****************************************************************************** November 12th, 2009 DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1098.31 1101.97 1084.9 1087.24 -11.27/-1% 2%/-1% S&P100 509.93 511.68 504.27 505.45 -4.47/-1% 2%/0% VIX 23.04 24.61 22.91 24.24 1.2/5% 0%/12% Nasdaq100 1784.69 1794.12 1769.64 1773.14 -9.81/-1% 2%/1% VXN 23.06 24.35 22.67 24.05 0.99/4% -2%/7% NYSE TICK -210 1011 -1225 -357 ---- ---- PreCloseTICK-228 TICKscore -35 CumAdj TICK -723 NYSE TRIN 1.48 1.48 1.48 1.48 ---- ---- Dow Indus 10321.6 10171.2 10197.5 -93.79/-1% 2%/1% DJIA@10:30 10291.3 DJIA@3:00 10211.0 LstHour Ind -13.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 505.45 509.92 507.27 506.71 496.19 494.63 Upper Band 514.97 515.22 514.36 513.16 512.03 511.99 Lower Band 479.88 479.79 480.15 480.27 480.49 480.43 VIX 24.24 23.04 22.84 23.15 24.19 25.43 Upper Band 30.53 30.54 30.54 30.54 30.54 30.51 Lower Band 18.54 18.28 18.26 18.28 18.27 18.19 NDX 1773.14 1782.95 1773.17 1768.40 1730.76 1721.09 Upper Band 1807.02 1804.24 1799.57 1794.33 1789.56 1789.37 Lower Band 1656.42 1657.23 1659.04 1659.98 1660.87 1660.76 VXN 24.05 23.06 23.39 23.55 24.60 25.84 Upper Band 30.32 30.34 30.33 30.33 30.33 30.32 Lower Band 19.46 19.29 19.34 19.39 19.41 19.38 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7063.05 7155.36 7126.42 7135.33 6958.29 6950.14 Tot Issues 3163 3142 3127 3158 3142 3148 Advancers 606 1885 1269 2548 1532 2495 % of Total 19.2% 60.0% 40.6% 80.7% 48.8% 79.3% Decliners 2431 1144 1748 492 1459 537 % of Total 76.9% 36.4% 55.9% 15.6% 46.4% 17.1% Unchanged 126 113 110 118 151 116 New Highs 110 211 178 220 93 90 New Lows 5 6 9 2 7 3 Adv Volume 147359 680645 446762 1168378 508789 1101331 % of Total 14.0% 65.1% 41.6% 94.5% 46.9% 84.6% Decl Volume 877282 359143 606354 64016 498584 173002 % of Total 83.5% 34.3% 56.5% 5.2% 46.0% 13.3% Total Vol 1050356 1046076 1072801 1236106 1084488 1301746 Unch Volume 25715 6288 19685 3712 77115 27413 ARMS Index 1.48 0.87 0.99 0.28 1.03 0.73 5 Day ARMS 4.65 3.9 4.37 4.14 4.83 6.69 McClellanOs -54 51 23 61 -42 -47 McClellanSm 2178 2232 2182 2159 2098 2140 Cumul TICK -68785 10415 -7890 81788 47703 61940 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2149.02 2166.9 2151.08 2154.06 2112.44 2105.32 Tot Issues 2803 2813 2798 2826 2820 2843 Advancers 613 1657 873 1855 1231 2120 % of Total 21.9% 58.9% 31.2% 65.6% 43.7% 74.6% Decliners 2017 986 1798 793 1404 559 % of Total 72.0% 35.1% 64.3% 28.1% 49.8% 19.7% Unchanged 173 170 127 178 185 164 New Highs 60 109 86 99 69 47 New Lows 40 22 43 20 16 21 Adv Volume 775390 1349129 845559 1570773 1111495 1982025 % of Total 35.0% 72.9% 42.1% 78.4% 60.8% 89.7% Decl Volume 1415174 478015 1138529 384711 674986 211863 % of Total 64.0% 25.8% 56.7% 19.2% 36.9% 9.6% Total Vol 2212374 1851798 2008283 2004700 1829155 2209695 Unch Volume 21810 24654 24195 49216 42674 15807 ARMS Index 0.55 0.6 0.65 0.57 0.53 0.41 5 Day ARMS 2.9 2.76 2.82 3.23 3.53 5.67 McClellanOs -47 22 -19 27 -36 -37 McClellanSm 70 117 95 114 86 122 Cumul TICK -41521 2301 -12931 -1264 3337 11165 ****************************************************************************** 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.