****************************************************************************** November 2nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1036.18 1052.18 1029.38 1042.88 6.69/1% -2%/0% S&P100 482.29 489.15 479.01 485.15 2.84/1% -2%/1% VIX 30.7 31.84 28.07 29.78 -0.91/-3% 20%/11% Nasdaq100 1667.06 1689.3 1652.44 1672.91 5.78/0% -3%/0% VXN 29.81 31.42 28.1 29.88 0.07/0% 18%/6% NYSE TICK 217 1127 -1428 809 ---- ---- PreCloseTICK0 TICKscore -31 CumAdj TICK -354 NYSE TRIN 0.97 0.97 0.97 0.97 ---- ---- Dow Indus 9858.6 9679.0 9789.4 76.71/1% -1%/2% DJIA@10:30 9840.6 DJIA@3:00 9746.7 LstHour Ind -85.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 485.15 482.31 496.05 486.50 494.16 494.21 Upper Band 511.41 511.85 513.03 514.11 514.05 513.97 Lower Band 481.53 480.75 478.89 475.88 476.13 475.81 VIX 29.78 30.69 24.76 27.91 24.83 24.31 Upper Band 29.54 28.88 28.26 28.85 28.45 28.48 Lower Band 18.41 18.78 19.20 18.96 19.13 19.13 NDX 1672.91 1667.13 1711.27 1682.06 1722.46 1746.75 Upper Band 1785.86 1785.47 1786.29 1789.82 1788.48 1788.36 Lower Band 1669.52 1670.19 1668.90 1660.89 1665.92 1665.56 VXN 29.88 29.81 25.40 28.27 25.40 24.52 Upper Band 29.68 29.28 29.07 29.65 29.35 29.42 Lower Band 19.60 19.84 19.97 19.75 19.87 19.87 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6784.94 6739.45 6955.31 6765.69 6932.04 6960.09 Tot Issues 3165 3154 3156 3165 3159 3160 Advancers 1634 397 2508 318 1076 733 % of Total 51.6% 12.6% 79.5% 10.0% 34.1% 23.2% Decliners 1402 2682 565 2785 1977 2313 % of Total 44.3% 85.0% 17.9% 88.0% 62.6% 73.2% Unchanged 129 75 83 62 106 114 New Highs 26 31 30 28 63 129 New Lows 13 15 9 16 11 8 Adv Volume 825503 80561 1293901 155512 419591 168870 % of Total 53.5% 4.9% 89.0% 9.3% 30.0% 12.2% Decl Volume 684997 1570926 150070 1515136 913191 1213152 % of Total 44.4% 95.0% 10.3% 90.3% 65.4% 87.4% Total Vol 1543941 1653136 1453211 1678439 1396390 1388158 Unch Volume 33441 1649 9240 7791 63608 6136 ARMS Index 0.97 2.89 0.51 1.11 1.18 2.28 5 Day ARMS 6.66 7.97 7.36 7.56 7.81 8.41 McClellanOs -261 -308 -214 -351 -250 -223 McClellanSm 2544 2805 3113 3327 3678 3928 Cumul TICK -28456 -91397 66031 -110640 -19621 -76376 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2049.2 2045.11 2097.55 2059.61 2116.09 2141.85 Tot Issues 2834 2823 2817 2820 2818 2832 Advancers 1275 492 1884 397 869 754 % of Total 45.0% 17.4% 66.9% 14.1% 30.8% 26.6% Decliners 1384 2166 764 2268 1777 1882 % of Total 48.8% 76.7% 27.1% 80.4% 63.1% 66.5% Unchanged 175 165 169 155 172 196 New Highs 17 21 12 10 29 81 New Lows 46 36 27 36 24 22 Adv Volume 1215627 203954 1973792 213446 329122 692410 % of Total 50.5% 7.8% 85.8% 7.7% 13.8% 29.9% Decl Volume 1146203 2396271 300983 2546707 2020419 1602601 % of Total 47.6% 91.8% 13.1% 92.0% 84.7% 69.2% Total Vol 2408320 2610284 2301376 2769570 2384629 2316217 Unch Volume 46490 10059 26601 9417 35088 21206 ARMS Index 0.87 2.67 0.38 2.09 3 0.93 5 Day ARMS 9.01 9.07 7.16 7.6 6.87 4.68 McClellanOs -193 -221 -162 -254 -187 -163 McClellanSm 432 625 846 1008 1262 1449 Cumul TICK 26431 -9323 -27261 -9248 -12204 -3259 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 30-Oct 23-Oct 16-Oct 9-Oct 2-Oct 25-Sep ------------------------------------------------------------------------------ AAII Bull 34 41 47 35 44 39 AAII Bear 42 36 34 41 36 45 Market Vane 51 53 52 51 52 51 II Bull 48.3 49.5 47.2 48.9 50.6 46.7 II Bear 22.5 23.1 26.4 24.4 23.6 24.4 OddLot ShRt 36.3 30.2 34.9 35.8 46.6 35.1 ****************************************************************************** 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.