****************************************************************************** July 28th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 981.48 982.35 969.35 979.62 -2.56/0% 3%/6% S&P100 457.12 457.52 451.96 456.38 -0.96/0% 2%/5% VIX 24.28 25.61 24.28 25.01 0.73/3% 7%/-1% Nasdaq100 1590.77 1609.17 1583.27 1605.47 6.16/0% 3%/8% VXN 25.65 26.73 25.27 25.35 -0.3/-1% 1%/-4% NYSE TICK -296 1233 -980 693 ---- ---- PreCloseTICK500 TICKscore 18 CumAdj TICK -23 NYSE TRIN 0.92 0.92 0.92 0.92 ---- ---- Dow Indus 9124.9 9007.5 9096.7 -11.79/0% 2%/7% DJIA@10:30 9074.6 DJIA@3:00 9072.8 LstHour Ind 57.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 456.38 457.34 456.41 455.61 446.28 447.14 Upper Band 466.29 463.41 459.80 455.95 451.58 449.02 Lower Band 402.41 402.98 403.75 404.91 405.82 405.70 VIX 25.01 24.28 23.09 23.43 23.47 23.87 Upper Band 31.35 31.35 31.35 31.27 31.45 31.82 Lower Band 21.15 21.18 21.35 21.75 22.14 22.48 NDX 1605.47 0.00 1599.06 1601.52 1565.00 1553.01 Upper Band 1641.21 2091.57 1610.79 1593.06 1570.95 1556.39 Lower Band 1360.00 737.54 1366.33 1371.75 1378.40 1378.91 VXN 25.35 25.65 24.67 25.87 24.99 24.68 Upper Band 31.26 31.27 31.28 31.29 31.51 31.94 Lower Band 22.28 22.39 22.46 22.71 22.81 22.95 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6328.67 6364.66 6337.46 6302.52 6151.4 6154.39 Tot Issues 3181 3155 3164 3168 3151 3162 Advancers 1437 1932 1915 2592 1735 1625 % of Total 45.2% 61.2% 60.5% 81.8% 55.1% 51.4% Decliners 1566 1082 1134 510 1304 1432 % of Total 49.2% 34.3% 35.8% 16.1% 41.4% 45.3% Unchanged 178 141 115 66 112 105 New Highs 82 97 63 108 59 77 New Lows 2 1 4 2 2 3 Adv Volume 614935 653191 640509 1155279 616468 467177 % of Total 49.5% 62.7% 62.6% 83.1% 57.2% 38.7% Decl Volume 617532 374751 357313 225133 452465 686625 % of Total 49.8% 35.9% 34.9% 16.2% 42.0% 56.9% Total Vol 1241236 1042435 1023367 1390384 1077148 1205934 Unch Volume 8769 14493 25545 9972 8215 52132 ARMS Index 0.92 1.02 0.94 0.99 0.98 1.67 5 Day ARMS 4.85 5.6 5.58 5.98 6.38 5.72 McClellanOs 168 220 223 230 160 173 McClellanSm 4031 3863 3643 3420 3190 3030 Cumul TICK 37546 63422 57332 117308 43357 17908 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1975.51 1967.89 1965.96 1973.6 1926.38 1916.2 Tot Issues 2820 2822 2798 2825 2793 2803 Advancers 1426 1479 1465 2080 1628 1152 % of Total 50.6% 52.4% 52.4% 73.6% 58.3% 41.1% Decliners 1187 1123 1187 628 1024 1489 % of Total 42.1% 39.8% 42.4% 22.2% 36.7% 53.1% Unchanged 207 220 146 117 141 162 New Highs 65 86 69 119 61 58 New Lows 4 5 11 9 15 15 Adv Volume 1332573 1383823 1162562 2439125 1542373 1248945 % of Total 60.4% 64.6% 52.1% 80.7% 66.9% 56.6% Decl Volume 836455 734486 999596 541512 733883 871460 % of Total 37.9% 34.3% 44.8% 17.9% 31.8% 39.5% Total Vol 2206857 2141690 2232923 3021439 2306345 2205232 Unch Volume 37829 23381 70765 40802 30089 84827 ARMS Index 0.75 0.7 1.06 0.74 0.76 0.54 5 Day ARMS 4.01 3.8 3.55 3.08 2.92 2.49 McClellanOs 123 134 140 150 92 73 McClellanSm 1831 1708 1574 1434 1284 1193 Cumul TICK 4371 -2259 25796 35354 -8634 -6424 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun 19-Jun ------------------------------------------------------------------------------ AAII Bull 38 29 28 38 28 33 AAII Bear 42 47 55 45 49 46 Market Vane 45 43 41 43 42 43 II Bull 36.7 35.6 42.7 41.4 43.6 44.8 II Bear 35.6 35.6 30.3 29.9 28.7 26.4 OddLot ShRt 35.4 33.5 30.5 27.6 34.7 29.3 ****************************************************************************** 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.