****************************************************************************** March 30th 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: 14% odds of a 1/4 point hike (5.50% Fed Funds Target Rate) at the May 9th, 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 1422.45 1429.22 1408.9 1420.86 -1.67/0% -1%/2% S&P100 650.92 653.27 643.98 649.72 -1.14/0% -1%/2% VIX 14.94 15.82 14.14 14.64 -0.5/-3% 11%/-21% Nasdaq100 1772.86 1783.33 1758.1 1772.36 0.64/0% -2%/3% VXN 18.34 19.01 17.88 18.24 -0.29/-2% 7%/-23% QQV 17.02 17.13 15.71 16.21 -0.44/-3% 7%/-27% NYSE TICK 232 1416 -1007 1224 ---- ---- NASDAQ TICK 606 938 -994 860 ---- ---- NYSE TRIN 1.51 1.51 1.51 1.51 ---- ---- NASDAQ TRIN 0.97 0.97 0.97 0.97 ---- ---- Dow Indus 12416.7 12242.6 12354.4 5.6/0% -1%/2% DJIA@10:30 12383.9 DJIA@3:00 12358.8 LstHour Ind -39.5 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1432.8 1440 1418.5 1431.2 -0.3(0%) -1%/2% Nasdaq100 1790 1801.5 1775 1790.75 2.75(0%) -2%/3% Dow Indus 12421 12490 12316 12440 24(0%) -1%/2% Nikkei 17435 17435 17200 17270 -75(0%) -1%/3% 10yr Notes 108.188 108.672 107.891 108.125 -0.13(0%) 0%/-1% Eurodollars 94.735 94.755 94.715 94.735 0(0%) 0%/0% J.Yen 85.53 86.05 85.3 85.75 0.13(0%) 0%/-1% US Dollar 82.88 83.08 82.4 82.66 -0.15(0%) 0%/-1% Euro 133.63 134.41 133.31 133.94 0.17(0%) 0%/1% Crude Oil 66.3 66.7 65.55 65.87 -0.16(0%) 5%/4% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 669.2 673.8 666.8 669 1.4(0%) 0%/3% Silver 1338 1347 1333 1345 11(1%) 0%/4% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 649.72 650.86 647.68 653.10 656.87 656.08 Upper Band 661.53 661.06 660.28 659.94 658.62 660.41 Lower Band 626.97 625.97 625.87 625.80 625.79 624.67 VIX 14.64 15.14 14.98 13.48 13.16 12.95 Upper Band 18.81 19.33 19.37 19.40 19.77 19.98 Lower Band 11.11 10.98 11.01 11.03 11.13 10.73 NDX 1772.36 1771.72 1770.54 1789.93 1802.95 1794.04 Upper Band 1815.16 1814.79 1813.59 1812.87 1809.05 1816.65 Lower Band 1707.40 1703.14 1702.51 1702.34 1702.80 1697.95 VXN 18.24 18.53 18.56 17.20 17.00 17.17 Upper Band 22.91 23.68 23.92 24.02 24.42 24.52 Lower Band 15.13 14.91 14.97 15.06 15.24 15.04 QQQQ 43.53 43.57 43.52 43.99 44.30 44.12 Upper Band 44.63 44.62 44.59 44.58 44.49 44.69 Lower Band 42.02 41.92 41.90 41.90 41.90 41.78 QQV 16.21 16.65 17.07 15.83 15.20 15.77 Upper Band 21.30 22.06 22.31 22.46 22.97 22.97 Lower Band 13.76 13.59 13.68 13.78 13.89 13.88 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 129,161 125253 117990 114356 109691 106516 % Change 3.1% 6.2% 3.2% 4.3% 3.0% 5.4% OEX Puts 187,255 182078 170852 164512 163442 157410 % Change 2.8% 6.6% 3.9% 0.7% 3.8% 5.3% OEX Total 316416 307331 288842 278868 273133 263926 % Change 3.0% 6.4% 3.6% 2.1% 3.5% 5.4% SPX Calls 2,862,882 2829157 2798848 2784057 2741273 2716093 % Change 1.2% 1.1% 0.5% 1.6% 0.9% 6.2% SPX Puts 5,123,563 5017568 4901058 4811175 4715594 4593017 % Change 2.1% 2.4% 1.9% 2.0% 2.7% 5.3% SPX Total 7986445 7846725 7699906 7595232 7456867 7309110 % Change 1.8% 1.9% 1.4% 1.9% 2.0% 5.6% QQQQ Calls 2,728,005 2659780 2576865 2488753 2465012 2415453 % Change 2.6% 3.2% 3.5% 1.0% 2.1% 3.1% QQQQ Puts 4,074,874 4097363 4102673 4057422 4040074 4019121 % Change -0.5% -0.1% 1.1% 0.4% 0.5% 2.9% QQQQ Total 6802879 6757143 6679538 6546175 6505086 6434574 % Change 0.7% 1.2% 2.0% 0.6% 1.1% 3.0% MNX Calls 628,353 625598 625211 619021 614199 608798 % Change 0.4% 0.1% 1.0% 0.8% 0.9% 3.9% MNX Puts 893,298 871104 865961 868015 838861 826821 % Change 2.5% 0.6% -0.2% 3.5% 1.5% -0.4% MNX Total 1521651 1496702 1491172 1487036 1453060 1435619 % Change 1.7% 0.4% 0.3% 2.3% 1.2% 1.4% DJX Calls 329,910 322262 316565 316354 305734 305411 % Change 2.4% 1.8% 0.1% 3.5% 0.1% 2.2% DJX Puts 244,055 244044 253033 252536 250080 246593 % Change 0.0% -3.6% 0.2% 1.0% 1.4% 5.4% DJX Total 573965 566306 569598 568890 555814 552004 % Change 1.4% -0.6% 0.1% 2.4% 0.7% 3.6% OEX Spread -0.3% 0.4% 0.7% -3.6% 0.9% -0.1% SPX Spread 0.9% 1.3% 1.3% 0.5% 1.7% -1.0% QQQ Spread -3.1% -3.3% -2.4% -0.5% -1.5% -0.1% MNX Spread 2.1% 0.5% -1.2% 2.7% 0.6% -4.2% DJX Spread -2.4% -5.4% 0.1% -2.5% 1.3% 3.3% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9261.82 9279.08 9218.53 9288.79 9341.36 9338.4 Tot Issues 3441 3432 3447 3460 3445 3417 Advancers 1811 2089 1135 1012 1617 1886 % of Total 52.6% 60.9% 32.9% 29.2% 46.9% 55.2% Decliners 1488 1228 2182 2286 1674 1374 % of Total 43.2% 35.8% 63.3% 66.1% 48.6% 40.2% Unchanged 142 115 130 162 154 157 New Highs 141 146 102 121 174 175 New Lows 52 20 32 28 10 7 Adv Volume 673943 935254 334390 368945 724611 832218 % of Total 43.9% 62.0% 22.8% 26.7% 49.4% 59.6% Decl Volume 835122 546387 1109153 1001940 728874 553833 % of Total 54.4% 36.2% 75.5% 72.4% 49.7% 39.6% Total Vol 1534490 1507669 1468340 1384401 1467809 1397354 Unch Volume 25425 26028 24797 13516 14324 11303 ARMS Index 1.51 0.99 1.73 1.2 0.97 0.91 5 Day ARMS 6.4 5.8 5.99 4.72 4.41 3.99 McClellanOs 2 -4 -43 24 116 151 McClellanSm 3177 3175 3179 3222 3198 3082 STIX 53.36 53.21 52.24 54.02 56.33 57.04 Cumul TICK 123404 95189 80368 71608 106103 111486 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2421.64 2417.88 2417.1 2437.43 2455.63 2448.93 Tot Issues 3163 3144 3143 3157 3191 3168 Advancers 1716 1508 974 1013 1402 1587 % of Total 54.3% 48.0% 31.0% 32.1% 43.9% 50.1% Decliners 1305 1460 2016 2015 1652 1427 % of Total 41.3% 46.4% 64.1% 63.8% 51.8% 45.0% Unchanged 142 176 153 129 137 154 New Highs 81 60 67 66 106 105 New Lows 15 56 41 55 31 16 Adv Volume 1136065 802295 372294 567991 1095657 791176 % of Total 56.3% 41.5% 19.9% 31.6% 63.3% 48.3% Decl Volume 841435 1057664 1427672 1204518 616892 818354 % of Total 41.7% 54.8% 76.2% 67.0% 35.6% 49.9% Total Vol 2018430 1931409 1873661 1798948 1731277 1639429 Unch Volume 40930 71450 73695 26439 18728 29899 ARMS Index 0.97 1.36 1.85 1.07 0.48 1.15 5 Day ARMS 5.73 5.91 6.17 4.73 4.35 5.08 McClellanOs 1 -24 -32 22 84 111 McClellanSm 775 773 797 829 807 723 STIX 49.68 48.98 48.8 50.41 52.09 52.7 Cumul TICK 2704 -26436 -16743 -19565 10727 33369 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 22110 13442 21561 7643 16068 10723 OEX PutVol 25569 20471 31781 15390 22787 16801 OEX Call OI 129161 125253 117990 114356 109691 106516 OEX Put OI 187255 182078 170852 164512 163442 157410 OEX Hines 1.25 0.95 0.98 0.71 1.05 0.94 CBOE P/C 1.20 1.17 1.37 0.98 0.99 0.92 Equity P/C 0.66 0.77 0.88 0.61 0.69 0.64 SPX P/C 2.68 2.29 3.59 2.05 1.59 1.14 OEX P/C 1.16 1.52 1.47 2.01 1.42 1.57 SPY P/C 2.62 2.88 2.18 2.24 1.96 2.91 NDX P/C 1.63 0.99 1.36 1.86 1.78 1.70 QQQQ P/C 1.79 1.55 1.37 1.00 1.49 1.06 IWM P/C 3.52 3.06 3.70 3.71 2.46 2.42 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1282 1395 1529 995 1138 744 Upper Band 1972 2008 2137 2170 2454 2473 QQQQ Vol 1204 1244 1446 752 1142 685 Upper Band 1937 2017 2206 2321 2699 2701 NYSE Vol 1534490 1507669 1468340 1384401 1467809 1397354 Upper Band 2087201 2112089 2208279 2281342 2368028 2364599 Nasd Vol 2018430 1931409 1873661 1798948 1731277 1639429 Upper Band 2398040 2444010 2575383 2658347 2841835 2836892 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar 23-Feb ------------------------------------------------------------------------------ Total 1749240 1655424 1874862 956262 1277087 1411705 Members 589622 531690 662631 378388 489566 518194 Specialists 88251 91056 97731 84575 108088 106458 Public 1159618 1123734 1212231 577874 787521 893511 Tot Sht Int 10510404 10510404 9595242 9595242 9595242 9595242 Sh Int Rat 6.1 6.1 6.2 6.2 6.2 6.2 Pub/Spcl 13.14 12.34 12.40 6.83 7.29 8.39 Spcl/Tot 5.0% 5.5% 5.2% 8.8% 8.5% 7.5% Mem/Tot 33.7% 32.1% 35.3% 39.6% 38.3% 36.7% Pub/Tot 66.3% 67.9% 64.7% 60.4% 61.7% 63.3% Sentiment 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar 23-Feb ------------------------------------------------------------------------------ AAII Bull 43 44 33 36 37 54 AAII Bear 26 33 45 45 40 22 Market Vane 70 69 65 65 65 73 II Bull 48.4 46.6 45.5 46.2 50.5 50 II Bear 27.5 28.4 28.9 26.9 24.2 22.2 OddLot ShRt 28.8 24.9 27.6 26.9 28.5 26.1 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1432.8 1440 1418.5 1431.2 -0.3(0%) -1%/2% 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar 23-Feb Commercials -7880(87) -4783(91) -32718(56) -36648(52) -45724(41) -44756(42) Lg Traders 22980(67) 18718(60) 620(28) 5987(37) 10506(45) 15679(54) Sm Traders -15100(1) -13935(1) 32098(58) 30661(57) 35218(63) 29077(55) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1790 1801.5 1775 1790.75 2.75(0%) -2%/3% 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar 23-Feb Commercials 8022(75) 4146(64) -16678(5) -14071(12) -13897(13) -13583(13) Lg Traders -7996(13) -5774(23) 852(54) 1200(55) 7086(82) 9493(93) Sm Traders -26(61) 1628(65) 15826(100) 12871(93) 6811(78) 4090(72) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 12421 12490 12316 12440 24(0%) -1%/2% 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar 23-Feb Commercials -11825(58) -12300(57) -39696(2) -39712(2) -40733(1) -39834(1) Lg Traders 11388(51) 11336(51) 24576(96) 25741(100) 24692(97) 25342(100) Sm Traders 437(35) 964(36) 15120(79) 13971(75) 16041(82) 14492(77) ------------------------------------------------------------------------------ ****************************************************************************** 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.