****************************************************************************** August 14th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1012.23 1012.6 994.6 1004.09 -8.64/-1% 0%/7% S&P100 468.97 469.24 461.67 466.22 -2.96/-1% 0%/6% VIX 24.77 25.94 24.26 24.27 -0.44/-2% -3%/0% Nasdaq100 1623.49 1624.47 1596.95 1611.58 -17.07/-1% 0%/6% VXN 25.64 26.91 25.2 25.24 0.15/1% -2%/4% NYSE TICK 13 1215 -1186 322 ---- ---- PreCloseTICK366 TICKscore -5 CumAdj TICK -857 NYSE TRIN 1.56 1.56 1.56 1.56 ---- ---- Dow Indus 9402.0 9232.8 9321.4 -76.79/-1% 0%/7% DJIA@10:30 9274.8 DJIA@3:00 9269.8 LstHour Ind 175.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 466.22 469.18 466.17 461.30 467.21 468.07 Upper Band 475.13 475.77 475.41 475.55 478.00 478.71 Lower Band 444.96 441.82 439.34 436.30 430.18 425.04 VIX 24.27 24.71 25.45 25.99 24.99 24.76 Upper Band 26.48 26.48 26.54 26.61 26.48 26.67 Lower Band 23.09 23.09 23.11 23.08 23.12 23.05 NDX 1611.58 1628.65 1619.59 1594.69 1610.43 1619.49 Upper Band 1648.40 1654.56 1657.06 1661.40 1674.86 1681.94 Lower Band 1555.20 1540.61 1527.13 1510.93 1483.28 1459.92 VXN 25.24 25.09 25.68 26.11 25.66 25.02 Upper Band 26.76 26.83 26.84 26.82 26.81 26.95 Lower Band 24.36 24.19 24.15 24.13 24.13 24.08 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6537.82 6604.10 6538.87 6463.62 6550.05 6586.71 Tot Issues 3111 3169 3136 3152 3131 3155 Advancers 859 2018 2237 808 1444 2360 % of Total 27.6% 63.7% 71.3% 25.6% 46.1% 74.8% Decliners 2159 1045 813 2238 1595 700 % of Total 69.4% 33.0% 25.9% 71.0% 50.9% 22.2% Unchanged 93 106 86 106 92 95 New Highs 58 89 58 60 98 130 New Lows 2 3 2 1 2 0 Adv Volume 219226 575246 974852 226793 549263 1159320 % of Total 20.0% 74.2% 79.5% 18.9% 50.6% 79.2% Decl Volume 860599 193836 232387 965510 529674 291406 % of Total 78.6% 25.0% 18.9% 80.7% 48.8% 19.9% Total Vol 1094290 775112 1226813 1196985 1086163 1462910 Unch Volume 14465 6030 19574 4682 7226 12184 ARMS Index 1.56 0.65 0.66 1.54 0.87 0.85 5 Day ARMS 5.28 4.57 4.54 4.34 3.56 3.25 McClellanOs -46 47 23 -32 71 116 McClellanSm 5236 5283 5236 5213 5245 5174 Cumul TICK -36909 45055 53551 -26027 22528 68987 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1985.52 2009.35 1998.72 1969.73 1992.24 2000.25 Tot Issues 2780 2807 2807 2819 2794 2853 Advancers 585 1469 1907 722 1285 1905 % of Total 21.0% 52.3% 67.9% 25.6% 46.0% 66.8% Decliners 2084 1171 782 1931 1386 734 % of Total 75.0% 41.7% 27.9% 68.5% 49.6% 25.7% Unchanged 111 167 118 166 123 214 New Highs 19 53 48 33 53 55 New Lows 2 4 4 8 8 2 Adv Volume 436259 1488866 1834206 439432 919984 1504838 % of Total 22.4% 71.4% 84.1% 22.9% 48.9% 64.8% Decl Volume 1464500 573906 327129 1457376 848494 791270 % of Total 75.2% 27.5% 15.0% 76.1% 45.1% 34.0% Total Vol 1948309 2084319 2181050 1915537 1879507 2323987 Unch Volume 47550 21547 19715 18729 111029 27879 ARMS Index 0.94 0.48 0.43 1.24 0.86 1.36 5 Day ARMS 3.95 4.37 5.03 5.72 5.36 5.03 McClellanOs -69 16 9 -47 24 42 McClellanSm 2332 2401 2385 2376 2424 2400 Cumul TICK -30685 4339 -12341 -22396 8880 45203 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul ------------------------------------------------------------------------------ AAII Bull 51 50 48 38 29 28 AAII Bear 33 35 31 42 47 55 Market Vane 47 48 46 45 43 41 II Bull 49.4 47.2 42.2 36.7 35.6 42.7 II Bear 21.3 25.8 31.1 35.6 35.6 30.3 OddLot ShRt 25.98 26.6 30 35.4 33.5 30.5 ****************************************************************************** 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.