****************************************************************************** September 8th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1018.67 1026.07 1018.67 1025.39 8.99/1% 3%/2% S&P100 473.19 476.57 473.19 476.18 4.01/1% 3%/2% VIX 25.26 26.15 25.26 25.62 0.36/1% -12%/3% Nasdaq100 1651.64 1655.62 1643.44 1654.81 16.74/1% 4%/3% VXN 25.85 26.93 25.85 26.43 0.58/2% -10%/3% NYSE TICK 215 1112 -847 953 ---- ---- PreCloseTICK788 TICKscore 15 CumAdj TICK 448 NYSE TRIN 1.58 1.58 1.58 1.58 ---- ---- Dow Indus 9511.0 9440.0 9497.3 56.07/1% 2%/2% DJIA@10:30 9486.8 DJIA@3:00 9490.5 LstHour Ind -38.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 476.18 472.17 466.12 462.83 464.48 474.73 Upper Band 483.91 483.14 482.87 482.89 482.84 482.85 Lower Band 455.16 455.03 454.89 454.60 454.99 455.26 VIX 25.62 25.26 27.10 28.90 29.15 26.01 Upper Band 28.64 28.64 28.64 28.51 27.89 26.96 Lower Band 23.09 23.03 22.98 22.97 23.19 23.69 NDX 1654.81 1638.07 1605.98 1594.28 1595.84 1625.19 Upper Band 1665.62 1660.24 1658.13 1658.17 1658.10 1659.00 Lower Band 1570.83 1571.78 1572.03 1571.42 1573.51 1575.88 VXN 26.43 25.85 28.10 29.38 29.31 27.17 Upper Band 29.03 29.00 29.00 28.76 28.07 27.17 Lower Band 23.37 23.32 23.24 23.30 23.60 24.09 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6726.07 6637.13 6546.60 6474.79 6487.81 6643.24 Tot Issues 3101 3138 3155 3142 3171 3141 Advancers 2280 2448 2347 1184 515 800 % of Total 73.5% 78.0% 74.4% 37.7% 16.2% 25.5% Decliners 746 586 679 1836 2537 2227 % of Total 24.1% 18.7% 21.5% 58.4% 80.0% 70.9% Unchanged 75 104 129 122 119 114 New Highs 175 102 75 38 63 59 New Lows 1 2 0 2 1 0 Adv Volume 860893 875422 975803 563456 89741 273143 % of Total 65.3% 85.9% 84.0% 40.9% 5.5% 19.8% Decl Volume 446235 126338 172658 798364 1533971 1094260 % of Total 33.9% 12.4% 14.9% 58.0% 93.8% 79.4% Total Vol 1317680 1019653 1161591 1377175 1634687 1377655 Unch Volume 10552 17893 13130 15355 10975 10252 ARMS Index 1.58 0.60 0.61 0.91 3.47 1.44 5 Day ARMS 7.17 7.03 7.11 7.03 7.22 4.8 McClellanOs 29 -36 -131 -230 -208 -102 McClellanSm 4437 4408 4444 4575 4805 5013 Cumul TICK 68738 100694 53946 -3524 -74766 -1915 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2037.77 2018.78 1983.2 1967.07 1968.89 2009.06 Tot Issues 2758 2805 2796 2807 2829 2840 Advancers 1606 1960 1765 1254 551 732 % of Total 58.2% 69.9% 63.1% 44.7% 19.5% 25.8% Decliners 1017 645 823 1365 2124 1927 % of Total 36.9% 23.0% 29.4% 48.6% 75.1% 67.9% Unchanged 135 200 208 188 154 181 New Highs 74 31 15 13 38 30 New Lows 4 5 5 9 9 10 Adv Volume 1574177 1444803 1309128 807824 372900 847105 % of Total 77.4% 83.9% 70.6% 40.9% 13.4% 37.5% Decl Volume 443825 234364 501709 1112426 2395855 1385908 % of Total 21.8% 13.6% 27.1% 56.3% 86.2% 61.4% Total Vol 2032939 1722150 1853458 1974334 2778573 2256216 Unch Volume 14937 42983 42621 54084 9818 23203 ARMS Index 0.45 0.49 0.82 1.27 1.67 0.62 5 Day ARMS 4.7 4.87 4.63 4.38 4.1 3.44 McClellanOs 17 -11 -85 -149 -162 -91 McClellanSm 1782 1765 1776 1861 2010 2172 Cumul TICK -8234 10802 -14365 6816 -5990 -16835 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 4-Sep 28-Aug 14-Aug 7-Aug 31-Jul 24-Jul ------------------------------------------------------------------------------ AAII Bull 38 34 34 51 50 48 AAII Bear 38 49 40 33 35 31 Market Vane 47 49 47 47 48 46 II Bull 50.6 51.6 48.3 49.4 47.2 42.2 II Bear 24.1 19.8 23.1 21.3 25.8 31.1 OddLot ShRt 30.3 28.1 27.5 25.98 26.6 30 ****************************************************************************** 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.