****************************************************************************** April 5th 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 1438.65 1444.88 1436.67 1443.76 4.39/0% 2%/3% S&P100 657.47 660.38 656.14 659.76 2.02/0% 2%/3% VIX 13.57 13.66 12.69 13.23 -0.01/0% -10%/-7% Nasdaq100 1801.1 1812.94 1798.53 1812.94 11.2/1% 2%/4% VXN 17.39 17.4 16.61 16.75 -0.35/-2% -8%/-15% QQV 15.57 15.57 14.56 14.62 -0.53/-3% -10%/-20% NYSE TICK 9 1269 -480 1019 ---- ---- NASDAQ TICK 475 642 -615 613 ---- ---- NYSE TRIN 0.8 0.8 0.8 0.8 ---- ---- NASDAQ TRIN 0.45 0.45 0.45 0.45 ---- ---- Dow Indus 12572.5 12502.0 12560.2 30.15/0% 2%/2% DJIA@10:30 12522.7 DJIA@3:00 12565.8 LstHour Ind 1.8 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1447 1454.7 1446.3 1452.7 4.2(0%) 2%/3% Nasdaq100 1818 1831.5 1814 1828.25 9(0%) 2%/3% Dow Indus 12596 12643 12573 12622 27(0%) 1%/2% Nikkei 17595 17600 17550 17560 -30(0%) 2%/3% 10yr Notes 107.875 107.938 107.344 107.391 -0.56(-1%) -1%/-1% Eurodollars 94.715 94.715 94.67 94.675 -0.03(0%) 0%/0% J.Yen 84.92 84.93 84.53 84.57 -0.49(-1%) -1%/-1% US Dollar 82.07 82.07 82.04 82.05 -0.66(-1%) -1%/-2% Euro 134.59 134.6 133.99 134.09 -0.54(0%) 0%/2% Crude Oil 64.25 64.85 63.6 64.28 -0.1(0%) -2%/1% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 677.5 681 676.8 679.4 2(0%) 2%/3% Silver 1363 1377 1360 1374 12(1%) 2%/5% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 659.76 657.74 656.57 650.60 649.72 650.86 Upper Band 665.75 664.14 662.83 661.46 661.53 661.06 Lower Band 630.16 630.02 629.35 629.06 626.97 625.97 VIX 13.23 13.24 13.46 14.53 14.64 15.14 Upper Band 17.66 17.66 17.72 17.86 18.81 19.33 Lower Band 11.19 11.29 11.43 11.54 11.11 10.98 NDX 1812.94 1801.74 1796.31 1773.33 1772.36 1771.72 Upper Band 1825.73 1820.28 1816.91 1813.32 1815.16 1814.79 Lower Band 1721.40 1720.21 1717.01 1715.28 1707.40 1703.14 VXN 16.75 17.10 17.69 18.60 18.24 18.53 Upper Band 20.78 20.92 21.20 21.59 22.91 23.68 Lower Band 15.66 15.82 15.89 15.85 15.13 14.91 QQQQ 44.56 44.34 44.16 43.59 43.53 43.57 Upper Band 44.88 44.75 44.66 44.58 44.63 44.62 Lower Band 42.37 42.34 42.26 42.21 42.02 41.92 QQV 14.62 15.15 15.91 16.80 16.21 16.65 Upper Band 19.43 19.54 19.84 20.16 21.30 22.06 Lower Band 13.90 14.16 14.28 14.32 13.76 13.59 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 153,115 143795 139704 137601 129161 125253 % Change 6.5% 2.9% 1.5% 6.5% 3.1% 6.2% OEX Puts 215,914 205336 196100 193783 187255 182078 % Change 5.2% 4.7% 1.2% 3.5% 2.8% 6.6% OEX Total 369029 349131 335804 331384 316416 307331 % Change 5.7% 4.0% 1.3% 4.7% 3.0% 6.4% SPX Calls 2,964,053 2965588 2909919 2868373 2862882 2829157 % Change -0.1% 1.9% 1.4% 0.2% 1.2% 1.1% SPX Puts 5,464,492 5430764 5247413 5210491 5123563 5017568 % Change 0.6% 3.5% 0.7% 1.7% 2.1% 2.4% SPX Total 8428545 8396352 8157332 8078864 7986445 7846725 % Change 0.4% 2.9% 1.0% 1.2% 1.8% 1.9% QQQQ Calls 2,704,208 2645549 2695621 2621026 2728005 2659780 % Change 2.2% -1.9% 2.8% -3.9% 2.6% 3.2% QQQQ Puts 4,263,228 4147317 4085356 4029574 4074874 4097363 % Change 2.8% 1.5% 1.4% -1.1% -0.5% -0.1% QQQQ Total 6967436 6792866 6780977 6650600 6802879 6757143 % Change 2.6% 0.2% 2.0% -2.2% 0.7% 1.2% MNX Calls 651,346 644923 642576 640507 628353 625598 % Change 1.0% 0.4% 0.3% 1.9% 0.4% 0.1% MNX Puts 928,462 924267 905509 900321 893298 871104 % Change 0.5% 2.1% 0.6% 0.8% 2.5% 0.6% MNX Total 1579808 1569190 1548085 1540828 1521651 1496702 % Change 0.7% 1.4% 0.5% 1.3% 1.7% 0.4% DJX Calls 349,301 349409 344143 343354 329910 322262 % Change 0.0% 1.5% 0.2% 4.1% 2.4% 1.8% DJX Puts 278,471 275924 256855 247177 244055 244044 % Change 0.9% 7.4% 3.9% 1.3% 0.0% -3.6% DJX Total 627772 625333 600998 590531 573965 566306 % Change 0.4% 4.0% 1.8% 2.9% 1.4% -0.6% OEX Spread -1.3% 1.8% -0.3% -3.0% -0.3% 0.4% SPX Spread 0.7% 1.6% -0.7% 1.5% 0.9% 1.3% QQQ Spread 0.6% 3.4% -1.5% 2.8% -3.1% -3.3% MNX Spread -0.5% 1.7% 0.3% -1.1% 2.1% 0.5% DJX Spread 1.0% 5.9% 3.7% -2.8% -2.4% -5.4% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9426.57 9398.56 9381.46 9305.55 9261.82 9279.08 Tot Issues 3421 3442 3435 3435 3441 3432 Advancers 2005 1800 2439 2085 1811 2089 % of Total 58.6% 52.3% 71.0% 60.7% 52.6% 60.9% Decliners 1237 1482 872 1221 1488 1228 % of Total 36.2% 43.1% 25.4% 35.5% 43.2% 35.8% Unchanged 179 160 124 129 142 115 New Highs 255 249 313 201 141 146 New Lows 15 12 11 30 52 20 Adv Volume 819621 751730 1208453 951868 673943 935254 % of Total 65.8% 53.7% 77.8% 63.5% 43.9% 62.0% Decl Volume 406433 623658 319328 527434 835122 546387 % of Total 32.6% 44.6% 20.6% 35.2% 54.4% 36.2% Total Vol 1246087 1398644 1552436 1499540 1534490 1507669 Unch Volume 20033 23256 24655 20238 25425 26028 ARMS Index 0.80 1.01 0.74 0.95 1.51 0.99 5 Day ARMS 5.01 5.2 5.92 6.38 6.4 5.8 McClellanOs 100 87 96 34 2 -4 McClellanSm 3494 3393 3307 3211 3177 3175 STIX 56.42 55.88 55.98 54.23 53.36 53.21 Cumul TICK 162412 144126 145214 134571 123404 95189 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2471.34 2458.69 2450.33 2422.26 2421.64 2417.88 Tot Issues 3145 3129 3162 3164 3163 3144 Advancers 1669 1409 2024 1511 1716 1508 % of Total 53.1% 45.0% 64.0% 47.8% 54.3% 48.0% Decliners 1309 1584 1012 1510 1305 1460 % of Total 41.6% 50.6% 32.0% 47.7% 41.3% 46.4% Unchanged 167 136 126 143 142 176 New Highs 119 104 132 85 81 60 New Lows 37 21 36 50 15 56 Adv Volume 1119900 1101533 1443786 808059 1136065 802295 % of Total 72.5% 63.4% 74.0% 46.6% 56.3% 41.5% Decl Volume 398225 583087 497839 851248 841435 1057664 % of Total 25.8% 33.5% 25.5% 49.1% 41.7% 54.8% Total Vol 1545730 1738321 1952225 1733478 2018430 1931409 Unch Volume 27605 53701 10600 74171 40930 71450 ARMS Index 0.45 0.47 0.69 1.05 0.97 1.36 5 Day ARMS 3.63 4.54 5.92 6.3 5.73 5.91 McClellanOs 51 38 54 2 1 -24 McClellanSm 919 868 830 777 775 773 STIX 51.34 50.87 51.24 49.71 49.68 48.98 Cumul TICK 25273 19959 54892 -4384 2704 -26436 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 24523 17602 19189 13078 22110 13442 OEX PutVol 15806 23847 31623 10756 25569 20471 OEX Call OI 153115 143795 139704 137601 129161 125253 OEX Put OI 215914 205336 196100 193783 187255 182078 OEX Hines 2.19 1.05 0.85 1.71 1.25 0.95 CBOE P/C 0.77 1.04 1.13 0.83 1.20 1.17 Equity P/C 0.53 0.72 0.66 0.62 0.66 0.77 SPX P/C 1.24 1.60 2.24 1.51 2.68 2.29 OEX P/C 0.64 1.35 1.65 0.82 1.16 1.52 SPY P/C 1.73 4.32 2.67 2.59 2.62 2.88 NDX P/C 1.84 1.94 2.15 1.44 1.63 0.99 QQQQ P/C 1.15 1.58 2.14 0.98 1.79 1.55 IWM P/C 2.60 1.68 3.10 2.99 3.52 3.06 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 468 640 824 794 1282 1395 Upper Band 1988 1963 1948 1964 1972 2008 QQQQ Vol 542 852 1059 896 1204 1244 Upper Band 1846 1827 1828 1872 1937 2017 NYSE Vol 1246087 1398644 1552436 1499540 1534490 1507669 Upper Band 1996261 1993766 2005501 2034046 2087201 2112089 Nasd Vol 1545730 1738321 1952225 1733478 2018430 1931409 Upper Band 2302460 2293503 2310581 2348404 2398040 2444010 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 6-Apr 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar ------------------------------------------------------------------------------ Total 1446155 1749240 1655424 1874862 956262 1277087 Members 537167 589622 531690 662631 378388 489566 Specialists 117531 88251 91056 97731 84575 108088 Public 908988 1159618 1123734 1212231 577874 787521 Tot Sht Int 10510404 10510404 10510404 9595242 9595242 9595242 Sh Int Rat 6.1 6.1 6.1 6.2 6.2 6.2 Pub/Spcl 7.73 13.14 12.34 12.40 6.83 7.29 Spcl/Tot 8.1% 5.0% 5.5% 5.2% 8.8% 8.5% Mem/Tot 37.1% 33.7% 32.1% 35.3% 39.6% 38.3% Pub/Tot 62.9% 66.3% 67.9% 64.7% 60.4% 61.7% Sentiment 6-Apr 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar ------------------------------------------------------------------------------ AAII Bull 32 43 44 33 36 37 AAII Bear 40 26 33 45 45 40 Market Vane 71 70 69 65 65 65 II Bull 50.6 48.4 46.6 45.5 46.2 50.5 II Bear 25.8 27.5 28.4 28.9 26.9 24.2 OddLot ShRt 24.2 28.8 24.9 27.6 26.9 28.5 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1447 1454.7 1446.3 1452.7 4.2(0%) 2%/3% 6-Apr 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar Commercials -9446(85) -7880(87) -4783(91) -32718(56) -36648(52) -45724(41) Lg Traders 28107(76) 22980(67) 18718(60) 620(28) 5987(37) 10506(45) Sm Traders -18661(1) -15100(1) -13935(1) 32098(58) 30661(57) 35218(63) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1818 1831.5 1814 1828.25 9(0%) 2%/3% 6-Apr 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar Commercials 9355(78) 8022(75) 4146(64) -16678(5) -14071(12) -13897(13) Lg Traders -8762(10) -7996(13) -5774(23) 852(54) 1200(55) 7086(82) Sm Traders -593(60) -26(61) 1628(65) 15826(100) 12871(93) 6811(78) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 12596 12643 12573 12622 27(0%) 1%/2% 6-Apr 30-Mar 23-Mar 16-Mar 9-Mar 2-Mar Commercials -11004(60) -11825(58) -12300(57) -39696(2) -39712(2) -40733(1) Lg Traders 10571(49) 11388(51) 11336(51) 24576(96) 25741(100) 24692(97) Sm Traders 433(35) 437(35) 964(36) 15120(79) 13971(75) 16041(82) ------------------------------------------------------------------------------ ****************************************************************************** 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.