****************************************************************************** March 25th, 2008 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 28% odds of a 1/2 point cut (1.75% Fed Funds Target Rate) at the April 30th, 2008 FOMC meeting ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1349.07 1357.47 1341.21 1352.99 3.11/0% 2%/-1% S&P100 627.69 629.86 623.25 627.96 -0.43/0% 2%/0% VIX 25.75 26.42 25.17 25.72 -0.01/0% 0%/12% Nasdaq100 1816.33 1831.98 1800.71 1824.54 10.14/1% 4%/2% VXN 28.69 29.29 28.44 29.07 0.38/1% 2%/9% NYSE TICK 1 1064 -981 566 ---- ---- PreCloseTICK722 TICKscore 4 CumAdj TICK 566 NYSE TRIN 1.17 1.17 1.17 1.17 ---- ---- Dow Indus 12571.8 12449.1 12532.6 -16.04/0% 1%/0% DJIA@10:30 12467.6 DJIA@3:00 12558.1 LstHour Ind 55.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 627.96 628.39 620.38 604.19 618.64 593.48 Upper Band 640.30 640.76 639.99 639.84 641.26 641.60 Lower Band 585.04 584.84 585.10 585.11 585.85 585.85 VIX 25.72 25.73 26.62 29.84 25.79 32.24 Upper Band 31.86 31.96 31.98 31.93 31.48 31.47 Lower Band 21.49 21.12 20.93 20.82 20.74 20.72 NDX 1824.54 1814.40 1751.99 1715.59 1761.05 1687.19 Upper Band 1829.70 1821.67 1813.81 1815.17 1819.94 1820.29 Lower Band 1665.26 1669.39 1673.16 1673.22 1675.64 1675.67 VXN 29.07 28.69 29.05 31.28 28.45 32.99 Upper Band 33.02 33.04 33.10 33.08 32.76 32.74 Lower Band 25.18 24.91 24.62 24.42 24.33 24.30 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8936.23 8859.61 8717.56 8549.5 8826.44 8489.38 Tot Issues 3258 3268 3266 3266 3268 3258 Advancers 2066 2604 2350 941 2882 545 % of Total 63.4% 79.7% 72.0% 28.8% 88.2% 16.7% Decliners 1111 628 852 2254 343 2654 % of Total 34.1% 19.2% 26.1% 69.0% 10.5% 81.5% Unchanged 81 36 64 71 43 59 New Highs 36 41 17 27 28 33 New Lows 24 33 132 109 140 759 Adv Volume 899074 1254069 2054820 339928 1847277 436212 % of Total 61.0% 80.1% 75.7% 17.3% 95.0% 21.9% Decl Volume 567606 305532 633053 1525675 94152 1529934 % of Total 38.5% 19.5% 23.3% 77.6% 4.8% 76.8% Total Vol 1473949 1565781 2715654 1967111 1943578 1992727 Unch Volume 7269 6180 27781 101508 2149 26581 ARMS Index 1.17 1.01 0.85 1.87 0.43 0.72 5 Day ARMS 5.33 4.88 6.21 6.22 5.67 5.8 McClellanOs 134 90 -22 -125 -80 -253 McClellanSm -752 -885 -975 -953 -828 -747 Cumul TICK 40009 82397 75923 -17121 84580 -75601 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2341.05 2326.75 2258.11 2209.96 2268.26 2177.01 Tot Issues 3069 3098 3068 3076 3085 3085 Advancers 1857 2197 1969 881 2294 729 % of Total 60.5% 70.9% 64.2% 28.6% 74.4% 23.6% Decliners 1104 780 989 2076 694 2234 % of Total 36.0% 25.2% 32.2% 67.5% 22.5% 72.4% Unchanged 108 121 110 119 97 122 New Highs 16 30 11 21 15 9 New Lows 50 76 209 150 171 477 Adv Volume 1295878 2021162 2257605 308452 2180056 523883 % of Total 63.2% 89.1% 83.5% 13.6% 92.2% 22.3% Decl Volume 725197 240902 414186 1942584 180078 1795807 % of Total 35.4% 10.6% 15.3% 85.4% 7.6% 76.5% Total Vol 2050831 2268941 2702768 2274708 2365139 2348469 Unch Volume 29756 6877 30977 23672 5005 28779 ARMS Index 0.94 0.34 0.37 2.67 0.27 1.12 5 Day ARMS 4.59 4.77 7.46 7.91 6.49 6.56 McClellanOs 135 97 14 -59 -15 -128 McClellanSm -1691 -1825 -1923 -1936 -1878 -1862 Cumul TICK 30647 -441 15208 7167 21515 2431 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 8735 15205 38917 37417 45177 29121 OEX PutVol 12437 24778 70695 48699 54469 29435 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 0.96 0.82 1.10 1.21 1.00 1.48 Equity P/C 0.76 0.63 0.80 0.90 0.79 1.35 SPX P/C n.a 1.61 1.59 1.88 1.22 1.87 OEX P/C 1.42 1.63 1.82 1.30 1.21 1.01 QQQQ P/C n.a 1.18 1.49 1.26 1.19 1.44 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1884 2079 2453 3423 3265 3955 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1179 1239 1283 2157 2094 1874 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1473949 1565781 2715654 1967111 1943578 1992727 Upper Band 2322967 2321374 2327671 2061030 2020620 1980356 Nasd Vol 2050831 2268941 2702768 2274708 2365139 2348469 Upper Band 2671319 2666476 2667233 2592493 2592030 2603207 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb ------------------------------------------------------------------------------ Total 2046798 1782303 1355924 2001831 2001831 2083279 Members 669259 681136 490926 670970 670970 721416 Specialists 88612 126025 86489 104603 104603 151093 Public 1377539 1101167 864998 1330861 1330861 1361863 Tot Sht Int 16009688 14956961 14956961 14369952 14369952 13709338 Sh Int Rat 3.5 10 10 9.4 9.4 6.5 Pub/Spcl 15.55 8.74 10.00 12.72 12.72 9.01 Spcl/Tot 4.3% 7.1% 6.4% 5.2% 5.2% 7.3% Mem/Tot 32.7% 38.2% 36.2% 33.5% 33.5% 34.6% Pub/Tot 67.3% 61.8% 63.8% 66.5% 66.5% 65.4% Sentiment 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb ------------------------------------------------------------------------------ AAII Bull 25 20 22 34 33 33 AAII Bear 54 59 52 45 45 42 Market Vane 46 43 42 48 45 44 II Bull 30.9 31.1 41.9 42 41.6 36.7 II Bear 44.7 43.6 36.6 36.4 33.7 35.6 OddLot ShRt 36.8 38 39.2 37.6 33.1 37.5 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb Commercials 18434 29145 14286 7287 13776 541 Lg Traders -59817 -74837 -48619 -46872 -46062 -37668 ------------------------------------------------------------------------------ Nasdaq 100 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb 15-Feb Commercials 15372 12490 18106 11742 15130 13779 Lg Traders -18215 -12120 -18257 -13529 -16616 -15486 ------------------------------------------------------------------------------ * 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.