****************************************************************************** March 13th, 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 1/2 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 1305.26 1321.68 1282.11 1315.48 6.71/1% 2%/-4% S&P100 604.42 611.37 594 608.19 2.03/0% 2%/-4% VIX 27.22 29.62 25.65 27.29 0.07/0% -1%/10% Nasdaq100 1715.84 1760.23 1699.17 1750.4 15.22/1% 3%/-4% VXN 30.05 31.72 28.86 29.86 -0.19/-1% 2%/18% NYSE TICK -8 1378 -1138 603 ---- ---- PreCloseTICK753 TICKscore 19 CumAdj TICK 408 NYSE TRIN 0.86 0.86 0.86 0.86 ---- ---- Dow Indus 12215.4 11875.8 12145.7 35.5/0% 2%/-3% DJIA@10:30 11919.6 DJIA@3:00 12168.8 LstHour Ind 167.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 608.19 606.16 610.95 589.15 596.79 601.48 Upper Band 641.64 643.31 643.64 643.72 640.80 638.72 Lower Band 591.61 592.27 593.62 594.21 599.67 603.89 VIX 27.29 27.22 26.36 29.38 27.49 27.55 Upper Band 29.21 29.00 28.88 29.06 28.72 28.75 Lower Band 21.70 21.67 21.70 21.65 21.85 21.83 NDX 1750.40 1735.18 1740.95 1673.03 1707.50 1712.50 Upper Band 1823.13 1833.01 1834.85 1837.98 1828.92 1824.16 Lower Band 1689.52 1686.91 1689.60 1691.68 1710.81 1720.16 VXN 29.86 30.05 28.56 31.38 29.25 29.99 Upper Band 31.26 31.10 30.84 30.91 30.57 31.11 Lower Band 24.59 24.30 24.38 24.36 24.57 24.26 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8827.16 8781.23 8842.68 8534.37 8676.27 8765.41 Tot Issues 3239 3254 3266 3267 3252 3246 Advancers 1808 1195 2676 532 1153 356 % of Total 55.8% 36.7% 81.9% 16.3% 35.5% 11.0% Decliners 1338 2000 534 2677 2010 2835 % of Total 41.3% 61.5% 16.4% 81.9% 61.8% 87.3% Unchanged 93 59 56 58 89 55 New Highs 45 39 26 20 21 27 New Lows 273 112 189 394 374 289 Adv Volume 1116832 485135 1735966 166469 522368 87297 % of Total 60.7% 31.1% 89.7% 10.3% 30.9% 5.4% Decl Volume 711535 1068849 192920 1431782 1143319 1517426 % of Total 38.7% 68.5% 10.0% 89.0% 67.6% 94.3% Total Vol 1839880 1560442 1934542 1609488 1691429 1608497 Unch Volume 11513 6458 5656 11237 25742 3774 ARMS Index 0.86 1.32 0.56 1.71 1.26 2.18 5 Day ARMS 5.71 7.03 6.57 7.08 6.32 7.81 McClellanOs -95 -145 -129 -282 -208 -196 McClellanSm -314 -220 -74 55 337 545 Cumul TICK 13710 -930 13671 -100375 -49886 -105574 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2263.61 2243.87 2255.76 2169.34 2212.49 2220.5 Tot Issues 3090 3069 3099 3100 3069 3057 Advancers 1797 1272 2223 682 1124 578 % of Total 58.2% 41.4% 71.7% 22.0% 36.6% 18.9% Decliners 1157 1672 765 2315 1809 2364 % of Total 37.4% 54.5% 24.7% 74.7% 58.9% 77.3% Unchanged 136 125 111 103 136 115 New Highs 12 13 6 4 6 12 New Lows 226 132 245 411 387 288 Adv Volume 1575970 780667 2175532 362006 853731 295823 % of Total 64.8% 37.5% 88.7% 17.2% 36.3% 13.6% Decl Volume 836064 1286947 251744 1729432 1473161 1864706 % of Total 34.4% 61.8% 10.3% 82.1% 62.7% 85.9% Total Vol 2430497 2082271 2451633 2107139 2351174 2171052 Unch Volume 18463 14657 24357 15701 24282 10523 ARMS Index 0.82 1.25 0.34 1.41 1.07 1.54 5 Day ARMS 4.89 5.61 4.95 5.29 4.81 6.14 McClellanOs -12 -67 -70 -182 -131 -125 McClellanSm -1656 -1644 -1577 -1507 -1326 -1195 Cumul TICK 21152 13417 6882 -24724 -45477 -32991 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 23608 20953 24117 27783 32619 23434 OEX PutVol 32770 30655 20998 17615 24479 22503 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.22 1.11 1.12 1.48 1.24 1.27 Equity P/C 0.82 0.84 0.89 0.99 0.92 1.12 SPX P/C n.a 2.09 1.99 2.36 1.58 1.82 OEX P/C 1.39 1.46 0.87 0.63 0.75 0.96 QQQQ P/C n.a 1.21 1.20 1.76 1.82 1.55 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 3421 2247 3395 2343 3264 2431 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 2087 1494 1955 1461 2425 1497 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1839880 1560442 1934542 1609488 1691429 1608497 Upper Band 1879396 1839542 1838057 1756010 1746920 1756205 Nasd Vol 2430497 2082271 2451633 2107139 2351174 2171052 Upper Band 2562357 2536649 2536115 2503604 2507090 2687695 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb ------------------------------------------------------------------------------ Total 1355924 2001831 2001831 2083279 2204138 2284707 Members 490926 670970 670970 721416 711345 758689 Specialists 86489 104603 104603 151093 112834 72655 Public 864998 1330861 1330861 1361863 1492793 1526018 Tot Sht Int 14956961 14369952 14369952 13709338 13709338 13850660 Sh Int Rat 10 9.4 9.4 6.5 6.5 8.1 Pub/Spcl 10.00 12.72 12.72 9.01 13.23 21.00 Spcl/Tot 6.4% 5.2% 5.2% 7.3% 5.1% 3.2% Mem/Tot 36.2% 33.5% 33.5% 34.6% 32.3% 33.2% Pub/Tot 63.8% 66.5% 66.5% 65.4% 67.7% 66.8% Sentiment 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb ------------------------------------------------------------------------------ AAII Bull 22 34 33 33 34 30 AAII Bear 52 45 45 42 47 49 Market Vane 42 48 45 44 44 46 II Bull 41.9 42 41.6 36.7 41.6 40.2 II Bear 36.6 36.4 33.7 35.6 32.6 32.2 OddLot ShRt 39.2 37.6 33.1 37.5 36.4 36.7 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb Commercials 14286 7287 13776 541 6271 56 Lg Traders -48619 -46872 -46062 -37668 -30412 -32309 ------------------------------------------------------------------------------ Nasdaq 100 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb 1-Feb Commercials 18106 11742 15130 13779 12487 9229 Lg Traders -18257 -13529 -16616 -15486 -13339 -12377 ------------------------------------------------------------------------------ * 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. 1355924 490926 86489 864998 14956961 10 22 52 42 41.9 36.6 39.2