****************************************************************************** November 2nd, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 42% odds of a 1/4 point cut (4.25% Fed Funds Target Rate) at the December 11th, 2007 FOMC meeting ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1511.07 1513.15 1492.53 1509.65 1.21/0% -2%/-3% S&P100 706.78 707.45 696.88 704.95 -0.51/0% -2%/-3% VIX 22.56 25.17 22.56 23.01 -0.2/-1% 16%/36% Nasdaq100 2211.39 2218.66 2181.5 2213.86 16.79/1% 0%/3% VXN 25.8 27.65 24.66 24.83 -1.43/-5% -4%/26% NYSE TICK 13 1151 -1180 192 ---- ---- PreCloseTICK840 TICKscore -20 CumAdj TICK -274 NYSE TRIN 1.11 1.11 1.11 1.11 ---- ---- Dow Indus 13632.9 13446.0 13595.1 27.23/0% -2%/-3% DJIA@10:30 13531.7 DJIA@3:00 13489.6 LstHour Ind 141.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 704.95 705.46 724.40 716.52 720.74 717.18 Upper Band 734.94 735.62 735.51 735.05 735.56 735.86 Lower Band 697.86 699.27 700.89 700.89 701.07 701.08 VIX 23.01 23.21 18.53 21.07 19.87 19.56 Upper Band 23.86 23.44 22.81 22.82 22.60 22.52 Lower Band 15.68 15.49 15.64 15.66 15.63 15.50 NDX 2213.86 2197.07 2238.98 2207.61 2203.42 2194.59 Upper Band 2233.87 2229.89 2233.29 2225.61 2221.57 2216.88 Lower Band 2126.77 2124.34 2111.78 2105.86 2100.73 2096.78 VXN 24.83 26.26 23.11 26.36 25.83 25.01 Upper Band 28.01 28.03 27.64 27.62 27.14 26.71 Lower Band 19.14 18.62 18.52 18.39 18.36 18.31 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 10052.26 10022.08 10311.61 10164.97 10256.22 10189.13 Tot Issues 3380 3371 3387 3379 3372 3340 Advancers 1535 460 2415 1231 1883 2388 % of Total 45.4% 13.6% 71.3% 36.4% 55.8% 71.5% Decliners 1750 2848 887 2050 1373 841 % of Total 51.8% 84.5% 26.2% 60.7% 40.7% 25.2% Unchanged 95 63 85 98 116 111 New Highs 103 77 269 128 295 241 New Lows 258 166 60 66 49 61 Adv Volume 744174 87474 1207468 378734 769712 1157907 % of Total 43.5% 5.0% 78.3% 31.1% 63.4% 82.4% Decl Volume 941797 1616662 325086 826216 425223 234944 % of Total 55.0% 92.9% 21.1% 67.8% 35.0% 16.7% Total Vol 1711572 1739903 1543011 1217980 1213943 1405734 Unch Volume 25601 35767 10457 13030 19008 12883 ARMS Index 1.11 2.99 0.73 1.31 0.76 0.58 5 Day ARMS 6.9 6.37 4.39 4.6 4.27 4.3 McClellanOs -83 -81 48 -31 15 -9 McClellanSm 1383 1465 1547 1499 1530 1514 Cumul TICK -31490 -55150 45800 -10343 29428 34228 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2810.38 2794.83 2859.12 2816.71 2817.44 2804.19 Tot Issues 3101 3140 3123 3094 3113 3044 Advancers 1485 574 1996 1124 1498 1952 % of Total 47.9% 18.3% 63.9% 36.3% 48.1% 64.1% Decliners 1498 2470 1017 1826 1478 984 % of Total 48.3% 78.7% 32.6% 59.0% 47.5% 32.3% Unchanged 118 96 110 144 137 108 New Highs 56 76 121 101 159 128 New Lows 244 211 97 99 101 133 Adv Volume 1510071 378585 1847114 936784 1251611 1744441 % of Total 61.9% 14.9% 73.8% 43.8% 61.8% 67.4% Decl Volume 804177 2118814 629273 1172170 718978 789848 % of Total 33.0% 83.6% 25.1% 54.8% 35.5% 30.5% Total Vol 2437615 2533593 2504556 2140440 2024504 2588620 Unch Volume 123367 36194 28169 31486 53915 54331 ARMS Index 0.53 1.3 0.67 0.77 0.58 0.9 5 Day ARMS 3.85 4.22 4.92 6 6.04 5.93 McClellanOs -65 -80 13 -46 -17 -24 McClellanSm 175 240 320 307 353 370 Cumul TICK -30426 -28846 -1017 -898 2207 54200 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 34130 26458 23067 7303 11751 19584 OEX PutVol 32324 33061 22758 22651 20007 19513 OEX Call OI 140246 129057 125401 122837 121639 123017 OEX Put OI 195246 193630 184006 179217 177297 169664 CBOE P/C n.a 0.97 0.77 1.15 0.82 0.82 Equity P/C n.a 0.68 0.45 0.82 0.57 0.53 SPX P/C 1.47 2.41 1.90 2.50 3.93 1.93 OEX P/C 0.95 1.25 0.99 3.10 1.70 1.00 QQQQ P/C 1.52 1.59 1.54 1.83 1.66 2.01 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 3312 3329 2209 1329 1068 1765 Upper Band 3612 3406 3188 3138 3141 3137 QQQQ Vol 2179 1819 1484 1146 1019 1467 Upper Band 2889 2832 2825 2823 2844 2844 NYSE Vol 1711572 1739903 1543011 1217980 1213943 1405734 Upper Band 1854699 1807742 1751104 1724612 1725505 1735410 Nasd Vol 2437615 2533593 2504556 2140440 2024504 2588620 Upper Band 2904176 2883059 2861864 2825116 2827868 2827202 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct 28-Sep ------------------------------------------------------------------------------ Total 1701414 1354878 1453664 1405876 1841824 1482925 Members 554719 459650 534396 529156 687755 524904 Specialists 96668 107698 132082 111189 146230 95961 Public 1146695 895228 919268 876720 1154069 958021 Tot Sht Int 11654667 11654667 11654667 11878835 11878835 11841052 Sh Int Rat 9.6 9.6 9.6 8.4 8.4 8.1 Pub/Spcl 11.86 8.31 6.96 7.88 7.89 9.98 Spcl/Tot 5.7% 7.9% 9.1% 7.9% 7.9% 6.5% Mem/Tot 32.6% 33.9% 36.8% 37.6% 37.3% 35.4% Pub/Tot 67.4% 66.1% 63.2% 62.4% 62.7% 64.6% Sentiment 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct 28-Sep ------------------------------------------------------------------------------ AAII Bull 45 31 42 55 52 49 AAII Bear 37 48 36 26 25 34 Market Vane 64 65 65 69 66 64 II Bull 53.8 56.5 62 60.2 56.5 55.6 II Bear 23.1 22.9 19.3 21.5 25 25.6 OddLot ShRt 33.3 29.5 30.5 32.8 25 27.4 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct 28-Sep Commercials 33519 42527 33826 51210 Lg Traders -75202 -81494 -73049 -80049 ------------------------------------------------------------------------------ Nasdaq 100 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct 28-Sep Commercials -9642 -15071 -19622 -14262 Lg Traders 4721 10384 13432 10051 ------------------------------------------------------------------------------ Russell 20002-Nov 26-Oct 19-Oct 12-Oct 12-Oct 28-Sep Commercials 48548 48362 45548 48210 Lg Traders -45270 -44039 -42591 -44693 ------------------------------------------------------------------------------ COT data reflects combined activity in standard and E-Mini contracts ****************************************************************************** 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.