****************************************************************************** July 20th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 942.07 951.62 940.99 951.13 10.75/1% 5%/3% S&P100 441.89 445.14 440.68 444.88 3.74/1% 5%/3% VIX 25.06 25.42 24.26 24.4 0.06/0% -2%/-13% Nasdaq100 1534.39 1545.02 1529.45 1544 16.74/1% 6%/5% VXN 25.48 25.6 24.69 24.79 0.51/2% -5%/-12% NYSE TICK 374 1330 -951 1280 ---- ---- PreCloseTICK78 TICKscore 14 CumAdj TICK 500 NYSE TRIN 1.00 1.00 1.00 1.00 ---- ---- Dow Indus 8854.8 8745.9 8848.2 104.21/1% 6%/4% DJIA@10:30 8795.1 DJIA@3:00 8810.1 LstHour Ind -13.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 444.88 441.14 440.78 437.29 424.59 422.87 Upper Band 445.80 443.13 441.01 438.36 436.37 437.11 Lower Band 406.03 407.26 408.17 409.25 410.07 409.96 VIX 24.40 24.34 25.42 25.89 25.02 26.31 Upper Band 32.25 32.20 32.30 32.71 33.31 33.37 Lower Band 22.78 23.19 23.65 23.86 23.94 24.45 NDX 1544.00 1527.26 1518.87 1500.98 1452.84 1447.70 Upper Band 1542.12 1528.78 1517.11 1506.14 1498.01 1498.34 Lower Band 1380.54 1386.61 1390.93 1395.60 1397.96 1398.04 VXN 24.79 24.28 24.80 25.28 26.03 26.61 Upper Band 32.41 32.37 32.39 32.62 32.99 33.38 Lower Band 23.16 23.55 24.10 24.53 24.87 25.13 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6141.30 6038.11 6043.05 5993.16 5805.58 5761.37 Tot Issues 3170 3137 3155 3163 3152 3150 Advancers 2362 1507 2133 2802 2139 2565 % of Total 74.5% 48.0% 67.6% 88.6% 67.9% 81.4% Decliners 724 1515 902 306 916 498 % of Total 22.8% 48.3% 28.6% 9.7% 29.1% 15.8% Unchanged 84 115 120 55 97 87 New Highs 67 48 48 44 31 20 New Lows 2 3 7 3 5 7 Adv Volume 857735 543127 731031 1316789 672177 1072475 % of Total 76.2% 42.2% 62.3% 96.3% 68.8% 90.3% Decl Volume 261616 729230 429789 46562 299743 105274 % of Total 23.2% 56.6% 36.6% 3.4% 30.7% 8.9% Total Vol 1125253 1288237 1173827 1366975 976624 1188297 Unch Volume 5902 15880 13007 3624 4704 10548 ARMS Index 1.00 1.34 1.39 0.32 1.04 0.51 5 Day ARMS 5.09 4.6 5.21 4.55 5.5 5.91 McClellanOs 202 151 185 153 39 -19 McClellanSm 2857 2654 2504 2318 2165 2126 Cumul TICK 76634 28219 87996 128519 83984 90625 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1909.29 1886.61 1885.03 1862.9 1799.73 1793.21 Tot Issues 2821 2796 2787 2832 2810 2795 Advancers 1834 1106 1673 2263 1516 1949 % of Total 65.0% 39.6% 60.0% 79.9% 54.0% 69.7% Decliners 858 1548 965 475 1130 712 % of Total 30.4% 55.4% 34.6% 16.8% 40.2% 25.5% Unchanged 129 142 149 94 164 134 New Highs 80 60 51 38 20 11 New Lows 10 12 7 2 10 7 Adv Volume 1675518 1010205 1530015 2367568 1200516 1609724 % of Total 81.9% 53.8% 73.8% 93.1% 64.7% 84.7% Decl Volume 348881 835963 508485 162136 603314 262947 % of Total 17.0% 44.5% 24.5% 6.4% 32.5% 13.8% Total Vol 2046356 1876761 2072732 2543349 1856916 1899413 Unch Volume 21957 30593 34232 13645 53086 26742 ARMS Index 0.45 0.59 0.58 0.33 0.67 0.45 5 Day ARMS 2.62 2.62 2.81 2.63 3 4.54 McClellanOs 106 67 104 79 -13 -40 McClellanSm 1120 1014 947 843 764 777 Cumul TICK 5884 805 25960 44613 11955 44900 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 17-Jul 10-Jul 2-Jul 26-Jun 19-Jun 12-Jun ------------------------------------------------------------------------------ AAII Bull 29 28 38 28 33 39 AAII Bear 47 55 45 49 46 39 Market Vane 43 41 43 42 43 44 II Bull 35.6 42.7 41.4 43.6 44.8 47.7 II Bear 35.6 30.3 29.9 28.7 26.4 23.3 OddLot ShRt 33.5 30.5 27.6 34.7 29.3 33.2 ****************************************************************************** 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.