****************************************************************************** August 31st, 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: 100% odds of a 1/4 point cut (5.0% Fed Funds Target Rate) at the September 18th, 2007 FOMC meeting ------------------------------------------------------------------------------ Upcoming Bradley turns: 08/27/07 (High), 08/28/07 (Low), 10/09/07 (High) Recent turns: 08/26/07 (Low), 08/17/07 (High), 08/13/07 (Low), 08/03/07 (High) ------------------------------------------------------------------------------ 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 1457.61 1481.47 1457.61 1473.99 16.35/1% 0%/3% S&P100 682.03 690.98 682.03 687.47 6.96/1% 0%/3% VIX 23.53 24.07 22.47 23.38 -1.68/-7% 3%/-7% Nasdaq100 1987.94 1993.73 1975.83 1988.73 24.98/1% 2%/4% VXN 24.29 24.69 24.13 24.53 -0.85/-3% 8%/0% NYSE TICK 3 1211 -952 1217 ---- ---- PreCloseTICK-283 TICKscore 4 CumAdj TICK 723 NASDAQ TICK -875 761 -1680 597 ---- ---- NDTICKscore 9 NYSE TRIN 0.56 0.56 0.56 0.56 ---- ---- NASDAQ TRIN 0.43 0.43 0.43 0.43 ---- ---- Dow Indus 13429.0 13240.8 13357.7 119.01/1% 0%/1% DJIA@10:30 13331.2 DJIA@3:00 13373.9 LstHour Ind -108.7 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1476.3 1484.5 1468 1476.7 15.1(1%) 0%/2% Nasdaq100 1992.5 2001 1981 1994.75 20(1%) 2%/3% Dow Indus 13370 13452 13318 13364 85(1%) 0%/1% Nikkei 16600 16620 16585 16585 350(2%) 2%/-1% 10yr Notes 109.000 109.297 108.781 109.047 -0.39(0%) 1%/1% Eurodollars 95.05 95.09 95.03 95.065 -0.05(0%) 0%/0% J.Yen 86.35 86.75 86.18 86.45 -0.14(0%) 0%/2% US Dollar 80.665 80.82 80.4 80.745 -0.02(0%) 0%/1% Euro 137.1 137.15 136.42 136.47 0(0%) 0%/-1% Crude Oil 74.25 74.4 73.7 74.04 0.68(1%) 3%/-2% Natural Gas 5.68 5.75 5.468 5.468 -0.17(-3%) -2%/-12% Gold 682.4 683.9 680.5 681.9 8(1%) 1%/0% Silver 1224 1227 1213 1223 27(2%) 3%/-8% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 687.47 680.51 683.02 669.53 684.64 689.50 Upper Band 698.32 697.29 697.71 697.62 697.64 697.68 Lower Band 657.18 656.19 656.16 656.17 656.74 656.73 VIX 23.38 25.06 23.81 26.30 22.72 20.72 Upper Band 31.47 31.49 31.58 31.58 31.45 31.55 Lower Band 19.09 19.24 18.77 18.76 18.60 18.32 NDX 1988.73 1963.75 1954.85 1899.24 1947.49 1961.38 Upper Band 2006.20 1997.52 1997.99 1996.81 1997.40 2001.28 Lower Band 1852.69 1854.35 1854.17 1854.37 1857.07 1855.83 VXN 24.53 25.38 23.61 25.90 22.63 20.69 Upper Band 29.17 29.16 29.12 29.12 28.94 29.02 Lower Band 19.51 19.51 19.14 19.15 19.09 18.82 QQQQ 48.87 48.33 48.08 46.74 47.88 48.20 Upper Band 49.33 49.13 49.13 49.11 49.13 49.22 Lower Band 45.57 45.62 45.62 45.63 45.69 45.66 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 134,207 132020 120344 113548 110919 108026 % Change 1.7% 9.7% 6.0% 2.4% 2.7% 4.5% OEX Puts 200,811 197676 193036 192203 190601 183220 % Change 1.6% 2.4% 0.4% 0.8% 4.0% 3.6% OEX Total 335018 329696 313380 305751 301520 291246 % Change 1.6% 5.2% 2.5% 1.4% 3.5% 3.9% SPX Calls 4,422,808 4397138 4377926 4330892 4331670 4262228 % Change 0.6% 0.4% 1.1% 0.0% 1.6% 1.4% SPX Puts 7,686,014 7606820 7570179 7398434 7331701 7245210 % Change 1.0% 0.5% 2.3% 0.9% 1.2% 1.1% SPX Total 12108822 12003958 11948105 11729326 11663371 11507438 % Change 0.9% 0.5% 1.9% 0.6% 1.4% 1.2% QQQQ Calls 4,061,472 4045636 3966624 3942741 3890081 3853871 % Change 0.4% 2.0% 0.6% 1.4% 0.9% 1.5% QQQQ Puts 6,201,434 6126812 5974530 5892271 5844523 5727518 % Change 1.2% 2.5% 1.4% 0.8% 2.0% 0.5% QQQQ Total 10262906 10172448 9941154 9835012 9734604 9581389 % Change 0.9% 2.3% 1.1% 1.0% 1.6% 0.9% MNX Calls 956,293 947090 946952 949686 949218 938575 % Change 1.0% 0.0% -0.3% 0.0% 1.1% 0.1% MNX Puts 1,259,689 1243584 1242153 1238973 1240523 1233357 % Change 1.3% 0.1% 0.3% -0.1% 0.6% 0.0% MNX Total 2215982 2190674 2189105 2188659 2189741 2171932 % Change 1.2% 0.1% 0.0% 0.0% 0.8% 0.0% DJX Calls 401,501 401132 400229 394610 394186 388101 % Change 0.1% 0.2% 1.4% 0.1% 1.6% 0.9% DJX Puts 437,143 435468 432244 427039 422594 411516 % Change 0.4% 0.7% 1.2% 1.1% 2.7% 6.1% DJX Total 838644 836600 832473 821649 816780 799617 % Change 0.2% 0.5% 1.3% 0.6% 2.1% 3.5% OEX Spread -0.1% -7.3% -5.6% -1.5% 1.4% -0.9% SPX Spread 0.5% 0.0% 1.2% 0.9% -0.4% -0.2% QQQ Spread 0.8% 0.6% 0.8% -0.5% 1.1% -1.0% MNX Spread 0.3% 0.1% 0.5% -0.2% -0.6% -0.2% DJX Spread 0.3% 0.5% -0.2% 0.9% 1.1% 5.2% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9596.98 9456.64 9508.92 9289.49 9528.93 9607.04 Tot Issues 3416 3374 3410 3411 3419 3410 Advancers 2858 1315 2870 445 964 2593 % of Total 83.7% 39.0% 84.2% 13.0% 28.2% 76.0% Decliners 484 1962 477 2896 2360 745 % of Total 14.2% 58.2% 14.0% 84.9% 69.0% 21.8% Unchanged 74 97 63 70 95 72 New Highs 41 19 13 8 31 23 New Lows 16 27 48 42 17 18 Adv Volume 1255654 395807 1267666 62914 252013 997495 % of Total 90.7% 30.9% 95.4% 4.5% 22.8% 85.0% Decl Volume 120116 873589 59510 1322601 841437 169247 % of Total 8.7% 68.2% 4.5% 95.2% 76.2% 14.4% Total Vol 1384133 1280129 1328986 1389576 1104682 1173888 Unch Volume 8363 10733 1810 4061 11232 7146 ARMS Index 0.56 1.48 0.28 3.23 1.36 0.59 5 Day ARMS 6.91 6.94 6.61 7.09 4.93 4.87 McClellanOs 213 98 139 9 140 231 McClellanSm -904 -1117 -1215 -1354 -1363 -1503 STIX 52.53 49.27 50.17 46.65 49.95 52.02 Cumul TICK 84528 23262 71558 -83284 -15823 83198 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2596.36 2565.3 2563.16 2500.64 2561.25 2576.69 Tot Issues 3128 3090 3120 3144 3087 3128 Advancers 2125 1247 2299 628 1072 2076 % of Total 67.9% 40.4% 73.7% 20.0% 34.7% 66.4% Decliners 866 1700 687 2391 1898 923 % of Total 27.7% 55.0% 22.0% 76.0% 61.5% 29.5% Unchanged 137 143 134 125 117 129 New Highs 44 31 17 13 42 29 New Lows 28 45 57 51 48 37 Adv Volume 1294262 1103399 1466236 149813 473736 1317769 % of Total 83.8% 63.0% 89.4% 9.6% 34.8% 80.6% Decl Volume 226204 581303 151238 1369354 872726 294937 % of Total 14.6% 33.2% 9.2% 87.6% 64.1% 18.0% Total Vol 1544542 1752046 1640733 1563907 1360904 1635558 Unch Volume 24076 67344 23259 44740 14442 22852 ARMS Index 0.43 0.39 0.35 2.4 1.04 0.5 5 Day ARMS 4.61 4.68 5.16 5.34 3.68 3.36 McClellanOs 128 62 84 -11 75 121 McClellanSm -1312 -1440 -1501 -1585 -1574 -1649 STIX 49.85 47.75 48.29 45.45 47.89 49.06 Cumul TICK 47791 -81 17451 -84210 6454 40624 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 19942 8470 26237 17169 8679 7836 OEX PutVol 27140 17977 14990 18486 14846 18479 OEX Call OI 134207 132020 120344 113548 110919 108026 OEX Put OI 200811 197676 193036 192203 190601 183220 OEX Hines 1.1 0.71 2.81 1.57 1.00 0.72 CBOE P/C 1.06 0.93 0.96 1.30 0.98 1.07 Equity P/C 0.64 0.65 0.69 0.87 0.67 0.68 SPX P/C 2.07 2.09 1.27 2.45 2.29 1.27 OEX P/C 1.36 1.91 0.57 1.12 1.55 2.10 NDX P/C 0.72 0.87 0.93 1.25 1.13 0.77 MiniNDX P/C 2.18 1.22 3.41 8.59 1.57 0.99 QQQQ P/C 1.19 1.03 1.48 2.18 1.51 1.62 Dow P/C 1.59 2.13 3.45 1.75 11.50 1.68 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1855 1913 2076 2251 1129 1289 Upper Band 4737 4845 4873 5152 5184 5116 QQQQ Vol 946 1389 1132 1057 725 882 Upper Band 2997 3000 3016 3215 3303 3262 NYSE Vol 1384133 1280129 1328986 1389576 1104682 1173888 Upper Band 3029124 3052042 3053876 3096249 3108758 3069969 Nasd Vol 1544542 1752046 1640733 1563907 1360904 1635558 Upper Band 3701978 3718013 3739317 3801167 3820130 3770321 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 31-Aug 24-Aug 17-Aug 10-Aug 3-Aug 27-Jul ------------------------------------------------------------------------------ Total 2599990 2425415 2534042 2433919 1699661 1535369 Members 800167 795580 847310 832226 582164 585778 Specialists 139278 157806 92422 100800 123265 117959 Public 1799823 1629835 1686732 1601693 1117497 949591 Tot Sht Int 12492323 12492323 12950726 12950726 12950726 12950726 Sh Int Rat 6.1 6.1 8.4 8.4 8.4 8.4 Pub/Spcl 12.92 10.33 18.25 15.89 9.07 8.05 Spcl/Tot 5.4% 6.5% 3.6% 4.1% 7.3% 7.7% Mem/Tot 30.8% 32.8% 33.4% 34.2% 34.3% 38.2% Pub/Tot 69.2% 67.2% 66.6% 65.8% 65.7% 61.8% Sentiment 31-Aug 24-Aug 17-Aug 10-Aug 3-Aug 27-Jul ------------------------------------------------------------------------------ AAII Bull 40 41 42 46 46 44 AAII Bear 46 43 46 39 40 37 Market Vane 53 54 52 58 56 64 II Bull 41.7 40.6 43.8 43.8 47.2 53.9 II Bear 37.4 37.4 31.5 31.5 26.4 18 OddLot ShRt 30.3 29.9 29 31.6 36.2 33.7 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1476.3 1484.5 1468 1476.7 15.1(1%) 0%/2% 31-Aug 24-Aug 17-Aug 10-Aug 3-Aug 27-Jul Commercials 24010(100) 18654(96) 20813(98) 9575(87) 22300(100) 12822(92) Lg Traders -44554(4) -44943(4) -48716(1) -37071(9) -45032(1) -45636(1) Sm Traders 20544(48) 26289(55) 27903(57) 27496(56) 22732(50) 32814(62) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 1992.5 2001 1981 1994.75 20(1%) 2%/3% 31-Aug 24-Aug 17-Aug 10-Aug 3-Aug 27-Jul Commercials 24416(100) 23777(100) 22030(100) 19069(100) 18640(100) 15312(95) Lg Traders -21236(1) -20641(1) -18138(1) -15552(1) -15139(1) -12058(1) Sm Traders -3180(54) -3136(54) -3892(52) -3517(53) -3501(53) -3254(54) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 13370 13452 13318 13364 85(1%) 0%/1% 31-Aug 24-Aug 17-Aug 10-Aug 3-Aug 27-Jul Commercials -1834(88) -1333(90) -1652(89) -1657(89) -2838(86) -2211(88) Lg Traders 2656(15) 1541(10) 2328(13) 3892(19) 3724(18) 4211(20) Sm Traders -822(8) -208(10) -676(8) -2235(2) -886(7) -2000(3) 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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.