****************************************************************************** June 30th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 927.15 930.01 912.86 919.32 -7.91/-1% 2%/-3% S&P100 433.23 434.65 426.88 429.66 -3.61/-1% 2%/-2% VIX 25.36 27.38 25.02 26.35 1/4% -9%/-11% Nasdaq100 1484.82 1493.37 1468.11 1477.25 -6.58/0% 2%/0% VXN 26.47 27.35 25.94 26.69 0.22/1% -8%/-13% NYSE TICK 59 1150 -1195 72 ---- ---- PreCloseTICK642 TICKscore -6 CumAdj TICK -58 NYSE TRIN 1.69 1.69 1.69 1.69 ---- ---- Dow Indus 8560.4 8394.0 8447.0 -82.38/-1% 2%/-3% DJIA@10:30 8462.3 DJIA@3:00 8427.9 LstHour Ind 86.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 429.66 428.87 428.87 429.51 421.04 419.40 Upper Band 444.34 445.35 445.35 445.36 445.56 446.14 Lower Band 417.74 417.84 417.84 417.71 416.81 415.76 VIX 26.35 25.93 25.93 26.36 29.05 30.58 Upper Band 33.12 32.87 32.87 32.60 32.57 32.92 Lower Band 25.02 26.07 26.07 26.64 27.20 27.18 NDX 1477.25 1483.83 1480.20 1475.82 1447.06 1424.46 Upper Band 1518.20 1518.45 1517.84 1518.04 1519.74 1524.30 Lower Band 1424.81 1424.86 1424.80 1420.14 1412.88 1403.81 VXN 26.69 26.53 26.53 27.25 29.03 30.69 Upper Band 33.57 33.30 33.30 32.96 32.79 32.93 Lower Band 25.99 27.07 27.07 27.70 28.30 28.47 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5905.15 5962.50 5906.96 5911.03 5795.72 5759.49 Tot Issues 3139 3157 3135 3157 3147 3142 Advancers 1313 1876 1830 2470 2213 1439 % of Total 41.8% 59.4% 58.4% 78.2% 70.3% 45.8% Decliners 1697 1188 1217 599 849 1603 % of Total 54.1% 37.6% 38.8% 19.0% 27.0% 51.0% Unchanged 129 93 88 88 85 100 New Highs 22 22 27 14 10 2 New Lows 4 7 2 7 3 5 Adv Volume 398296 706345 1048548 995926 785233 714227 % of Total 30.8% 66.4% 51.4% 84.8% 71.4% 59.2% Decl Volume 868989 349928 929389 122036 286666 477705 % of Total 67.3% 32.9% 45.6% 10.4% 26.1% 39.6% Total Vol 1292055 1063694 2039293 1174899 1099066 1207076 Unch Volume 24770 7421 61356 56937 27167 15144 ARMS Index 1.69 0.78 1.33 0.51 0.95 0.6 5 Day ARMS 5.26 4.17 5.23 4.84 5.14 5.79 McClellanOs -13 18 -8 -34 -138 -229 McClellanSm 2900 2914 2896 2904 2938 3077 Cumul TICK 8611 34445 59917 76562 62090 -9055 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1835.04 1844.06 1838.22 1829.54 1792.34 1764.92 Tot Issues 2846 2811 2803 2833 2855 2833 Advancers 1184 1209 1728 2203 1600 1091 % of Total 41.6% 43.0% 61.6% 77.8% 56.0% 38.5% Decliners 1526 1489 949 518 1110 1592 % of Total 53.6% 53.0% 33.9% 18.3% 38.9% 56.2% Unchanged 136 113 126 112 145 150 New Highs 24 43 83 29 25 11 New Lows 5 6 10 5 12 19 Adv Volume 773264 1221247 1915701 1938926 1881649 1058793 % of Total 37.8% 61.6% 52.9% 87.0% 87.5% 49.2% Decl Volume 1244809 726466 1644869 263268 251217 1008501 % of Total 60.9% 36.7% 45.4% 11.8% 11.7% 46.9% Total Vol 2044986 1981454 3619621 2227984 2150572 2152485 Unch Volume 26913 33741 59051 25790 17706 85191 ARMS Index 1.25 0.48 1.56 0.58 0.19 0.65 5 Day ARMS 4.06 3.46 4.64 3.99 5.13 5.86 McClellanOs -18 2 22 -17 -115 -159 McClellanSm 1552 1571 1569 1547 1563 1678 Cumul TICK -23629 5978 37659 26630 29064 -13479 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 26-Jun 19-Jun 12-Jun 5-Jun 29-May 22-May ------------------------------------------------------------------------------ AAII Bull 28 33 39 48 40 34 AAII Bear 49 46 39 37 49 45 Market Vane 42 43 44 45 43 43 II Bull 43.6 44.8 47.7 42.5 40.9 40.7 II Bear 28.7 26.4 23.3 25.3 28.4 29.1 OddLot ShRt 34.7 29.3 33.2 36.7 42.2 40.1 ****************************************************************************** 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.