****************************************************************************** April 2nd, 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 1/4 point cut (2.0% 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 1369.96 1377.95 1361.55 1367.53 -2.65/0% 3%/3% S&P100 635.36 638.57 630.52 633.36 -2.11/0% 3%/4% VIX 22.64 23.65 22.39 23.43 0.55/2% -9%/-8% Nasdaq100 1855.91 1870.55 1836.63 1848.8 -6.68/0% 4%/6% VXN 26.39 27.87 26.36 27.27 0.71/3% -8%/-4% NYSE TICK -3 1003 -1180 133 ---- ---- PreCloseTICK260 TICKscore -2 CumAdj TICK 150 NYSE TRIN 1.03 1.03 1.03 1.03 ---- ---- Dow Indus 12696.3 12555.2 12605.8 -48.53/0% 2%/3% DJIA@10:30 12644.4 DJIA@3:00 12592.1 LstHour Ind 23.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 633.36 635.47 613.71 610.31 614.73 621.99 Upper Band 638.78 635.74 631.85 631.84 634.60 638.05 Lower Band 585.67 586.49 588.16 588.16 587.38 586.01 VIX 23.43 22.88 25.61 25.71 25.88 26.08 Upper Band 31.53 31.40 31.17 31.16 31.33 31.57 Lower Band 22.13 22.46 23.04 23.14 22.76 22.20 NDX 1848.80 1855.48 1781.93 1767.57 1777.89 1817.28 Upper Band 1863.58 1849.59 1831.02 1827.65 1831.33 1834.66 Lower Band 1655.49 1658.97 1665.32 1665.02 1664.03 1662.91 VXN 27.27 26.56 29.04 28.87 29.55 29.75 Upper Band 32.61 32.54 32.35 32.37 32.55 32.92 Lower Band 26.31 26.48 26.96 26.88 26.47 25.65 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9104.46 9088.49 8797.29 8762.12 8817.17 8881.55 Tot Issues 3248 3262 3261 3237 3249 3226 Advancers 1859 2691 1960 1053 1184 1312 % of Total 57.2% 82.5% 60.1% 32.5% 36.4% 40.7% Decliners 1296 518 1212 2088 1992 1828 % of Total 39.9% 15.9% 37.2% 64.5% 61.3% 56.7% Unchanged 93 53 89 96 73 86 New Highs 54 30 16 14 23 27 New Lows 17 16 55 54 26 30 Adv Volume 831466 1528633 1043194 313201 368181 448559 % of Total 57.8% 90.4% 67.0% 23.5% 25.8% 31.4% Decl Volume 596344 150775 503313 1006263 1052327 973274 % of Total 41.4% 8.9% 32.3% 75.4% 73.8% 68.0% Total Vol 1438711 1691795 1555954 1335185 1425093 1430344 Unch Volume 10901 12387 9447 15721 4585 8511 ARMS Index 1.03 0.51 0.78 1.62 1.7 1.56 5 Day ARMS 5.64 6.17 6.83 7.06 6.29 6.46 McClellanOs 168 155 45 0 51 97 McClellanSm -235 -403 -558 -603 -603 -654 Cumul TICK 11387 78013 30982 -38941 8205 21777 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2361.4 2362.75 2279.1 2261.18 2280.83 2324.36 Tot Issues 3029 3056 3057 3047 3057 3036 Advancers 1549 2202 1738 965 1110 1247 % of Total 51.1% 72.1% 56.9% 31.7% 36.3% 41.1% Decliners 1325 730 1183 1939 1815 1645 % of Total 43.7% 23.9% 38.7% 63.6% 59.4% 54.2% Unchanged 155 124 136 143 132 144 New Highs 34 26 14 5 14 23 New Lows 59 57 89 81 58 87 Adv Volume 916319 1906669 1210492 447642 407112 544103 % of Total 45.6% 90.3% 70.0% 25.7% 20.5% 28.0% Decl Volume 1052833 192779 492930 1267326 1562704 1379062 % of Total 52.4% 9.1% 28.5% 72.7% 78.8% 71.1% Total Vol 2007606 2111054 1730262 1742642 1983866 1939798 Unch Volume 38454 11606 26840 27674 14050 16633 ARMS Index 1.34 0.3 0.6 1.41 2.35 1.92 5 Day ARMS 6 6.58 7.22 6.96 5.92 6.24 McClellanOs 141 138 61 24 71 109 McClellanSm -1147 -1288 -1426 -1487 -1511 -1582 Cumul TICK 13531 20219 -7842 -41067 36101 -4378 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 12409 18911 11512 26246 13410 14684 OEX PutVol 19642 24691 8889 18064 12514 11618 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.05 0.90 1.03 1.16 1.12 1.04 Equity P/C 0.78 0.81 0.85 0.86 0.84 0.78 SPX P/C n.a 1.45 2.03 2.53 2.72 1.76 OEX P/C 1.58 1.31 0.77 0.69 0.93 0.79 QQQQ P/C n.a 1.38 1.34 1.16 1.63 1.04 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2086 2371 1655 1809 2238 1952 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1321 1315 1131 1118 1415 1225 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1438711 1691795 1555954 1335185 1425093 1430344 Upper Band 2332409 2336404 2334336 2337962 2329302 2327506 Nasd Vol 2007606 2111054 1730262 1742642 1983866 1939798 Upper Band 2692079 2748818 2749344 2736634 2698718 2688802 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb ------------------------------------------------------------------------------ Total 2102788 2046798 1782303 1355924 2001831 2001831 Members 704313 669259 681136 490926 670970 670970 Specialists 111203 88612 126025 86489 104603 104603 Public 1398475 1377539 1101167 864998 1330861 1330861 Tot Sht Int 16009688 16009688 14956961 14956961 14369952 14369952 Sh Int Rat 3.5 3.5 10 10 9.4 9.4 Pub/Spcl 12.58 15.55 8.74 10.00 12.72 12.72 Spcl/Tot 5.3% 4.3% 7.1% 6.4% 5.2% 5.2% Mem/Tot 33.5% 32.7% 38.2% 36.2% 33.5% 33.5% Pub/Tot 66.5% 67.3% 61.8% 63.8% 66.5% 66.5% Sentiment 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb ------------------------------------------------------------------------------ AAII Bull 42 25 20 22 34 33 AAII Bear 34 54 59 52 45 45 Market Vane 48 46 43 42 48 45 II Bull 36.7 30.9 31.1 41.9 42 41.6 II Bear 41.1 44.7 43.6 36.6 36.4 33.7 OddLot ShRt 41.6 36.8 38 39.2 37.6 33.1 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb Commercials 19809 18434 29145 14286 7287 13776 Lg Traders -60764 -59817 -74837 -48619 -46872 -46062 ------------------------------------------------------------------------------ Nasdaq 100 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb 22-Feb Commercials 16609 15372 12490 18106 11742 15130 Lg Traders -19040 -18215 -12120 -18257 -13529 -16616 ------------------------------------------------------------------------------ * 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.