****************************************************************************** June 24th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 896.31 910.85 896.31 900.94 5.84/1% -2%/1% S&P100 420.01 425.99 419.16 421.04 1.64/0% -2%/1% VIX 30.58 30.58 28.79 29.05 -1.53/-5% -3%/-10% Nasdaq100 1436.59 1458.23 1435.28 1447.06 22.6/2% 0%/3% VXN 30.69 30.69 28.84 29.03 -1.66/-5% -3%/-10% NYSE TICK 187 1116 -1232 135 ---- ---- PreCloseTICK251 TICKscore 7 CumAdj TICK 490 NYSE TRIN 0.95 0.95 0.95 0.95 ---- ---- Dow Indus 8428.4 8259.9 8299.9 -23.05/0% -3%/0% DJIA@10:30 8417.6 DJIA@3:00 8307.2 LstHour Ind -102.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 421.04 419.40 418.32 430.43 429.03 425.09 Upper Band 445.56 446.14 445.75 446.35 447.09 447.13 Lower Band 416.81 415.76 416.64 415.65 413.44 412.71 VIX 29.05 30.58 31.17 27.99 30.03 31.54 Upper Band 32.57 32.92 32.93 33.19 33.23 33.23 Lower Band 27.20 27.18 27.18 27.06 27.36 27.26 NDX 1447.06 1424.46 1426.61 1471.23 1453.80 1455.89 Upper Band 1519.74 1524.30 1525.55 1535.42 1540.67 1541.97 Lower Band 1412.88 1403.81 1401.37 1385.16 1369.53 1362.22 VXN 29.03 30.69 31.41 28.30 30.03 31.47 Upper Band 32.79 32.93 32.97 33.03 32.87 32.88 Lower Band 28.30 28.47 28.48 28.47 28.92 28.90 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5795.72 5759.49 5725.07 5934.24 5906.2 5864.55 Tot Issues 3147 3142 3146 3131 3142 3142 Advancers 2213 1439 360 1882 1786 1283 % of Total 70.3% 45.8% 11.4% 60.1% 56.8% 40.8% Decliners 849 1603 2733 1138 1266 1770 % of Total 27.0% 51.0% 86.9% 36.3% 40.3% 56.3% Unchanged 85 100 53 111 90 89 New Highs 10 2 8 18 8 4 New Lows 3 5 3 2 1 4 Adv Volume 785233 714227 92797 1308844 682581 405662 % of Total 71.4% 59.2% 6.6% 63.3% 62.9% 30.9% Decl Volume 286666 477705 1299281 743682 393840 898175 % of Total 26.1% 39.6% 93.0% 36.0% 36.3% 68.4% Total Vol 1099066 1207076 1396507 2067963 1084903 1313434 Unch Volume 27167 15144 4429 15437 8482 9597 ARMS Index 0.95 0.60 1.84 0.94 0.81 1.6 5 Day ARMS 5.14 5.79 6.86 7.64 7.72 7.74 McClellanOs -138 -229 -245 -133 -183 -228 McClellanSm 2938 3077 3306 3551 3684 3868 Cumul TICK 62090 -9055 -116231 12148 23785 -5373 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1792.34 1764.92 1766.19 1827.47 1807.72 1808.06 Tot Issues 2855 2833 2819 2812 2815 2820 Advancers 1600 1091 431 1581 1413 1417 % of Total 56.0% 38.5% 15.3% 56.2% 50.2% 50.2% Decliners 1110 1592 2267 1101 1253 1271 % of Total 38.9% 56.2% 80.4% 39.2% 44.5% 45.1% Unchanged 145 150 121 130 149 132 New Highs 25 11 13 30 20 17 New Lows 12 19 17 6 5 14 Adv Volume 1881649 1058793 236257 1724615 802930 1366301 % of Total 87.5% 49.2% 10.3% 60.2% 38.8% 54.1% Decl Volume 251217 1008501 2057059 1089133 1224625 1123164 % of Total 11.7% 46.9% 89.4% 38.0% 59.2% 44.5% Total Vol 2150572 2152485 2300391 2864427 2067833 2523187 Unch Volume 17706 85191 7075 50679 40278 33722 ARMS Index 0.19 0.65 1.66 0.91 1.72 0.92 5 Day ARMS 5.13 5.86 6.68 5.97 6.22 5.52 McClellanOs -115 -159 -152 -64 -97 -116 McClellanSm 1563 1678 1837 1989 2053 2150 Cumul TICK 29064 -13479 -50422 8461 -35941 36693 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 19-Jun 12-Jun 5-Jun 29-May 22-May 15-May ------------------------------------------------------------------------------ AAII Bull 33 39 48 40 34 44 AAII Bear 46 39 37 49 45 35 Market Vane 43 44 45 43 43 43 II Bull 44.8 47.7 42.5 40.9 40.7 41 II Bear 26.4 23.3 25.3 28.4 29.1 33.7 OddLot ShRt 29.3 33.2 36.7 42.2 40.1 35.5 ****************************************************************************** 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.