****************************************************************************** April 16th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1337.02 1365.49 1337.02 1364.71 30.28/2% 0%/3% S&P100 616.33 627.82 616.33 627.39 12.44/2% 0%/1% VIX 22.03 22.09 20.5 20.53 -2.25/-10% -7%/-20% Nasdaq100 1817.59 1849.45 1815.8 1846.89 52.16/3% 0%/5% VXN 26.48 26.48 24.59 25.55 -1.91/-7% -1%/-10% NYSE TICK 44 1098 -814 1204 ---- ---- PreCloseTICK-406 TICKscore 16 CumAdj TICK 734 NYSE TRIN 0.75 0.75 0.75 0.75 ---- ---- Dow Indus 12625.8 12371.5 12619.3 256.8/2% 0%/2% DJIA@10:30 12521.3 DJIA@3:00 12558.3 LstHour Ind -97.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 627.39 614.95 611.69 614.59 628.87 625.85 Upper Band 642.19 641.76 644.59 646.29 646.46 645.78 Lower Band 604.29 603.85 598.87 595.56 594.74 593.15 VIX 20.53 22.78 23.82 23.46 21.98 22.81 Upper Band 28.49 28.45 30.15 31.18 31.37 31.45 Lower Band 19.84 20.40 19.66 19.36 19.55 20.00 NDX 1846.89 1794.73 1790.93 1798.72 1852.97 1826.19 Upper Band 1897.49 1895.05 1905.96 1909.96 1909.89 1904.39 Lower Band 1731.90 1725.76 1704.09 1692.39 1687.62 1681.34 VXN 25.55 27.46 28.28 27.54 25.77 26.61 Upper Band 30.99 30.98 31.99 32.55 32.69 32.76 Lower Band 24.52 24.82 24.36 24.18 24.26 24.62 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9203.76 8978.19 8922.84 8936.11 9096.86 9074.82 Tot Issues 3250 3246 3233 3232 3224 3232 Advancers 2642 1877 1261 674 1949 913 % of Total 81.3% 57.8% 39.0% 20.9% 60.5% 28.2% Decliners 537 1273 1879 2481 1166 2236 % of Total 16.5% 39.2% 58.1% 76.8% 36.2% 69.2% Unchanged 71 96 93 77 109 83 New Highs 149 77 49 24 37 55 New Lows 29 79 87 50 40 31 Adv Volume 1234416 783789 433413 121652 775482 257318 % of Total 86.5% 63.6% 36.9% 9.6% 60.4% 21.2% Decl Volume 189015 417966 726598 1125858 491302 947352 % of Total 13.2% 33.9% 61.9% 89.3% 38.3% 78.1% Total Vol 1426835 1232705 1173620 1261211 1283825 1213385 Unch Volume 3404 30950 13609 13701 17041 8715 ARMS Index 0.75 0.79 1.13 2.51 1.06 1.5 5 Day ARMS 6.24 6.99 7.37 6.98 5.65 5.52 McClellanOs 102 -7 -47 -22 78 42 McClellanSm 550 448 456 503 524 447 Cumul TICK 89046 2397 -31218 -71528 32130 -46280 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2350.11 2286.04 2275.82 2290.24 2351.7 2322.12 Tot Issues 3077 3058 3057 3045 3078 3051 Advancers 2160 1559 1071 612 1743 755 % of Total 70.2% 51.0% 35.0% 20.1% 56.6% 24.7% Decliners 775 1327 1843 2291 1168 2131 % of Total 25.2% 43.4% 60.3% 75.2% 37.9% 69.8% Unchanged 142 172 143 142 167 165 New Highs 35 13 11 9 11 18 New Lows 87 147 143 106 84 72 Adv Volume 1782879 1044941 499145 252104 1641207 482542 % of Total 86.0% 57.0% 31.3% 13.5% 75.8% 25.6% Decl Volume 261792 765207 1078977 1610836 508844 1389408 % of Total 12.6% 41.8% 67.8% 86.0% 23.5% 73.7% Total Vol 2072763 1832149 1592443 1873907 2165796 1884233 Unch Volume 28092 22001 14321 10967 15745 12283 ARMS Index 0.41 0.86 1.26 1.71 0.46 1.02 5 Day ARMS 4.7 5.31 5.94 6.1 5.2 5.34 McClellanOs 50 -33 -62 -37 45 9 McClellanSm -740 -790 -757 -695 -658 -703 Cumul TICK 33056 -6517 -27084 -20300 24768 -65791 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 23557 21481 22373 32998 13623 21283 OEX PutVol 38830 17053 18033 35384 18446 16627 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.29 1.29 1.29 1.29 0.97 1.16 Equity P/C 0.89 0.89 0.89 0.89 0.79 0.89 SPX P/C n.a n.a n.a n.a n.a 2.12 OEX P/C 1.65 0.79 0.81 1.07 1.35 0.78 QQQQ P/C n.a n.a n.a n.a n.a 1.35 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1860 1691 1584 2229 1848 1888 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1296 1218 891 1201 1126 1264 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1426835 1232705 1173620 1261211 1283825 1213385 Upper Band 2166793 2224848 2286307 2315655 2341508 2342230 Nasd Vol 2072763 1832149 1592443 1873907 2165796 1884233 Upper Band 2487356 2529693 2572993 2625845 2669441 2664141 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb ------------------------------------------------------------------------------ Total 2102788 2102788 2102788 2046798 1782303 1355924 Members 704313 704313 704313 669259 681136 490926 Specialists 111203 111203 111203 88612 126025 86489 Public 1398475 1398475 1398475 1377539 1101167 864998 Tot Sht Int 16009688 16009688 16009688 16009688 14956961 14956961 Sh Int Rat 3.5 3.5 3.5 3.5 10 10 Pub/Spcl 12.58 12.58 12.58 15.55 8.74 10.00 Spcl/Tot 5.3% 5.3% 5.3% 4.3% 7.1% 6.4% Mem/Tot 33.5% 33.5% 33.5% 32.7% 38.2% 36.2% Pub/Tot 66.5% 66.5% 66.5% 67.3% 61.8% 63.8% Sentiment 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb ------------------------------------------------------------------------------ AAII Bull 46 37 42 25 20 22 AAII Bear 37 39 34 54 59 52 Market Vane 50 50 48 46 43 42 II Bull 37.4 36.4 36.7 30.9 31.1 41.9 II Bear 38.5 37.5 41.1 44.7 43.6 36.6 OddLot ShRt 40 37 41.6 36.8 38 39.2 ****************************************************************************** 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. 1784865 590484 97952 1194381 16142578 3.5 46 37 50 37.4 38.5 40