****************************************************************************** May 11th 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: 2% odds of a 1/4 point cut (5.0% Fed Funds Target Rate) at the June 28th, 2007 FOMC meeting ------------------------------------------------------------------------------ Upcoming Bradley turns: 04/21/07 (High), 05/07/07 (Low), 06/13/07 (High) Recent turns: 03/25/07 (Low), 03/10/07 (High), 02/10/07 (Low), 02/03/07 (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 1491.47 1506.24 1491.47 1505.85 14.38/1% 0%/4% S&P100 683.73 690.31 683.73 690.21 6.4/1% 0%/4% VIX 13.47 13.47 12.63 12.95 -0.65/-5% -2%/6% Nasdaq100 1881.54 1899.44 1878.38 1898.79 23.59/1% 0%/5% VXN 17.28 17.29 15.98 16.09 -1.29/-7% -5%/-4% NYSE TICK 221 1311 -733 528 ---- ---- PreClose: 938 TICKscore 19 NASDAQ TICK -239 881 -762 371 ---- ---- NYSE TRIN 0.7 0.7 0.7 0.7 ---- ---- NASDAQ TRIN 0.58 0.58 0.58 0.58 ---- ---- Dow Indus 13333.5 13212.0 13326.2 111.09/1% 0%/6% DJIA@10:30 13280.1 DJIA@3:00 13293.6 LstHour Ind -32.4 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1500.7 1512.7 1500.5 1512.2 13(1%) 0%/3% Nasdaq100 1887 1912 1886 1910.5 24(1%) 0%/4% Dow Indus 13290 13383 13285 13379 110(1%) 0%/6% Nikkei 17580 17725 17520 17725 195(1%) 0%/1% 10yr Notes 108.313 108.484 107.938 107.969 -0.17(0%) 0%/1% Eurodollars 94.66 94.66 94.65 94.655 0(0%) 0%/0% J.Yen 83.95 84.07 83.58 83.62 -0.08(0%) 0%/-1% US Dollar 82.15 82.22 81.98 82.02 -0.16(0%) 1%/0% Euro 135.04 135.47 135 135.46 0.44(0%) -1%/0% Crude Oil 63.95 64.2 63.46 64.12 0.69(1%) 2%/-6% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 669.5 674.1 668.9 672.3 5.3(1%) -3%/-3% Silver 1314 1339 1313.5 1330.5 16.5(1%) -2%/-6% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 690.21 683.81 693.45 692.12 692.68 690.98 Upper Band 697.02 697.50 698.70 698.63 697.54 696.07 Lower Band 669.45 666.49 663.14 659.68 657.77 655.99 VIX 12.95 13.60 12.88 13.21 13.15 12.91 Upper Band 14.01 14.02 13.93 13.99 13.96 13.96 Lower Band 11.82 11.74 11.75 11.74 11.72 11.72 NDX 1898.79 1875.20 1905.65 1899.83 1895.96 1895.70 Upper Band 1924.13 1924.06 1925.98 1924.46 1920.15 1916.18 Lower Band 1820.70 1812.57 1804.49 1795.25 1791.27 1786.47 VXN 16.09 17.38 16.29 17.06 16.98 16.59 Upper Band 17.45 17.49 17.49 17.70 17.70 17.85 Lower Band 15.47 15.51 15.51 15.44 15.45 15.38 QQQQ 46.78 46.19 46.83 46.73 46.63 46.63 Upper Band 47.34 47.33 47.37 47.34 47.23 47.14 Lower Band 44.76 44.56 44.36 44.13 44.03 43.91 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 160,002 150803 152590 149616 146936 136423 % Change 6.1% -1.2% 2.0% 1.8% 7.7% 1.8% OEX Puts 243,087 237542 225749 220882 221517 213569 % Change 2.3% 5.2% 2.2% -0.3% 3.7% 2.9% OEX Total 403089 388345 378339 370498 368453 349992 % Change 3.8% 2.6% 2.1% 0.6% 5.3% 2.4% SPX Calls 3,894,078 3914825 3755797 3707754 3696632 3685620 % Change -0.5% 4.2% 1.3% 0.3% 0.3% 2.5% SPX Puts 6,915,581 6806798 6673429 6566527 6519654 6367512 % Change 1.6% 2.0% 1.6% 0.7% 2.4% 1.4% SPX Total 10809659 10721623 10429226 10274281 10216286 10053132 % Change 0.8% 2.8% 1.5% 0.6% 1.6% 1.8% QQQQ Calls 3,201,757 3123840 3088382 3061563 3051863 2991621 % Change 2.5% 1.1% 0.9% 0.3% 2.0% 0.8% QQQQ Puts 5,305,717 5220294 5197326 5026951 4923155 4831335 % Change 1.6% 0.4% 3.4% 2.1% 1.9% 1.6% QQQQ Total 8507474 8344134 8285708 8088514 7975018 7822956 % Change 2.0% 0.7% 2.4% 1.4% 1.9% 1.3% MNX Calls 883,210 874038 866317 867444 850660 849711 % Change 1.0% 0.9% -0.1% 2.0% 0.1% 0.5% MNX Puts 1,135,269 1129957 1123075 1120311 1118094 1107012 % Change 0.5% 0.6% 0.2% 0.2% 1.0% 1.0% MNX Total 2018479 2003995 1989392 1987755 1968754 1956723 % Change 0.7% 0.7% 0.1% 1.0% 0.6% 0.8% DJX Calls 426,610 423693 415234 413613 412181 410147 % Change 0.7% 2.0% 0.4% 0.3% 0.5% 0.8% DJX Puts 389,738 388791 373944 370243 370596 361340 % Change 0.2% 4.0% 1.0% -0.1% 2.6% 1.3% DJX Total 816348 812484 789178 783856 782777 771487 % Change 0.5% 3.0% 0.7% 0.1% 1.5% 1.1% OEX Spread -3.8% 6.4% 0.2% -2.1% -4.0% 1.1% SPX Spread 2.1% -2.2% 0.3% 0.4% 2.1% -1.1% QQQ Spread -0.9% -0.7% 2.5% 1.8% -0.1% 0.8% MNX Spread -0.6% -0.3% 0.4% -1.8% 0.9% 0.5% DJX Spread -0.4% 1.9% 0.6% -0.4% 2.1% 0.5% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9787.03 9669.37 9827.93 9788.03 9825.09 9793 Tot Issues 3436 3420 3427 3433 3434 3390 Advancers 2559 740 2084 1318 1808 1940 % of Total 74.5% 21.6% 60.8% 38.4% 52.6% 57.2% Decliners 750 2567 1170 1949 1463 1296 % of Total 21.8% 75.1% 34.1% 56.8% 42.6% 38.2% Unchanged 127 113 173 166 163 154 New Highs 147 141 312 161 344 365 New Lows 52 28 19 24 8 20 Adv Volume 1165553 161177 1068600 584387 773320 921781 % of Total 82.3% 10.5% 68.5% 38.8% 58.6% 60.0% Decl Volume 239889 1350764 476916 903548 505983 595084 % of Total 16.9% 87.9% 30.6% 60.0% 38.3% 38.8% Total Vol 1415383 1536550 1560849 1504810 1320732 1535118 Unch Volume 9941 24609 15333 16875 41429 18253 ARMS Index 0.70 2.42 0.79 1.05 0.81 0.97 5 Day ARMS 5.77 6.04 4.37 4.23 4.16 4.8 McClellanOs -8 -99 7 -29 19 18 McClellanSm 3657 3665 3764 3757 3787 3768 STIX 53.83 51.5 54.38 53.42 54.71 54.65 Cumul TICK 129963 47926 133218 104179 86294 96151 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2562.22 2533.74 2576.34 2571.75 2570.95 2572.15 Tot Issues 3120 3166 3129 3147 3197 3138 Advancers 2094 664 1643 1238 1422 1705 % of Total 67.1% 21.0% 52.5% 39.3% 44.5% 54.3% Decliners 889 2386 1335 1768 1618 1275 % of Total 28.5% 75.4% 42.7% 56.2% 50.6% 40.6% Unchanged 137 116 151 141 157 158 New Highs 101 87 149 114 131 158 New Lows 25 69 54 55 29 48 Adv Volume 1423615 306289 1246677 1124744 735569 1457987 % of Total 79.0% 13.6% 56.9% 55.8% 44.3% 63.3% Decl Volume 350711 1930932 906689 809673 855702 767313 % of Total 19.5% 85.9% 41.4% 40.1% 51.5% 33.3% Total Vol 1801244 2246778 2192068 2017016 1660246 2304132 Unch Volume 26918 9557 38702 82599 68975 78832 ARMS Index 0.58 1.75 0.9 0.5 1.02 0.7 5 Day ARMS 4.75 4.87 3.69 3.3 3.86 5.02 McClellanOs -20 -94 -8 -26 2 15 McClellanSm 1071 1092 1186 1194 1220 1218 STIX 49.59 47.55 50.1 49.6 50.43 50.79 Cumul TICK 23311 -34086 11044 -5900 -12129 16931 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 23580 41734 16932 12348 12368 31366 OEX PutVol 49997 43700 30250 18005 18258 25185 OEX Call OI 160002 150803 152590 149616 146936 136423 OEX Put OI 243087 237542 225749 220882 221517 213569 OEX Hines 0.72 1.5 0.83 1.01 1.02 1.95 CBOE P/C 0.94 1.11 0.74 1.00 0.70 0.83 Equity P/C 0.63 0.70 0.53 0.60 0.45 0.54 SPX P/C 2.15 1.99 0.79 1.66 1.23 1.70 OEX P/C 1.78 1.05 1.79 1.46 1.48 0.80 SPY P/C 2.09 3,91 1.80 2.65 4.14 2.19 NDX P/C 1.51 1.60 1.87 0.77 0.58 2.44 QQQQ P/C 2.02 1.88 3.10 3.98 3.85 1.68 IWM P/C 2.68 3.74 3.39 2.89 2.71 2.66 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1134 1536 1029 804 635 964 Upper Band 1432 1420 1328 1331 1358 1378 QQQQ Vol 1022 1712 1160 949 475 936 Upper Band 1495 1491 1340 1337 1339 1310 NYSE Vol 1415383 1536550 1560849 1504810 1320732 1535118 Upper Band 1871908 1873340 1873864 1874223 1887294 1895914 Nasd Vol 1801244 2246778 2192068 2017016 1660246 2304132 Upper Band 2594964 2590643 2581673 2574691 2580125 2562750 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 11-May 4-May 27-Apr 20-Apr 13-Apr 6-Apr ------------------------------------------------------------------------------ Total 1345768 1370731 1240750 1023935 1370098 1446155 Members 587687 595354 515263 377459 508839 537167 Specialists 129582 133026 89689 84336 91153 117531 Public 758081 775377 725487 646476 861259 908988 Tot Sht Int 10989497 10989497 10989497 10989497 10510404 10510404 Sh Int Rat 7.4 7.4 7.4 7.4 6.1 6.1 Pub/Spcl 5.85 5.83 8.09 7.67 9.45 7.73 Spcl/Tot 9.6% 9.7% 7.2% 8.2% 6.7% 8.1% Mem/Tot 43.7% 43.4% 41.5% 36.9% 37.1% 37.1% Pub/Tot 56.3% 56.6% 58.5% 63.1% 62.9% 62.9% Sentiment 11-May 4-May 27-Apr 20-Apr 13-Apr 6-Apr ------------------------------------------------------------------------------ AAII Bull 43 29 39 47 41 32 AAII Bear 43 54 38 30 38 40 Market Vane 74 72 74 74 72 71 II Bull 53.3 51.7 51.1 52.7 49.5 50.6 II Bear 20 24.7 26.1 25.3 27.5 25.8 OddLot ShRt 29.6 28.7 26.5 22.1 21.8 24.2 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1500.7 1512.7 1500.5 1512.2 13(1%) 0%/3% 11-May 4-May 27-Apr 20-Apr 13-Apr 6-Apr Commercials 4367(100) -5732(90) -16058(77) -5037(90) -9446(85) -7880(87) Lg Traders 7359(37) 21346(62) 23183(66) 24674(70) 28107(76) 22980(67) Sm Traders -11726(9) -15614(4) -7125(15) -19637(1) -18661(1) -15100(1) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1887 1912 1886 1910.5 24(1%) 0%/4% 11-May 4-May 27-Apr 20-Apr 13-Apr 6-Apr Commercials 10008(80) 10645(82) 10845(83) 10035(80) 9355(78) 8022(75) Lg Traders -6101(22) -5609(24) -7965(13) -7352(16) -8762(10) -7996(13) Sm Traders -3907(52) -5036(49) -2880(54) -2683(55) -593(60) -26(61) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 13290 13383 13285 13379 110(1%) 0%/6% 11-May 4-May 27-Apr 20-Apr 13-Apr 6-Apr Commercials -13023(56) -11670(58) -11033(60) -11053(60) -11004(60) -11825(58) Lg Traders 13629(59) 11970(53) 9604(46) 10449(48) 10571(49) 11388(51) Sm Traders -606(31) -300(32) 1429(38) 604(35) 433(35) 437(35) 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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.