****************************************************************************** March 16th 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 1392.24 1397.51 1383.63 1386.95 -5.33/0% -1%/-5% S&P100 636.74 638.85 632.41 633.93 -2.74/0% -2%/-5% VIX 15.38 17.71 15.29 16.79 0.36/2% 20%/64% Nasdaq100 1743.58 1750.39 1733.58 1742.23 -2.64/0% -1%/-4% VXN 18.64 19.9 18.2 19.6 0.81/4% 6%/28% QQV 17.68 18.18 16.8 17.5 0.39/2% 1%/21% NYSE TICK 196 1295 -940 687 ---- ---- NASDAQ TICK 569 629 -900 400 ---- ---- NYSE TRIN 1.4 1.4 1.4 1.4 ---- ---- NASDAQ TRIN 0.86 0.86 0.86 0.86 ---- ---- Dow Indus 12190.4 12082.1 12110.4 -49.27/0% -2%/-5% DJIA@10:30 12180.1 DJIA@3:00 12101.5 LstHour Ind -11.5 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1406.5 1409.7 1395.2 1399 -4.4(0%) -1%/-5% Nasdaq100 1767 1771 1754 1764 -0.75(0%) -1%/-5% Dow Indus 12225 12283 12178 12211 -45(0%) -2%/-5% Nikkei 16700 16860 16700 16730 -105(-1%) -3%/-6% 10yr Notes 108.719 108.828 108.516 108.766 -0.06(0%) 0%/1% Eurodollars 94.765 94.765 94.74 94.76 -0.03(0%) 0%/0% J.Yen 86.8 86.8 86.55 86.66 0.64(1%) 1%/2% US Dollar 82.8 82.97 82.75 82.94 -0.43(-1%) -1%/-1% Euro 133.84 133.85 133.53 133.57 0.75(1%) 1%/1% Crude Oil 60.15 61 58.8 59.58 -0.38(-1%) -2%/-1% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 651.8 656.5 651 653.9 6.8(1%) 1%/-3% Silver 1313 1326 1307 1321.5 14(1%) 1%/-6% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 633.93 636.67 635.15 631.06 644.17 642.42 Upper Band 674.98 677.87 680.48 681.90 682.02 682.96 Lower Band 618.62 619.32 620.05 621.70 624.59 625.56 VIX 16.79 16.43 17.27 18.13 13.99 14.09 Upper Band 21.02 20.90 20.74 20.40 19.78 19.70 Lower Band 8.21 7.68 7.21 6.87 6.83 6.62 NDX 1742.23 1744.87 1743.15 1722.48 1756.42 1744.74 Upper Band 1860.90 1866.96 1871.11 1871.74 1870.54 1871.15 Lower Band 1679.19 1681.25 1684.11 1687.54 1694.34 1696.64 VXN 19.60 18.79 19.77 22.04 18.52 18.94 Upper Band 25.27 25.31 25.35 25.27 24.86 24.82 Lower Band 13.24 12.77 12.38 12.06 12.00 11.90 QQQQ 42.83 42.89 42.99 42.37 43.21 42.93 Upper Band 45.67 45.83 45.93 45.95 45.92 45.93 Lower Band 41.36 41.40 41.47 41.54 41.71 41.76 QQV 17.50 17.11 17.95 20.70 17.35 18.48 Upper Band 23.56 23.63 23.66 23.61 23.24 23.21 Lower Band 12.42 12.05 11.81 11.61 11.57 11.47 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 234,210 220194 203073 191027 184476 179817 % Change 6.4% 8.4% 6.3% 3.6% 2.6% 2.0% OEX Puts 256,267 233203 229941 235354 227898 216788 % Change 9.9% 1.4% -2.3% 3.3% 5.1% 0.6% OEX Total 490477 453397 433014 426381 412374 396605 % Change 8.2% 4.7% 1.6% 3.4% 4.0% 1.3% SPX Calls 3,952,453 3860377 3698503 3629657 3497171 3409095 % Change 2.4% 4.4% 1.9% 3.8% 2.6% 3.4% SPX Puts 6,500,751 6485687 6207209 6089063 5971315 5919033 % Change 0.2% 4.5% 1.9% 2.0% 0.9% 3.9% SPX Total 10453204 10346064 9905712 9718720 9468486 9328128 % Change 1.0% 4.4% 1.9% 2.6% 1.5% 3.7% QQQQ Calls 3,033,963 3198304 3168004 2990449 2958846 2934869 % Change -5.1% 1.0% 5.9% 1.1% 0.8% 0.2% QQQQ Puts 5,120,101 5123372 5011929 5031592 4968021 4963992 % Change -0.1% 2.2% -0.4% 1.3% 0.1% 2.2% QQQQ Total 8154064 8321676 8179933 8022041 7926867 7898861 % Change -2.0% 1.7% 2.0% 1.2% 0.4% 1.4% MNX Calls 766,995 751354 748292 736307 726502 722545 % Change 2.1% 0.4% 1.6% 1.3% 0.5% 0.2% MNX Puts 968,734 942732 931677 924402 922395 921406 % Change 2.8% 1.2% 0.8% 0.2% 0.1% 1.2% MNX Total 1735729 1694086 1679969 1660709 1648897 1643951 % Change 2.5% 0.8% 1.2% 0.7% 0.3% 0.7% DJX Calls 417,476 403305 397062 391642 386420 381561 % Change 3.5% 1.6% 1.4% 1.4% 1.3% -0.2% DJX Puts 294,794 283716 276406 277710 266963 265685 % Change 3.9% 2.6% -0.5% 4.0% 0.5% 1.1% DJX Total 712270 687021 673468 669352 653383 647246 % Change 3.7% 2.0% 0.6% 2.4% 0.9% 0.4% OEX Spread 3.5% -7.0% -8.6% -0.3% 2.5% -1.4% SPX Spread -2.2% 0.1% 0.0% -1.8% -1.7% 0.5% QQQ Spread 5.1% 1.3% -6.3% 0.2% -0.7% 2.0% MNX Spread 0.7% 0.8% -0.8% -1.1% -0.4% 1.0% DJX Spread 0.4% 1.1% -1.9% 2.7% -0.8% 1.3% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8983.01 9005.25 8958.61 8926.88 9120.93 9094.99 Tot Issues 3430 3440 3456 3452 3464 3433 Advancers 1259 2364 2026 574 2174 1947 % of Total 36.7% 68.7% 58.6% 16.6% 62.8% 56.7% Decliners 2036 938 1301 2768 1151 1315 % of Total 59.4% 27.3% 37.6% 80.2% 33.2% 38.3% Unchanged 135 138 129 110 139 171 New Highs 75 70 36 75 99 72 New Lows 23 25 89 87 35 30 Adv Volume 612674 1102247 1414594 110062 853165 776631 % of Total 29.9% 72.9% 68.4% 5.6% 58.0% 54.0% Decl Volume 1383437 390198 625726 1851806 596329 612075 % of Total 67.5% 25.8% 30.3% 94.2% 40.5% 42.6% Total Vol 2048759 1511007 2066780 1965604 1470795 1437482 Unch Volume 52648 18562 26460 3736 21301 48776 ARMS Index 1.40 0.89 0.69 3.49 1.32 1.17 5 Day ARMS 7.79 7.56 7.55 7.84 4.68 5.62 McClellanOs -31 17 -55 -98 23 -24 McClellanSm 2421 2452 2435 2490 2588 2565 STIX 51.29 52.58 50.7 49.69 52.91 51.68 Cumul TICK 86487 111526 78931 6386 138638 92036 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2372.66 2378.7 2371.74 2350.57 2402.29 2387.55 Tot Issues 3137 3148 3164 3166 3163 3126 Advancers 1172 1880 1653 549 1759 1641 % of Total 37.4% 59.7% 52.2% 17.3% 55.6% 52.5% Decliners 1826 1124 1366 2534 1273 1329 % of Total 58.2% 35.7% 43.2% 80.0% 40.2% 42.5% Unchanged 139 144 145 83 131 156 New Highs 31 46 19 38 57 50 New Lows 67 59 149 153 63 75 Adv Volume 863680 996683 1659163 239442 1175839 797246 % of Total 41.9% 55.0% 73.4% 10.6% 70.7% 40.6% Decl Volume 1155633 779433 576044 2004437 463225 1142980 % of Total 56.0% 43.0% 25.5% 88.3% 27.8% 58.3% Total Vol 2063383 1812708 2260839 2268789 1664095 1961450 Unch Volume 44070 36592 25632 24910 25031 21224 ARMS Index 0.86 1.31 0.42 1.81 0.54 1.77 5 Day ARMS 4.94 5.85 5.25 6.69 5.13 5.64 McClellanOs -53 -28 -80 -114 -19 -53 McClellanSm 299 352 379 459 573 592 STIX 47.34 48.16 46.73 45.95 48.72 47.8 Cumul TICK -17426 6270 -15768 -92132 15858 -1277 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 40082 48565 74415 44689 28861 25200 OEX PutVol 60876 82388 82423 61955 36844 43198 OEX Call OI 234210 220194 203073 191027 184476 179817 OEX Put OI 256267 233203 229941 235354 227898 216788 OEX Hines 0.72 0.62 1.02 0.89 0.97 0.70 CBOE P/C 1.23 1.13 1.66 1.45 1.06 1.16 Equity P/C 0.83 0.78 0.87 0.98 0.75 0.82 SPX P/C 2.18 1.54 3.66 2.18 1.15 2.02 OEX P/C 1.52 1.70 1.11 1.39 1.28 1.71 SPY P/C 2.67 0.25 2.42 2.63 1.39 1.75 NDX P/C 1.76 1.00 1.73 1.65 0.85 1.37 QQQQ P/C 2.55 1.08 1.38 1.55 1.70 2.07 IWM P/C 3.69 4.30 3.51 4.10 4.79 3.95 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1220 1324 2294 1718 804 1078 Upper Band 2533 2555 2547 2385 2317 2317 QQQQ Vol 1083 1116 1922 1690 812 1286 Upper Band 2664 2663 2666 2618 2591 2586 NYSE Vol 2048759 1511007 2066780 1965604 1470795 1437482 Upper Band 2384627 2354303 2354225 2310563 2282900 2285515 Nasd Vol 2063383 1812708 2260839 2268789 1664095 1961450 Upper Band 2788136 2788500 2783441 2779670 2770306 2758078 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 16-Mar 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb ------------------------------------------------------------------------------ Total 1874862 956262 1277087 1411705 1397347 1440966 Members 662631 378388 489566 518194 527699 529355 Specialists 97731 84575 108088 106458 121628 108160 Public 1212231 577874 787521 893511 869648 911611 Tot Sht Int 9595242 9595242 9595242 9595242 9680954 9680954 Sh Int Rat 6.2 6.2 6.2 6.2 6.8 6.8 Pub/Spcl 12.40 6.83 7.29 8.39 7.15 8.43 Spcl/Tot 5.2% 8.8% 8.5% 7.5% 8.7% 7.5% Mem/Tot 35.3% 39.6% 38.3% 36.7% 37.8% 36.7% Pub/Tot 64.7% 60.4% 61.7% 63.3% 62.2% 63.3% Sentiment 16-Mar 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb ------------------------------------------------------------------------------ AAII Bull 33 36 37 54 48 46 AAII Bear 45 45 40 22 31 30 Market Vane 65 65 65 73 71 72 II Bull 45.5 46.2 50.5 50 51.1 52.2 II Bear 28.9 26.9 24.2 22.2 21.1 22.2 OddLot ShRt 27.6 26.9 28.5 26.1 23.2 24.6 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1406.5 1409.7 1395.2 1399 -4.4(0%) -1%/-5% 16-Mar 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb Commercials -32718(56) -36648(52) -45724(41) -44756(42) -47003(39) -52667(32) Lg Traders 620(28) 5987(37) 10506(45) 15679(54) 16240(55) 18179(59) Sm Traders 32098(58) 30661(57) 35218(63) 29077(55) 30763(57) 34488(62) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1767 1771 1754 1764 -0.75(0%) -1%/-5% 16-Mar 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb Commercials -16678(5) -14071(12) -13897(13) -13583(13) -7722(30) -7728(30) Lg Traders 852(54) 1200(55) 7086(82) 9493(93) 2365(61) 3509(66) Sm Traders 15826(100) 12871(93) 6811(78) 4090(72) 5357(75) 4219(72) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 12225 12283 12178 12211 -45(0%) -2%/-5% 16-Mar 9-Mar 2-Mar 23-Feb 16-Feb 9-Feb Commercials -39696(2) -39712(2) -40733(1) -39834(1) -37684(1) -37925(1) Lg Traders 24576(96) 25741(100) 24692(97) 25342(100) 22274(99) 22517(100) Sm Traders 15120(79) 13971(75) 16041(82) 14492(77) 15410(80) 15408(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.