****************************************************************************** October 20th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1098.64 1098.64 1086.16 1091.06 -6.85/-1% 0%/2% S&P100 507.56 507.56 502.69 504.52 -2.23/0% 0%/2% VIX 21.55 21.76 20.9 20.9 -0.59/-3% -9%/-9% Nasdaq100 1766.05 1766.72 1745.81 1756.19 -0.49/0% 0%/1% VXN 21.67 22.81 21.59 21.62 -0.49/-2% -8%/-10% NYSE TICK 17 1057 -1102 174 ---- ---- PreCloseTICK291 TICKscore -6 CumAdj TICK -228 NYSE TRIN 1.78 1.78 1.78 1.78 ---- ---- Dow Indus 10098.4 9992.8 10041.5 -50.71/-1% 0%/2% DJIA@10:30 10046.6 DJIA@3:00 10031.7 LstHour Ind 55.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 504.52 506.75 502.89 507.07 504.88 496.43 Upper Band 511.38 510.05 507.89 506.49 503.71 501.19 Lower Band 473.79 474.11 474.72 475.10 476.29 477.51 VIX 20.90 21.49 21.43 21.72 22.86 22.99 Upper Band 28.64 28.50 28.40 28.26 28.12 28.08 Lower Band 19.92 20.28 20.64 21.03 21.36 21.48 NDX 1756.19 1756.68 1739.32 1753.36 1754.26 1730.27 Upper Band 1774.61 1771.21 1767.21 1765.55 1760.79 1755.59 Lower Band 1662.89 1664.07 1665.56 1665.82 1667.35 1669.50 VXN 21.62 22.11 22.22 22.51 23.51 23.84 Upper Band 29.58 29.41 29.28 29.12 28.97 28.93 Lower Band 20.76 21.17 21.58 21.99 22.32 22.40 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7158.27 7222.21 7133.96 7204.05 7182.38 7031.87 Tot Issues 3157 3159 3148 3158 3159 3153 Advancers 1039 2257 1047 1508 2298 1290 % of Total 32.9% 71.4% 33.3% 47.8% 72.7% 40.9% Decliners 2034 789 1973 1516 754 1723 % of Total 64.4% 25.0% 62.7% 48.0% 23.9% 54.6% Unchanged 84 113 128 134 107 140 New Highs 243 430 203 387 462 156 New Lows 4 3 3 2 2 5 Adv Volume 273198 749310 334478 692967 1176437 459552 % of Total 22.1% 69.3% 24.1% 51.0% 87.1% 40.2% Decl Volume 951936 327144 1040553 623236 165006 641028 % of Total 77.0% 30.3% 75.1% 45.9% 12.2% 56.1% Total Vol 1236925 1081439 1386361 1357644 1350780 1143380 Unch Volume 11791 4985 11330 41441 9337 42800 ARMS Index 1.78 1.25 1.65 0.89 0.43 1.04 5 Day ARMS 6 5.26 4.59 3.94 3.93 4.58 McClellanOs -56 13 -50 17 41 -22 McClellanSm 4479 4535 4522 4572 4555 4514 Cumul TICK 1365 34219 24484 31473 21742 3401 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2163.47 2176.32 2156.8 2173.29 2172.23 2139.89 Tot Issues 2832 2838 2823 2826 2835 2809 Advancers 716 1696 818 1147 2007 1171 % of Total 25.3% 59.8% 29.0% 40.6% 70.8% 41.7% Decliners 1944 921 1808 1492 648 1423 % of Total 68.6% 32.5% 64.0% 52.8% 22.9% 50.7% Unchanged 172 221 197 187 180 215 New Highs 104 165 101 161 236 94 New Lows 12 11 4 8 6 11 Adv Volume 647301 1378496 528153 883831 1848281 1180620 % of Total 30.7% 70.0% 23.9% 41.3% 78.7% 58.4% Decl Volume 1423275 553294 1651916 1201966 381610 794206 % of Total 67.4% 28.1% 74.7% 56.2% 16.2% 39.3% Total Vol 2110587 1970440 2209950 2140092 2348621 2020110 Unch Volume 40011 38650 29881 54295 118730 45284 ARMS Index 0.81 0.74 1.42 1.05 0.64 0.55 5 Day ARMS 4.66 4.4 4.44 4.25 3.81 3.85 McClellanOs -56 12 -26 33 65 1 McClellanSm 1884 1940 1928 1953 1920 1855 Cumul TICK -11309 19346 3707 -7537 6866 -5743 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 16-Oct 9-Oct 2-Oct 25-Sep 18-Sep 11-Sep ------------------------------------------------------------------------------ AAII Bull 47 35 44 39 42 37 AAII Bear 34 41 36 45 40 44 Market Vane 52 51 52 51 50 49 II Bull 47.2 48.9 50.6 46.7 47.8 48.3 II Bear 26.4 24.4 23.6 24.4 24.4 23.6 OddLot ShRt 34.9 35.8 46.6 35.1 29 29.3 ****************************************************************************** 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. 18952 2270 1067 16682 13061829 2.4 47 34 52 47.2 26.4 34.9