****************************************************************************** May 22nd, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1390.83 1399.07 1390.23 1394.35 3.64/0% -2%/0% S&P100 635.41 639.41 635.17 637.11 1.79/0% -2%/-1% VIX 18.92 19.11 17.82 18.05 -0.54/-3% 10%/-10% Nasdaq100 1962.56 1978.05 1955.64 1964.92 8.12/0% -3%/2% VXN 22.96 23.2 21.97 22.49 -0.47/-2% 12%/-5% NYSE TICK -3 1110 -1134 774 ---- ---- PreCloseTICK428 TICKscore -3 CumAdj TICK -230 NYSE TRIN 1 1 1 1 ---- ---- Dow Indus 12669.3 12591.3 12625.6 24.43/0% -3%/-2% DJIA@10:30 12654.7 DJIA@3:00 12647.2 LstHour Ind -75.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 637.11 635.32 645.53 653.10 652.15 652.38 Upper Band 657.13 656.75 656.40 656.98 656.04 655.11 Lower Band 634.55 635.55 636.15 634.57 634.21 633.98 VIX 18.05 18.59 17.58 17.01 16.47 16.30 Upper Band 20.85 21.04 21.24 21.53 21.66 21.60 Lower Band 16.11 16.12 16.09 16.13 16.35 16.78 NDX 1964.92 1956.80 2000.67 2016.60 2031.27 2031.34 Upper Band 2044.16 2045.62 2048.68 2050.70 2044.74 2034.96 Lower Band 1905.54 1900.05 1891.97 1878.05 1873.66 1870.34 VXN 22.49 22.96 21.37 21.09 20.00 20.13 Upper Band 24.83 24.96 25.32 25.56 25.67 25.53 Lower Band 19.91 19.90 19.75 19.82 20.01 20.51 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9433.35 9397.03 9536.01 9602.78 9603.01 9553.52 Tot Issues 3212 3244 3259 3271 3251 3241 Advancers 1713 937 1119 1479 1673 2205 % of Total 53.3% 28.9% 34.3% 45.2% 51.5% 68.0% Decliners 1395 2218 2052 1681 1463 924 % of Total 43.4% 68.4% 63.0% 51.4% 45.0% 28.5% Unchanged 104 89 88 111 115 112 New Highs 32 150 95 211 187 110 New Lows 35 52 41 22 27 28 Adv Volume 658845 242298 326766 579765 614342 929420 % of Total 54.6% 17.5% 26.5% 50.6% 46.8% 78.0% Decl Volume 537630 1137378 882046 553850 662552 242955 % of Total 44.5% 82.0% 71.4% 48.4% 50.4% 20.4% Total Vol 1207317 1386881 1234852 1144851 1313717 1191764 Unch Volume 10842 7205 26040 11236 36823 19389 ARMS Index 1.00 1.98 1.47 0.84 1.23 0.62 5 Day ARMS 6.52 6.14 4.99 4.5 4.44 4.69 McClellanOs -42 -59 14 79 112 126 McClellanSm 2341 2382 2442 2428 2349 2236 Cumul TICK -2795 -15669 -17747 -7662 28785 59607 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2464.92 2448.27 2492.26 2516.09 2528.85 2533.73 Tot Issues 2987 3036 3030 3042 3010 3022 Advancers 1721 901 1135 1222 1229 1767 % of Total 57.6% 29.7% 37.5% 40.2% 40.8% 58.5% Decliners 1140 1988 1746 1687 1645 1125 % of Total 38.2% 65.5% 57.6% 55.5% 54.7% 37.2% Unchanged 126 147 149 133 136 130 New Highs 29 46 30 54 51 42 New Lows 82 88 76 50 52 61 Adv Volume 1304230 350079 540681 845541 1118116 1774742 % of Total 67.2% 16.2% 27.2% 37.9% 49.7% 81.4% Decl Volume 594287 1790936 1407797 1360951 1097245 386793 % of Total 30.6% 82.7% 70.7% 61.1% 48.8% 17.7% Total Vol 1939644 2164844 1991049 2228641 2250031 2179494 Unch Volume 41127 23829 42571 22149 34670 17959 ARMS Index 0.69 2.32 1.69 1.17 0.73 0.34 5 Day ARMS 6.6 6.25 4.72 3.75 3.15 3.6 McClellanOs -13 -53 -1 31 61 92 McClellanSm 435 448 501 502 471 410 Cumul TICK -6275 -32655 -8027 -14651 22589 29386 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 12833 16521 18824 12478 32375 27735 OEX PutVol 8934 16027 18515 18067 39030 31169 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 1.29 1.29 Equity P/C 0.89 0.89 0.89 0.89 0.89 0.89 SPX P/C n.a n.a n.a n.a n.a n.a OEX P/C 0.70 0.97 0.98 1.45 1.21 1.12 QQQQ P/C n.a n.a n.a n.a n.a n.a Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1678 2477 1732 1646 2042 1660 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1528 1905 1354 1383 1465 1546 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1207317 1386881 1234852 1144851 1313717 1191764 Upper Band 1428731 1462994 1455835 1463625 1464844 1494047 Nasd Vol 1939644 2164844 1991049 2228641 2250031 2179494 Upper Band 2426773 2457328 2451737 2451854 2456292 2448034 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 2-May 25-Apr 18-Apr 11-Apr 4-Apr 28-Mar ------------------------------------------------------------------------------ Total 2102788 2102788 2102788 2102788 2102788 2102788 Members 704313 704313 704313 704313 704313 704313 Specialists 111203 111203 111203 111203 111203 111203 Public 1398475 1398475 1398475 1398475 1398475 1398475 Tot Sht Int 16009688 16009688 16009688 16009688 16009688 16009688 Sh Int Rat 3.5 3.5 3.5 3.5 3.5 3.5 Pub/Spcl 12.58 12.58 12.58 12.58 12.58 12.58 Spcl/Tot 5.3% 5.3% 5.3% 5.3% 5.3% 5.3% Mem/Tot 33.5% 33.5% 33.5% 33.5% 33.5% 33.5% Pub/Tot 66.5% 66.5% 66.5% 66.5% 66.5% 66.5% Sentiment 16-May 9-May 2-May 25-Apr 18-Apr 11-Apr ------------------------------------------------------------------------------ AAII Bull 45 53 53 47 30 46 AAII Bear 30 25 26 28 49 37 Market Vane 53 55 52 51 46 50 II Bull 46 44.4 40.9 39.1 37.8 37.4 II Bear 29.9 32.3 31.8 35.6 38.9 38.5 OddLot ShRt 36.8 46.6 37.1 32.4 31.4 40 ****************************************************************************** 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.