****************************************************************************** August 21st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1009.06 1027.59 1009.06 1026.13 18.76/2% 5%/5% S&P100 468.83 476.8 468.83 476.11 8.17/2% 5%/4% VIX 24.49 25.06 23.91 25.01 -0.08/0% -10%/8% Nasdaq100 1620.47 1639.23 1615.12 1637.78 23.56/1% 5%/2% VXN 24.52 24.91 23.68 24.69 -0.28/-1% -11%/0% NYSE TICK 102 1391 -653 942 ---- ---- PreCloseTICK333 TICKscore 9 CumAdj TICK 106 NYSE TRIN 0.29 0.29 0.29 0.29 ---- ---- Dow Indus 9519.1 9347.3 9506.0 155.91/2% 4%/5% DJIA@10:30 9477.8 DJIA@3:00 9488.1 LstHour Ind -109.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 476.11 467.94 462.98 459.62 455.50 466.22 Upper Band 474.44 472.18 471.72 473.15 474.08 475.13 Lower Band 452.84 453.13 452.36 449.25 447.08 444.96 VIX 25.01 25.09 26.26 26.18 27.89 24.27 Upper Band 27.03 27.23 27.32 27.26 27.14 26.48 Lower Band 23.75 23.36 23.11 22.89 22.78 23.09 NDX 1637.78 1614.22 1596.61 1586.50 1564.89 1611.58 Upper Band 1642.26 1637.61 1636.85 1640.18 1644.68 1648.40 Lower Band 1575.08 1575.86 1575.35 1568.86 1561.01 1555.20 VXN 24.69 24.97 26.21 26.18 27.59 25.24 Upper Band 27.18 27.19 27.18 27.15 27.15 26.76 Lower Band 24.39 24.39 24.49 24.39 24.25 24.36 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6676.26 6553.40 6479.28 6437.07 6352.11 6537.82 Tot Issues 3168 3130 3146 3158 3123 3111 Advancers 2475 2221 1847 2426 336 859 % of Total 78.1% 71.0% 58.7% 76.8% 10.8% 27.6% Decliners 583 811 1168 614 2728 2159 % of Total 18.4% 25.9% 37.1% 19.4% 87.4% 69.4% Unchanged 110 98 131 118 59 93 New Highs 95 82 39 37 22 58 New Lows 1 1 4 4 7 2 Adv Volume 1366958 874833 578874 833604 75619 219226 % of Total 92.6% 83.6% 58.6% 84.1% 6.2% 20.0% Decl Volume 94948 162738 396908 153100 1135947 860599 % of Total 6.4% 15.6% 40.2% 15.4% 93.1% 78.6% Total Vol 1475570 1046333 988254 991012 1220192 1094290 Unch Volume 13664 8762 12472 4308 8626 14465 ARMS Index 0.29 0.51 1.08 0.73 1.85 1.56 5 Day ARMS 4.46 5.73 5.87 5.45 6.26 5.28 McClellanOs 76 2 -58 -84 -180 -46 McClellanSm 4992 4916 4914 4972 5056 5236 Cumul TICK 52584 83831 48791 75156 -61980 -36909 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2020.9 1989.22 1969.24 1955.92 1930.84 1985.52 Tot Issues 2838 2772 2821 2827 2731 2780 Advancers 1963 1733 1669 1939 469 585 % of Total 69.2% 62.5% 59.2% 68.6% 17.2% 21.0% Decliners 676 904 920 689 2184 2084 % of Total 23.8% 32.6% 32.6% 24.4% 80.0% 75.0% Unchanged 199 135 232 199 78 111 New Highs 66 47 18 16 9 19 New Lows 3 5 6 6 12 2 Adv Volume 1844297 1366969 1388161 1422606 143897 436259 % of Total 81.6% 68.6% 70.2% 81.3% 7.4% 22.4% Decl Volume 391835 574463 549788 291533 1714490 1464500 % of Total 17.3% 28.8% 27.8% 16.7% 87.7% 75.2% Total Vol 2259144 1991763 1977759 1749422 1955264 1948309 Unch Volume 23012 50331 39810 35283 96877 47550 ARMS Index 0.62 0.81 0.72 0.58 2.56 0.94 5 Day ARMS 5.29 5.61 5.28 4.99 5.65 3.95 McClellanOs 68 10 -30 -73 -151 -69 McClellanSm 2156 2088 2078 2108 2181 2332 Cumul TICK 3684 12622 6392 19714 -33950 -30685 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 21-Aug 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul ------------------------------------------------------------------------------ AAII Bull 34 51 50 48 38 29 AAII Bear 40 33 35 31 42 47 Market Vane 47 47 48 46 45 43 II Bull 48.3 49.4 47.2 42.2 36.7 35.6 II Bear 23.1 21.3 25.8 31.1 35.6 35.6 OddLot ShRt 27.5 25.98 26.6 30 35.4 33.5 ****************************************************************************** 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.