****************************************************************************** November 3rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1040.92 1046.36 1033.94 1045.41 2.53/0% 0%/-1% S&P100 484.03 485.47 480.66 484.9 -0.25/0% 0%/-1% VIX 30.62 30.8 28.77 28.81 -0.97/-3% 3%/12% Nasdaq100 1661.85 1679.42 1660.1 1679.2 6.29/0% 0%/-2% VXN 30.44 30.64 28.86 28.88 -1/-3% 2%/7% NYSE TICK 2 1130 -1126 1137 ---- ---- PreCloseTICK556 TICKscore -1 CumAdj TICK 91 NYSE TRIN 0.76 0.76 0.76 0.76 ---- ---- Dow Indus 9787.5 9703.9 9771.9 -17.53/0% 0%/0% DJIA@10:30 9737.4 DJIA@3:00 9739.7 LstHour Ind 84.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 484.90 485.15 482.31 496.05 486.50 494.16 Upper Band 511.70 511.41 511.85 513.03 514.11 514.05 Lower Band 480.91 481.53 480.75 478.89 475.88 476.13 VIX 28.81 29.78 30.69 24.76 27.91 24.83 Upper Band 30.06 29.54 28.88 28.26 28.85 28.45 Lower Band 18.20 18.41 18.78 19.20 18.96 19.13 NDX 1679.20 1672.91 1667.13 1711.27 1682.06 1722.46 Upper Band 1787.76 1785.86 1785.47 1786.29 1789.82 1788.48 Lower Band 1665.03 1669.52 1670.19 1668.90 1660.89 1665.92 VXN 28.88 29.88 29.81 25.40 28.27 25.40 Upper Band 30.04 29.68 29.28 29.07 29.65 29.35 Lower Band 19.44 19.60 19.84 19.97 19.75 19.87 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6812.70 6784.94 6739.45 6955.31 6765.69 6932.04 Tot Issues 3144 3165 3154 3156 3165 3159 Advancers 1876 1634 397 2508 318 1076 % of Total 59.7% 51.6% 12.6% 79.5% 10.0% 34.1% Decliners 1171 1402 2682 565 2785 1977 % of Total 37.2% 44.3% 85.0% 17.9% 88.0% 62.6% Unchanged 97 129 75 83 62 106 New Highs 35 26 31 30 28 63 New Lows 10 13 15 9 16 11 Adv Volume 928360 825503 80561 1293901 155512 419591 % of Total 67.3% 53.5% 4.9% 89.0% 9.3% 30.0% Decl Volume 440664 684997 1570926 150070 1515136 913191 % of Total 31.9% 44.4% 95.0% 10.3% 90.3% 65.4% Total Vol 1379788 1543941 1653136 1453211 1678439 1396390 Unch Volume 10764 33441 1649 9240 7791 63608 ARMS Index 0.76 0.97 2.89 0.51 1.11 1.18 5 Day ARMS 6.24 6.66 7.97 7.36 7.56 7.81 McClellanOs -195 -261 -308 -214 -351 -250 McClellanSm 2349 2544 2805 3113 3327 3678 Cumul TICK 4968 -28456 -91397 66031 -110640 -19621 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2057.32 2049.2 2045.11 2097.55 2059.61 2116.09 Tot Issues 2833 2834 2823 2817 2820 2818 Advancers 1625 1275 492 1884 397 869 % of Total 57.4% 45.0% 17.4% 66.9% 14.1% 30.8% Decliners 1071 1384 2166 764 2268 1777 % of Total 37.8% 48.8% 76.7% 27.1% 80.4% 63.1% Unchanged 137 175 165 169 155 172 New Highs 27 17 21 12 10 29 New Lows 35 46 36 27 36 24 Adv Volume 1229661 1215627 203954 1973792 213446 329122 % of Total 57.4% 50.5% 7.8% 85.8% 7.7% 13.8% Decl Volume 858761 1146203 2396271 300983 2546707 2020419 % of Total 40.1% 47.6% 91.8% 13.1% 92.0% 84.7% Total Vol 2141303 2408320 2610284 2301376 2769570 2384629 Unch Volume 52881 46490 10059 26601 9417 35088 ARMS Index 1.06 0.87 2.67 0.38 2.09 3 5 Day ARMS 7.07 9.01 9.07 7.16 7.6 6.87 McClellanOs -134 -193 -221 -162 -254 -187 McClellanSm 298 432 625 846 1008 1262 Cumul TICK 16720 26431 -9323 -27261 -9248 -12204 ****************************************************************************** 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.