****************************************************************************** October 20th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 943.51 985.4 943.51 985.4 44.85/5% -1%/-18% S&P100 450.55 470.5 450.55 470.5 21.51/5% -1%/-16% VIX 70.4 70.4 52.7 52.97 -17.36/-25%-4%/56% Nasdaq100 1329.68 1352.76 1289.97 1352.76 41.04/3% -1%/-19% VXN 71.3 71.3 59.21 59.65 -11.61/-16%-5%/68% NYSE TICK 1 1343 -1081 1107 ---- ---- PreCloseTICK551 TICKscore 56 CumAdj TICK 1109 NYSE TRIN 0.76 0.76 0.76 0.76 ---- ---- Dow Indus 9266.6 8852.2 9265.4 413.21/5% 0%/-16% DJIA@10:30 8984.1 DJIA@3:00 9106.9 LstHour Ind 26.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 470.50 448.99 453.00 434.44 474.19 475.51 Upper Band 589.64 596.89 605.84 609.42 607.25 610.87 Lower Band 404.20 405.65 409.59 416.11 428.04 432.91 VIX 52.97 70.33 67.61 69.25 55.13 54.99 Upper Band 76.33 76.50 73.96 71.38 67.68 66.78 Lower Band 25.89 23.81 22.52 21.65 22.05 20.46 NDX 1352.76 1311.72 1312.97 1244.23 1364.59 1429.54 Upper Band 1741.10 1769.02 1806.99 1829.40 1829.96 1851.34 Lower Band 1149.74 1153.14 1158.51 1174.54 1212.80 1227.37 VXN 59.65 71.26 72.39 72.93 62.77 60.27 Upper Band 81.50 81.53 79.67 77.14 73.66 72.14 Lower Band 28.16 25.71 23.88 22.45 22.22 20.57 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6287.60 5948.80 5970.90 5759.96 6380.53 6400.96 Tot Issues 3276 3268 3281 3284 3295 3204 Advancers 2703 1772 2248 340 1770 3029 % of Total 82.5% 54.2% 68.5% 10.4% 53.7% 94.5% Decliners 523 1422 980 2916 1498 158 % of Total 16.0% 43.5% 29.9% 88.8% 45.5% 4.9% Unchanged 50 74 53 28 27 17 New Highs 5 5 11 9 2 1 New Lows 61 134 501 219 48 74 Adv Volume 1060812 809934 1539197 36053 840046 1726193 % of Total 86.9% 46.9% 77.8% 2.2% 45.6% 94.9% Decl Volume 156235 911157 410812 1599634 995836 91270 % of Total 12.8% 52.7% 20.8% 97.7% 54.0% 5.0% Total Vol 1220777 1728653 1977847 1637960 1842798 1819734 Unch Volume 3730 7562 27838 2273 6916 2271 ARMS Index 0.76 1.40 0.61 5.17 1.4 1.01 5 Day ARMS 9.34 9.59 9.13 10.27 5.68 7.35 McClellanOs 110 -28 -81 -197 -107 -167 McClellanSm -3781 -3890 -3863 -3781 -3584 -3477 Cumul TICK 86413 92140 4396 -89894 18471 161271 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1770.03 1711.29 1717.71 1628.33 1779.01 1844.25 Tot Issues 3015 3004 3005 2992 3070 2597 Advancers 2159 1275 1972 422 1137 2166 % of Total 71.6% 42.4% 65.6% 14.1% 37.0% 83.4% Decliners 747 1610 942 2482 1849 357 % of Total 24.8% 53.6% 31.3% 83.0% 60.2% 13.7% Unchanged 109 119 91 88 84 74 New Highs 4 1 0 0 4 1 New Lows 77 112 374 203 87 105 Adv Volume 1717716 1259555 2896199 70640 456066 2507364 % of Total 84.5% 46.0% 86.9% 2.8% 15.7% 96.3% Decl Volume 304599 1456224 429927 2474512 2428293 86002 % of Total 15.0% 53.2% 12.9% 97.1% 83.7% 3.3% Total Vol 2033582 2737079 3332362 2549690 2901562 2603548 Unch Volume 11267 21300 6236 4538 17203 10182 ARMS Index 0.51 0.92 0.31 5.96 3.27 0.21 5 Day ARMS 10.97 10.67 11.18 13.14 7.94 11.73 McClellanOs 31 -72 -91 -192 -128 -132 McClellanSm -3477 -3509 -3436 -3345 -3153 -3025 Cumul TICK 4903 -17542 30487 -25777 6012 49126 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 10-Oct 3-Oct 26-Sep 19-Sep 12-Sep 5-Sep ------------------------------------------------------------------------------ AAII Bull 41 32 33 34 27 29 AAII Bear 40 61 55 46 54 55 Market Vane 38 33 39 38 38 36 II Bull 22.4 25.3 33.7 37.5 37.9 38.2 II Bear 52.9 53 47.2 40.9 43.7 41.6 OddLot ShRt 38.6 32.3 27.5 22.6 32.6 32.4 ****************************************************************************** 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) 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.