****************************************************************************** June 11th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 939.04 956.23 939.04 944.89 5.74/1% 1%/7% S&P100 436.21 444.47 436.21 439.25 2.91/1% 0%/6% VIX 27.36 28.11 26.81 28.11 -0.35/-1% -5%/-16% Nasdaq100 1494.07 1511.94 1493.16 1497.01 1.74/0% 0%/12% VXN 29.93 30.18 29.24 29.73 -0.04/0% -3%/-15% NYSE TICK 90 1327 -1020 612 ---- ---- PreCloseTICK-619 TICKscore 22 CumAdj TICK 336 NYSE TRIN 0.83 0.83 0.83 0.83 ---- ---- Dow Indus 8877.9 8736.2 8770.9 31.9/0% 0%/6% DJIA@10:30 8818.4 DJIA@3:00 8842.3 LstHour Ind -150.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 439.25 436.34 437.89 437.35 437.17 438.04 Upper Band 446.35 445.20 444.05 442.47 441.48 439.75 Lower Band 409.56 408.28 408.20 408.30 408.69 408.95 VIX 28.11 28.46 28.27 29.77 29.62 30.18 Upper Band 33.22 33.68 33.74 33.89 33.99 34.28 Lower Band 27.30 27.39 27.67 27.98 28.11 28.20 NDX 1497.01 1495.27 1501.55 1488.49 1493.21 1492.74 Upper Band 1543.07 1539.04 1530.44 1518.85 1508.64 1495.84 Lower Band 1327.06 1315.37 1312.19 1313.21 1313.98 1316.44 VXN 29.73 29.77 29.69 31.18 30.71 31.06 Upper Band 33.00 33.88 34.09 34.51 34.77 35.17 Lower Band 28.78 28.43 28.55 28.59 28.57 28.56 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6163.13 6098.06 6101.57 6068.56 6082.64 6110.76 Tot Issues 3160 3150 3154 3144 3151 3156 Advancers 1894 1390 1839 1122 1499 2362 % of Total 59.9% 44.1% 58.3% 35.7% 47.6% 74.8% Decliners 1190 1656 1200 1919 1553 700 % of Total 37.7% 52.6% 38.0% 61.0% 49.3% 22.2% Unchanged 76 104 115 103 99 94 New Highs 16 18 11 10 26 17 New Lows 2 3 3 2 2 3 Adv Volume 774533 505919 586668 452254 457484 970289 % of Total 63.4% 41.5% 55.5% 42.0% 36.4% 72.6% Decl Volume 405148 696620 430672 608264 767495 354598 % of Total 33.2% 57.2% 40.8% 56.6% 61.0% 26.5% Total Vol 1220769 1218533 1056611 1075529 1258462 1337383 Unch Volume 41088 15994 39271 15011 33483 12496 ARMS Index 0.83 1.16 1.13 0.79 1.62 1.23 5 Day ARMS 5.53 5.93 7.45 7.65 8.21 7.52 McClellanOs -14 -37 -7 -25 39 69 McClellanSm 4517 4531 4568 4575 4600 4561 Cumul TICK 57367 -3400 48712 -6116 19996 100479 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1862.37 1853.08 1860.13 1842.4 1849.42 1850.02 Tot Issues 2847 2841 2857 2875 2867 2855 Advancers 1750 1059 1622 1061 1245 1942 % of Total 61.5% 37.3% 56.8% 36.9% 43.4% 68.0% Decliners 964 1640 1065 1671 1460 757 % of Total 33.9% 57.7% 37.3% 58.1% 50.9% 26.5% Unchanged 133 142 170 143 162 156 New Highs 46 40 38 29 42 32 New Lows 6 7 7 3 5 1 Adv Volume 1470255 1048472 1664734 813962 1098473 1968049 % of Total 59.7% 44.7% 77.8% 41.3% 48.1% 80.8% Decl Volume 822123 1280149 456541 1057882 1146140 450196 % of Total 33.4% 54.5% 21.3% 53.6% 50.2% 18.5% Total Vol 2463869 2347875 2140378 1972988 2284706 2435322 Unch Volume 171491 19254 19103 101144 40093 17077 ARMS Index 1.02 0.79 0.42 0.83 0.89 0.59 5 Day ARMS 3.95 3.52 3.88 4.57 4.13 4.14 McClellanOs 20 -14 26 7 52 81 McClellanSm 2489 2469 2483 2457 2450 2398 Cumul TICK 18050 -27199 -10636 -10263 7875 23202 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 5-Jun 29-May 22-May 15-May 8-May 1-May ------------------------------------------------------------------------------ AAII Bull 48 40 34 44 44 36 AAII Bear 37 49 45 35 33 44 Market Vane 45 43 43 43 43 40 II Bull 42.5 40.9 40.7 41 40.4 36 II Bear 25.3 28.4 29.1 33.7 31.5 37.2 OddLot ShRt 36.7 42.2 40.1 35.5 40.3 35.4 ****************************************************************************** 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) 2009 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.