****************************************************************************** November 19th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1106.43 1106.44 1088.4 1094.9 -14.9/-1% 0%/0% S&P100 514.67 514.67 507.44 510.35 -6.19/-1% 0%/1% VIX 21.63 24.2 21.63 22.63 1/5% -3%/9% Nasdaq100 1788.75 1789 1761.11 1773.19 -28.55/-2% -1%/1% VXN 22.03 24.08 22.03 23.3 1.27/6% 2%/8% NYSE TICK -431 1189 -1285 -326 ---- ---- PreCloseTICK-143 TICKscore -16 CumAdj TICK -442 NYSE TRIN 1.83 1.83 1.83 1.83 ---- ---- Dow Indus 10425.3 10256.1 10332.4 -93.87/-1% 1%/2% DJIA@10:30 10293.7 DJIA@3:00 10316.3 LstHour Ind 148.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 510.35 516.54 516.09 515.01 508.08 505.45 Upper Band 522.37 521.68 519.38 517.34 515.72 514.97 Lower Band 477.17 477.30 477.98 478.85 479.65 479.88 VIX 22.63 21.63 22.41 22.89 23.36 24.24 Upper Band 30.22 30.36 30.32 30.42 30.48 30.53 Lower Band 19.47 19.14 19.23 18.98 18.78 18.54 NDX 1773.19 1801.74 1812.21 1807.56 1788.61 1773.14 Upper Band 1838.67 1837.59 1831.18 1822.25 1813.65 1807.02 Lower Band 1646.22 1646.29 1647.88 1651.22 1654.73 1656.42 VXN 23.30 22.03 22.14 23.13 22.92 24.05 Upper Band 30.17 30.26 30.21 30.25 30.29 30.32 Lower Band 19.90 19.64 19.80 19.71 19.56 19.46 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7117.64 7226.71 7234.06 7237.1 7119.89 7063.05 Tot Issues 3168 3175 3180 3171 3146 3163 Advancers 574 1395 1374 2486 2206 606 % of Total 18.1% 43.9% 43.2% 78.4% 70.1% 19.2% Decliners 2498 1653 1660 566 813 2431 % of Total 78.9% 52.1% 52.2% 17.8% 25.8% 76.9% Unchanged 96 127 146 119 127 126 New Highs 46 178 187 318 97 110 New Lows 8 2 6 1 2 5 Adv Volume 119801 555860 493827 1000756 681367 147359 % of Total 11.1% 52.3% 50.8% 87.4% 69.2% 14.0% Decl Volume 953986 490563 455180 135734 273510 877282 % of Total 88.0% 46.1% 46.8% 11.9% 27.8% 83.5% Total Vol 1083770 1063511 972088 1145427 985007 1050356 Unch Volume 9983 17088 23081 8937 30130 25715 ARMS Index 1.83 0.74 0.76 0.6 1.09 1.48 5 Day ARMS 5.02 4.67 4.8 5.03 4.71 4.65 McClellanOs -70 39 69 105 17 -54 McClellanSm 2339 2409 2369 2301 2196 2178 Cumul TICK -42200 16211 21683 72840 46439 -68785 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2156.82 2193.14 2203.78 2197.85 2167.88 2149.02 Tot Issues 2808 2832 2842 2846 2829 2803 Advancers 538 1029 1230 2062 1762 613 % of Total 19.2% 36.3% 43.3% 72.5% 62.3% 21.9% Decliners 2103 1612 1407 625 855 2017 % of Total 74.9% 56.9% 49.5% 22.0% 30.2% 72.0% Unchanged 167 191 205 159 212 173 New Highs 33 80 116 161 52 60 New Lows 23 14 17 16 36 40 Adv Volume 282680 830788 1053339 1643684 1390414 775390 % of Total 12.8% 41.7% 55.8% 78.1% 74.1% 35.0% Decl Volume 1893251 1126655 779172 444350 470274 1415174 % of Total 85.7% 56.6% 41.3% 21.1% 25.1% 64.0% Total Vol 2208700 1990229 1887245 2105020 1876227 2212374 Unch Volume 32769 32786 54734 16986 15539 21810 ARMS Index 1.71 0.87 0.65 0.89 0.7 0.55 5 Day ARMS 4.82 3.66 3.39 3.39 3.07 2.9 McClellanOs -47 33 68 85 10 -47 McClellanSm 219 266 233 165 80 70 Cumul TICK -23817 -16313 16565 -11687 54264 -41521 ****************************************************************************** Weekly Sentiment ****************************************************************************** Short Sales 2-May 25-Apr 18-Apr 11-Apr 4-Apr 28-Mar ------------------------------------------------------------------------------ Sentiment 13-Nov 6-Nov 30-Oct 23-Oct 16-Oct 9-Oct ------------------------------------------------------------------------------ AAII Bull 39 22 34 41 47 35 AAII Bear 39 56 42 36 34 41 Market Vane 53 50 51 53 52 51 II Bull 44.4 48.3 48.3 49.5 47.2 48.9 II Bear 26.7 24.7 22.5 23.1 26.4 24.4 OddLot ShRt 32.2 31.9 36.3 30.2 34.9 35.8 ****************************************************************************** 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.