****************************************************************************** May 31st 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: 0% 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 1530.9 1535.56 1528.26 1530.62 0.39/0% 2%/2% S&P100 702.97 705.04 701.6 702.36 -0.51/0% 1%/2% VIX 12.78 13.18 12.62 13.05 0.22/2% -7%/0% Nasdaq100 1923.56 1931.1 1919.27 1928.19 n.a n.a VXN 16.78 17.21 16.53 16.86 0.02/0% -6%/1% NYSE TICK 222 1167 -844 1027 ---- ---- PreClose: 348 TICKscore 5 Adj TICK 138 NASDAQ TICK 525 647 -668 670 ---- ---- NYSE TRIN 1.15 1.15 1.15 1.15 ---- ---- NASDAQ TRIN 0.73 0.73 0.73 0.73 ---- ---- Dow Indus 13673.1 13614.7 13627.6 -5.44/0% 1%/3% DJIA@10:30 13646.6 DJIA@3:00 13640.2 LstHour Ind -26.1 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1535.4 1537.7 1530.5 1532.9 -1(0%) 1%/2% Nasdaq100 1927 1936 1923 1932.25 9.75(1%) 3%/2% Dow Indus 13683 13690 13630 13650 -6(0%) 1%/3% Nikkei 17900 17980 17900 17960 245(1%) 2%/3% 10yr Notes 106.563 106.578 106.172 106.375 -0.11(0%) 0%/-2% Eurodollars 94.675 94.675 94.65 94.665 -0.02(0%) 0%/0% J.Yen 82.45 82.45 82.17 82.34 -0.11(0%) 0%/-2% US Dollar 82.4 82.41 82.12 82.25 -0.1(0%) 0%/1% Euro 134.67 134.85 134.5 134.63 0.24(0%) 0%/-1% Crude Oil 63.3 64.05 62.45 64.01 0.52(1%) 0%/-2% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 664 667.5 663.6 666.7 7.4(1%) 1%/-2% Silver 1338.5 1356 1338.5 1347 25(2%) 4%/1% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 702.36 702.87 697.70 697.33 693.50 698.91 Upper Band 704.78 703.95 703.12 703.38 702.94 702.90 Lower Band 684.60 683.84 682.71 680.74 679.89 678.94 VIX 13.05 12.83 13.53 13.34 14.06 13.24 Upper Band 14.08 14.08 14.09 14.22 14.27 14.16 Lower Band 12.51 12.52 12.58 12.52 12.38 12.36 NDX n.a 1918.08 1899.79 1889.25 1874.60 1904.41 Upper Band n.a 1920.69 1917.82 1918.39 1918.47 1918.06 Lower Band n.a 1869.64 1868.04 1864.27 1864.38 1866.28 VXN 16.86 16.84 17.57 17.07 18.02 16.93 Upper Band 17.86 17.85 17.86 17.80 17.85 17.60 Lower Band 15.67 15.66 15.67 15.69 15.48 15.52 QQQQ 47.41 47.19 46.81 46.45 46.16 46.83 Upper Band 47.35 47.22 47.17 47.17 47.18 47.17 Lower Band 45.99 46.03 45.95 45.86 45.87 45.91 QQV 16.01 16.01 16.01 16.01 16.01 16.01 Upper Band 19.18 19.18 19.18 19.18 19.18 19.18 Lower Band 13.90 13.90 13.90 13.90 13.90 13.90 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 125,351 119824 117931 114801 106459 95055 % Change 4.6% 1.6% 2.7% 7.8% 12.0% 6.0% OEX Puts 205,650 195933 194502 185404 173227 164623 % Change 5.0% 0.7% 4.9% 7.0% 5.2% 4.9% OEX Total 331001 315757 312433 300205 279686 259678 % Change 4.8% 1.1% 4.1% 7.3% 7.7% 5.3% SPX Calls 3,762,327 3686759 3653636 3601062 3567490 3488144 % Change 2.0% 0.9% 1.5% 0.9% 2.3% 0.8% SPX Puts 6,675,664 6565093 6478098 6356026 6241386 6040532 % Change 1.7% 1.3% 1.9% 1.8% 3.3% 4.6% SPX Total 10437991 10251852 10131734 9957088 9808876 9528676 % Change 1.8% 1.2% 1.8% 1.5% 2.9% 3.2% QQQQ Calls 3,342,284 3266918 3124074 3105423 2975879 2909786 % Change 2.3% 4.6% 0.6% 4.4% 2.3% 0.2% QQQQ Puts 5,429,054 5290995 5158959 4975966 4897035 4816915 % Change 2.6% 2.6% 3.7% 1.6% 1.7% 1.3% QQQQ Total 8771338 8557913 8283033 8081389 7872914 7726701 % Change 2.5% 3.3% 2.5% 2.6% 1.9% 0.9% MNX Calls 880,938 880495 877226 878483 871114 870684 % Change 0.1% 0.4% -0.1% 0.8% 0.0% 0.5% MNX Puts 1,091,667 1086693 1084915 1072870 1070779 1061640 % Change 0.5% 0.2% 1.1% 0.2% 0.9% 1.1% MNX Total 1972605 1967188 1962141 1951353 1941893 1932324 % Change 0.3% 0.3% 0.6% 0.5% 0.5% 0.9% DJX Calls 475,880 475052 473200 459210 450761 433958 % Change 0.2% 0.4% 3.0% 1.9% 3.9% 0.2% DJX Puts 415,270 411487 406722 404667 399336 382402 % Change 0.9% 1.2% 0.5% 1.3% 4.4% -2.3% DJX Total 891150 886539 879922 863877 850097 816360 % Change 0.5% 0.8% 1.9% 1.6% 4.1% -1.0% OEX Spread 0.3% -0.9% 2.2% -0.8% -6.8% -1.1% SPX Spread -0.4% 0.4% 0.5% 0.9% 1.1% 3.8% QQQ Spread 0.3% -2.0% 3.1% -2.7% -0.6% 1.1% MNX Spread 0.4% -0.2% 1.3% -0.7% 0.8% 0.7% DJX Spread 0.7% 0.8% -2.5% -0.5% 0.6% -2.5% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9978.64 9963.61 9892.49 9876.11 9812.51 9913.66 Tot Issues 3427 3458 3435 3431 3438 3445 Advancers 1933 2326 2094 2302 617 1368 % of Total 56.4% 67.3% 61.0% 67.1% 17.9% 39.7% Decliners 1334 1014 1208 979 2709 1931 % of Total 38.9% 29.3% 35.2% 28.5% 78.8% 56.1% Unchanged 160 118 133 150 112 146 New Highs 402 190 160 71 121 333 New Lows 27 26 21 35 47 26 Adv Volume 1019274 1220762 809657 900211 322784 774742 % of Total 54.7% 78.3% 57.3% 73.3% 18.2% 48.2% Decl Volume 803899 315909 584169 312169 1441079 813923 % of Total 43.2% 20.3% 41.3% 25.4% 81.2% 50.6% Total Vol 1862072 1558767 1413400 1227730 1775212 1607776 Unch Volume 38899 22096 19574 15350 11349 19111 ARMS Index 1.14 0.59 1.25 0.82 1.02 0.74 5 Day ARMS 4.82 4.42 4.95 4.6 4.34 4.02 McClellanOs 41 24 -38 -86 -166 -59 McClellanSm 2913 2872 2849 2887 2973 3139 STIX 53.91 53.39 51.78 50.63 48.7 51.68 Cumul TICK 102729 154129 113761 116113 -13181 57882 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2604.52 2592.59 2572.06 2557.19 2537.92 2577.05 Tot Issues 3175 3174 3178 3140 3147 3151 Advancers 1802 1696 1922 1957 750 1258 % of Total 56.8% 53.4% 60.5% 62.3% 23.8% 39.9% Decliners 1256 1331 1119 1048 2259 1741 % of Total 39.6% 41.9% 35.2% 33.4% 71.8% 55.3% Unchanged 117 147 137 135 138 152 New Highs 192 114 101 55 71 159 New Lows 31 37 26 53 59 38 Adv Volume 1576370 1355920 1105134 1148334 333709 764839 % of Total 63.8% 68.4% 66.6% 73.2% 13.7% 36.0% Decl Volume 812999 605395 532143 362138 2067795 1251508 % of Total 32.9% 30.6% 32.0% 23.1% 85.1% 58.9% Total Vol 2470583 1981036 1660574 1568582 2430342 2126433 Unch Volume 81214 19721 23297 58110 28838 110086 ARMS Index 0.74 0.57 0.83 0.59 2.06 1.18 5 Day ARMS 4.79 5.23 5.6 5.35 5.63 4.26 McClellanOs 76 56 42 0 -55 23 McClellanSm 854 778 722 680 680 734 STIX 51.87 51.17 50.69 49.45 47.9 50.17 Cumul TICK 22615 24165 29331 1415 -42147 -1737 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 12031 17338 14973 13664 26742 25134 OEX PutVol 25449 27087 21370 24643 40655 28541 OEX Call OI 125351 119824 117931 114801 106459 95055 OEX Put OI 205650 195933 194502 185404 173227 164623 OEX Hines 0.78 1.05 1.16 0.90 1.07 1.53 CBOE P/C 0.93 0.93 0.91 1.05 1.15 1.00 Equity P/C 0.51 0.67 0.58 0.56 0.67 0.68 SPX P/C 1.92 1.29 2.06 2.29 3.13 2.13 OEX P/C 2.12 1.56 1.43 1.80 1.52 1.14 SPY P/C 3.88 2.11 2.10 1.82 1.70 2.58 NDX P/C 1.45 1.19 1.59 1.48 1.46 0.88 QQQQ P/C 1.58 1.59 1.32 2.88 1.64 1.73 IWM P/C 1.91 2.98 4.11 3.90 2.57 3.31 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1149 1290 820 833 1876 1338 Upper Band 1854 1851 1856 1853 1852 1723 QQQQ Vol 1095 1321 997 871 2063 1192 Upper Band 1885 1884 1887 1888 1886 1698 NYSE Vol 1862072 1558767 1413400 1227730 1775212 1607776 Upper Band 1817350 1773868 1809056 1830083 1803292 1787143 Nasd Vol 2470583 1981036 1660574 1568582 2430342 2126433 Upper Band 2546731 2496994 2538827 2533014 2488213 2484865 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 25-May 18-May 11-May 4-May 27-Apr 20-Apr ------------------------------------------------------------------------------ Total 1327700 1531528 1345768 1370731 1240750 1023935 Members 565230 645583 587687 595354 515263 377459 Specialists 113867 125402 129582 133026 89689 84336 Public 762470 885945 758081 775377 725487 646476 Tot Sht Int 11761191 1098497 10989497 10989497 10989497 10989497 Sh Int Rat 7.4 7.4 7.4 7.4 7.4 7.4 Pub/Spcl 6.70 7.06 5.85 5.83 8.09 7.67 Spcl/Tot 8.6% 8.2% 9.6% 9.7% 7.2% 8.2% Mem/Tot 42.6% 42.2% 43.7% 43.4% 41.5% 36.9% Pub/Tot 57.4% 57.8% 56.3% 56.6% 58.5% 63.1% Sentiment 25-May 18-May 11-May 4-May 27-Apr 20-Apr ------------------------------------------------------------------------------ AAII Bull 37 38 43 29 39 47 AAII Bear 39 37 43 54 38 30 Market Vane 73 72 74 72 74 74 II Bull 54.3 54.3 53.3 51.7 51.1 52.7 II Bear 20.7 19.6 20 24.7 26.1 25.3 OddLot ShRt 27.2 22.4 29.6 28.7 26.5 22.1 NDVol/NYVol 133 139 Stk Splits 39 35 Misc 25-May 18-May 11-May 4-May 27-Apr 20-Apr ------------------------------------------------------------------------------ SP Dividend 27.43 27.41 SP Earnings 83.39 83.39 SP Div Yld 1.81 1.8 SP Earn Yld 5.5 5.48 DJ Price-Bk 4.25 4.23 DJ Price-Ea 18.6 18.5 DJ Div Yld 2.21 2.21 Fed Funds 5.27 5.23 Discount Rt 6.25 6.25 3mo T-Bill 4.78 4.73 1yr T-Bill 4.86 4.89 5yr T-Note 4.68 4.58 T-Bond Rate 4.97 4.89 3m Cm Paper 5.24 5.28 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1535.4 1537.7 1530.5 1532.9 -1(0%) 1%/2% 25-May 18-May 11-May 4-May 27-Apr 20-Apr Commercials 17520(100) 11175(100) 8796(100) 4367(90) -5732(77) -16058(90) Lg Traders -9536(26) 1442(39) 8709(37) 7359(62) 21346(66) 23183(70) Sm Traders -7984(8) -12617(2) -17505(9) -11726(4) -15614(15) -7125(1) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1927 1936 1923 1932.25 9.75(1%) 3%/2% 25-May 18-May 11-May 4-May 27-Apr 20-Apr Commercials 10461(85) 11767(77) 8847(80) 10008(82) 10645(83) 10845(80) Lg Traders -6087(11) -8421(27) -4947(22) -6101(24) -5609(13) -7965(16) Sm Traders -4374(53) -3346(52) -3900(52) -3907(49) -5036(54) -2880(55) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 13683 13690 13630 13650 -6(0%) 1%/3% 25-May 18-May 11-May 4-May 27-Apr 20-Apr Commercials -14047(59) -11333(60) -10676(56) -13023(58) -11670(60) -11033(60) Lg Traders 12741(53) 11789(50) 10879(59) 13629(53) 11970(46) 9604(48) Sm Traders 1306(32) -456(33) -203(31) -606(32) -300(38) 1429(35) ------------------------------------------------------------------------------ ****************************************************************************** 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.