****************************************************************************** July 1st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 920.82 931.92 920.82 923.33 4.01/0% 0%/-1% S&P100 430.54 435.35 430.54 431.42 1.76/0% 0%/0% VIX 25.73 26.31 24.8 26.22 -0.13/0% -1%/-15% Nasdaq100 1486.5 1497.71 1479.67 1481.34 4.09/0% 0%/0% VXN 26.4 26.89 25.81 26.86 0.17/1% -1%/-15% NYSE TICK 166 1350 -785 893 ---- ---- PreCloseTICK-146 TICKscore 12 CumAdj TICK 537 NYSE TRIN 1.56 1.56 1.56 1.56 ---- ---- Dow Indus 8580.4 8447.5 8504.1 57.06/1% 0%/-2% DJIA@10:30 8574.3 DJIA@3:00 8523.9 LstHour Ind -147.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 431.42 429.66 428.87 428.87 429.51 421.04 Upper Band 444.20 444.34 445.35 445.35 445.36 445.56 Lower Band 417.69 417.74 417.84 417.84 417.71 416.81 VIX 26.22 26.35 25.93 25.93 26.36 29.05 Upper Band 32.96 33.12 32.87 32.87 32.60 32.57 Lower Band 24.70 25.02 26.07 26.07 26.64 27.20 NDX 1481.34 1477.25 1483.83 1480.20 1475.82 1447.06 Upper Band 1518.67 1518.20 1518.45 1517.84 1518.04 1519.74 Lower Band 1424.92 1424.81 1424.86 1424.80 1420.14 1412.88 VXN 26.86 26.69 26.53 26.53 27.25 29.03 Upper Band 33.47 33.57 33.30 33.30 32.96 32.79 Lower Band 25.63 25.99 27.07 27.07 27.70 28.30 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5954.01 5905.15 5962.50 5906.96 5911.03 5795.72 Tot Issues 3145 3139 3157 3135 3157 3147 Advancers 2238 1313 1876 1830 2470 2213 % of Total 71.2% 41.8% 59.4% 58.4% 78.2% 70.3% Decliners 799 1697 1188 1217 599 849 % of Total 25.4% 54.1% 37.6% 38.8% 19.0% 27.0% Unchanged 108 129 93 88 88 85 New Highs 33 22 22 27 14 10 New Lows 0 4 7 2 7 3 Adv Volume 589328 398296 706345 1048548 995926 785233 % of Total 62.1% 30.8% 66.4% 51.4% 84.8% 71.4% Decl Volume 328697 868989 349928 929389 122036 286666 % of Total 34.7% 67.3% 32.9% 45.6% 10.4% 26.1% Total Vol 948378 1292055 1063694 2039293 1174899 1099066 Unch Volume 30353 24770 7421 61356 56937 27167 ARMS Index 1.56 1.69 0.78 1.33 0.51 0.95 5 Day ARMS 5.87 5.26 4.17 5.23 4.84 5.14 McClellanOs 51 -13 18 -8 -34 -138 McClellanSm 2951 2900 2914 2896 2904 2938 Cumul TICK 68901 8611 34445 59917 76562 62090 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1845.72 1835.04 1844.06 1838.22 1829.54 1792.34 Tot Issues 2800 2846 2811 2803 2833 2855 Advancers 1811 1184 1209 1728 2203 1600 % of Total 64.7% 41.6% 43.0% 61.6% 77.8% 56.0% Decliners 883 1526 1489 949 518 1110 % of Total 31.5% 53.6% 53.0% 33.9% 18.3% 38.9% Unchanged 106 136 113 126 112 145 New Highs 38 24 43 83 29 25 New Lows 4 5 6 10 5 12 Adv Volume 1347186 773264 1221247 1915701 1938926 1881649 % of Total 68.3% 37.8% 61.6% 52.9% 87.0% 87.5% Decl Volume 601889 1244809 726466 1644869 263268 251217 % of Total 30.5% 60.9% 36.7% 45.4% 11.8% 11.7% Total Vol 1971053 2044986 1981454 3619621 2227984 2150572 Unch Volume 21978 26913 33741 59051 25790 17706 ARMS Index 0.92 1.25 0.48 1.56 0.58 0.19 5 Day ARMS 4.79 4.06 3.46 4.64 3.99 5.13 McClellanOs 28 -18 2 22 -17 -115 McClellanSm 1581 1552 1571 1569 1547 1563 Cumul TICK -331 -23629 5978 37659 26630 29064 ****************************************************************************** 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.