****************************************************************************** July 20th 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in the following: 4% odds of a 1/4 point cut (5.0% Fed Funds Target Rate) at the August 7th, 2007 FOMC meeting ------------------------------------------------------------------------------ Upcoming Bradley turns: 06/30/07 (Low), 07/04/07 (High), 07/26/07 (Low) Recent turns: 06/13/07 (High), 05/07/07 (Low), 04/21/07 (High), 03/25/07 (Low) ------------------------------------------------------------------------------ For Bradley data, see http://www.astrikos.com/private/siderograph.html ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1553.19 1553.19 1529.2 1534.1 -18.98/-1% -1%/1% S&P100 718.11 718.11 707.59 709.83 -8.25/-1% -1%/1% VIX 15.39 18.53 15.36 16.95 1.72/11% 12%/19% Nasdaq100 2047.14 2048.24 2024.25 2035.88 -17.11/-1% 0%/5% VXN 16.61 17.8 16.51 17.49 0.94/6% 6%/8% NYSE TICK -129 966 -1081 479 ---- ---- PreClose: -287 TICKscore -96 Adj TICK -1157 NASDAQ TICK -357 806 -900 367 ---- ---- NYSE TRIN 2.18 2.18 2.18 2.18 ---- ---- NASDAQ TRIN 1.34 1.34 1.34 1.34 ---- ---- Dow Indus 14009.3 13797.7 13851.1 -149.33/-1%-1%/2% DJIA@10:30 13894.1 DJIA@3:00 13888.8 LstHour Ind 68.6 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1558.5 1559.5 1537.5 1545.1 -14.7(-1%) -1%/1% Nasdaq100 2062 2065.5 2041 2055.25 -10.25(0%) 0%/5% Dow Indus 14007 14032 13875 13938 -123(-1%) -1%/2% Nikkei 18180 18215 17855 17950 -245(-1%) -1%/-2% 10yr Notes 106.016 106.453 105.859 106.234 0.5(0%) 1%/1% Eurodollars 94.665 94.68 94.66 94.665 0.01(0%) 0%/0% J.Yen 82.5 83.35 82.45 83.07 0.53(1%) 0%/2% US Dollar 80.28 80.33 79.96 80.15 -0.12(0%) 0%/-3% Euro 138.27 138.56 138.27 138.47 0.15(0%) 0%/3% Crude Oil 76.1 76.27 75.4 75.79 -0.28(0%) 2%/10% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 678.3 687 678.3 684.7 6.6(1%) 3%/5% Silver 1345 1350 1340 1340.3 2.8(0%) 3%/1% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 709.83 718.08 715.05 717.26 717.01 717.01 Upper Band 724.27 723.63 721.47 720.13 718.02 715.76 Lower Band 682.79 682.52 682.54 682.97 683.78 684.80 VIX 16.95 15.23 16.00 15.63 15.15 15.15 Upper Band 17.93 17.87 17.88 18.08 18.15 18.17 Lower Band 13.88 13.67 13.60 13.09 12.80 12.65 NDX 2035.88 2052.99 2037.98 2041.78 2028.02 2032.16 Upper Band 2076.49 2069.72 2058.86 2048.82 2036.16 2025.16 Lower Band 1886.11 1883.42 1881.20 1881.61 1884.53 1886.97 VXN 17.49 16.55 16.77 16.95 16.44 16.44 Upper Band 18.85 18.85 18.84 18.94 18.98 19.00 Lower Band 15.71 15.58 15.59 15.37 15.23 15.15 QQQQ 50.05 50.32 50.17 50.23 49.85 49.90 Upper Band 51.00 50.83 50.60 50.33 50.01 49.73 Lower Band 46.39 46.33 46.27 46.29 46.37 46.43 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 152,990 167267 159801 161290 162788 160239 % Change -8.5% 4.7% -0.9% -0.9% 1.6% 1.4% OEX Puts 314,557 297924 285597 277032 274563 262683 % Change 5.6% 4.3% 3.1% 0.9% 4.5% 7.5% OEX Total 467547 465191 445398 438322 437351 422922 % Change 0.5% 4.4% 1.6% 0.2% 3.4% 5.1% SPX Calls 3,680,934 3560107 3512716 3477272 3451645 3408354 % Change 3.4% 1.3% 1.0% 0.7% 1.3% 2.1% SPX Puts 7,395,095 7301551 7088065 6958183 6882854 6699040 % Change 1.3% 3.0% 1.9% 1.1% 2.7% 1.5% SPX Total 11076029 10861658 10600781 10435455 10334499 10107394 % Change 2.0% 2.5% 1.6% 1.0% 2.2% 1.7% QQQQ Calls 4,001,926 3980138 3924703 3866310 3035150 3787919 % Change 0.5% 1.4% 1.5% 27.4% -19.9% 1.6% QQQQ Puts 5,549,372 5521798 5423827 5228451 4302189 5037342 % Change 0.5% 1.8% 3.7% 21.5% -14.6% 2.0% QQQQ Total 9551298 9501936 9348530 9094761 7337339 8825261 % Change 0.5% 1.6% 2.8% 24.0% -16.9% 1.8% MNX Calls 814,897 804337 807973 793779 780847 772521 % Change 1.3% -0.5% 1.8% 1.7% 1.1% 1.7% MNX Puts 935,699 916156 895850 892353 895159 886989 % Change 2.1% 2.3% 0.4% -0.3% 0.9% 0.7% MNX Total 1750596 1720493 1703823 1686132 1676006 1659510 % Change 1.7% 1.0% 1.0% 0.6% 1.0% 1.2% DJX Calls 436,458 425108 415743 409425 403304 392025 % Change 2.7% 2.3% 1.5% 1.5% 2.9% 6.7% DJX Puts 383,741 376443 360706 354374 349723 340372 % Change 1.9% 4.4% 1.8% 1.3% 2.7% 7.6% DJX Total 820199 801551 776449 763799 753027 732397 % Change 2.3% 3.2% 1.7% 1.4% 2.8% 7.1% OEX Spread 14.1% -0.4% 4.0% 1.8% 2.9% 6.1% SPX Spread -2.1% 1.7% 0.8% 0.4% 1.5% -0.6% QQQ Spread 0.0% 0.4% 2.2% -5.9% 5.3% 0.4% MNX Spread 0.8% 2.7% -1.4% -2.0% -0.2% -1.0% DJX Spread -0.7% 2.1% 0.2% -0.2% -0.1% 0.9% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 10072.93 10194.01 10148.28 10170.36 10188.18 10220.67 Tot Issues 3398 3394 3420 3395 3412 3402 Advancers 755 2050 1188 1369 1061 1709 % of Total 22.2% 60.4% 34.7% 40.3% 31.1% 50.2% Decliners 2525 1216 2099 1898 2224 1563 % of Total 74.3% 35.8% 61.4% 55.9% 65.2% 45.9% Unchanged 118 128 133 128 127 130 New Highs 128 276 115 238 272 386 New Lows 140 90 194 89 89 71 Adv Volume 236105 884456 665432 583057 466978 801006 % of Total 11.9% 58.0% 37.6% 40.7% 34.0% 59.7% Decl Volume 1724286 573321 1078662 830116 886524 516285 % of Total 86.8% 37.6% 61.0% 57.9% 64.6% 38.5% Total Vol 1986829 1524776 1769357 1433229 1372071 1341703 Unch Volume 26438 66999 25263 20056 18569 24412 ARMS Index 2.18 1.09 0.92 1.03 0.91 0.7 5 Day ARMS 6.13 4.65 3.95 3.7 4.57 4.8 McClellanOs -119 -32 -82 -38 -9 62 McClellanSm 1522 1641 1673 1755 1794 1803 STIX 47.72 50.16 48.91 50.17 50.99 52.84 Cumul TICK -69056 21668 -21489 7410 -20830 30919 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2687.6 2720.04 2699.49 2712.29 2697.33 2707 Tot Issues 3130 3146 3152 3188 3138 3162 Advancers 801 1817 1126 1551 1016 1406 % of Total 25.6% 57.8% 35.7% 48.7% 32.4% 44.5% Decliners 2216 1169 1888 1488 1992 1616 % of Total 70.8% 37.2% 59.9% 46.7% 63.5% 51.1% Unchanged 113 160 138 149 130 140 New Highs 67 169 76 155 201 182 New Lows 180 77 182 75 73 54 Adv Volume 493666 1562597 741471 1369775 696981 916859 % of Total 21.1% 71.5% 32.7% 63.1% 38.3% 52.9% Decl Volume 1834124 594904 1499098 758082 1051680 803263 % of Total 78.2% 27.2% 66.1% 34.9% 57.8% 46.3% Total Vol 2344891 2184481 2267103 2172174 1820152 1734432 Unch Volume 17101 26980 26534 44317 71491 14310 ARMS Index 1.34 0.59 1.21 0.58 0.77 0.76 5 Day ARMS 4.49 3.91 3.74 3.17 3.66 3.74 McClellanOs -72 -3 -43 -7 -14 39 McClellanSm 611 683 686 729 736 750 STIX 47.35 49.41 48.28 49.36 49.19 50.71 Cumul TICK -43590 8051 -22779 6549 -24592 27848 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 47127 33085 47792 21174 24523 53416 OEX PutVol 86954 64240 68899 40099 32350 50687 OEX Call OI 152990 167267 159801 161290 162788 160239 OEX Put OI 314557 297924 285597 277032 274563 262683 OEX Hines 1.11 0.92 1.24 0.91 1.28 1.73 CBOE P/C 1.23 0.80 1.11 0.93 0.83 0.94 Equity P/C 0.69 0.54 0.74 0.61 0.53 0.50 SPX P/C 3.39 1.01 2.49 2.50 2.16 2.11 OEX P/C 1.85 1.94 1.44 1.89 1.32 0.89 SPY P/C 1.22 2.13 1.56 2.92 2.11 2.22 NDX P/C 2.97 0.56 1.17 0.60 0.59 0.58 QQQQ P/C 2.98 1.17 1.36 1.59 1.00 1.42 IWM P/C 2.71 2.78 2.38 2.22 3.20 1.79 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2455 1451 2312 1244 984 1118 Upper Band 2702 2628 2650 2538 2547 2555 QQQQ Vol 1637 1164 1438 1241 777 742 Upper Band 1753 1712 1781 1743 1727 1727 NYSE Vol 1986829 1524776 1769357 1433229 1372071 1341703 Upper Band 2276790 2230021 2239365 2217263 2219379 2286065 Nasd Vol 2344891 2184481 2267103 2172174 1820152 1734432 Upper Band 2866800 2842473 2830034 2807054 2790302 2861990 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun 15-Jun ------------------------------------------------------------------------------ Total 927347 1358079 1425971 1369222 1375495 1038115 Members 371522 573400 597011 567946 557868 450605 Specialists 81153 88498 99202 111918 90697 89226 Public 555825 784679 828960 801276 817627 587510 Tot Sht Int 12950726 12467283 12467283 12467283 12467283 11761191 Sh Int Rat 8.4 8 8 8 8 7.4 Pub/Spcl 6.85 8.87 8.36 7.16 9.01 6.58 Spcl/Tot 8.8% 6.5% 7.0% 8.2% 6.6% 8.6% Mem/Tot 40.1% 42.2% 41.9% 41.5% 40.6% 43.4% Pub/Tot 59.9% 57.8% 58.1% 58.5% 59.4% 56.6% Sentiment 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun 15-Jun ------------------------------------------------------------------------------ AAII Bull 42 44 44 39 43 37 AAII Bear 37 30 33 36 34 44 Market Vane 69 65 67 63 71 66 II Bull 52.3 49.5 49.4 53.8 53.3 56.7 II Bear 19.3 21.3 18 20.4 18.9 21.1 OddLot ShRt 29.2 26.9 22.5 21.75 26.3 21.3 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1558.5 1559.5 1537.5 1545.1 -14.7(-1%) -1%/1% 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun 15-Jun Commercials 18807(98) 13028(93) 17204(97) 15070(95) 19894(100) -3975(77) Lg Traders -44089(1) -44748(1) -38663(1) -37590(1) -34536(1) -9944(5) Sm Traders 25282(53) 31720(61) 21459(49) 22520(50) 14642(41) 13919(40) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 2062 2065.5 2041 2055.25 -10.25(0%) 0%/5% 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun 15-Jun Commercials 9295(78) 8018(75) 7896(74) 7164(72) 5907(69) 8499(76) Lg Traders -8582(11) -9994(4) -9397(7) -10728(1) -9557(6) -8639(10) Sm Traders -713(60) 1976(66) 1501(65) 3564(70) 3650(70) 140(62) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 14007 14032 13875 13938 -123(-1%) -1%/2% 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun 15-Jun Commercials -866(83) 631(86) 1096(87) 2060(89) 3020(88) -14987(52) Lg Traders 1614(11) 1993(12) 1742(11) 447(6) -1418(2) 13067(54) Sm Traders -748(31) -2624(25) -2838(25) -2507(26) -1602(28) 1920(39) 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ALL INFORMATION PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED. ****************************************************************************** (C) 2007 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.