****************************************************************************** July 14th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 900.77 905.84 896.5 905.84 4.79/1% 3%/-2% S&P100 422.7 424.69 420.86 424.59 1.72/0% 3%/-1% VIX 26.31 26.84 24.99 25.02 -1.29/-5% -20%/-19% Nasdaq100 1444.59 1455 1439.57 1452.84 5.14/0% 3%/0% VXN 26.61 26.81 25.67 26.03 -0.58/-2% -16%/-20% NYSE TICK 91 1198 -976 840 ---- ---- PreCloseTICK652 TICKscore 25 CumAdj TICK 747 NYSE TRIN 1.04 1.04 1.04 1.04 ---- ---- Dow Indus 8361.2 8285.2 8359.5 27.81/0% 2%/-3% DJIA@10:30 8324.7 DJIA@3:00 8348.5 LstHour Ind 18.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 424.59 422.87 412.29 414.15 413.52 413.68 Upper Band 436.37 437.11 439.90 441.50 442.29 442.91 Lower Band 410.07 409.96 408.91 410.00 411.43 413.25 VIX 25.02 26.31 29.02 29.78 31.30 30.85 Upper Band 33.31 33.37 33.31 33.29 33.21 32.91 Lower Band 23.94 24.45 24.70 24.63 24.58 24.57 NDX 1452.84 1447.70 1419.84 1414.98 1411.53 1404.78 Upper Band 1498.01 1498.34 1503.82 1509.52 1513.22 1516.36 Lower Band 1397.96 1398.04 1396.79 1398.80 1403.14 1409.00 VXN 26.03 26.61 29.33 30.00 31.07 31.20 Upper Band 32.99 33.38 33.32 33.34 33.33 33.18 Lower Band 24.87 25.13 25.45 25.47 25.46 25.47 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5805.58 5761.37 5627.52 5667.37 5624.57 5654.64 Tot Issues 3152 3150 3123 3141 3102 3149 Advancers 2139 2565 1453 1860 1025 673 % of Total 67.9% 81.4% 46.5% 59.2% 33.0% 21.4% Decliners 916 498 1547 1186 1972 2384 % of Total 29.1% 15.8% 49.5% 37.8% 63.6% 75.7% Unchanged 97 87 123 95 105 92 New Highs 31 20 17 6 5 16 New Lows 5 7 19 11 13 5 Adv Volume 672177 1072475 294406 678485 413041 171740 % of Total 68.8% 90.3% 32.0% 67.5% 28.7% 15.5% Decl Volume 299743 105274 612461 316892 1008760 883124 % of Total 30.7% 8.9% 66.5% 31.5% 70.1% 79.9% Total Vol 976624 1188297 921342 1004823 1438090 1105035 Unch Volume 4704 10548 14475 9446 16289 50171 ARMS Index 1.04 0.51 1.95 0.73 1.27 1.45 5 Day ARMS 5.5 5.91 6.35 7.64 8.47 8.89 McClellanOs 39 -19 -136 -146 -202 -172 McClellanSm 2165 2126 2145 2281 2428 2630 Cumul TICK 83984 90625 6491 24213 -37246 -41952 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1799.73 1793.21 1756.03 1752.55 1747.17 1746.17 Tot Issues 2810 2795 2761 2769 2759 2795 Advancers 1516 1949 1395 1338 860 649 % of Total 54.0% 69.7% 50.5% 48.3% 31.2% 23.2% Decliners 1130 712 1215 1314 1782 2020 % of Total 40.2% 25.5% 44.0% 47.5% 64.6% 72.3% Unchanged 164 134 151 117 117 126 New Highs 20 11 4 11 11 18 New Lows 10 7 33 24 37 15 Adv Volume 1200516 1609724 976888 1314923 977314 254954 % of Total 64.7% 84.7% 58.9% 70.4% 38.9% 12.6% Decl Volume 603314 262947 661420 521127 1422830 1753958 % of Total 32.5% 13.8% 39.9% 27.9% 56.6% 86.5% Total Vol 1856916 1899413 1658016 1868285 2512498 2027247 Unch Volume 53086 26742 19708 32235 112354 18335 ARMS Index 0.67 0.45 0.78 0.4 0.7 2.21 5 Day ARMS 3 4.54 5.52 6.06 6.58 7.13 McClellanOs -13 -40 -120 -151 -177 -152 McClellanSm 764 777 817 936 1087 1265 Cumul TICK 11955 44900 5520 -32039 -17475 -20083 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 10-Jul 2-Jul 26-Jun 19-Jun 12-Jun 5-Jun ------------------------------------------------------------------------------ AAII Bull 28 38 28 33 39 48 AAII Bear 55 45 49 46 39 37 Market Vane 41 43 42 43 44 45 II Bull 42.7 41.4 43.6 44.8 47.7 42.5 II Bear 30.3 29.9 28.7 26.4 23.3 25.3 OddLot ShRt 30.5 27.6 34.7 29.3 33.2 36.7 ****************************************************************************** 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.