****************************************************************************** October 27th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 874.28 893.78 846.75 848.92 -27.85/-3% -11%/-23% S&P100 422.43 432.83 410.29 411.9 -11.62/-3% -10%/-20% VIX 79.13 81.85 65.9 80.06 0.93/1% 51%/71% Nasdaq100 1182.62 1227.46 1167.7 1169.78 -32.49/-3% -9%/-22% VXN 80.57 80.85 72.57 79.16 0.34/0% 32%/60% NYSE TICK -12 1225 -1273 -642 ---- ---- PreCloseTICK-102 TICKscore -25 CumAdj TICK -135 NYSE TRIN 2.03 2.03 2.03 2.03 ---- ---- Dow Indus 8599.1 8143.6 8175.8 -203.18/-2%-9%/-21% DJIA@10:30 8332.8 DJIA@3:00 8343.8 LstHour Ind -121.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 411.90 423.52 439.08 430.30 456.77 470.50 Upper Band 549.77 553.08 566.46 577.37 583.25 589.64 Lower Band 386.33 393.38 394.16 395.43 401.35 404.20 VIX 80.06 79.13 67.80 69.65 53.11 52.97 Upper Band 83.63 80.51 78.14 77.73 76.14 76.33 Lower Band 35.04 34.83 32.77 29.67 27.82 25.89 NDX 1169.78 1202.27 1239.16 1237.09 1283.43 1352.76 Upper Band 1575.61 1586.25 1636.71 1683.53 1715.06 1741.10 Lower Band 1111.86 1133.85 1130.37 1128.39 1139.29 1149.74 VXN 79.16 78.82 69.84 70.92 60.07 59.65 Upper Band 84.96 82.89 81.88 82.10 81.32 81.50 Lower Band 41.17 40.28 37.09 33.37 30.70 28.16 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5196.53 5427.54 5671.93 5630.47 6051.34 6287.6 Tot Issues 3164 3261 3256 3259 3268 3276 Advancers 655 591 1199 501 945 2703 % of Total 20.7% 18.1% 36.8% 15.4% 28.9% 82.5% Decliners 2447 2622 1989 2712 2252 523 % of Total 77.3% 80.4% 61.1% 83.2% 68.9% 16.0% Unchanged 62 48 68 46 71 50 New Highs 2 12 8 7 6 5 New Lows 692 1125 849 543 99 61 Adv Volume 155372 223757 745836 52773 222809 1060812 % of Total 11.6% 14.3% 44.5% 3.5% 19.4% 86.9% Decl Volume 1178303 1342013 915664 1463015 903730 156235 % of Total 88.0% 85.5% 54.6% 96.4% 78.6% 12.8% Total Vol 1339050 1569242 1675596 1517045 1150363 1220777 Unch Volume 5375 3472 14096 1257 23824 3730 ARMS Index 2.03 1.35 0.74 5.12 1.7 0.76 5 Day ARMS 10.94 9.67 9.72 9.59 9.64 9.34 McClellanOs -169 -122 -52 -42 52 110 McClellanSm -4113 -3944 -3822 -3770 -3728 -3781 Cumul TICK -31708 -16280 -72635 -76006 13535 86413 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1505.9 1552.03 1603.91 1615.75 1696.68 1770.03 Tot Issues 2838 2981 2955 2980 3005 3015 Advancers 562 633 822 420 826 2159 % of Total 19.8% 21.2% 27.8% 14.1% 27.5% 71.6% Decliners 2177 2242 2022 2448 2057 747 % of Total 76.7% 75.2% 68.4% 82.1% 68.5% 24.8% Unchanged 99 106 111 112 122 109 New Highs 1 0 1 2 3 4 New Lows 589 788 533 290 81 77 Adv Volume 516903 474629 821454 328339 245830 1717716 % of Total 22.7% 17.9% 26.2% 12.7% 11.6% 84.5% Decl Volume 1743160 2172317 2297606 2251271 1868730 304599 % of Total 76.5% 81.8% 73.2% 86.9% 88.1% 15.0% Total Vol 2277466 2656881 3137813 2589426 2121701 2033582 Unch Volume 17403 9935 18753 9816 7141 11267 ARMS Index 0.87 1.29 1.14 1.18 3.05 0.51 5 Day ARMS 7.53 7.17 6.8 5.97 10.75 10.97 McClellanOs -188 -154 -114 -90 -12 31 McClellanSm -4036 -3847 -3693 -3579 -3490 -3477 Cumul TICK -22925 10986 -73744 -53089 9041 4903 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 24-Oct 17-Oct 10-Oct 3-Oct 26-Sep 19-Sep ------------------------------------------------------------------------------ AAII Bull 39 41 32 33 34 27 AAII Bear 39 40 61 55 46 54 Market Vane 38 38 33 39 38 38 II Bull 22.2 22.4 25.3 33.7 37.5 37.9 II Bear 54.4 52.9 53 47.2 40.9 43.7 OddLot ShRt 35 38.6 32.3 27.5 22.6 32.6 ****************************************************************************** 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.