****************************************************************************** November 9th, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 76% 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 1467.59 1473.83 1448.51 1453.7 -21.07/-1% -3%/-7% S&P100 682.18 685.33 673.78 675.68 -10.45/-2% -4%/-7% VIX 27.96 28.84 26.21 28.5 2.34/9% 17%/61% Nasdaq100 2061.52 2078.06 2033.88 2034.3 -71.86/-3% -8%/-7% VXN 31.02 33.25 30.15 32.52 2.91/10% 25%/53% NYSE TICK -4 1254 -1312 319 ---- ---- PreCloseTICK-651 TICKscore -2 CumAdj TICK 92 NYSE TRIN 0.89 0.89 0.89 0.89 ---- ---- Dow Indus 13262.1 13017.3 13042.7 -223.55/-2%-4%/-7% DJIA@10:30 13133.8 DJIA@3:00 13152.0 LstHour Ind 23.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 675.68 686.13 688.73 709.91 701.71 704.95 Upper Band 733.61 732.88 732.59 732.43 734.55 734.94 Lower Band 681.95 687.89 692.06 696.15 696.01 697.86 VIX 28.50 26.16 26.49 21.39 24.31 23.01 Upper Band 27.42 26.19 25.35 24.39 24.52 23.86 Lower Band 16.12 16.27 16.38 16.36 15.70 15.68 NDX 2034.30 2106.16 2169.43 2223.97 2200.48 2213.86 Upper Band 2267.82 2246.78 2241.25 2241.30 2235.82 2233.87 Lower Band 2083.22 2118.63 2127.64 2128.34 2128.54 2126.77 VXN 32.52 29.61 27.14 23.91 26.10 24.83 Upper Band 30.27 28.76 27.83 27.83 28.15 28.01 Lower Band 20.50 20.89 21.09 20.35 19.58 19.14 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9733.34 9877.47 9830.15 10102.41 9958.82 10052.26 Tot Issues 3382 3386 3374 3395 3334 3380 Advancers 901 1596 301 2110 774 1535 % of Total 26.6% 47.1% 8.9% 62.2% 23.2% 45.4% Decliners 2403 1714 3013 1188 2474 1750 % of Total 71.1% 50.6% 89.3% 35.0% 74.2% 51.8% Unchanged 78 76 60 97 86 95 New Highs 36 77 119 150 57 103 New Lows 434 505 387 211 270 258 Adv Volume 530461 1117440 97301 1062419 358107 744174 % of Total 29.1% 51.3% 5.9% 71.0% 23.5% 43.5% Decl Volume 1254382 1048413 1533184 402710 1143848 941797 % of Total 68.9% 48.1% 93.0% 26.9% 74.9% 55.0% Total Vol 1820359 2178337 1649082 1496406 1526343 1711572 Unch Volume 35516 12484 18597 31277 24388 25601 ARMS Index 0.89 0.87 1.57 0.67 1 1.11 5 Day ARMS 5 5.22 7.34 6.5 7.14 6.9 McClellanOs -234 -188 -213 -90 -158 -83 McClellanSm 501 735 922 1135 1225 1383 Cumul TICK -14762 -61890 -112435 -5252 -61414 -31490 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2627.94 2696 2748.76 2825.18 2795.18 2810.38 Tot Issues 3116 3145 3140 3128 3078 3101 Advancers 1023 1417 584 1721 973 1485 % of Total 32.8% 45.1% 18.6% 55.0% 31.6% 47.9% Decliners 1998 1633 2443 1278 1992 1498 % of Total 64.1% 51.9% 77.8% 40.9% 64.7% 48.3% Unchanged 95 95 113 129 113 118 New Highs 21 46 55 96 57 56 New Lows 286 384 354 290 316 244 Adv Volume 579788 717052 326781 1392047 802779 1510071 % of Total 19.6% 20.7% 13.1% 55.7% 37.2% 61.9% Decl Volume 2354578 2726925 2151116 1044329 1336149 804177 % of Total 79.7% 78.8% 86.0% 41.8% 61.9% 33.0% Total Vol 2955603 3460603 2502273 2498864 2159555 2437615 Unch Volume 21237 16626 24376 62488 20627 123367 ARMS Index 2.08 3.3 1.57 1.01 0.81 0.53 5 Day ARMS 8.77 7.22 5.22 4.32 4.08 3.85 McClellanOs -149 -125 -140 -61 -103 -65 McClellanSm -404 -254 -129 11 72 175 Cumul TICK 10035 -82027 -22171 -8614 -26204 -30426 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 40467 51137 33368 16727 17225 34130 OEX PutVol 39217 63301 43220 21083 29784 32324 OEX Call OI 174053 162599 154573 150133 146901 140246 OEX Put OI 227525 222419 217785 209314 201798 195246 CBOE P/C 1.08 1.24 1.06 0.98 1.02 1.15 Equity P/C 0.71 0.83 0.68 0.71 0.67 0.70 SPX P/C 1.83 2.07 1.86 1.46 1.69 1.47 OEX P/C 0.97 1.24 1.30 1.26 1.73 0.95 QQQQ P/C 1.69 1.38 1.23 0.67 0.79 1.52 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2777 3743 3060 1776 2267 3312 Upper Band 3871 3851 3621 3546 3586 3612 QQQQ Vol 3077 3800 1970 1319 1506 2179 Upper Band 3364 3194 2803 2814 2837 2889 NYSE Vol 1820359 2178337 1649082 1496406 1526343 1711572 Upper Band 2013165 1990660 1839215 1824613 1821988 1854699 Nasd Vol 2955603 3460603 2502273 2498864 2159555 2437615 Upper Band 3167432 3104302 2855722 2848879 2842117 2904176 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 9-Nov 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct ------------------------------------------------------------------------------ Total 1744116 1701414 1354878 1453664 1405876 1841824 Members 538488 554719 459650 534396 529156 687755 Specialists 116569 96668 107698 132082 111189 146230 Public 1205628 1146695 895228 919268 876720 1154069 Tot Sht Int 11932730 11654667 11654667 11654667 11878835 11878835 Sh Int Rat 8.4 9.6 9.6 9.6 8.4 8.4 Pub/Spcl 10.34 11.86 8.31 6.96 7.88 7.89 Spcl/Tot 6.7% 5.7% 7.9% 9.1% 7.9% 7.9% Mem/Tot 30.9% 32.6% 33.9% 36.8% 37.6% 37.3% Pub/Tot 69.1% 67.4% 66.1% 63.2% 62.4% 62.7% Sentiment 9-Nov 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct ------------------------------------------------------------------------------ AAII Bull 36 45 31 42 55 52 AAII Bear 51 37 48 36 26 25 Market Vane 63 64 65 65 69 66 II Bull 54.5 53.8 56.5 62 60.2 56.5 II Bear 22.2 23.1 22.9 19.3 21.5 25 OddLot ShRt 32.4 33.3 29.5 30.5 32.8 25 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 9-Nov 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct Commercials 45997 33519 42527 33826 51210 Lg Traders -83010 -75202 -81494 -73049 -80049 ------------------------------------------------------------------------------ Nasdaq 100 9-Nov 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct Commercials -7147 -9642 -15071 -19622 -14262 Lg Traders 1031 4721 10384 13432 10051 ------------------------------------------------------------------------------ Russell 20009-Nov 2-Nov 26-Oct 19-Oct 12-Oct 12-Oct Commercials 50641 48548 48362 45548 48210 Lg Traders -46573 -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.