****************************************************************************** September 2nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 996.07 1000.34 991.97 994.75 -3.29/0% -4%/-1% S&P100 463.52 465.58 462.13 462.83 -1.65/0% -3%/-1% VIX 29.14 29.57 28.41 28.9 -0.25/-1% 17%/16% Nasdaq100 1588.09 1602.9 1586.55 1594.28 -1.56/0% -3%/-1% VXN 29.31 29.82 29.08 29.38 0.07/0% 17%/15% NYSE TICK -145 1124 -1112 174 ---- ---- PreCloseTICK-388 TICKscore -1 CumAdj TICK -250 NYSE TRIN 0.91 0.91 0.91 0.91 ---- ---- Dow Indus 9330.9 9262.3 9280.7 -29.93/0% -3%/0% DJIA@10:30 9283.5 DJIA@3:00 9305.2 LstHour Ind 2.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 462.83 464.48 474.73 477.75 479.28 477.95 Upper Band 482.89 482.84 482.85 482.21 481.12 479.41 Lower Band 454.60 454.99 455.26 455.05 454.40 454.18 VIX 28.90 29.15 26.01 24.76 24.68 24.95 Upper Band 28.51 27.89 26.96 26.91 26.97 26.98 Lower Band 22.97 23.19 23.69 23.69 23.75 23.82 NDX 1594.28 1595.84 1625.19 1643.24 1640.97 1637.00 Upper Band 1658.17 1658.10 1659.00 1659.28 1655.91 1652.59 Lower Band 1571.42 1573.51 1575.88 1575.89 1575.27 1575.47 VXN 29.38 29.31 27.17 24.93 25.01 25.60 Upper Band 28.76 28.07 27.17 26.98 27.03 27.14 Lower Band 23.30 23.60 24.09 24.19 24.26 24.31 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6474.79 6487.81 6643.24 6709.04 6722.31 6687.94 Tot Issues 3142 3171 3141 3158 3150 3117 Advancers 1184 515 800 1528 1631 1429 % of Total 37.7% 16.2% 25.5% 48.4% 51.8% 45.8% Decliners 1836 2537 2227 1501 1384 1561 % of Total 58.4% 80.0% 70.9% 47.5% 43.9% 50.1% Unchanged 122 119 114 129 135 127 New Highs 38 63 59 72 69 110 New Lows 2 1 0 0 0 3 Adv Volume 563456 89741 273143 701429 788031 471149 % of Total 40.9% 5.5% 19.8% 59.1% 67.9% 44.8% Decl Volume 798364 1533971 1094260 469793 353806 564417 % of Total 58.0% 93.8% 79.4% 39.6% 30.5% 53.6% Total Vol 1377175 1634687 1377655 1186134 1161306 1052065 Unch Volume 15355 10975 10252 14912 19469 16499 ARMS Index 0.91 3.47 1.44 0.68 0.53 1.1 5 Day ARMS 7.03 7.22 4.8 4.21 3.82 3.8 McClellanOs -230 -208 -102 -12 9 20 McClellanSm 4575 4805 5013 5115 5127 5118 Cumul TICK -3524 -74766 -1915 17114 30062 26735 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1967.07 1968.89 2009.06 2028.77 2027.73 2024.23 Tot Issues 2807 2829 2840 2822 2817 2776 Advancers 1254 551 732 924 1258 1392 % of Total 44.7% 19.5% 25.8% 32.7% 44.7% 50.1% Decliners 1365 2124 1927 1708 1337 1262 % of Total 48.6% 75.1% 67.9% 60.5% 47.5% 45.5% Unchanged 188 154 181 190 222 122 New Highs 13 38 30 70 42 67 New Lows 9 9 10 8 6 7 Adv Volume 807824 372900 847105 1552589 1287550 1075395 % of Total 40.9% 13.4% 37.5% 66.3% 60.2% 51.6% Decl Volume 1112426 2395855 1385908 717584 786457 966920 % of Total 56.3% 86.2% 61.4% 30.7% 36.7% 46.4% Total Vol 1974334 2778573 2256216 2340188 2140541 2084143 Unch Volume 54084 9818 23203 70015 66534 41828 ARMS Index 1.27 1.67 0.62 0.25 0.57 0.99 5 Day ARMS 4.38 4.1 3.44 3.9 4.27 4.51 McClellanOs -149 -162 -91 -29 20 35 McClellanSm 1861 2010 2172 2263 2292 2272 Cumul TICK 6816 -5990 -16835 16249 14968 -16937 ****************************************************************************** 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.