****************************************************************************** November 9th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1072.31 1093.19 1072.31 1093.08 23.78/2% 5%/2% S&P100 497.88 506.78 497.88 506.71 10.52/2% 4%/2% VIX 24.19 24.24 22.78 23.15 -1.04/-4% -20%/1% Nasdaq100 1743.55 1768.41 1742.97 1768.4 37.64/2% 5%/2% VXN 24.6 24.7 23.5 23.55 -1.05/-4% -18%/-1% NYSE TICK 304 1161 -730 1017 ---- ---- PreCloseTICK488 TICKscore 11 CumAdj TICK 812 NYSE TRIN 0.28 0.28 0.28 0.28 ---- ---- Dow Indus 10228.2 10020.6 10226.9 203.52/2% 5%/3% DJIA@10:30 10139.1 DJIA@3:00 10217.9 LstHour Ind -106.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 506.71 496.19 494.63 485.83 484.90 485.15 Upper Band 513.16 512.03 511.99 511.95 511.70 511.41 Lower Band 480.27 480.49 480.43 480.26 480.91 481.53 VIX 23.15 24.19 25.43 27.72 28.81 29.78 Upper Band 30.54 30.54 30.51 30.43 30.06 29.54 Lower Band 18.28 18.27 18.19 18.14 18.20 18.41 NDX 1768.40 1730.76 1721.09 1680.67 1679.20 1672.91 Upper Band 1794.33 1789.56 1789.37 1789.27 1787.76 1785.86 Lower Band 1659.98 1660.87 1660.76 1660.54 1665.03 1669.52 VXN 23.55 24.60 25.84 27.89 28.88 29.88 Upper Band 30.33 30.33 30.32 30.31 30.04 29.68 Lower Band 19.39 19.41 19.38 19.38 19.44 19.60 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7135.33 6958.29 6950.14 6830.43 6812.7 6784.94 Tot Issues 3158 3142 3148 3141 3144 3165 Advancers 2548 1532 2495 1640 1876 1634 % of Total 80.7% 48.8% 79.3% 52.2% 59.7% 51.6% Decliners 492 1459 537 1410 1171 1402 % of Total 15.6% 46.4% 17.1% 44.9% 37.2% 44.3% Unchanged 118 151 116 91 97 129 New Highs 220 93 90 57 35 26 New Lows 2 7 3 5 10 13 Adv Volume 1168378 508789 1101331 623369 928360 825503 % of Total 94.5% 46.9% 84.6% 46.2% 67.3% 53.5% Decl Volume 64016 498584 173002 719592 440664 684997 % of Total 5.2% 46.0% 13.3% 53.3% 31.9% 44.4% Total Vol 1236106 1084488 1301746 1349034 1379788 1543941 Unch Volume 3712 77115 27413 6073 10764 33441 ARMS Index 0.28 1.03 0.73 1.34 0.76 0.97 5 Day ARMS 4.14 4.83 6.69 6.47 6.24 6.66 McClellanOs 61 -42 -47 -162 -195 -261 McClellanSm 2159 2098 2140 2187 2349 2544 Cumul TICK 81788 47703 61940 10490 4968 -28456 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2154.06 2112.44 2105.32 2055.52 2057.32 2049.2 Tot Issues 2826 2820 2843 2827 2833 2834 Advancers 1855 1231 2120 1048 1625 1275 % of Total 65.6% 43.7% 74.6% 37.1% 57.4% 45.0% Decliners 793 1404 559 1610 1071 1384 % of Total 28.1% 49.8% 19.7% 57.0% 37.8% 48.8% Unchanged 178 185 164 169 137 175 New Highs 99 69 47 44 27 17 New Lows 20 16 21 29 35 46 Adv Volume 1570773 1111495 1982025 1088567 1229661 1215627 % of Total 78.4% 60.8% 89.7% 49.1% 57.4% 50.5% Decl Volume 384711 674986 211863 1101656 858761 1146203 % of Total 19.2% 36.9% 9.6% 49.7% 40.1% 47.6% Total Vol 2004700 1829155 2209695 2217525 2141303 2408320 Unch Volume 49216 42674 15807 27302 52881 46490 ARMS Index 0.57 0.53 0.41 0.66 1.06 0.87 5 Day ARMS 3.23 3.53 5.67 5.64 7.07 9.01 McClellanOs 27 -36 -37 -139 -134 -193 McClellanSm 114 86 122 159 298 432 Cumul TICK -1264 3337 11165 -29743 16720 26431 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 6-Nov 30-Oct 23-Oct 16-Oct 9-Oct 2-Oct ------------------------------------------------------------------------------ AAII Bull 22 34 41 47 35 44 AAII Bear 56 42 36 34 41 36 Market Vane 50 51 53 52 51 52 II Bull 48.3 48.3 49.5 47.2 48.9 50.6 II Bear 24.7 22.5 23.1 26.4 24.4 23.6 OddLot ShRt 31.9 36.3 30.2 34.9 35.8 46.6 ****************************************************************************** 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.