****************************************************************************** November 5th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1047.3 1066.65 1047.3 1066.63 20.13/2% 3%/0% S&P100 486.39 494.76 486.39 494.63 8.8/2% 3%/0% VIX 27.28 27.39 25.41 25.43 -2.29/-8% -17%/5% Nasdaq100 1700.07 1722.93 1697.94 1721.09 40.42/2% 3%/0% VXN 27.02 27.24 25.83 25.84 -2.05/-7% -13%/1% NYSE TICK 1 1231 -880 1135 ---- ---- PreCloseTICK275 TICKscore 20 CumAdj TICK 666 NYSE TRIN 0.73 0.73 0.73 0.73 ---- ---- Dow Indus 10013.1 9807.8 10006.0 203.82/2% 3%/2% DJIA@10:30 9946.8 DJIA@3:00 9996.8 LstHour Ind -135.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 494.63 485.83 484.90 485.15 482.31 496.05 Upper Band 511.99 511.95 511.70 511.41 511.85 513.03 Lower Band 480.43 480.26 480.91 481.53 480.75 478.89 VIX 25.43 27.72 28.81 29.78 30.69 24.76 Upper Band 30.51 30.43 30.06 29.54 28.88 28.26 Lower Band 18.19 18.14 18.20 18.41 18.78 19.20 NDX 1721.09 1680.67 1679.20 1672.91 1667.13 1711.27 Upper Band 1789.37 1789.27 1787.76 1785.86 1785.47 1786.29 Lower Band 1660.76 1660.54 1665.03 1669.52 1670.19 1668.90 VXN 25.84 27.89 28.88 29.88 29.81 25.40 Upper Band 30.32 30.31 30.04 29.68 29.28 29.07 Lower Band 19.38 19.38 19.44 19.60 19.84 19.97 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6950.14 6830.43 6812.70 6784.94 6739.45 6955.31 Tot Issues 3148 3141 3144 3165 3154 3156 Advancers 2495 1640 1876 1634 397 2508 % of Total 79.3% 52.2% 59.7% 51.6% 12.6% 79.5% Decliners 537 1410 1171 1402 2682 565 % of Total 17.1% 44.9% 37.2% 44.3% 85.0% 17.9% Unchanged 116 91 97 129 75 83 New Highs 90 57 35 26 31 30 New Lows 3 5 10 13 15 9 Adv Volume 1101331 623369 928360 825503 80561 1293901 % of Total 84.6% 46.2% 67.3% 53.5% 4.9% 89.0% Decl Volume 173002 719592 440664 684997 1570926 150070 % of Total 13.3% 53.3% 31.9% 44.4% 95.0% 10.3% Total Vol 1301746 1349034 1379788 1543941 1653136 1453211 Unch Volume 27413 6073 10764 33441 1649 9240 ARMS Index 0.73 1.34 0.76 0.97 2.89 0.51 5 Day ARMS 6.69 6.47 6.24 6.66 7.97 7.36 McClellanOs -47 -162 -195 -261 -308 -214 McClellanSm 2140 2187 2349 2544 2805 3113 Cumul TICK 61940 10490 4968 -28456 -91397 66031 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2105.32 2055.52 2057.32 2049.2 2045.11 2097.55 Tot Issues 2843 2827 2833 2834 2823 2817 Advancers 2120 1048 1625 1275 492 1884 % of Total 74.6% 37.1% 57.4% 45.0% 17.4% 66.9% Decliners 559 1610 1071 1384 2166 764 % of Total 19.7% 57.0% 37.8% 48.8% 76.7% 27.1% Unchanged 164 169 137 175 165 169 New Highs 47 44 27 17 21 12 New Lows 21 29 35 46 36 27 Adv Volume 1982025 1088567 1229661 1215627 203954 1973792 % of Total 89.7% 49.1% 57.4% 50.5% 7.8% 85.8% Decl Volume 211863 1101656 858761 1146203 2396271 300983 % of Total 9.6% 49.7% 40.1% 47.6% 91.8% 13.1% Total Vol 2209695 2217525 2141303 2408320 2610284 2301376 Unch Volume 15807 27302 52881 46490 10059 26601 ARMS Index 0.41 0.66 1.06 0.87 2.67 0.38 5 Day ARMS 5.67 5.64 7.07 9.01 9.07 7.16 McClellanOs -37 -139 -134 -193 -221 -162 McClellanSm 122 159 298 432 625 846 Cumul TICK 11165 -29743 16720 26431 -9323 -27261 ****************************************************************************** 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.