****************************************************************************** July 22nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 953.4 959.83 947.75 954.07 -0.51/0% 1%/7% S&P100 446.57 449.12 443.86 446.28 -0.86/0% 1%/6% VIX 24.05 24.14 23.24 23.47 -0.4/-2% -8%/-23% Nasdaq100 1552.63 1572.48 1551.16 1565 11.99/1% 3%/10% VXN 24.96 25.12 24.41 24.99 0.31/1% 1%/-19% NYSE TICK -272 1218 -963 885 ---- ---- PreCloseTICK71 TICKscore 18 CumAdj TICK 76 NYSE TRIN 0.98 0.98 0.98 0.98 ---- ---- Dow Indus 8949.8 8860.3 8881.3 -34.68/0% 2%/7% DJIA@10:30 8912.5 DJIA@3:00 8903.9 LstHour Ind -19.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 446.28 447.14 444.88 441.14 440.78 437.29 Upper Band 451.58 449.02 445.80 443.13 441.01 438.36 Lower Band 405.82 405.70 406.03 407.26 408.17 409.25 VIX 23.47 23.87 24.40 24.34 25.42 25.89 Upper Band 31.45 31.82 32.25 32.20 32.30 32.71 Lower Band 22.14 22.48 22.78 23.19 23.65 23.86 NDX 1565.00 1553.01 1544.00 1527.26 1518.87 1500.98 Upper Band 1570.95 1556.39 1542.12 1528.78 1517.11 1506.14 Lower Band 1378.40 1378.91 1380.54 1386.61 1390.93 1395.60 VXN 24.99 24.68 24.79 24.28 24.80 25.28 Upper Band 31.51 31.94 32.41 32.37 32.39 32.62 Lower Band 22.81 22.95 23.16 23.55 24.10 24.53 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6151.40 6154.39 6141.30 6038.11 6043.05 5993.16 Tot Issues 3151 3162 3170 3137 3155 3163 Advancers 1735 1625 2362 1507 2133 2802 % of Total 55.1% 51.4% 74.5% 48.0% 67.6% 88.6% Decliners 1304 1432 724 1515 902 306 % of Total 41.4% 45.3% 22.8% 48.3% 28.6% 9.7% Unchanged 112 105 84 115 120 55 New Highs 59 77 67 48 48 44 New Lows 2 3 2 3 7 3 Adv Volume 616468 467177 857735 543127 731031 1316789 % of Total 57.2% 38.7% 76.2% 42.2% 62.3% 96.3% Decl Volume 452465 686625 261616 729230 429789 46562 % of Total 42.0% 56.9% 23.2% 56.6% 36.6% 3.4% Total Vol 1077148 1205934 1125253 1288237 1173827 1366975 Unch Volume 8215 52132 5902 15880 13007 3624 ARMS Index 0.98 1.67 1 1.34 1.39 0.32 5 Day ARMS 6.38 5.72 5.09 4.6 5.21 4.55 McClellanOs 160 173 202 151 185 153 McClellanSm 3190 3030 2857 2654 2504 2318 Cumul TICK 43357 17908 76634 28219 87996 128519 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1926.38 1916.2 1909.29 1886.61 1885.03 1862.9 Tot Issues 2793 2803 2821 2796 2787 2832 Advancers 1628 1152 1834 1106 1673 2263 % of Total 58.3% 41.1% 65.0% 39.6% 60.0% 79.9% Decliners 1024 1489 858 1548 965 475 % of Total 36.7% 53.1% 30.4% 55.4% 34.6% 16.8% Unchanged 141 162 129 142 149 94 New Highs 61 58 80 60 51 38 New Lows 15 15 10 12 7 2 Adv Volume 1542373 1248945 1675518 1010205 1530015 2367568 % of Total 66.9% 56.6% 81.9% 53.8% 73.8% 93.1% Decl Volume 733883 871460 348881 835963 508485 162136 % of Total 31.8% 39.5% 17.0% 44.5% 24.5% 6.4% Total Vol 2306345 2205232 2046356 1876761 2072732 2543349 Unch Volume 30089 84827 21957 30593 34232 13645 ARMS Index 0.76 0.54 0.45 0.59 0.58 0.33 5 Day ARMS 2.92 2.49 2.62 2.62 2.81 2.63 McClellanOs 92 73 106 67 104 79 McClellanSm 1284 1193 1120 1014 947 843 Cumul TICK -8634 -6424 5884 805 25960 44613 ****************************************************************************** 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.