****************************************************************************** April 8th, 2008 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 36% 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 1370.16 1370.16 1360.62 1365.54 -7/-1% 0%/7% S&P100 632.82 632.82 628.32 630.48 -3.69/-1% 0%/7% VIX 22.42 23.16 22.36 22.36 -0.06/0% -5%/-24% Nasdaq100 1853.37 1858.74 1837.47 1846.14 -14.69/-1% 0%/10% VXN 26.19 27 25.82 26.03 -0.16/-1% -5%/-17% NYSE TICK -14 1057 -1063 576 ---- ---- PreCloseTICK-43 TICKscore -2 CumAdj TICK -364 NYSE TRIN 1.17 1.17 1.17 1.17 ---- ---- Dow Indus 12607.3 12525.8 12576.4 -35.99/0% 0%/7% DJIA@10:30 12563.7 DJIA@3:00 12583.2 LstHour Ind 41.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 630.48 634.17 632.84 633.52 633.36 635.47 Upper Band 645.12 645.53 643.73 641.43 638.78 635.74 Lower Band 592.32 587.78 585.84 585.00 585.67 586.49 VIX 22.36 22.42 22.45 23.21 23.43 22.88 Upper Band 31.46 31.76 31.73 31.64 31.53 31.40 Lower Band 20.34 20.74 21.28 21.88 22.13 22.46 NDX 1846.14 1860.83 1865.87 1855.19 1848.80 1855.48 Upper Band 1901.27 1900.34 1890.50 1877.02 1863.58 1849.59 Lower Band 1675.94 1659.56 1654.07 1652.21 1655.49 1658.97 VXN 26.03 26.19 25.60 26.93 27.27 26.56 Upper Band 32.74 32.95 32.86 32.67 32.61 32.54 Lower Band 24.84 25.17 25.56 26.19 26.31 26.48 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9150.63 9184.72 9157.53 9140.64 9104.46 9088.49 Tot Issues 3250 3250 3234 3240 3248 3262 Advancers 1325 1750 1710 1848 1859 2691 % of Total 40.8% 53.8% 52.9% 57.0% 57.2% 82.5% Decliners 1816 1412 1414 1299 1296 518 % of Total 55.9% 43.4% 43.7% 40.1% 39.9% 15.9% Unchanged 109 88 110 93 93 53 New Highs 37 91 75 55 54 30 New Lows 19 8 13 13 17 16 Adv Volume 455812 791333 620456 744272 831466 1528633 % of Total 38.1% 62.2% 50.1% 59.5% 57.8% 90.4% Decl Volume 729577 470590 605708 487662 596344 150775 % of Total 61.0% 37.0% 48.9% 39.0% 41.4% 8.9% Total Vol 1195713 1272843 1237508 1251587 1438711 1691795 Unch Volume 10324 10920 11344 19653 10901 12387 ARMS Index 1.17 0.74 1.18 0.93 1.03 0.51 5 Day ARMS 5.05 4.39 4.43 4.87 5.64 6.17 McClellanOs 123 168 172 177 168 155 McClellanSm 405 282 114 -57 -235 -403 Cumul TICK -25778 7446 30619 46798 11387 78013 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2348.76 2364.83 2370.98 2363.3 2361.4 2362.75 Tot Issues 3061 3084 3026 3038 3029 3056 Advancers 1233 1420 1483 1383 1549 2202 % of Total 40.3% 46.0% 49.0% 45.5% 51.1% 72.1% Decliners 1661 1512 1391 1500 1325 730 % of Total 54.3% 49.0% 46.0% 49.4% 43.7% 23.9% Unchanged 167 152 152 155 155 124 New Highs 14 36 35 17 34 26 New Lows 53 40 35 51 59 57 Adv Volume 531864 669811 1059616 1173612 916319 1906669 % of Total 32.5% 38.5% 55.0% 60.2% 45.6% 90.3% Decl Volume 1064113 1014537 802382 762597 1052833 192779 % of Total 65.0% 58.3% 41.6% 39.1% 52.4% 9.1% Total Vol 1638124 1738759 1926893 1950757 2007606 2111054 Unch Volume 42147 54411 64895 14548 38454 11606 ARMS Index 1.49 1.42 0.81 0.6 1.34 0.3 5 Day ARMS 5.66 4.47 3.65 4.25 6 6.58 McClellanOs 81 109 122 125 141 138 McClellanSm -711 -792 -901 -1022 -1147 -1288 Cumul TICK -2020 -28984 -6722 2871 13531 20219 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 8488 17038 15111 13530 12409 18911 OEX PutVol 12587 22524 27011 13246 19642 24691 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.14 0.97 1.20 1.05 1.05 0.90 Equity P/C 0.90 0.74 0.82 0.83 0.78 0.81 SPX P/C n.a 2.56 3.70 2.60 2.51 1.45 OEX P/C 1.48 1.32 1.79 0.98 1.58 1.31 QQQQ P/C n.a 1.49 1.32 0.95 1.01 1.38 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1248 1543 2044 1749 2086 2371 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 975 1026 1392 1383 1321 1315 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1195713 1272843 1237508 1251587 1438711 1691795 Upper Band 2369649 2361118 2358820 2346729 2332409 2336404 Nasd Vol 1638124 1738759 1926893 1950757 2007606 2111054 Upper Band 2706537 2686379 2691281 2691130 2692079 2748818 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb ------------------------------------------------------------------------------ Total 2102788 2102788 2046798 1782303 1355924 2001831 Members 704313 704313 669259 681136 490926 670970 Specialists 111203 111203 88612 126025 86489 104603 Public 1398475 1398475 1377539 1101167 864998 1330861 Tot Sht Int 16009688 16009688 16009688 14956961 14956961 14369952 Sh Int Rat 3.5 3.5 3.5 10 10 9.4 Pub/Spcl 12.58 12.58 15.55 8.74 10.00 12.72 Spcl/Tot 5.3% 5.3% 4.3% 7.1% 6.4% 5.2% Mem/Tot 33.5% 33.5% 32.7% 38.2% 36.2% 33.5% Pub/Tot 66.5% 66.5% 67.3% 61.8% 63.8% 66.5% Sentiment 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb ------------------------------------------------------------------------------ AAII Bull 37 42 25 20 22 34 AAII Bear 39 34 54 59 52 45 Market Vane 50 48 46 43 42 48 II Bull 36.4 36.7 30.9 31.1 41.9 42 II Bear 37.5 41.1 44.7 43.6 36.6 36.4 OddLot ShRt 37 41.6 36.8 38 39.2 37.6 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb Commercials 19809 19809 18434 29145 14286 7287 Lg Traders -60764 -60764 -59817 -74837 -48619 -46872 ------------------------------------------------------------------------------ Nasdaq 100 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb Commercials 16609 16609 15372 12490 18106 11742 Lg Traders -19040 -19040 -18215 -12120 -18257 -13529 ------------------------------------------------------------------------------ * 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. 2102788 704313 111203 1398475 16009688 3.5 37 39 50 36.4 37.5 37