****************************************************************************** October 5th, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in the following: 74% odds of a 1/4 point cut (4.5% Fed Funds Target Rate) at the October 31st, 2007 FOMC meeting ------------------------------------------------------------------------------ Upcoming Bradley turns: 08/27/07 (High), 08/28/07 (Low), 10/09/07 (High) Recent turns: 08/26/07 (Low), 08/17/07 (High), 08/13/07 (Low), 08/03/07 (High) ------------------------------------------------------------------------------ For Bradley data, see http://www.astrikos.com/private/siderograph.html ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1539.6 1561.91 1539.6 1557.59 14.75/1% 1%/7% S&P100 721 727.98 721 725.83 5.24/1% 0%/5% VIX 17.55 17.56 16.44 16.91 -1.53/-8% -5%/-36% Nasdaq100 2123.49 2151.72 2118.13 2149.67 44.11/2% 2%/10% VXN 20.43 20.44 19.44 19.77 -1.69/-8% -6%/-32% NYSE TICK 3 1047 -838 1060 ---- ---- PreCloseTICK197 TICKscore 14 CumAdj TICK 417 NASDAQ TICK -806 822 -1307 1119 ---- ---- NYSE TRIN 0.54 0.54 0.54 0.54 ---- ---- NASDAQ TRIN 0.63 0.63 0.63 0.63 ---- ---- Dow Indus 14124.5 13968.8 14066.0 91.7/1% 0%/7% DJIA@10:30 14020.1 DJIA@3:00 14112.2 LstHour Ind -92.0 Futures Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1562.3 1573.5 1558.6 1570.7 18.5(1%) 1%/7% Nasdaq100 2142 2173 2138 2170.75 47.75(2%) 2%/9% Dow Indus 14088 14205 14077 14156 115(1%) 0%/7% Nikkei 17325 17350 17300 17315 205(1%) 1%/10% 10yr Notes 109.563 109.578 108.672 108.766 -0.86(-1%) -1%/-2% Eurodollars 95.05 95.05 94.97 94.98 -0.06(0%) 0%/0% J.Yen 86.6 86.6 86.12 86.23 -0.34(0%) -1%/-4% US Dollar 78.305 78.75 78.13 78.235 -0.14(0%) 1%/-2% Euro 141.5 141.77 140.55 141.58 0.21(0%) -1%/3% Crude Oil 80.9 81.45 80.55 81.22 -0.22(0%) 1%/8% Natural Gas 7.32 7.32 7.06 7.073 -0.34(-5%) 0%/17% Gold 741 750.7 733 747.2 3.4(0%) -1%/5% Silver 1351 1360 1333 1349 -1(0%) -3%/6% Volatility Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 725.83 720.59 719.73 723.53 723.78 714.49 Upper Band 735.80 733.54 732.18 730.75 727.81 724.55 Lower Band 680.26 679.36 677.55 675.68 675.68 675.31 VIX 16.91 18.44 18.80 18.49 17.84 18.00 Upper Band 27.66 28.29 28.55 28.85 28.90 28.92 Lower Band 13.81 14.11 14.41 14.68 15.06 15.59 NDX 2149.67 2105.56 2103.01 2115.89 2116.97 2091.11 Upper Band 2162.67 2151.32 2143.78 2135.62 2123.31 2108.78 Lower Band 1945.39 1937.60 1934.46 1931.75 1934.53 1936.22 VXN 19.77 21.46 21.55 21.26 21.09 21.01 Upper Band 30.01 30.76 31.04 31.35 31.36 31.35 Lower Band 16.60 16.79 17.03 17.28 17.59 17.95 QQQQ 52.82 51.77 51.65 52.01 52.00 51.41 Upper Band 53.13 52.85 52.67 52.48 52.18 51.84 Lower Band 47.88 47.70 47.62 47.56 47.63 47.66 OpenInterestToday 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX Calls 135,668 133090 130548 126381 138609 124739 % Change 1.9% 1.9% 3.3% -8.8% 11.1% 3.0% OEX Puts 211,608 207552 203436 197447 189515 184093 % Change 2.0% 2.0% 3.0% 4.2% 2.9% 4.6% OEX Total 347276 340642 333984 323828 328124 308832 % Change 1.9% 2.0% 3.1% -1.3% 6.2% 3.9% SPX Calls 3,517,125 3471590 3438162 3377234 3298454 3245574 % Change 1.3% 1.0% 1.8% 2.4% 1.6% 1.1% SPX Puts 6,613,905 6521913 6442703 6307372 6201430 6104635 % Change 1.4% 1.2% 2.1% 1.7% 1.6% 1.3% SPX Total 10131030 9993503 9880865 9684606 9499884 9350209 % Change 1.4% 1.1% 2.0% 1.9% 1.6% 1.2% QQQQ Calls 3,950,319 3873067 3752766 3785442 3673088 3845651 % Change 2.0% 3.2% -0.9% 3.1% -4.5% 0.9% QQQQ Puts 6,127,387 6129387 6035032 6007554 5885569 6056833 % Change 0.0% 1.6% 0.5% 2.1% -2.8% 3.3% QQQQ Total 10077706 10002454 9787798 9792996 9558657 9902484 % Change 0.8% 2.2% -0.1% 2.5% -3.5% 2.3% MNX Calls 804,743 803690 803105 803224 802933 795377 % Change 0.1% 0.1% 0.0% 0.0% 0.9% 0.2% MNX Puts 1,076,467 1066276 1062570 1062779 1062809 1042412 % Change 1.0% 0.3% 0.0% 0.0% 2.0% 0.8% MNX Total 1881210 1869966 1865675 1866003 1865742 1837789 % Change 0.6% 0.2% 0.0% 0.0% 1.5% 0.5% DJX Calls 390,529 384699 383030 377990 354503 349599 % Change 1.5% 0.4% 1.3% 6.6% 1.4% -1.2% DJX Puts 380,978 380201 377223 373562 360890 358222 % Change 0.2% 0.8% 1.0% 3.5% 0.7% 0.8% DJX Total 771507 764900 760253 751552 715393 707821 % Change 0.9% 0.6% 1.2% 5.1% 1.1% -0.2% OEX Spread 0.0% 0.1% -0.3% 13.0% -8.2% 1.6% SPX Spread 0.1% 0.3% 0.3% -0.7% 0.0% 0.2% QQQ Spread -2.0% -1.6% 1.3% -1.0% 1.7% 2.4% MNX Spread 0.8% 0.3% 0.0% 0.0% 1.0% 0.6% DJX Spread -1.3% 0.4% -0.4% -3.1% -0.7% 1.9% NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 10247.93 10142.93 10101.03 10175.84 10184.5 10039.28 Tot Issues 3386 3388 3412 3410 3396 3414 Advancers 2495 2023 1233 1922 2511 1487 % of Total 73.7% 59.7% 36.1% 56.4% 73.9% 43.6% Decliners 788 1248 2068 1375 809 1831 % of Total 23.3% 36.8% 60.6% 40.3% 23.8% 53.6% Unchanged 103 117 111 113 76 96 New Highs 257 79 85 191 288 173 New Lows 14 24 24 17 32 43 Adv Volume 1060480 649432 467560 711862 1141184 498033 % of Total 84.2% 59.1% 37.5% 56.0% 80.6% 38.1% Decl Volume 179456 432638 766901 548432 266575 786510 % of Total 14.3% 39.3% 61.5% 43.2% 18.8% 60.2% Total Vol 1258771 1099496 1246345 1270939 1415268 1306133 Unch Volume 18835 17426 11884 10645 7509 21590 ARMS Index 0.54 1.08 0.98 1.08 0.73 1.28 5 Day ARMS 4.41 5.15 5.07 4.97 4.84 5.31 McClellanOs 181 117 95 163 160 89 McClellanSm 1927 1746 1629 1535 1372 1212 STIX 56.21 54.25 53.5 55.1 54.78 52.72 Cumul TICK 57801 20342 -4449 43175 79527 5479 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2780.32 2733.57 2729.43 2747.11 2740.99 2701.5 Tot Issues 3080 3091 3086 3097 3115 3100 Advancers 2164 1648 1137 1754 2134 1213 % of Total 70.3% 53.3% 36.8% 56.6% 68.5% 39.1% Decliners 774 1285 1807 1209 861 1773 % of Total 25.1% 41.6% 58.6% 39.0% 27.6% 57.2% Unchanged 142 158 142 134 120 114 New Highs 212 104 114 162 159 107 New Lows 41 44 35 35 55 66 Adv Volume 1628842 872574 685769 1093497 1471349 864188 % of Total 80.6% 51.3% 36.9% 62.5% 76.3% 46.1% Decl Volume 366127 804222 1143477 634851 435168 973215 % of Total 18.1% 47.3% 61.5% 36.3% 22.6% 51.9% Total Vol 2022045 1700719 1857988 1750054 1928225 1874300 Unch Volume 27076 23923 28742 21706 21708 36897 ARMS Index 0.63 1.18 1.05 0.84 0.73 0.77 5 Day ARMS 4.43 4.57 4.34 4.15 3.76 3.88 McClellanOs 150 90 80 128 113 51 McClellanSm 531 381 291 211 83 -30 STIX 53.64 51.66 51.21 52.45 51.78 49.85 Cumul TICK 25367 21091 8091 13722 37358 -27033 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 14004 9629 8487 11057 16135 22468 OEX PutVol 28831 13199 14343 17686 37022 20780 OEX Call OI 135668 133090 130548 126381 138609 124739 OEX Put OI 211608 207552 203436 197447 189515 184093 OEX Hines 0.76 1.14 0.92 0.98 0.60 1.60 CBOE P/C 0.73 0.73 0.82 1.00 0.88 1.09 Equity P/C 0.50 0.50 0.58 0.66 0.57 0.78 SPX P/C 1.18 1.46 2.24 3.76 1.62 2.90 OEX P/C 1.85 1.28 1.57 1.63 2.13 0.95 NDX P/C 0.98 1.10 0.90 1.20 0.76 0.66 MiniNDX P/C 1.24 6.68 2.55 1.47 3.13 2.79 QQQQ P/C 1.27 1.11 1.51 2.05 1.14 1.85 Dow P/C 0.91 0.25 1.57 1.03 0.73 0.98 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1346 767 1189 1126 1481 1334 Upper Band 2251 2395 2359 2369 2365 2394 QQQQ Vol 1157 841 1067 710 1003 754 Upper Band 1399 1477 1477 1484 1473 1472 NYSE Vol 1258771 1099496 1246345 1270939 1415268 1306133 Upper Band 1792974 1803570 1797943 1801854 1804319 1802396 Nasd Vol 2022045 1700719 1857988 1750054 1928225 1874300 Upper Band 2293860 2279882 2280063 2291830 2297140 2301296 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 5-Oct 28-Sep 21-Sep 14-Sep 7-Sep 31-Aug ------------------------------------------------------------------------------ Total 1841824 1482925 1285027 1407709 1484850 2599990 Members 687755 524904 428704 486496 504455 800167 Specialists 146230 95961 77686 93230 124831 139278 Public 1154069 958021 856323 921213 980395 1799823 Tot Sht Int 11878835 11841052 11841052 12492323 12492323 12492323 Sh Int Rat 8.4 8.1 8.1 6.1 6.1 6.1 Pub/Spcl 7.89 9.98 11.02 9.88 7.85 12.92 Spcl/Tot 7.9% 6.5% 6.0% 6.6% 8.4% 5.4% Mem/Tot 37.3% 35.4% 33.4% 34.6% 34.0% 30.8% Pub/Tot 62.7% 64.6% 66.6% 65.4% 66.0% 69.2% Sentiment 5-Oct 28-Sep 21-Sep 14-Sep 7-Sep 31-Aug ------------------------------------------------------------------------------ AAII Bull 52 49 39 40 38 40 AAII Bear 25 34 32 35 42 46 Market Vane 66 64 64 58 53 53 II Bull 56.5 55.6 53.9 48.3 42.9 41.7 II Bear 25 25.6 27 31 37.4 37.4 OddLot ShRt 25 27.4 29.8 28 26.9 30.3 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 Open High Low Close Chg 1wk/1mo Chg 1562.3 1573.5 1558.6 1570.7 18.5(1%) 1%/7% 5-Oct 28-Sep 21-Sep 14-Sep 7-Sep 31-Aug Commercials 66269(98) 68221(100) 787(77) 6801(83) 11980(88) 24010(100) Lg Traders -35028(15) -42499(6) -47838(1) -45743(3) -46260(2) -44554(4) Sm Traders -31241(1) -25722(1) 47051(80) 38942(70) 34280(64) 20544(48) ------------------------------------------------------------------------------ Nasdaq 100 Open High Low Close Chg 1wk/1mo Chg 2142 2173 2138 2170.75 47.75(2%) 2%/9% 5-Oct 28-Sep 21-Sep 14-Sep 7-Sep 31-Aug Commercials 2731(47) 4620(51) 25426(98) 25684(99) 26068(100) 24416(100) Lg Traders 2778(74) -1745(60) -18969(7) -19273(6) -18300(9) -21236(1) Sm Traders -5509(48) -2875(55) -6457(46) -6411(46) -7768(43) -3180(54) ------------------------------------------------------------------------------ Dow Jones Open High Low Close Chg 1wk/1mo Chg Industrials 14088 14205 14077 14156 115(1%) 0%/7% 5-Oct 28-Sep 21-Sep 14-Sep 7-Sep 31-Aug Commercials 294(93) 357(93) -1182(90) -1950(88) -2107(88) -1834(88) Lg Traders -296(4) 510(7) 3438(17) 2860(15) 3009(16) 2656(15) Sm Traders 2(11) -867(7) -2256(2) -910(7) -902(7) -822(8) ------------------------------------------------------------------------------ ****************************************************************************** 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) 2007 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.