****************************************************************************** August 28th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1031.62 1039.47 1023.13 1028.93 -2.05/0% 0%/4% S&P100 479.78 482.75 475.56 477.75 -1.53/0% 0%/4% VIX 24.44 25.5 24.28 24.76 0.08/0% -2%/-4% Nasdaq100 1661.49 1668.01 1631.47 1643.24 2.27/0% 1%/2% VXN 24.17 25.76 23.96 24.93 -0.08/0% -1%/-5% NYSE TICK 1 1149 -1119 27 ---- ---- PreCloseTICK200 TICKscore -4 CumAdj TICK -193 NYSE TRIN 0.68 0.68 0.68 0.68 ---- ---- Dow Indus 9630.2 9496.0 9544.2 -36.43/0% 0%/4% DJIA@10:30 9545.4 DJIA@3:00 9536.6 LstHour Ind 42.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 477.75 479.28 477.95 477.49 476.64 476.11 Upper Band 482.21 481.12 479.41 478.15 476.43 474.44 Lower Band 455.05 454.40 454.18 453.17 452.78 452.84 VIX 24.76 24.68 24.95 24.92 25.14 25.01 Upper Band 26.91 26.97 26.98 27.00 27.00 27.03 Lower Band 23.69 23.75 23.82 23.86 23.87 23.75 NDX 1643.24 1640.97 1637.00 1639.90 1634.78 1637.78 Upper Band 1659.28 1655.91 1652.59 1649.65 1645.66 1642.26 Lower Band 1575.89 1575.27 1575.47 1574.68 1575.23 1575.08 VXN 24.93 25.01 25.60 25.13 25.27 24.69 Upper Band 26.98 27.03 27.14 27.19 27.18 27.18 Lower Band 24.19 24.26 24.31 24.33 24.36 24.39 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6709.04 6722.31 6687.94 6697.22 6671.14 6676.26 Tot Issues 3158 3150 3117 3162 3162 3168 Advancers 1528 1631 1429 1826 1572 2475 % of Total 48.4% 51.8% 45.8% 57.7% 49.7% 78.1% Decliners 1501 1384 1561 1187 1467 583 % of Total 47.5% 43.9% 50.1% 37.5% 46.4% 18.4% Unchanged 129 135 127 149 123 110 New Highs 72 69 110 100 118 95 New Lows 0 0 3 1 0 1 Adv Volume 701429 788031 471149 672081 683394 1366958 % of Total 59.1% 67.9% 44.8% 58.9% 55.5% 92.6% Decl Volume 469793 353806 564417 459714 540326 94948 % of Total 39.6% 30.5% 53.6% 40.3% 43.9% 6.4% Total Vol 1186134 1161306 1052065 1141713 1230507 1475570 Unch Volume 14912 19469 16499 9918 6787 13664 ARMS Index 0.68 0.53 1.1 1.05 0.85 0.29 5 Day ARMS 4.21 3.82 3.8 3.78 3.46 4.46 McClellanOs -12 9 20 55 51 76 McClellanSm 5115 5127 5118 5098 5043 4992 Cumul TICK 17114 30062 26735 52168 12150 52584 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2028.77 2027.73 2024.23 2024.23 2017.98 2020.9 Tot Issues 2822 2817 2776 2817 2873 2838 Advancers 924 1258 1392 1440 1219 1963 % of Total 32.7% 44.7% 50.1% 51.1% 42.4% 69.2% Decliners 1708 1337 1262 1213 1440 676 % of Total 60.5% 47.5% 45.5% 43.1% 50.1% 23.8% Unchanged 190 222 122 164 214 199 New Highs 70 42 67 74 75 66 New Lows 8 6 7 7 3 3 Adv Volume 1552589 1287550 1075395 1002114 887335 1844297 % of Total 66.3% 60.2% 51.6% 51.7% 43.4% 81.6% Decl Volume 717584 786457 966920 848797 1128580 391835 % of Total 30.7% 36.7% 46.4% 43.8% 55.2% 17.3% Total Vol 2340188 2140541 2084143 1936985 2046375 2259144 Unch Volume 70015 66534 41828 86074 30460 23012 ARMS Index 0.25 0.57 0.99 1.01 1.08 0.62 5 Day ARMS 3.9 4.27 4.51 4.24 3.81 5.29 McClellanOs -29 20 35 40 41 68 McClellanSm 2263 2292 2272 2238 2197 2156 Cumul TICK 16249 14968 -16937 -25454 6153 3684 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 28-Aug 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul ------------------------------------------------------------------------------ AAII Bull 34 34 51 50 48 38 AAII Bear 49 40 33 35 31 42 Market Vane 49 47 47 48 46 45 II Bull 51.6 48.3 49.4 47.2 42.2 36.7 II Bear 19.8 23.1 21.3 25.8 31.1 35.6 OddLot ShRt 28.1 27.5 25.98 26.6 30 35.4 ****************************************************************************** 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.