****************************************************************************** August 20th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 996.41 1008.92 996.39 1007.37 10.91/1% 0%/3% S&P100 463.09 468.74 463.05 467.94 4.96/1% 0%/3% VIX 26.45 26.45 24.75 25.09 -1.17/-4% 3%/7% Nasdaq100 1594.58 1618.12 1593.12 1614.22 17.61/1% 0%/1% VXN 26.53 26.53 24.83 24.97 -1.24/-5% -1%/-3% NYSE TICK 0 1268 -676 924 ---- ---- PreCloseTICK536 TICKscore 17 CumAdj TICK 415 NYSE TRIN 0.51 0.51 0.51 0.51 ---- ---- Dow Indus 9364.0 9268.0 9350.1 70.89/1% 0%/3% DJIA@10:30 9309.8 DJIA@3:00 9328.4 LstHour Ind -8.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 467.94 462.98 459.62 455.50 466.22 469.18 Upper Band 472.18 471.72 473.15 474.08 475.13 475.77 Lower Band 453.13 452.36 449.25 447.08 444.96 441.82 VIX 25.09 26.26 26.18 27.89 24.27 24.71 Upper Band 27.23 27.32 27.26 27.14 26.48 26.48 Lower Band 23.36 23.11 22.89 22.78 23.09 23.09 NDX 1614.22 1596.61 1586.50 1564.89 1611.58 1628.65 Upper Band 1637.61 1636.85 1640.18 1644.68 1648.40 1654.56 Lower Band 1575.86 1575.35 1568.86 1561.01 1555.20 1540.61 VXN 24.97 26.21 26.18 27.59 25.24 25.09 Upper Band 27.19 27.18 27.15 27.15 26.76 26.83 Lower Band 24.39 24.49 24.39 24.25 24.36 24.19 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6553.40 6479.28 6437.07 6352.11 6537.82 6604.1 Tot Issues 3130 3146 3158 3123 3111 3169 Advancers 2221 1847 2426 336 859 2018 % of Total 71.0% 58.7% 76.8% 10.8% 27.6% 63.7% Decliners 811 1168 614 2728 2159 1045 % of Total 25.9% 37.1% 19.4% 87.4% 69.4% 33.0% Unchanged 98 131 118 59 93 106 New Highs 82 39 37 22 58 89 New Lows 1 4 4 7 2 3 Adv Volume 874833 578874 833604 75619 219226 575246 % of Total 83.6% 58.6% 84.1% 6.2% 20.0% 74.2% Decl Volume 162738 396908 153100 1135947 860599 193836 % of Total 15.6% 40.2% 15.4% 93.1% 78.6% 25.0% Total Vol 1046333 988254 991012 1220192 1094290 775112 Unch Volume 8762 12472 4308 8626 14465 6030 ARMS Index 0.51 1.08 0.73 1.85 1.56 0.65 5 Day ARMS 5.73 5.87 5.45 6.26 5.28 4.57 McClellanOs 2 -58 -84 -180 -46 47 McClellanSm 4916 4914 4972 5056 5236 5283 Cumul TICK 83831 48791 75156 -61980 -36909 45055 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1989.22 1969.24 1955.92 1930.84 1985.52 2009.35 Tot Issues 2772 2821 2827 2731 2780 2807 Advancers 1733 1669 1939 469 585 1469 % of Total 62.5% 59.2% 68.6% 17.2% 21.0% 52.3% Decliners 904 920 689 2184 2084 1171 % of Total 32.6% 32.6% 24.4% 80.0% 75.0% 41.7% Unchanged 135 232 199 78 111 167 New Highs 47 18 16 9 19 53 New Lows 5 6 6 12 2 4 Adv Volume 1366969 1388161 1422606 143897 436259 1488866 % of Total 68.6% 70.2% 81.3% 7.4% 22.4% 71.4% Decl Volume 574463 549788 291533 1714490 1464500 573906 % of Total 28.8% 27.8% 16.7% 87.7% 75.2% 27.5% Total Vol 1991763 1977759 1749422 1955264 1948309 2084319 Unch Volume 50331 39810 35283 96877 47550 21547 ARMS Index 0.81 0.72 0.58 2.56 0.94 0.48 5 Day ARMS 5.61 5.28 4.99 5.65 3.95 4.37 McClellanOs 10 -30 -73 -151 -69 16 McClellanSm 2088 2078 2108 2181 2332 2401 Cumul TICK 12622 6392 19714 -33950 -30685 4339 ****************************************************************************** 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.