****************************************************************************** November 12th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 893.39 893.39 850.48 852.3 -46.65/-5% -6%/-6% S&P100 430.39 430.39 410.21 411.15 -22.17/-5% -5%/-5% VIX 61.52 67.19 61.52 66.46 5.02/8% 4%/-4% Nasdaq100 1204.16 1210.98 1164.93 1165.38 -60.21/-5% -6%/-6% VXN 60.86 65.35 60.86 64.64 3.81/6% 3%/-11% NYSE TICK -17 869 -1375 -1367 ---- ---- PreCloseTICK301 TICKscore -92 CumAdj TICK -1408 NYSE TRIN 2.29 2.29 2.29 2.29 ---- ---- Dow Indus 8684.6 8265.3 8282.7 -411.3/-5% -5%/-3% DJIA@10:30 8462.3 DJIA@3:00 8363.5 LstHour Ind 150.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 411.15 433.32 441.26 445.94 433.21 455.47 Upper Band 483.66 481.49 484.81 488.11 488.66 488.71 Lower Band 409.20 413.70 414.46 414.59 412.19 412.04 VIX 66.46 61.44 59.98 56.10 63.68 54.56 Upper Band 80.54 80.83 80.88 80.95 81.63 81.64 Lower Band 45.86 45.85 45.16 44.60 45.31 45.32 NDX 1165.38 1225.59 1251.00 1271.62 1241.97 0.00 Upper Band 1795.18 1798.85 1809.57 1825.67 1825.56 1827.52 Lower Band 629.45 633.66 636.84 638.59 638.53 639.88 VXN 64.64 60.83 58.44 55.14 62.70 55.43 Upper Band 79.85 80.73 80.76 80.72 81.11 81.49 Lower Band 48.71 48.65 48.82 49.05 50.30 50.62 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5320.70 5634.37 5802.05 5871.98 5667.4 6012.17 Tot Issues 3250 3255 3251 3233 3247 3228 Advancers 266 620 1010 2167 549 621 % of Total 8.2% 19.0% 31.1% 67.0% 16.9% 19.2% Decliners 2941 2570 2163 981 2651 2554 % of Total 90.5% 79.0% 66.5% 30.3% 81.6% 79.1% Unchanged 43 65 78 85 47 53 New Highs 15 15 9 7 12 7 New Lows 546 324 161 113 133 28 Adv Volume 54319 174116 343024 987895 73248 74876 % of Total 3.8% 14.3% 30.2% 81.0% 4.8% 5.9% Decl Volume 1377594 1041151 781114 226645 1437542 1195802 % of Total 96.0% 85.2% 68.8% 18.6% 95.1% 93.8% Total Vol 1435047 1221507 1134601 1219324 1511318 1275416 Unch Volume 3134 6240 10463 4784 528 4738 ARMS Index 2.29 1.44 1.06 0.51 4.06 3.88 5 Day ARMS 9.36 10.95 10.01 10.29 10.72 7.52 McClellanOs -118 -3 90 151 85 199 McClellanSm -2725 -2607 -2604 -2694 -2845 -2929 Cumul TICK -142875 -76556 -90500 9829 -81280 -54679 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1499.21 1580.9 1616.74 1647.4 1608.7 1681.64 Tot Issues 2982 2948 2950 2972 2975 2965 Advancers 406 721 855 1780 632 597 % of Total 13.6% 24.5% 29.0% 59.9% 21.2% 20.1% Decliners 2492 2115 1983 1066 2238 2264 % of Total 83.6% 71.7% 67.2% 35.9% 75.2% 76.4% Unchanged 84 112 112 126 105 104 New Highs 1 2 5 3 3 2 New Lows 510 310 187 157 163 72 Adv Volume 87375 229879 376759 1381241 226642 202808 % of Total 4.1% 11.9% 22.3% 72.8% 9.5% 9.4% Decl Volume 2019177 1673275 1302505 460501 2141286 1949441 % of Total 94.0% 87.0% 77.1% 24.3% 90.1% 90.1% Total Vol 2146977 1924201 1689779 1897312 2377574 2162481 Unch Volume 40425 21047 10515 55570 9646 10232 ARMS Index 3.77 2.48 1.49 0.56 2.67 2.53 5 Day ARMS 10.97 9.73 7.62 7.32 8.96 7.21 McClellanOs -88 -5 52 103 53 131 McClellanSm -3213 -3125 -3121 -3173 -3275 -3329 Cumul TICK -42386 -16455 -42348 -4104 -64387 -27536 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 7-Nov 31-Oct 24-Oct 17-Oct 10-Oct 3-Oct ------------------------------------------------------------------------------ AAII Bull 45 37 39 41 32 33 AAII Bear 33 41 39 40 61 55 Market Vane 46 43 38 38 33 39 II Bull 30.3 23.1 22.2 22.4 25.3 33.7 II Bear 48.3 52.7 54.4 52.9 53 47.2 OddLot ShRt 32.2 31.8 35 38.6 32.3 27.5 ****************************************************************************** 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) 2008 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.