************************************************************** March 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: 03/10/07 (High), 03/25/07 (Low), 04/21/07 (High) Recent turns: 02/10/07 (Low), 02/03/07 (High), 01/29/07 (Low), 01/27/07 (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 1403.49 1410.15 1397.3 1402.85 0.96/0% 2%/-3% S&P100 642.28 645.97 639.86 642.42 0.2/0% 2%/-4% VIX 13.7 14.62 13.67 14.09 -0.2/-1% -28%/35% Nasdaq100 1759.54 1760.96 1734.35 1744.74 -1.69/0% 2%/-4% VXN 18.95 19.84 18.65 18.94 -0.85/-4% -23%/17% QQV 18.29 18.8 17.53 18.48 0.11/1% -18%/21% NYSE TICK 268 1253 -992 800 ---- ---- NASDAQ TICK 492 1127 -973 725 ---- ---- NYSE TRIN 1.17 1.17 1.17 1.17 ---- ---- NASDAQ TRIN 1.77 1.77 1.77 1.77 ---- ---- Dow Indus 12330.9 12228.5 12276.3 15.62/0% 2%/-3% DJIA@10:30 12279.7 DJIA@3:00 12259.3 LstHour Ind -2.0 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1423 1423.8 1410.2 1417.4 0.2(0%) 2%/-3% Nasdaq100 1782.5 1783 1756 1768.25 -6.75(0%) 2%/-4% Dow Indus 12355 12440 12325 12384 8(0%) 2%/-3% Nikkei 17215 17275 17200 17200 130(1%) 4%/0% 10yr Notes 108.875 108.891 108.219 108.359 -0.56(-1%) 0%/1% Eurodollars 94.83 94.835 94.74 94.755 -0.09(0%) 0%/0% J.Yen 86.41 86.41 85.55 85.72 -0.75(-1%) -2%/2% US Dollar 83.67 84.05 83.65 83.91 0.16(0%) 0%/0% Euro 132.08 132.09 131.38 131.66 -0.23(0%) 0%/0% Crude Oil 61.55 61.72 60 60.05 -1.59(-3%) 0%/-1% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 655 659.8 650 652 -3.5(-1%) 2%/-2% Silver 1310 1320 1285 1297 -15(-1%) 2%/-7% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 642.42 642.22 638.06 639.87 630.37 635.10 Upper Band 682.96 684.18 685.33 685.93 686.36 684.71 Lower Band 625.56 626.81 628.28 630.77 633.27 638.84 VIX 14.09 14.29 15.24 15.96 19.63 18.61 Upper Band 19.70 19.61 19.49 19.22 18.80 17.39 Lower Band 6.62 6.35 6.08 5.89 5.76 6.22 NDX 1744.74 1746.43 1736.10 1743.10 1712.94 1726.03 Upper Band 1871.15 1873.17 1874.79 1873.67 1872.74 1866.35 Lower Band 1696.64 1701.20 1706.03 1712.85 1719.01 1733.91 VXN 18.94 19.79 20.56 21.19 24.61 23.66 Upper Band 24.82 24.75 24.58 24.30 23.90 22.57 Lower Band 11.90 11.69 11.49 11.37 11.34 11.85 QQQQ 42.93 42.97 42.68 42.85 42.15 42.48 Upper Band 45.93 45.98 46.01 45.99 45.96 45.81 Lower Band 41.76 41.86 41.97 42.14 42.29 42.64 QQV 18.48 18.37 19.34 19.43 22.61 22.16 Upper Band 23.21 23.09 22.97 22.71 22.42 21.36 Lower Band 11.47 11.27 11.10 11.01 10.95 11.27 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 179,817 176217 170261 164840 150662 134707 % Change 2.0% 3.5% 3.3% 9.4% 11.8% 8.0% OEX Puts 216,788 215421 203722 193937 182295 175687 % Change 0.6% 5.7% 5.0% 6.4% 3.8% -1.6% OEX Total 396605 391638 373983 358777 332957 310394 % Change 1.3% 4.7% 4.2% 7.8% 7.3% 2.4% SPX Calls 3,409,095 3298165 3208264 3042513 2959674 2900534 % Change 3.4% 2.8% 5.4% 2.8% 2.0% 1.2% SPX Puts 5,919,033 5698846 5563789 5321117 5346451 5307380 % Change 3.9% 2.4% 4.6% -0.5% 0.7% 0.9% SPX Total 9328128 8997011 8772053 8363630 8306125 8207914 % Change 3.7% 2.6% 4.9% 0.7% 1.2% 1.0% QQQQ Calls 2,934,869 2929388 2888874 2998058 2850692 2760543 % Change 0.2% 1.4% -3.6% 5.2% 3.3% 6.8% QQQQ Puts 4,963,992 4856793 4796236 4705855 4637057 4663485 % Change 2.2% 1.3% 1.9% 1.5% -0.6% 5.2% QQQQ Total 7898861 7786181 7685110 7703913 7487749 7424028 % Change 1.4% 1.3% -0.2% 2.9% 0.9% 5.8% MNX Calls 722,545 721329 718667 724152 707095 705845 % Change 0.2% 0.4% -0.8% 2.4% 0.2% 0.8% MNX Puts 921,406 910883 898307 907066 873825 860982 % Change 1.2% 1.4% -1.0% 3.8% 1.5% 1.8% MNX Total 1643951 1632212 1616974 1631218 1580920 1566827 % Change 0.7% 0.9% -0.9% 3.2% 0.9% 1.3% DJX Calls 381,561 382224 382659 382593 368991 346237 % Change -0.2% -0.1% 0.0% 3.7% 6.6% -2.2% DJX Puts 265,685 262718 260309 259905 250186 250483 % Change 1.1% 0.9% 0.2% 3.9% -0.1% 3.7% DJX Total 647246 644942 642968 642498 619177 596720 % Change 0.4% 0.3% 0.1% 3.8% 3.8% 0.2% OEX Spread -1.4% 2.2% 1.8% -3.0% -8.1% -9.6% SPX Spread 0.5% -0.4% -0.9% -3.3% -1.3% -0.2% QQQ Spread 2.0% -0.1% 5.6% -3.7% -3.8% -1.5% MNX Spread 1.0% 1.0% -0.2% 1.4% 1.3% 1.0% DJX Spread 1.3% 1.0% 0.1% 0.2% -6.7% 5.9% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9094.99 9078.65 8999.2 9006.01 8837.97 8957.97 Tot Issues 3433 3450 3449 3459 3464 3421 Advancers 1947 2507 1652 2785 591 812 % of Total 56.7% 72.7% 47.9% 80.5% 17.1% 23.7% Decliners 1315 821 1654 567 2783 2510 % of Total 38.3% 23.8% 48.0% 16.4% 80.3% 73.4% Unchanged 171 122 143 107 90 99 New Highs 72 86 54 57 33 60 New Lows 30 19 20 29 106 29 Adv Volume 776631 1270512 852030 1722351 169764 227357 % of Total 54.0% 76.8% 49.7% 93.6% 8.6% 12.2% Decl Volume 612075 366935 837938 114023 1809836 1620913 % of Total 42.6% 22.2% 48.8% 6.2% 91.2% 87.2% Total Vol 1437482 1653572 1715414 1840280 1985197 1858260 Unch Volume 48776 16125 25446 3906 5597 9990 ARMS Index 1.17 0.88 0.98 0.33 2.26 2.31 5 Day ARMS 5.62 6.76 7.11 7.05 22.49 21.2 McClellanOs -24 -55 -154 -169 -316 -228 McClellanSm 2565 2588 2643 2797 2966 3282 STIX 51.68 50.89 48.47 48.32 44.88 47.59 Cumul TICK 92036 112523 93566 139084 32985 51368 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2387.55 2387.73 2374.64 2385.14 2340.68 2368 Tot Issues 3126 3135 3158 3158 3179 3130 Advancers 1641 1799 1286 2467 583 748 % of Total 52.5% 57.4% 40.7% 78.1% 18.3% 23.9% Decliners 1329 1184 1729 594 2483 2261 % of Total 42.5% 37.8% 54.7% 18.8% 78.1% 72.2% Unchanged 156 152 143 97 113 121 New Highs 50 39 38 27 13 29 New Lows 75 58 70 72 159 79 Adv Volume 797246 1251843 584345 2082647 415664 397963 % of Total 40.6% 64.5% 28.2% 93.5% 18.1% 17.1% Decl Volume 1142980 587724 1458174 124401 1864477 1916004 % of Total 58.3% 30.3% 70.3% 5.6% 81.0% 82.2% Total Vol 1961450 1940887 2073217 2227253 2301014 2330371 Unch Volume 21224 101320 30698 20205 20873 16404 ARMS Index 1.77 0.71 1.86 0.25 1.05 1.59 5 Day ARMS 5.64 5.46 6.18 4.99 7.1 6.97 McClellanOs -53 -83 -134 -132 -264 -196 McClellanSm 592 646 729 863 995 1259 STIX 47.8 47.06 45.75 46.06 42.64 44.98 Cumul TICK -1277 -12082 15098 34840 -68814 -72770 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 25200 24541 17069 35585 1951766 40179 OEX PutVol 43198 46922 36087 36857 3254430 48875 OEX Call OI 179817 176217 170261 164840 107623005 134707 OEX Put OI 216788 215421 203722 193937 97730406 175687 OEX Hines 0.7 0.64 0.57 1.14 0.54 1.07 CBOE P/C 1.16 1.02 1.22 1.25 1.67 1.30 Equity P/C 0.82 0.77 0.70 0.76 0.93 0.80 SPX P/C 2.02 1.16 2.05 1.69 3.25 2.55 OEX P/C 1.71 1.91 2.11 1.04 1.02 1.22 SPY P/C 1.75 1.94 2.75 1.37 1.92 2.70 NDX P/C 1.37 1.56 1.62 1.17 1.89 1.35 QQQQ P/C 2.07 1.68 1.69 1.10 2.03 2.20 IWM P/C 3.95 4.28 5.99 2.48 2.82 2.44 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1078 1179 1151 1433 1437 1626 Upper Band 2317 2309 2296 2281 2238 2184 QQQQ Vol 1286 1209 1165 1555 1717 1834 Upper Band 2586 2589 2589 2589 2572 2536 NYSE Vol 1437482 1653572 1715414 1840280 1985197 1858260 Upper Band 2285515 2285917 2282731 2275072 2254641 2208181 Nasd Vol 1961450 1940887 2073217 2227253 2301014 2330371 Upper Band 2758078 2757868 2761303 2761970 2757127 2744123 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb ------------------------------------------------------------------------------ Total 956262 1277087 1411705 1397347 1440966 1121355 Members 378388 489566 518194 527699 529355 407903 Specialists 84575 108088 106458 121628 108160 94702 Public 577874 787521 893511 869648 911611 713452 Tot Sht Int 9595242 9595242 9595242 9680954 9680954 9680954 Sh Int Rat 6.2 6.2 6.2 6.8 6.8 6.8 Pub/Spcl 6.83 7.29 8.39 7.15 8.43 7.53 Spcl/Tot 8.8% 8.5% 7.5% 8.7% 7.5% 8.4% Mem/Tot 39.6% 38.3% 36.7% 37.8% 36.7% 36.4% Pub/Tot 60.4% 61.7% 63.3% 62.2% 63.3% 63.6% Sentiment 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb ------------------------------------------------------------------------------ AAII Bull 36 37 54 48 46 46 AAII Bear 45 40 22 31 30 31 Market Vane 65 65 73 71 72 70 II Bull 46.2 50.5 50 51.1 52.2 53.3 II Bear 26.9 24.2 22.2 21.1 22.2 21.1 OddLot ShRt 26.9 28.5 26.1 23.2 24.6 21.3 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1423 1423.8 1410.2 1417.4 0.2(0%) 2%/-3% 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb Commercials -36648(52) -45724(41) -44756(42) -47003(39) -52667(32) -41071(46) Lg Traders 5987(37) 10506(45) 15679(54) 16240(55) 18179(59) 13187(50) Sm Traders 30661(57) 35218(63) 29077(55) 30763(57) 34488(62) 27884(53) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1782.5 1783 1756 1768.25 -6.75(0%) 2%/-4% 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb Commercials -14071(12) -13897(13) -13583(13) -7722(30) -7728(30) -7146(32) Lg Traders 1200(55) 7086(82) 9493(93) 2365(61) 3509(66) 2853(63) Sm Traders 12871(93) 6811(78) 4090(72) 5357(75) 4219(72) 4293(72) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 12355 12440 12325 12384 8(0%) 2%/-3% 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb 2-Feb Commercials -39712(2) -40733(1) -39834(1) -37684(1) -37925(1) -37272(1) Lg Traders 25741(100) 24692(97) 25342(100) 22274(99) 22517(100) 22024(100) Sm Traders 13971(75) 16041(82) 14492(77) 15410(80) 15408(80) 15248(79) ------------------------------------------------------------------------------ ****************************************************************************** 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.