****************************************************************************** September 4th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1271.8 1271.8 1232.83 1236.83 -38.15/-3% -5%/-4% S&P100 587.42 587.42 571.03 571.42 -17.86/-3% -5%/-4% VIX 22.02 24.15 21.91 24.03 2.6/12% 24%/19% Nasdaq100 1819.51 1824.61 1774.78 1774.78 -58.31/-3% -7%/-6% VXN 25.72 27.61 25.72 27.56 1.82/7% 19%/13% NYSE TICK -10 972 -1238 -628 ---- ---- PreCloseTICK-310 TICKscore -17 CumAdj TICK -651 NYSE TRIN 2.54 2.54 2.54 2.54 ---- ---- Dow Indus 11532.5 11532.5 11188.2 -344.65/-3%-4%/-4% DJIA@10:30 11415.6 DJIA@3:00 11231.5 LstHour Ind 74.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 571.42 589.28 589.66 590.83 599.84 590.55 Upper Band 606.28 604.46 604.80 605.83 606.17 605.32 Lower Band 576.49 580.91 581.27 579.14 577.92 577.18 VIX 24.03 21.43 21.99 20.65 19.43 19.76 Upper Band 22.96 22.15 22.10 22.57 22.85 23.16 Lower Band 18.50 18.94 18.95 18.64 18.55 18.59 NDX 1774.78 1833.09 1850.14 1872.54 1915.12 1900.30 Upper Band 1994.82 1978.28 1973.16 1982.52 1987.52 1988.06 Lower Band 1811.90 1840.49 1849.27 1835.38 1825.78 1818.64 VXN 27.56 25.74 26.15 24.02 23.15 23.34 Upper Band 26.66 25.92 25.90 26.37 26.62 26.90 Lower Band 21.59 22.01 22.02 21.70 21.64 21.67 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 8008.25 826.25 8296.97 8382.08 8466.12 8349.84 Tot Issues 3243 3249 3252 3238 3247 3206 Advancers 529 1640 1720 1164 2517 2383 % of Total 16.3% 50.5% 52.9% 35.9% 77.5% 74.3% Decliners 2640 1517 1453 1966 644 730 % of Total 81.4% 46.7% 44.7% 60.7% 19.8% 22.8% Unchanged 74 92 79 108 86 93 New Highs 19 35 60 24 31 17 New Lows 252 117 63 52 25 45 Adv Volume 93172 584060 627303 231008 768733 639167 % of Total 7.2% 48.8% 54.9% 25.0% 81.0% 77.9% Decl Volume 1181704 601492 506668 680676 170241 173267 % of Total 91.7% 50.2% 44.4% 73.8% 17.9% 21.1% Total Vol 1288526 1197626 1141870 922862 949235 820606 Unch Volume 13650 12074 7899 11178 10261 8172 ARMS Index 2.54 1.11 0.96 1.74 0.87 0.88 5 Day ARMS 7.22 5.56 5.45 6.71 5.89 5.73 McClellanOs -2 118 126 126 189 104 McClellanSm 339 341 223 97 -29 -218 Cumul TICK -58035 20751 -40986 2103 88097 57560 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2259.04 2333.73 2349.24 2367.52 2411.64 2382.46 Tot Issues 2968 2950 2992 2993 2990 2938 Advancers 570 1484 1407 1044 2090 1816 % of Total 19.2% 50.3% 47.0% 34.9% 69.9% 61.8% Decliners 2272 1313 1444 1808 762 966 % of Total 76.5% 44.5% 48.3% 60.4% 25.5% 32.9% Unchanged 126 153 141 141 138 156 New Highs 12 45 52 17 35 21 New Lows 110 72 50 29 37 57 Adv Volume 187590 782661 663161 255525 1308871 1142183 % of Total 8.0% 37.5% 32.9% 16.4% 82.0% 72.3% Decl Volume 2145785 1274080 1279230 1283067 271991 410014 % of Total 91.7% 61.0% 63.4% 82.5% 17.0% 26.0% Total Vol 2339927 2089069 2016367 1555911 1595572 1578795 Unch Volume 6552 32328 73976 17319 14710 26598 ARMS Index 2.87 1.84 1.88 2.9 0.57 0.67 5 Day ARMS 10.06 7.86 7.62 8.3 5.91 6.75 McClellanOs -44 44 38 43 91 24 McClellanSm 377 421 377 339 296 206 Cumul TICK -27821 7907 -26134 -11306 32316 17023 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 29-Aug 22-Aug 15-Aug 8-Aug 1-Aug 25-Jul ------------------------------------------------------------------------------ AAII Bull 31 38 43 36 40 36 AAII Bear 46 37 39 42 41 44 Market Vane 41 40 43 42 40 39 II Bull 39.3 40.7 31.8 34 30 29.2 II Bear 39.3 38.4 45.5 43.6 50 49.4 OddLot ShRt 33.4 33.2 33.8 33.5 31.6 36.1 ****************************************************************************** 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) 2008 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. 1952383 578147 88577 1374236 18337367 3.4 31 46 41 39.3 39.3 33.4