****************************************************************************** August 3rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 990.22 999.47 992.73 1002.63 15.15/2% 2%/12% S&P100 461.59 466.98 458.47 466.27 6.01/1% 2%/11% VIX 25.92 26.49 25.56 25.56 -0.36/-1% 2%/-12% Nasdaq100 1619.24 1628.3 1611.6 1628.12 24.76/2% 1%/13% VXN 26.16 27.32 26.16 26.28 0.12/0% 4%/-10% NYSE TICK 335 1159 -792 1130 ---- ---- PreCloseTICK541 TICKscore 13 CumAdj TICK 425 NYSE TRIN 0.56 0.56 0.56 0.56 ---- ---- Dow Indus 9298.4 9173.7 9286.6 114.95/1% 2%/12% DJIA@10:30 9263.8 DJIA@3:00 9273.3 LstHour Ind -78.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 466.27 460.26 460.06 455.18 456.38 457.34 Upper Band 477.63 474.41 471.90 468.80 466.29 463.41 Lower Band 404.99 403.72 402.23 402.46 402.41 402.98 VIX 25.56 25.92 25.40 25.61 25.01 24.28 Upper Band 30.76 31.12 31.29 31.32 31.35 31.35 Lower Band 21.04 21.02 21.05 21.11 21.15 21.18 NDX 1628.12 1603.36 1609.87 0.00 1605.47 0.00 Upper Band 1687.53 1675.93 1666.42 2112.85 1641.21 2091.57 Lower Band 1373.18 1366.07 1359.88 740.63 1360.00 737.54 VXN 26.28 26.16 26.63 26.22 25.35 25.65 Upper Band 30.78 31.10 31.24 31.25 31.26 31.27 Lower Band 22.21 22.18 22.24 22.25 22.28 22.39 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6565.65 6424.28 6384.31 6280.57 6328.67 6364.66 Tot Issues 3178 3158 3160 3163 3181 3155 Advancers 2540 1886 2432 1224 1437 1932 % of Total 79.9% 59.7% 77.0% 38.7% 45.2% 61.2% Decliners 526 1148 635 1843 1566 1082 % of Total 16.6% 36.4% 20.1% 58.3% 49.2% 34.3% Unchanged 112 124 93 96 178 141 New Highs 177 110 127 83 82 97 New Lows 4 7 7 2 2 1 Adv Volume 1071686 1018083 943749 467441 614935 653191 % of Total 88.4% 67.7% 69.6% 40.9% 49.5% 62.7% Decl Volume 123196 471631 401314 667205 617532 374751 % of Total 10.2% 31.3% 29.6% 58.3% 49.8% 35.9% Total Vol 1212424 1504721 1356359 1143623 1241236 1042435 Unch Volume 17542 15007 11296 8977 8769 14493 ARMS Index 0.56 0.76 1.63 0.95 0.92 1.02 5 Day ARMS 4.82 5.28 5.46 4.82 4.85 5.6 McClellanOs 216 155 157 97 168 220 McClellanSm 4656 4440 4285 4128 4031 3863 Cumul TICK 94780 90809 67762 22231 37546 63422 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2008.61 1978.5 1984.3 1967.76 1975.51 1967.89 Tot Issues 2833 2818 2815 2796 2820 2822 Advancers 1855 1264 1805 983 1426 1479 % of Total 65.5% 44.9% 64.1% 35.2% 50.6% 52.4% Decliners 774 1352 799 1607 1187 1123 % of Total 27.3% 48.0% 28.4% 57.5% 42.1% 39.8% Unchanged 204 202 211 206 207 220 New Highs 95 64 115 50 65 86 New Lows 10 3 5 5 4 5 Adv Volume 1727752 962686 1576199 936056 1332573 1383823 % of Total 80.1% 44.0% 62.4% 45.2% 60.4% 64.6% Decl Volume 384115 1206033 925693 1120446 836455 734486 % of Total 17.8% 55.1% 36.7% 54.1% 37.9% 34.3% Total Vol 2155728 2190389 2525679 2072653 2206857 2141690 Unch Volume 43861 21670 23787 16151 37829 23381 ARMS Index 0.53 1.17 1.33 0.73 0.75 0.7 5 Day ARMS 4.51 4.68 4.57 3.98 4.01 3.8 McClellanOs 118 81 106 70 123 134 McClellanSm 2206 2088 2007 1901 1831 1708 Cumul TICK 11921 30377 35006 21900 4371 -2259 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun ------------------------------------------------------------------------------ AAII Bull 48 38 29 28 38 28 AAII Bear 31 42 47 55 45 49 Market Vane 46 45 43 41 43 42 II Bull 42.2 36.7 35.6 42.7 41.4 43.6 II Bear 31.1 35.6 35.6 30.3 29.9 28.7 OddLot ShRt 30 35.4 33.5 30.5 27.6 34.7 ****************************************************************************** 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.