****************************************************************************** November 11th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1096.04 1105.37 1093.81 1098.51 5.5/1% 3%/1% S&P100 508.84 512.71 507.89 509.92 2.65/1% 3%/1% VIX 22.84 23.68 21.61 23.04 0.2/1% -9%/1% Nasdaq100 1784.9 1793.52 1772.47 1782.95 9.78/1% 4%/2% VXN 23.39 23.93 22.73 23.06 -0.33/-1% -11%/-2% NYSE TICK 1 1139 -1282 411 ---- ---- PreCloseTICK708 TICKscore -9 CumAdj TICK 74 NYSE TRIN 0.87 0.87 0.87 0.87 ---- ---- Dow Indus 10342.0 10246.1 10291.3 44.29/0% 3%/3% DJIA@10:30 10331.0 DJIA@3:00 10280.8 LstHour Ind -73.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 509.92 507.27 506.71 496.19 494.63 485.83 Upper Band 515.22 514.36 513.16 512.03 511.99 511.95 Lower Band 479.79 480.15 480.27 480.49 480.43 480.26 VIX 23.04 22.84 23.15 24.19 25.43 27.72 Upper Band 30.54 30.54 30.54 30.54 30.51 30.43 Lower Band 18.28 18.26 18.28 18.27 18.19 18.14 NDX 1782.95 1773.17 1768.40 1730.76 1721.09 1680.67 Upper Band 1804.24 1799.57 1794.33 1789.56 1789.37 1789.27 Lower Band 1657.23 1659.04 1659.98 1660.87 1660.76 1660.54 VXN 23.06 23.39 23.55 24.60 25.84 27.89 Upper Band 30.34 30.33 30.33 30.33 30.32 30.31 Lower Band 19.29 19.34 19.39 19.41 19.38 19.38 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7155.36 7126.42 7135.33 6958.29 6950.14 6830.43 Tot Issues 3142 3127 3158 3142 3148 3141 Advancers 1885 1269 2548 1532 2495 1640 % of Total 60.0% 40.6% 80.7% 48.8% 79.3% 52.2% Decliners 1144 1748 492 1459 537 1410 % of Total 36.4% 55.9% 15.6% 46.4% 17.1% 44.9% Unchanged 113 110 118 151 116 91 New Highs 211 178 220 93 90 57 New Lows 6 9 2 7 3 5 Adv Volume 680645 446762 1168378 508789 1101331 623369 % of Total 65.1% 41.6% 94.5% 46.9% 84.6% 46.2% Decl Volume 359143 606354 64016 498584 173002 719592 % of Total 34.3% 56.5% 5.2% 46.0% 13.3% 53.3% Total Vol 1046076 1072801 1236106 1084488 1301746 1349034 Unch Volume 6288 19685 3712 77115 27413 6073 ARMS Index 0.87 0.99 0.28 1.03 0.73 1.34 5 Day ARMS 3.9 4.37 4.14 4.83 6.69 6.47 McClellanOs 23 23 61 -42 -47 -162 McClellanSm 2182 2182 2159 2098 2140 2187 Cumul TICK 10415 -7890 81788 47703 61940 10490 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2166.9 2151.08 2154.06 2112.44 2105.32 2055.52 Tot Issues 2813 2798 2826 2820 2843 2827 Advancers 1657 873 1855 1231 2120 1048 % of Total 58.9% 31.2% 65.6% 43.7% 74.6% 37.1% Decliners 986 1798 793 1404 559 1610 % of Total 35.1% 64.3% 28.1% 49.8% 19.7% 57.0% Unchanged 170 127 178 185 164 169 New Highs 109 86 99 69 47 44 New Lows 22 43 20 16 21 29 Adv Volume 1349129 845559 1570773 1111495 1982025 1088567 % of Total 72.9% 42.1% 78.4% 60.8% 89.7% 49.1% Decl Volume 478015 1138529 384711 674986 211863 1101656 % of Total 25.8% 56.7% 19.2% 36.9% 9.6% 49.7% Total Vol 1851798 2008283 2004700 1829155 2209695 2217525 Unch Volume 24654 24195 49216 42674 15807 27302 ARMS Index 0.6 0.65 0.57 0.53 0.41 0.66 5 Day ARMS 2.76 2.82 3.23 3.53 5.67 5.64 McClellanOs -19 -19 27 -36 -37 -139 McClellanSm 95 95 114 86 122 159 Cumul TICK 2301 -12931 -1264 3337 11165 -29743 ****************************************************************************** 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.