****************************************************************************** August 9th, 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: 8% odds of a 1/4 point cut (5.0% Fed Funds Target Rate) at the August 7th, 2007 FOMC meeting ------------------------------------------------------------------------------ Upcoming Bradley turns: 08/02/07 (Low), 08/03/07 (High), 08/13/07 (Low) Recent turns: 07/29/07 (High), 07/26/07 (Low), 07/04/07 (High), 06/30/07 (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 1497.21 1497.21 1453.09 1453.09 -44.4/-3% 1%/-6% S&P100 694.45 694.45 676.96 676.96 -20.59/-3% 1%/-5% VIX 24.46 26.9 23.84 26.48 5.03/23% 5%/70% Nasdaq100 1959.97 1990.96 1936.76 1936.76 -50.58/-3% 1%/-4% VXN 23 26.41 22.6 26.23 5.26/25% 7%/52% NYSE TICK -91 967 -1140 -219 ---- ---- PreClose TIC-145 TICKscore -62 Adj TICK -231 NASDAQ TICK -983 867 -983 571 ---- ---- NYSE TRIN 1.62 1.62 1.62 1.62 ---- ---- NASDAQ TRIN 1.67 1.67 1.67 1.67 ---- ---- Dow Indus 13652.3 13270.7 13270.7 -387.18/-3%1%/-4% DJIA@10:30 13515.4 DJIA@3:00 13381.3 LstHour Ind 31.9 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1479 1493 1456.5 1457.9 -46(-3%) 1%/-6% Nasdaq100 1972 2003 1942 1945.5 -53.75(-3%)0%/-4% Dow Indus 13595 13620 13320 13327 -378(-3%) 0%/-4% Nikkei 16965 16965 16855 16855 -445(-3%) 1%/-7% 10yr Notes 107.328 107.688 107.219 107.375 0.52(0%) 0%/2% Eurodollars 94.73 94.775 94.705 94.76 0.09(0%) 0%/0% J.Yen 84.77 84.96 84.65 84.95 0.98(1%) 0%/3% US Dollar 80.17 80.84 80.125 80.66 0.44(1%) 1%/0% Euro 137.46 137.47 136.8 137.03 -1.13(-1%) -1%/-1% Crude Oil 70.7 72.15 70.7 71.59 -0.56(-1%) -5%/-2% UnleadedGas 164.8 167.25 161 162.13 -0.62(0%) -3%/2% Gold 676.5 678 669.8 672.8 -13.5(-2%) -2%/-1% Silver 1286 1290 1270 1270.5 -46.5(-4%) -3%/-4% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 676.96 697.55 687.74 683.61 667.23 684.44 Upper Band 730.18 731.75 731.93 731.99 732.41 730.44 Lower Band 662.51 664.74 664.88 665.65 667.42 673.14 VIX 26.48 21.45 21.56 22.94 25.16 21.22 Upper Band 27.34 26.37 26.16 25.90 25.45 24.39 Lower Band 12.60 12.48 12.20 12.06 11.73 11.75 NDX 1936.76 1987.34 1961.64 1954.37 1918.56 1966.60 Upper Band 2074.82 2076.27 2076.18 2075.97 2075.58 2070.39 Lower Band 1904.78 1911.75 1911.52 1912.75 1916.62 1928.79 VXN 26.23 20.97 21.08 22.43 24.42 21.24 Upper Band 26.25 25.23 25.11 24.95 24.59 23.72 Lower Band 14.13 14.26 14.04 13.95 13.77 13.85 QQQQ 47.71 48.84 48.31 47.97 47.42 48.34 Upper Band 50.96 50.98 50.98 50.98 50.96 50.87 Lower Band 46.92 47.09 47.08 47.10 47.21 47.45 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 158,251 156313 157408 157581 149791 148351 % Change 1.2% -0.7% -0.1% 5.2% 1.0% 7.9% OEX Puts 234,028 225153 212867 204722 203198 196818 % Change 3.9% 5.8% 4.0% 0.8% 3.2% 0.9% OEX Total 392279 381466 370275 362303 352989 345169 % Change 2.8% 3.0% 2.2% 2.6% 2.3% 3.8% SPX Calls 4,166,129 4060386 3910439 3796095 3706168 3601622 % Change 2.6% 3.8% 3.0% 2.4% 2.9% 3.9% SPX Puts 7,425,094 7358147 7300616 7111964 7010710 6927985 % Change 0.9% 0.8% 2.7% 1.4% 1.2% 2.6% SPX Total 11591223 11418533 11211055 10908059 10716878 10529607 % Change 1.5% 1.9% 2.8% 1.8% 1.8% 3.0% QQQQ Calls 4,094,676 4085670 4024829 3951095 3867909 3859008 % Change 0.2% 1.5% 1.9% 2.2% 0.2% 1.4% QQQQ Puts 5,539,046 5283841 5386033 5161025 5059496 5073799 % Change 4.8% -1.9% 4.4% 2.0% -0.3% 1.1% QQQQ Total 9633722 9369511 9410862 9112120 8927405 8932807 % Change 2.8% -0.4% 3.3% 2.1% -0.1% 1.2% MNX Calls 893,872 883099 872891 860765 844560 821738 % Change 1.2% 1.2% 1.4% 1.9% 2.8% 0.6% MNX Puts 1,158,054 1163229 1141023 1133205 1121062 1106757 % Change -0.4% 1.9% 0.7% 1.1% 1.3% 2.0% MNX Total 2051926 2046328 2013914 1993970 1965622 1928495 % Change 0.3% 1.6% 1.0% 1.4% 1.9% 1.4% DJX Calls 454,079 425491 405830 400721 398684 385411 % Change 6.7% 4.8% 1.3% 0.5% 3.4% -0.8% DJX Puts 365,003 370090 353379 344986 345971 340899 % Change -1.4% 4.7% 2.4% -0.3% 1.5% -0.3% DJX Total 819082 795581 759209 745707 744655 726310 % Change 3.0% 4.8% 1.8% 0.1% 2.5% -0.6% OEX Spread 2.7% 6.5% 4.1% -4.5% 2.3% -7.1% SPX Spread -1.7% -3.0% -0.4% -1.0% -1.7% -1.3% QQQ Spread 4.6% -3.4% 2.5% -0.1% -0.5% -0.4% MNX Spread -1.7% 0.8% -0.7% -0.8% -1.5% 1.3% DJX Spread -8.1% -0.1% 1.2% -0.8% -2.0% 0.5% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9449.31 9746.20 9606.07 9553.77 9370.6 9619.33 Tot Issues 3410 3437 3420 3433 3418 3434 Advancers 721 2405 1905 1805 547 2188 % of Total 21.1% 70.0% 55.7% 52.6% 16.0% 63.7% Decliners 2624 965 1416 1564 2806 1133 % of Total 77.0% 28.1% 41.4% 45.6% 82.1% 33.0% Unchanged 65 67 99 64 65 113 New Highs 75 125 47 28 40 47 New Lows 293 167 321 688 370 371 Adv Volume 398440 1960351 1449337 1639074 115750 1220147 % of Total 14.3% 75.4% 64.5% 71.5% 5.5% 61.5% Decl Volume 2355038 628158 774417 645391 2000642 732956 % of Total 84.8% 24.2% 34.4% 28.1% 94.4% 37.0% Total Vol 2778429 2599885 2248433 2293178 2118563 1983501 Unch Volume 24951 11376 24679 8713 2171 30398 ARMS Index 1.62 0.8 0.72 0.45 3.37 1.16 5 Day ARMS 6.96 6.5 6.37 8.13 8.24 6.94 McClellanOs -91 -7 -104 -161 -213 -126 McClellanSm -1124 -1034 -1027 -923 -762 -549 STIX 44.36 46.62 44.17 42.86 41.8 44.32 Cumul TICK -39838 77665 39691 -26794 -70039 48690 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2556.49 2612.98 2561.6 2547.33 2511.25 2575.98 Tot Issues 3188 3124 3125 3155 3108 3086 Advancers 1085 2096 1722 1435 584 1686 % of Total 34.0% 67.1% 55.1% 45.5% 18.8% 54.6% Decliners 1996 949 1305 1615 2425 1276 % of Total 62.6% 30.4% 41.8% 51.2% 78.0% 41.3% Unchanged 107 79 98 105 99 124 New Highs 88 174 75 36 52 55 New Lows 234 182 259 532 396 301 Adv Volume 853885 2654588 1584178 1823137 299745 1666667 % of Total 24.1% 74.3% 55.9% 64.3% 11.9% 65.6% Decl Volume 2627411 821206 1221053 983408 2197664 841657 % of Total 74.2% 23.0% 43.1% 34.7% 87.5% 33.1% Total Vol 3539077 3571956 2833881 2835017 2511796 2541245 Unch Volume 57781 96162 28650 28472 14387 32921 ARMS Index 1.67 0.68 1.02 0.48 1.77 0.67 5 Day ARMS 5.62 4.62 4.49 4.94 5.04 4.95 McClellanOs -50 -20 -104 -159 -188 -124 McClellanSm -1452 -1401 -1381 -1277 -1118 -930 STIX 44.42 45.33 43.01 41.64 41.1 43.25 Cumul TICK 2578 49164 11771 -13748 -57712 6315 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 34068 40392 22266 30959 34020 20036 OEX PutVol 55973 53402 37076 45958 35752 21322 OEX Call OI 158251 156313 157408 157581 149791 148351 OEX Put OI 234028 225153 212867 204722 203198 196818 OEX Hines 0.9 1.09 0.81 0.88 1.29 1.25 CBOE P/C 1.16 1.01 1.05 1.29 1.47 1.10 Equity P/C 0.65 0.61 0.69 0.84 0.79 0.78 SPX P/C 2.31 n.a 1.45 1.89 1.93 1.88 OEX P/C 1.64 n.a 1.67 1.48 1.05 1.06 SPY P/C 2.92 n.a 1.85 n.a 1.98 2.07 NDX P/C 1.34 n.a 1.10 1.91 0.95 1.11 QQQQ P/C 1.89 n.a 1.25 2.08 1.64 1.40 IWM P/C 3.05 n.a 2.86 2.15 4.29 2.22 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 3573 2746 2803 3247 3592 2946 Upper Band 4951 4882 4863 4834 4810 4696 QQQQ Vol 2420 1648 1671 1908 1659 1774 Upper Band 3115 3047 3052 3049 3047 3053 NYSE Vol 2778429 2599885 2248433 2293178 2118563 1983501 Upper Band 2910147 2794476 2708949 2672632 2638856 2626912 Nasd Vol 3539077 3571956 2833881 2835017 2511796 2541245 Upper Band 3618727 3459356 3262525 3215971 3173218 3182046 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 3-Aug 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun ------------------------------------------------------------------------------ Total 1699661 1535369 927347 1358079 1425971 1369222 Members 582164 585778 371522 573400 597011 567946 Specialists 123265 117959 81153 88498 99202 111918 Public 1117497 949591 555825 784679 828960 801276 Tot Sht Int 12950726 12950726 12950726 12467283 12467283 12467283 Sh Int Rat 8.4 8.4 8.4 8 8 8 Pub/Spcl 9.07 8.05 6.85 8.87 8.36 7.16 Spcl/Tot 7.3% 7.7% 8.8% 6.5% 7.0% 8.2% Mem/Tot 34.3% 38.2% 40.1% 42.2% 41.9% 41.5% Pub/Tot 65.7% 61.8% 59.9% 57.8% 58.1% 58.5% Sentiment 3-Aug 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun ------------------------------------------------------------------------------ AAII Bull 46 44 42 44 44 39 AAII Bear 40 37 37 30 33 36 Market Vane 56 64 69 65 67 63 II Bull 47.2 53.9 52.3 49.5 49.4 53.8 II Bear 26.4 18 19.3 21.3 18 20.4 OddLot ShRt 36.2 33.7 29.2 26.9 22.5 21.75 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1479 1493 1456.5 1457.9 -46(-3%) 1%/-6% 3-Aug 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun Commercials 22300(100) 12822(92) 18807(98) 13028(93) 17204(97) 15070(95) Lg Traders -45032(1) -45636(1) -44089(1) -44748(1) -38663(1) -37590(1) Sm Traders 22732(50) 32814(62) 25282(53) 31720(61) 21459(49) 22520(50) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1972 2003 1942 1945.5 -53.75(-3%)0%/-4% 3-Aug 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun Commercials 18640(100) 15312(95) 9295(78) 8018(75) 7896(74) 7164(72) Lg Traders -15139(1) -12058(1) -8582(11) -9994(4) -9397(7) -10728(1) Sm Traders -3501(53) -3254(54) -713(60) 1976(66) 1501(65) 3564(70) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 13595 13620 13320 13327 -378(-3%) 0%/-4% 3-Aug 27-Jul 20-Jul 13-Jul 6-Jul 29-Jun Commercials -2838(86) -2211(88) -866(83) 631(86) 1096(87) 2060(89) Lg Traders 3724(18) 4211(20) 1614(11) 1993(12) 1742(11) 447(6) Sm Traders -886(7) -2000(3) -748(31) -2624(25) -2838(25) -2507(26) 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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.