****************************************************************************** October 2nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1029.71 1030.6 1019.95 1025.21 -4.64/0% -4%/2% S&P100 476.67 477.51 472.75 475.48 -1.23/0% -3%/2% VIX 29.34 29.56 27.98 28.68 0.41/1% 15%/6% Nasdaq100 1656.77 1676.22 1656.57 1662.49 -3.92/0% -4%/4% VXN 29.88 29.92 28.48 29.02 0.07/0% 11%/3% NYSE TICK 0 1198 -1073 -210 ---- ---- PreCloseTICK248 TICKscore 7 CumAdj TICK -332 NYSE TRIN 1.08 1.08 1.08 1.08 ---- ---- Dow Indus 9524.8 9430.1 9487.7 -21.61/0% -3%/2% DJIA@10:30 9488.7 DJIA@3:00 9508.2 LstHour Ind 0.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 475.48 476.71 488.35 490.25 491.69 484.11 Upper Band 498.65 500.17 502.09 502.82 502.07 500.96 Lower Band 472.14 469.68 466.37 463.25 462.45 462.17 VIX 28.68 28.27 25.61 25.19 24.88 25.61 Upper Band 27.77 27.32 27.54 28.33 28.41 28.40 Lower Band 21.75 22.05 21.89 21.46 21.46 21.45 NDX 1662.49 1666.41 1718.99 1717.67 1724.59 1694.15 Upper Band 1756.33 1765.44 1774.69 1778.12 1776.16 1771.35 Lower Band 1641.78 1627.02 1610.55 1594.80 1587.52 1584.20 VXN 29.02 28.95 26.50 26.11 26.21 25.77 Upper Band 28.40 28.14 28.29 28.88 29.00 28.95 Lower Band 22.86 23.03 22.92 22.61 22.60 22.52 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6674.57 6718.05 6910.88 6926.82 6939.76 6823.51 Tot Issues 3148 3147 3155 3163 3151 3147 Advancers 1009 499 1296 1454 2448 1370 % of Total 32.1% 15.9% 41.1% 46.0% 77.7% 43.5% Decliners 2006 2561 1757 1573 608 1648 % of Total 63.7% 81.4% 55.7% 49.7% 19.3% 52.4% Unchanged 133 87 102 136 95 129 New Highs 85 124 191 184 190 180 New Lows 8 3 1 2 4 5 Adv Volume 440926 81248 724554 593361 848468 378850 % of Total 31.4% 5.1% 40.8% 50.2% 86.6% 31.5% Decl Volume 949686 1513746 1035429 573488 125254 795749 % of Total 67.7% 94.5% 58.3% 48.5% 12.8% 66.1% Total Vol 1403667 1602673 1774770 1182515 979363 1202954 Unch Volume 13055 7679 14787 15666 5641 28355 ARMS Index 1.08 3.63 1.05 0.89 0.59 1.75 5 Day ARMS 7.24 7.91 6.23 7.5 7.4 7.6 McClellanOs -247 -208 -98 -63 -42 -131 McClellanSm 4682 4929 5137 5235 5298 5340 Cumul TICK 10546 -59938 13149 -4669 71803 20530 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2048.11 2057.48 2122.42 2124.04 2130.74 2090.92 Tot Issues 2810 2808 2833 2839 2803 2794 Advancers 941 445 992 1092 1981 1126 % of Total 33.5% 15.8% 35.0% 38.5% 70.7% 40.3% Decliners 1688 2199 1687 1541 637 1497 % of Total 60.1% 78.3% 59.5% 54.3% 22.7% 53.6% Unchanged 181 164 154 206 185 171 New Highs 29 37 75 91 88 30 New Lows 16 11 12 6 6 9 Adv Volume 753036 188140 1416435 823310 1455686 822297 % of Total 30.8% 6.9% 53.6% 39.9% 77.0% 34.8% Decl Volume 1667560 2511531 1196452 1220850 407790 1520312 % of Total 68.1% 92.7% 45.3% 59.2% 21.6% 64.3% Total Vol 2448110 2708170 2640667 2062979 1890038 2363934 Unch Volume 27514 8499 27780 18819 26562 21325 ARMS Index 1.23 2.7 0.5 1.05 0.87 1.39 5 Day ARMS 6.35 6.51 5.67 6.35 6.42 6.17 McClellanOs -179 -160 -77 -41 -14 -86 McClellanSm 1930 2109 2269 2345 2386 2400 Cumul TICK -3726 -40656 27950 19040 47931 -17049 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 2-Oct 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug ------------------------------------------------------------------------------ AAII Bull 44 39 42 37 38 34 AAII Bear 36 45 40 44 38 49 Market Vane 52 51 50 49 47 49 II Bull 50.6 46.7 47.8 48.3 50.6 51.6 II Bear 23.6 24.4 24.4 23.6 24.1 19.8 OddLot ShRt 46.6 35.1 29 29.3 30.3 28.1 ****************************************************************************** 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) 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.