****************************************************************************** October 28th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1061.51 1063.26 1042.19 1042.63 -20.78/-2% -5%/-1% S&P100 493.15 494.37 486.26 486.5 -7.66/-2% -4%/0% VIX 24.83 27.94 24.83 27.91 3.08/12% 35%/9% Nasdaq100 1712.8 1719.82 1679.35 1682.06 -40.4/-2% -5%/-2% VXN 25.4 28.27 25.4 28.27 2.87/11% 31%/7% NYSE TICK -1 866 -1450 -872 ---- ---- PreCloseTICK-381 TICKscore -61 CumAdj TICK -1196 NYSE TRIN 1.11 1.11 1.11 1.11 ---- ---- Dow Indus 9902.4 9758.1 9762.7 -119.48/-1%-3%/1% DJIA@10:30 9860.6 DJIA@3:00 9795.9 LstHour Ind -11.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 486.50 494.16 494.21 500.00 504.84 500.24 Upper Band 514.11 514.05 513.97 513.90 513.50 512.15 Lower Band 475.88 476.13 475.81 475.63 474.44 474.01 VIX 27.91 24.83 24.31 22.27 20.69 22.22 Upper Band 28.85 28.45 28.48 28.53 28.70 28.66 Lower Band 18.96 19.13 19.13 19.14 19.30 19.77 NDX 1682.06 1722.46 1746.75 1753.63 1763.15 1753.56 Upper Band 1789.82 1788.48 1788.36 1786.54 1783.67 1778.18 Lower Band 1660.89 1665.92 1665.56 1665.16 1662.09 1662.25 VXN 28.27 25.40 24.52 22.62 21.58 23.14 Upper Band 29.65 29.35 29.42 29.55 29.63 29.60 Lower Band 19.75 19.87 19.87 19.90 20.14 20.61 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6765.69 6932.04 6960.09 7066.8 7182.91 7107.21 Tot Issues 3165 3159 3160 3160 3163 3161 Advancers 318 1076 733 739 2051 1021 % of Total 10.0% 34.1% 23.2% 23.4% 64.8% 32.3% Decliners 2785 1977 2313 2317 1006 2025 % of Total 88.0% 62.6% 73.2% 73.3% 31.8% 64.1% Unchanged 62 106 114 104 106 115 New Highs 28 63 129 182 151 333 New Lows 16 11 8 2 5 5 Adv Volume 155512 419591 168870 147355 963296 371305 % of Total 9.3% 30.0% 12.2% 11.5% 73.3% 26.4% Decl Volume 1515136 913191 1213152 1054464 335398 1005159 % of Total 90.3% 65.4% 87.4% 82.6% 25.5% 71.5% Total Vol 1678439 1396390 1388158 1277081 1314679 1405930 Unch Volume 7791 63608 6136 75262 15985 29466 ARMS Index 1.11 1.18 2.28 2.28 0.71 1.36 5 Day ARMS 7.56 7.81 8.41 7.38 6.75 6.93 McClellanOs -351 -250 -223 -150 -63 -116 McClellanSm 3327 3678 3928 4151 4300 4364 Cumul TICK -110640 -19621 -76376 -31882 47640 4478 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2059.61 2116.09 2141.85 2154.47 2165.29 2150.73 Tot Issues 2820 2818 2832 2801 2818 2827 Advancers 397 869 754 604 1660 860 % of Total 14.1% 30.8% 26.6% 21.6% 58.9% 30.4% Decliners 2268 1777 1882 2027 968 1788 % of Total 80.4% 63.1% 66.5% 72.4% 34.4% 63.2% Unchanged 155 172 196 170 190 179 New Highs 10 29 81 93 52 144 New Lows 36 24 22 12 12 15 Adv Volume 213446 329122 692410 673958 1507274 661267 % of Total 7.7% 13.8% 29.9% 27.6% 66.5% 25.8% Decl Volume 2546707 2020419 1602601 1723688 724792 1866033 % of Total 92.0% 84.7% 69.2% 70.6% 32.0% 72.7% Total Vol 2769570 2384629 2316217 2441925 2265238 2565687 Unch Volume 9417 35088 21206 44279 33172 38387 ARMS Index 2.09 3 0.93 0.76 0.82 1.36 5 Day ARMS 7.6 6.87 4.68 4.49 5.15 5.38 McClellanOs -254 -187 -163 -121 -54 -98 McClellanSm 1008 1262 1449 1611 1732 1785 Cumul TICK -9248 -12204 -3259 -42501 3906 -14058 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 23-Oct 16-Oct 9-Oct 2-Oct 25-Sep 18-Sep ------------------------------------------------------------------------------ AAII Bull 41 47 35 44 39 42 AAII Bear 36 34 41 36 45 40 Market Vane 53 52 51 52 51 50 II Bull 49.5 47.2 48.9 50.6 46.7 47.8 II Bear 23.1 26.4 24.4 23.6 24.4 24.4 OddLot ShRt 30.2 34.9 35.8 46.6 35.1 29 ****************************************************************************** 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 41 36 53 49.5 23.1 30.2