****************************************************************************** August 12th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 994 1012.78 993.36 1005.81 11.46/1% 1%/8% S&P100 461.23 469.39 460.72 466.17 4.87/1% 1%/7% VIX 25.99 26.5 25.11 25.45 -0.54/-2% -1%/-2% Nasdaq100 1595.26 1634.12 1594.76 1619.59 24.9/2% 1%/8% VXN 26.09 26.38 25.06 25.68 -0.43/-2% -3%/2% NYSE TICK -19 1210 -1091 770 ---- ---- PreCloseTICK219 TICKscore 9 CumAdj TICK 26 NYSE TRIN 0.66 0.66 0.66 0.66 ---- ---- Dow Indus 9424.1 9221.0 9361.6 120.16/1% 1%/9% DJIA@10:30 9359.0 DJIA@3:00 9410.2 LstHour Ind -166.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 466.17 461.30 467.21 468.07 463.47 466.21 Upper Band 475.41 475.55 478.00 478.71 480.10 480.53 Lower Band 439.34 436.30 430.18 425.04 418.07 412.71 VIX 25.45 25.99 24.99 24.76 25.67 24.90 Upper Band 26.54 26.61 26.48 26.67 27.67 28.62 Lower Band 23.11 23.08 23.12 23.05 22.48 21.94 NDX 1619.59 1594.69 1610.43 1619.49 1600.29 1614.44 Upper Band 1657.06 1661.40 1674.86 1681.94 1688.28 1693.15 Lower Band 1527.13 1510.93 1483.28 1459.92 1433.62 1410.22 VXN 25.68 26.11 25.66 25.02 26.36 25.50 Upper Band 26.84 26.82 26.81 26.95 27.94 28.83 Lower Band 24.15 24.13 24.13 24.08 23.53 23.00 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6538.87 6463.62 6550.05 6586.71 6517.67 6558.19 Tot Issues 3136 3152 3131 3155 3166 3168 Advancers 2237 808 1444 2360 1152 1410 % of Total 71.3% 25.6% 46.1% 74.8% 36.4% 44.5% Decliners 813 2238 1595 700 1896 1638 % of Total 25.9% 71.0% 50.9% 22.2% 59.9% 51.7% Unchanged 86 106 92 95 118 120 New Highs 58 60 98 130 126 151 New Lows 2 1 2 0 3 4 Adv Volume 974852 226793 549263 1159320 674553 991622 % of Total 79.5% 18.9% 50.6% 79.2% 48.9% 64.8% Decl Volume 232387 965510 529674 291406 692184 531101 % of Total 18.9% 80.7% 48.8% 19.9% 50.2% 34.7% Total Vol 1226813 1196985 1086163 1462910 1379241 1529959 Unch Volume 19574 4682 7226 12184 12504 7236 ARMS Index 0.66 1.54 0.87 0.85 0.62 0.46 5 Day ARMS 4.54 4.34 3.56 3.25 3.16 4.17 McClellanOs 23 -32 71 116 63 140 McClellanSm 5236 5213 5245 5174 5058 4996 Cumul TICK 53551 -26027 22528 68987 3139 32751 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1998.72 1969.73 1992.24 2000.25 1973.16 1993.05 Tot Issues 2807 2819 2794 2853 2815 2817 Advancers 1907 722 1285 1905 809 969 % of Total 67.9% 25.6% 46.0% 66.8% 28.7% 34.4% Decliners 782 1931 1386 734 1812 1691 % of Total 27.9% 68.5% 49.6% 25.7% 64.4% 60.0% Unchanged 118 166 123 214 194 157 New Highs 48 33 53 55 36 52 New Lows 4 8 8 2 6 4 Adv Volume 1834206 439432 919984 1504838 668784 782647 % of Total 84.1% 22.9% 48.9% 64.8% 27.8% 33.3% Decl Volume 327129 1457376 848494 791270 1706168 1524941 % of Total 15.0% 76.1% 45.1% 34.0% 70.8% 64.8% Total Vol 2181050 1915537 1879507 2323987 2408402 2353553 Unch Volume 19715 18729 111029 27879 33450 45965 ARMS Index 0.43 1.24 0.86 1.36 1.14 1.12 5 Day ARMS 5.03 5.72 5.36 5.03 4.84 5.03 McClellanOs 9 -47 24 42 -12 53 McClellanSm 2385 2376 2424 2400 2359 2370 Cumul TICK -12341 -22396 8880 45203 -4144 158 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul ------------------------------------------------------------------------------ AAII Bull 50 48 38 29 28 38 AAII Bear 35 31 42 47 55 45 Market Vane 48 46 45 43 41 43 II Bull 47.2 42.2 36.7 35.6 42.7 41.4 II Bear 25.8 31.1 35.6 35.6 30.3 29.9 OddLot ShRt 26.6 30 35.4 33.5 30.5 27.6 ****************************************************************************** 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. 18952 2270 1067 16682 15638142 3.4 50 35 48 47.2 25.8 26.6