****************************************************************************** June 26th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1316.29 1316.29 1283.15 1283.15 -38.82/-3% -3%/-8% S&P100 598.22 598.22 583.38 583.38 -18.07/-3% -2%/-9% VIX 22.23 23.99 22.15 23.93 2.79/13% 5%/32% Nasdaq100 1898.78 1898.78 1855.39 1855.39 -78.47/-4% -4%/-8% VXN 27.78 29.21 27.75 29.06 2.67/10% 9%/37% NYSE TICK 1 837 -1169 -887 ---- ---- PreCloseTICK-358 TICKscore -31 CumAdj TICK -583 NYSE TRIN 2.06 2.06 2.06 2.06 ---- ---- Dow Indus 11808.7 11453.4 11453.4 -358.41/-3%-3%/-9% DJIA@10:30 11675.4 DJIA@3:00 11505.4 LstHour Ind 84.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 583.38 601.45 597.61 597.28 597.13 608.81 Upper Band 643.62 644.53 646.19 646.79 646.21 646.06 Lower Band 584.89 589.53 591.15 594.10 597.83 601.97 VIX 23.93 21.14 22.42 22.64 22.87 21.58 Upper Band 25.19 25.09 25.14 25.04 24.89 24.77 Lower Band 18.29 17.81 17.55 17.38 17.22 16.85 NDX 1855.39 1933.86 1903.74 1913.31 1928.39 1982.69 Upper Band 2061.67 2057.84 2059.88 2057.47 2053.77 2051.39 Lower Band 1867.93 1888.13 1892.71 1904.29 1912.56 1918.59 VXN 29.06 26.39 28.14 27.53 26.75 24.80 Upper Band 29.64 29.35 29.30 28.87 28.49 28.23 Lower Band 21.56 21.08 20.70 20.62 20.59 20.42 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8640.74 8865.80 8803.34 8841.89 8829.25 8988.84 Tot Issues 3267 3260 3271 3284 3248 3249 Advancers 473 2220 999 1086 578 1572 % of Total 14.5% 68.1% 30.5% 33.1% 17.8% 48.4% Decliners 2742 951 2189 2139 2608 1574 % of Total 83.9% 29.2% 66.9% 65.1% 80.3% 48.4% Unchanged 52 89 83 59 62 103 New Highs 41 28 44 68 40 95 New Lows 409 121 393 320 275 185 Adv Volume 118455 955874 598900 389710 271737 701835 % of Total 7.8% 68.4% 44.8% 36.0% 14.0% 54.5% Decl Volume 1395534 398900 722315 684396 1666164 561270 % of Total 91.9% 28.6% 54.1% 63.2% 85.7% 43.6% Total Vol 1517809 1396731 1335734 1082433 1945266 1288369 Unch Volume 3820 41957 14519 8327 7365 25264 ARMS Index 2.03 0.97 0.55 0.89 1.36 0.8 5 Day ARMS 5.8 4.57 4.77 5.45 5.67 4.98 McClellanOs -224 -136 -240 -216 -195 -112 McClellanSm -446 -222 -85 155 371 566 Cumul TICK -85050 28937 -19714 -77354 -78423 -25268 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2321.37 2401.26 2368.28 2385.74 2406.09 2462.06 Tot Issues 3044 3040 3043 3032 3012 3012 Advancers 609 1849 797 844 792 1672 % of Total 20.0% 60.8% 26.2% 27.8% 26.3% 55.5% Decliners 2329 1034 2097 2049 2095 1195 % of Total 76.5% 34.0% 68.9% 67.6% 69.6% 39.7% Unchanged 106 157 149 139 125 145 New Highs 10 21 19 37 26 38 New Lows 267 157 289 244 200 191 Adv Volume 247962 1718901 772684 385780 378667 1641938 % of Total 11.0% 81.3% 35.6% 20.5% 14.7% 72.8% Decl Volume 1993905 379671 1378671 1485038 2179414 585643 % of Total 88.5% 18.0% 63.5% 78.8% 84.5% 26.0% Total Vol 2252842 2113965 2171434 1883602 2577761 2256007 Unch Volume 10975 15393 20079 12784 19680 28426 ARMS Index 2.1 0.39 0.68 1.59 2.18 0.5 5 Day ARMS 6.94 5.34 6.69 7.53 6.47 5.01 McClellanOs -163 -99 -172 -133 -92 -38 McClellanSm -745 -582 -483 -310 -177 -85 Cumul TICK -39769 -8990 -23801 -45559 -16009 -2193 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 34367 13838 17597 9113 20821 24156 OEX PutVol 24450 10573 30638 12002 23580 19948 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 0.71 0.76 1.74 1.32 1.13 0.83 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 2455 2455 2455 2455 2447 2510 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1542 1542 1542 1542 1678 1887 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1517809 1396731 1092013 1160951 1222679 1330189 Upper Band 1697240 1674495 1474011 1468789 1471220 1471822 Nasd Vol 2252842 2113965 1808781 1840088 2078152 2226585 Upper Band 2451254 2437845 2340554 2362427 2385211 2395273 ****************************************************************************** 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 20-Jun 13-Jun 6-Jun 30-May 23-May 16-May ------------------------------------------------------------------------------ AAII Bull 33 31 31 46 45 53 AAII Bear 46 54 46 34 30 25 Market Vane 48 48 51 54 53 55 II Bull 36.3 43 37.9 47.3 46 44.4 II Bear 37.4 32.6 32.2 30.8 29.9 32.3 OddLot ShRt 36.8 38.3 35.5 40.4 36.8 46.6 ****************************************************************************** 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. 1985058 535788 83139 1449270 17654028 4.1 33 46 48 36.3 37.4 36.8