****************************************************************************** August 2nd 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 1465.46 1476.43 1460.58 1472.2 6.39/0% 1%/-3% S&P100 681.57 686.5 679.25 684.44 2.27/0% 1%/-3% VIX 22.94 23 21.2 21.22 -2.45/-10% -12%/37% Nasdaq100 1950.95 1969.66 1944.37 1966.6 21.52/1% 1%/-1% VXN 23.48 23.49 21.23 21.24 -2.54/-11% -8%/24% NYSE TICK 149 1004 -1069 574 ---- ---- PreClose: 341 TICKscore -14 Adj TICK 578 NASDAQ TICK 257 785 -821 376 ---- ---- NYSE TRIN 1.16 1.16 1.16 1.16 ---- ---- NASDAQ TRIN 0.67 0.67 0.67 0.67 ---- ---- Dow Indus 13503.3 13350.4 13463.3 100.96/1% 1%/-1% DJIA@10:30 13392.2 DJIA@3:00 13385.1 LstHour Ind 48.4 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1473.2 1482.8 1466.2 1481.7 11.8(1%) 2%/-3% Nasdaq100 1963 1982 1955 1980 19.5(1%) 1%/-1% Dow Indus 13434 13550 13395 13527 123(1%) 2%/-1% Nikkei 17045 17135 17045 17135 150(1%) 1%/-6% 10yr Notes 107.203 107.500 107.125 107.469 0.02(0%) 0%/2% Eurodollars 94.72 94.74 94.71 94.74 -0.01(0%) 0%/0% J.Yen 84.46 84.54 84.24 84.45 -0.42(0%) 0%/3% US Dollar 80.71 80.785 80.54 80.605 -0.14(0%) 0%/-1% Euro 136.84 137.18 136.77 137.12 0.33(0%) 0%/1% Crude Oil 76.25 77.37 76.2 76.86 0.33(0%) 0%/6% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 677.5 678.8 674.2 676.6 0.7(0%) 1%/2% Silver 1306 1308 1296 1299.5 4(0%) 2%/3% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 684.44 682.17 675.38 684.92 679.29 691.34 Upper Band 730.44 730.17 729.45 727.07 726.22 723.92 Lower Band 673.14 675.24 678.04 682.83 684.44 688.21 VIX 21.22 23.67 23.52 20.87 24.17 20.74 Upper Band 24.39 24.03 23.05 21.91 21.32 19.29 Lower Band 11.75 11.54 11.64 11.97 12.09 13.26 NDX 1966.60 1945.08 1932.06 1973.93 1956.19 1986.60 Upper Band 2070.39 2069.98 2068.15 2065.04 2069.10 2071.95 Lower Band 1928.79 1930.65 1934.49 1939.81 1931.76 1926.45 VXN 21.24 23.78 23.55 20.76 23.18 19.50 Upper Band 23.72 23.43 22.47 21.35 20.93 19.35 Lower Band 13.85 13.73 13.98 14.44 14.57 15.53 QQQQ 48.34 47.90 47.53 48.55 47.99 48.98 Upper Band 50.87 50.86 50.82 50.75 50.85 50.90 Lower Band 47.45 47.50 47.57 47.69 47.50 47.40 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 148,351 137441 129992 130248 120219 107494 % Change 7.9% 5.7% -0.2% 8.3% 11.8% 4.0% OEX Puts 196,818 195104 190972 185604 180065 163503 % Change 0.9% 2.2% 2.9% 3.1% 10.1% 5.6% OEX Total 345169 332545 320964 315852 300284 270997 % Change 3.8% 3.6% 1.6% 5.2% 10.8% 5.0% SPX Calls 3,601,622 3467637 3347102 3236082 3157318 3055747 % Change 3.9% 3.6% 3.4% 2.5% 3.3% 3.1% SPX Puts 6,927,985 6754027 6625001 6464623 6329048 6047308 % Change 2.6% 1.9% 2.5% 2.1% 4.7% 1.5% SPX Total 10529607 10221664 9972103 9700705 9486366 9103055 % Change 3.0% 2.5% 2.8% 2.3% 4.2% 2.1% QQQQ Calls 3,859,008 3804750 3696294 3667464 3609201 3515411 % Change 1.4% 2.9% 0.8% 1.6% 2.7% 1.3% QQQQ Puts 5,073,799 5020366 5029740 5075347 5068856 4871188 % Change 1.1% -0.2% -0.9% 0.1% 4.1% 2.1% QQQQ Total 8932807 8825116 8726034 8742811 8678057 8386599 % Change 1.2% 1.1% -0.2% 0.7% 3.5% 1.8% MNX Calls 821,738 816688 805746 786413 784645 784412 % Change 0.6% 1.4% 2.5% 0.2% 0.0% 1.7% MNX Puts 1,106,757 1085393 1045716 1038017 977257 949129 % Change 2.0% 3.8% 0.7% 6.2% 3.0% 2.3% MNX Total 1928495 1902081 1851462 1824430 1761902 1733541 % Change 1.4% 2.7% 1.5% 3.5% 1.6% 2.0% DJX Calls 385,411 388657 368782 373889 378553 379441 % Change -0.8% 5.4% -1.4% -1.2% -0.2% 1.4% DJX Puts 340,899 341906 332214 329690 331002 323170 % Change -0.3% 2.9% 0.8% -0.4% 2.4% 1.0% DJX Total 726310 730563 700996 703579 709555 702611 % Change -0.6% 4.2% -0.4% -0.8% 1.0% 1.2% OEX Spread -7.1% -3.6% 3.1% -5.3% -1.7% 1.6% SPX Spread -1.3% -1.7% -0.9% -0.4% 1.3% -1.6% QQQ Spread -0.4% -3.1% -1.7% -1.5% 1.4% 0.7% MNX Spread 1.3% 2.4% -1.7% 6.0% 2.9% 0.6% DJX Spread 0.5% -2.5% 2.1% 0.8% 2.7% -0.5% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9619.33 9573.05 9554.5 9623.18 9508.23 9654.38 Tot Issues 3434 3422 3435 3422 3433 3456 Advancers 2188 1421 1410 2125 1044 317 % of Total 63.7% 41.5% 41.0% 62.1% 30.4% 9.2% Decliners 1133 1911 1938 1225 2296 3066 % of Total 33.0% 55.8% 56.4% 35.8% 66.9% 88.7% Unchanged 113 90 87 72 93 73 New Highs 47 18 35 19 15 26 New Lows 371 522 236 413 398 828 Adv Volume 1220147 1266393 499496 1521377 398696 168113 % of Total 61.5% 52.2% 22.6% 75.0% 17.9% 6.0% Decl Volume 732956 1138735 1701092 490553 1812437 2606523 % of Total 37.0% 47.0% 76.9% 24.2% 81.3% 93.7% Total Vol 1983501 2424551 2212982 2028204 2230251 2780889 Unch Volume 30398 19423 12394 16274 19118 6253 ARMS Index 1.16 0.67 2.48 0.56 2.07 1.6 5 Day ARMS 6.94 7.38 7.5 6.63 6.79 6.9 McClellanOs -126 -218 -233 -247 -346 -334 McClellanSm -549 -422 -205 28 275 621 STIX 44.32 42.19 42.14 42.14 40.03 40.9 Cumul TICK 48690 -39486 -4196 20429 13964 -101700 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2575.98 2553.87 2546.27 2583.28 2562.24 2599.34 Tot Issues 3086 3146 3135 3185 3130 3163 Advancers 1686 1241 1215 1711 866 541 % of Total 54.6% 39.4% 38.8% 53.7% 27.7% 17.1% Decliners 1276 1793 1808 1371 2175 2543 % of Total 41.3% 57.0% 57.7% 43.0% 69.5% 80.4% Unchanged 124 112 112 103 89 79 New Highs 55 35 54 37 37 38 New Lows 301 363 256 273 288 369 Adv Volume 1666667 1582504 872633 1566286 515352 429936 % of Total 65.6% 52.6% 30.9% 67.8% 19.0% 12.6% Decl Volume 841657 1266171 1905974 731156 2170348 2951866 % of Total 33.1% 42.1% 67.6% 31.6% 80.1% 86.8% Total Vol 2541245 3008071 2819666 2310167 2708196 3401707 Unch Volume 32921 159396 41059 12725 22496 19905 ARMS Index 0.67 0.55 1.47 0.58 1.68 1.46 5 Day ARMS 4.95 5.74 5.89 5.83 5.89 5.55 McClellanOs -124 -179 -187 -193 -252 -224 McClellanSm -930 -806 -626 -439 -247 6 STIX 43.25 41.9 42 42.18 40.86 42.09 Cumul TICK 6315 -13870 -12818 4532 -59239 -61168 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 20036 37006 31300 23421 35324 45843 OEX PutVol 21322 49693 24568 19899 36431 73359 OEX Call OI 148351 137441 129992 130248 120219 107494 OEX Put OI 196818 195104 190972 185604 180065 163503 OEX Hines 1.25 1.06 1.87 1.68 1.45 0.95 CBOE P/C 1.10 1.36 1.27 1.16 1.38 1.53 Equity P/C 0.78 0.88 0.72 0.71 0.77 0.85 SPX P/C 1.88 2.05 2.20 2.08 2.55 3.91 OEX P/C 1.06 1.34 0.79 0.85 1.03 1.60 SPY P/C 2.07 2.35 2.22 1.84 2.52 2.44 NDX P/C 1.11 1.43 1.21 1.24 0.95 1.49 QQQQ P/C 1.40 1.24 1.54 1.49 1.57 2.04 IWM P/C 2.22 3.15 3.86 2.58 2.73 3.48 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2946 4676 3138 2727 4225 4652 Upper Band 4696 4640 4224 4078 4003 3551 QQQQ Vol 1774 3011 2600 1651 2463 3185 Upper Band 3053 3037 2805 2608 2575 2379 NYSE Vol 1983501 2424551 2212982 2028204 2230251 2780889 Upper Band 2626912 2612915 2584532 2517384 2480813 2396845 Nasd Vol 2541245 3008071 2819666 2310167 2708196 3401707 Upper Band 3182046 3176604 3160861 3076888 3075020 3000294 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun ------------------------------------------------------------------------------ Total 1535369 927347 1358079 1425971 1369222 1375495 Members 585778 371522 573400 597011 567946 557868 Specialists 117959 81153 88498 99202 111918 90697 Public 949591 555825 784679 828960 801276 817627 Tot Sht Int 12950726 12950726 12467283 12467283 12467283 12467283 Sh Int Rat 8.4 8.4 8 8 8 8 Pub/Spcl 8.05 6.85 8.87 8.36 7.16 9.01 Spcl/Tot 7.7% 8.8% 6.5% 7.0% 8.2% 6.6% Mem/Tot 38.2% 40.1% 42.2% 41.9% 41.5% 40.6% Pub/Tot 61.8% 59.9% 57.8% 58.1% 58.5% 59.4% Sentiment 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun ------------------------------------------------------------------------------ AAII Bull 44 42 44 44 39 43 AAII Bear 37 37 30 33 36 34 Market Vane 64 69 65 67 63 71 II Bull 53.9 52.3 49.5 49.4 53.8 53.3 II Bear 18 19.3 21.3 18 20.4 18.9 OddLot ShRt 33.7 29.2 26.9 22.5 21.75 26.3 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1473.2 1482.8 1466.2 1481.7 11.8(1%) 2%/-3% 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun Commercials 12822(92) 18807(98) 13028(93) 17204(97) 15070(95) 19894(100) Lg Traders -45636(1) -44089(1) -44748(1) -38663(1) -37590(1) -34536(1) Sm Traders 32814(62) 25282(53) 31720(61) 21459(49) 22520(50) 14642(41) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1963 1982 1955 1980 19.5(1%) 1%/-1% 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun Commercials 15312(95) 9295(78) 8018(75) 7896(74) 7164(72) 5907(69) Lg Traders -12058(1) -8582(11) -9994(4) -9397(7) -10728(1) -9557(6) Sm Traders -3254(54) -713(60) 1976(66) 1501(65) 3564(70) 3650(70) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 13434 13550 13395 13527 123(1%) 2%/-1% 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun 22-Jun Commercials -2211(88) -866(83) 631(86) 1096(87) 2060(89) 3020(88) Lg Traders 4211(20) 1614(11) 1993(12) 1742(11) 447(6) -1418(2) Sm Traders -2000(3) -748(31) -2624(25) -2838(25) -2507(26) -1602(28) 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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.