****************************************************************************** March 17th, 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 1283.21 1287.5 1256.98 1276.6 -11.54/-1% -3%/-5% S&P100 592.91 598.43 583.64 593.48 -2.02/0% -3%/-5% VIX 35.14 35.6 31.1 32.24 1.08/3% 22%/29% Nasdaq100 1680.54 1706.02 1668.57 1687.19 -26.64/-2% -3%/-5% VXN 36.07 36.75 32.37 32.99 0.98/3% 16%/24% NYSE TICK 6 1117 -1207 -833 ---- ---- PreCloseTICK-777 TICKscore -42 CumAdj TICK -477 NYSE TRIN 0.72 0.72 0.72 0.72 ---- ---- Dow Indus 12076.2 1756.6 11972.3 21.16/0% -2%/-3% DJIA@10:30 11930.5 DJIA@3:00 11958.6 LstHour Ind 34.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 593.48 595.50 608.19 606.16 610.95 589.15 Upper Band 641.60 641.75 641.64 643.31 643.64 643.72 Lower Band 585.85 588.74 591.61 592.27 593.62 594.21 VIX 32.24 31.16 27.29 27.22 26.36 29.38 Upper Band 31.47 30.28 29.21 29.00 28.88 29.06 Lower Band 20.72 21.19 21.70 21.67 21.70 21.65 NDX 1687.19 1713.83 1750.40 1735.18 1740.95 1673.03 Upper Band 1820.29 1820.32 1823.13 1833.01 1834.85 1837.98 Lower Band 1675.67 1684.96 1689.52 1686.91 1689.60 1691.68 VXN 32.99 32.01 29.86 30.05 28.56 31.38 Upper Band 32.74 31.93 31.26 31.10 30.84 30.91 Lower Band 24.30 24.48 24.59 24.30 24.38 24.36 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8489.38 8635.92 8827.16 8781.23 8842.68 8534.37 Tot Issues 3258 3248 3239 3254 3266 3267 Advancers 545 530 1808 1195 2676 532 % of Total 16.7% 16.3% 55.8% 36.7% 81.9% 16.3% Decliners 2654 2656 1338 2000 534 2677 % of Total 81.5% 81.8% 41.3% 61.5% 16.4% 81.9% Unchanged 59 62 93 59 56 58 New Highs 33 57 45 39 26 20 New Lows 759 286 273 112 189 394 Adv Volume 436212 144919 1116832 485135 1735966 166469 % of Total 21.9% 7.8% 60.7% 31.1% 89.7% 10.3% Decl Volume 1529934 1698504 711535 1068849 192920 1431782 % of Total 76.8% 91.6% 38.7% 68.5% 10.0% 89.0% Total Vol 1992727 1853442 1839880 1560442 1934542 1609488 Unch Volume 26581 10019 11513 6458 5656 11237 ARMS Index 0.72 2.34 0.86 1.32 0.56 1.71 5 Day ARMS 5.8 6.79 5.71 7.03 6.57 7.08 McClellanOs -253 -181 -95 -145 -129 -282 McClellanSm -747 -495 -314 -220 -74 55 Cumul TICK -75601 -81472 13710 -930 13671 -100375 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2177.01 2212.49 2263.61 2243.87 2255.76 2169.34 Tot Issues 3085 3047 3090 3069 3099 3100 Advancers 729 656 1797 1272 2223 682 % of Total 23.6% 21.5% 58.2% 41.4% 71.7% 22.0% Decliners 2234 2278 1157 1672 765 2315 % of Total 72.4% 74.8% 37.4% 54.5% 24.7% 74.7% Unchanged 122 113 136 125 111 103 New Highs 9 13 12 13 6 4 New Lows 477 226 226 132 245 411 Adv Volume 523883 214920 1575970 780667 2175532 362006 % of Total 22.3% 8.5% 64.8% 37.5% 88.7% 17.2% Decl Volume 1795807 2261029 836064 1286947 251744 1729432 % of Total 76.5% 89.7% 34.4% 61.8% 10.3% 82.1% Total Vol 2348469 2520671 2430497 2082271 2451633 2107139 Unch Volume 28779 44722 18463 14657 24357 15701 ARMS Index 1.12 3.03 0.82 1.25 0.34 1.41 5 Day ARMS 6.56 6.85 4.89 5.61 4.95 5.29 McClellanOs -128 -78 -12 -67 -70 -182 McClellanSm -1862 -1734 -1656 -1644 -1577 -1507 Cumul TICK 2431 25658 21152 13417 6882 -24724 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 29121 29950 23608 20953 24117 27783 OEX PutVol 29435 34874 32770 30655 20998 17615 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.48 1.40 1.22 1.11 1.12 1.48 Equity P/C 1.35 1.16 0.82 0.84 0.89 0.99 SPX P/C n.a 2.04 2.02 2.09 1.99 2.36 OEX P/C 1.01 1.16 1.39 1.46 0.87 0.63 QQQQ P/C n.a 2.00 1.30 1.21 1.20 1.76 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 3955 4846 3421 2247 3395 2343 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1874 3095 2087 1494 1955 1461 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1992727 1853442 1839880 1560442 1934542 1609488 Upper Band 1980356 1914094 1879396 1839542 1838057 1756010 Nasd Vol 2348469 2520671 2430497 2082271 2451633 2107139 Upper Band 2603207 2601294 2562357 2536649 2536115 2503604 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb ------------------------------------------------------------------------------ Total 1782303 1355924 2001831 2001831 2083279 2204138 Members 681136 490926 670970 670970 721416 711345 Specialists 126025 86489 104603 104603 151093 112834 Public 1101167 864998 1330861 1330861 1361863 1492793 Tot Sht Int 14956961 14956961 14369952 14369952 13709338 13709338 Sh Int Rat 10 10 9.4 9.4 6.5 6.5 Pub/Spcl 8.74 10.00 12.72 12.72 9.01 13.23 Spcl/Tot 7.1% 6.4% 5.2% 5.2% 7.3% 5.1% Mem/Tot 38.2% 36.2% 33.5% 33.5% 34.6% 32.3% Pub/Tot 61.8% 63.8% 66.5% 66.5% 65.4% 67.7% Sentiment 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb ------------------------------------------------------------------------------ AAII Bull 20 22 34 33 33 34 AAII Bear 59 52 45 45 42 47 Market Vane 43 42 48 45 44 44 II Bull 31.1 41.9 42 41.6 36.7 41.6 II Bear 43.6 36.6 36.4 33.7 35.6 32.6 OddLot ShRt 38 39.2 37.6 33.1 37.5 36.4 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb Commercials 29145 14286 7287 13776 541 6271 Lg Traders -74837 -48619 -46872 -46062 -37668 -30412 ------------------------------------------------------------------------------ Nasdaq 100 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb 8-Feb Commercials 12490 18106 11742 15130 13779 12487 Lg Traders -12120 -18257 -13529 -16616 -15486 -13339 ------------------------------------------------------------------------------ * 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. 1782303 681136 126025 1101167 14956961 10 20 59 43 31.1 43.6 38