****************************************************************************** September 25th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1049.48 1053.47 1041.17 1044.38 -6.4/-1% -2%/1% S&P100 486.29 488.23 482.79 484.11 -2.88/-1% -1%/1% VIX 25.18 26.34 24.81 25.61 0.66/3% 6%/4% Nasdaq100 1696.99 1710.29 1690.68 1694.15 -15.61/-1% -2%/3% VXN 26.2 26.28 25.52 25.77 -0.13/-1% 3%/3% NYSE TICK -24 1174 -1214 273 ---- ---- PreCloseTICK193 TICKscore 7 CumAdj TICK -226 NYSE TRIN 1.75 1.75 1.75 1.75 ---- ---- Dow Indus 9735.9 9641.0 9665.2 -42.25/0% -1%/1% DJIA@10:30 9711.5 DJIA@3:00 9709.3 LstHour Ind -48.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 484.11 486.99 490.36 494.35 491.34 492.70 Upper Band 500.96 500.70 500.11 498.99 496.93 495.28 Lower Band 462.17 461.95 461.63 461.47 461.75 461.88 VIX 25.61 24.95 23.49 23.08 24.06 23.92 Upper Band 28.40 28.34 28.34 28.35 28.34 28.35 Lower Band 21.45 21.42 21.42 21.56 21.78 21.86 NDX 1694.15 1709.76 1724.27 1734.09 1731.58 1725.24 Upper Band 1771.35 1769.75 1766.09 1759.46 1749.92 1739.47 Lower Band 1584.20 1580.48 1576.86 1575.06 1574.66 1575.74 VXN 25.77 25.90 24.47 24.08 24.92 24.69 Upper Band 28.95 28.93 28.91 28.90 28.88 28.88 Lower Band 22.52 22.47 22.45 22.53 22.67 22.64 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6823.51 6862.31 6964.69 7047.13 6968.59 7016.92 Tot Issues 3147 3123 3160 3156 3158 3149 Advancers 1370 714 1074 2161 1016 1758 % of Total 43.5% 22.9% 34.0% 68.5% 32.2% 55.8% Decliners 1648 2306 1973 886 2013 1274 % of Total 52.4% 73.8% 62.4% 28.1% 63.7% 40.5% Unchanged 129 103 113 109 129 117 New Highs 180 175 306 246 152 221 New Lows 5 5 2 1 0 2 Adv Volume 378850 185564 246799 937674 457700 1117340 % of Total 31.5% 13.6% 18.7% 74.0% 38.2% 49.1% Decl Volume 795749 1171495 1050416 304054 718041 1134669 % of Total 66.1% 85.6% 79.6% 24.0% 59.9% 49.9% Total Vol 1202954 1367804 1320101 1266585 1198378 2275042 Unch Volume 28355 10745 22886 24857 22637 23033 ARMS Index 1.75 1.95 2.32 0.79 0.79 1.4 5 Day ARMS 7.6 7.25 6.56 5.12 6.07 6.22 McClellanOs -131 -111 -10 68 31 121 McClellanSm 5340 5471 5582 5592 5524 5492 Cumul TICK 20530 -45065 50622 75737 7330 47183 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2090.92 2107.61 2131.42 2146.3 2138.04 2132.86 Tot Issues 2794 2791 2822 2826 2839 2844 Advancers 1126 645 1010 1524 1228 1388 % of Total 40.3% 23.1% 35.8% 53.9% 43.3% 48.8% Decliners 1497 2018 1649 1136 1426 1291 % of Total 53.6% 72.3% 58.4% 40.2% 50.2% 45.4% Unchanged 171 128 163 166 185 165 New Highs 30 47 128 129 90 94 New Lows 9 7 3 4 4 1 Adv Volume 822297 368778 909460 1350787 1379400 1803085 % of Total 34.8% 14.2% 33.9% 54.2% 57.3% 59.6% Decl Volume 1520312 2147483 1752325 1127783 999003 1156533 % of Total 64.3% 82.8% 65.3% 45.3% 41.5% 38.3% Total Vol 2363934 2593849 2683251 2490488 2408865 3023014 Unch Volume 21325 77588 21466 11918 30462 63396 ARMS Index 1.39 1.86 1.18 1.12 0.62 0.69 5 Day ARMS 6.17 5.47 5.45 4.93 4.54 4.67 McClellanOs -86 -71 7 54 50 78 McClellanSm 2400 2486 2557 2550 2496 2446 Cumul TICK -17049 -45212 -6936 7997 16195 23499 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug ------------------------------------------------------------------------------ AAII Bull 39 42 37 38 34 34 AAII Bear 45 40 44 38 49 40 Market Vane 51 50 49 47 49 47 II Bull 46.7 47.8 48.3 50.6 51.6 48.3 II Bear 24.4 24.4 23.6 24.1 19.8 23.1 OddLot ShRt 35.1 29 29.3 30.3 28.1 27.5 ****************************************************************************** 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.