****************************************************************************** November 23rd, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 66% odds of a 1/4 point cut (4.25% Fed Funds Target Rate) at the December 11th, 2007 FOMC meeting ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1417.62 1440.86 1417.62 1440.7 23.93/2% -1%/-5% S&P100 663.36 673.71 663.36 673.71 10.82/2% -1%/-5% VIX 26.42 26.42 25.35 25.61 -1.23/-5% 0%/21% Nasdaq100 2019.4 2031.87 2008.13 2028.9 22.52/1% -1%/-6% VXN 30.23 30.89 29.79 30.49 -0.06/0% 6%/18% NYSE TICK 12 1131 -561 668 ---- ---- PreCloseTICK43 TICKscore 21 CumAdj TICK 964 NYSE TRIN 0.36 0.36 0.36 0.36 ---- ---- Dow Indus 12980.9 12796.1 12980.9 181.84/1% -1%/-5% DJIA@10:30 12884.7 DJIA@3:00 12926.1 LstHour Ind -30.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 673.71 662.89 674.01 669.17 680.61 676.59 Upper Band 730.39 731.60 731.51 732.19 731.27 731.06 Lower Band 653.14 655.22 659.81 662.61 666.88 669.06 VIX 25.61 26.84 24.88 26.01 25.49 28.06 Upper Band 30.96 30.88 30.64 30.59 30.35 30.16 Lower Band 18.05 17.68 17.32 16.93 16.73 16.66 NDX 2028.90 2006.38 2029.94 2021.14 2048.62 2024.03 Upper Band 2293.58 2297.14 2300.70 2306.38 2304.48 2302.54 Lower Band 1929.94 1939.64 1954.30 1966.14 1981.68 1991.86 VXN 30.49 30.55 29.89 30.11 28.79 32.91 Upper Band 34.97 34.77 34.55 34.41 34.15 34.00 Lower Band 21.97 21.70 21.34 20.91 20.69 20.54 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9581.92 9405.22 9575.29 9497.33 9701.38 9652.52 Tot Issues 3280 3373 3373 3371 3371 3344 Advancers 2660 896 1633 563 1473 717 % of Total 81.1% 26.6% 48.4% 16.7% 43.7% 21.4% Decliners 553 2411 1662 2741 1797 2554 % of Total 16.9% 71.5% 49.3% 81.3% 53.3% 76.4% Unchanged 67 66 78 67 101 73 New Highs 25 30 40 28 37 20 New Lows 100 536 630 565 338 299 Adv Volume 620579 257772 897321 174770 914559 279186 % of Total 92.8% 16.1% 48.0% 10.4% 52.0% 19.0% Decl Volume 45964 1338775 952440 1494920 812378 1172628 % of Total 6.9% 83.5% 50.9% 89.1% 46.2% 79.7% Total Vol 668860 1603201 1869379 1677306 1758186 1470672 Unch Volume 2317 6654 19618 7616 31249 18858 ARMS Index 0.36 1.93 1.04 1.76 0.73 1.18 5 Day ARMS 5.82 6.64 5.82 5.1 4.27 4.43 McClellanOs -95 -247 -211 -254 -178 -196 McClellanSm -1169 -1074 -827 -616 -362 -184 Cumul TICK 75584 -4601 -36244 -83822 -18964 -61990 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2596.6 2562.15 2596.81 2593.38 2637.24 2618.51 Tot Issues 2942 3110 3125 3101 3103 3065 Advancers 2144 874 1237 585 1365 820 % of Total 72.9% 28.1% 39.6% 18.9% 44.0% 26.8% Decliners 689 2102 1763 2417 1594 2114 % of Total 23.4% 67.6% 56.4% 77.9% 51.4% 69.0% Unchanged 109 134 125 99 144 131 New Highs 10 4 20 19 16 29 New Lows 113 296 408 347 203 205 Adv Volume 676227 471028 1188714 342918 1463984 597933 % of Total 83.9% 23.0% 44.7% 15.6% 59.3% 25.5% Decl Volume 121829 1554327 1453982 1839566 979788 1723448 % of Total 15.1% 76.0% 54.6% 83.6% 39.7% 73.5% Total Vol 805901 2044449 2662255 2199197 2469705 2344392 Unch Volume 7845 19094 19559 16713 25933 23011 ARMS Index 0.56 1.37 0.86 1.3 0.57 1.12 5 Day ARMS 4.66 5.22 5.27 4.63 5.25 6.76 McClellanOs -75 -187 -159 -168 -100 -114 McClellanSm -1475 -1400 -1214 -1055 -887 -787 Cumul TICK 12711 15723 -8686 -3111 -9664 -9907 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 14525 20426 22595 27500 44990 55886 OEX PutVol 16036 21586 24645 24564 74285 68528 OEX Call OI 115883 108276 100355 92096 209936 196844 OEX Put OI 186712 178064 171666 158006 269660 261253 CBOE P/C 0.88 1.22 1.13 1.27 1.27 1.31 Equity P/C 0.54 0.82 0.79 0.66 0.98 0.79 SPX P/C 1.96 2.08 1.80 2.38 1.91 1.92 OEX P/C 1.10 1.06 1.09 0.89 1.65 1.23 QQQQ P/C 1.01 1.20 1.23 1.11 1.58 2.01 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 777 2590 4143 2677 3088 2630 Upper Band 4196 4087 4154 3887 3883 3867 QQQQ Vol 465 2122 3007 1978 2636 2508 Upper Band 3712 3622 3709 3613 3616 3596 NYSE Vol 668860 1603201 1869379 1677306 1758186 1470672 Upper Band 2178345 2054139 2053004 2027922 2019584 2022624 Nasd Vol 805901 2044449 2662255 2199197 2469705 2344392 Upper Band 3415155 3185296 3191355 3179047 3192396 3190584 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 23-Nov 16-Nov 9-Nov 2-Nov 26-Oct 19-Oct ------------------------------------------------------------------------------ Total 2036853 1742750 1744116 1701414 1354878 1453664 Members 628964 576031 538488 554719 459650 534396 Specialists 99145 97589 116569 96668 107698 132082 Public 1407889 1166719 1205628 1146695 895228 919268 Tot Sht Int 12387958 11932730 11932730 11654667 11654667 11654667 Sh Int Rat 7.4 8.4 8.4 9.6 9.6 9.6 Pub/Spcl 14.20 11.96 10.34 11.86 8.31 6.96 Spcl/Tot 4.9% 5.6% 6.7% 5.7% 7.9% 9.1% Mem/Tot 30.9% 33.1% 30.9% 32.6% 33.9% 36.8% Pub/Tot 69.1% 66.9% 69.1% 67.4% 66.1% 63.2% Sentiment 23-Nov 16-Nov 9-Nov 2-Nov 26-Oct 19-Oct ------------------------------------------------------------------------------ AAII Bull 26 33 36 45 31 42 AAII Bear 53 50 51 37 48 36 Market Vane 54 58 63 64 65 65 II Bull 47.9 51.1 54.5 53.8 56.5 62 II Bear 26.6 26.7 22.2 23.1 22.9 19.3 OddLot ShRt 26.7 32.7 32.4 33.3 29.5 30.5 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 23-Nov 16-Nov 9-Nov 2-Nov 26-Oct 19-Oct Commercials n.a 45026 45997 33519 42527 33826 Lg Traders n.a -77280 -83010 -75202 -81494 -73049 ------------------------------------------------------------------------------ Nasdaq 100 23-Nov 16-Nov 9-Nov 2-Nov 26-Oct 19-Oct Commercials n.a 5598 -7147 -9642 -15071 -19622 Lg Traders n.a -9303 1031 4721 10384 13432 ------------------------------------------------------------------------------ Russell 200023-Nov 16-Nov 9-Nov 2-Nov 26-Oct 19-Oct Commercials n.a 49956 50641 48548 48362 45548 Lg Traders n.a -45995 -46573 -45270 -44039 -42591 ------------------------------------------------------------------------------ COT data reflects combined activity in standard and E-Mini contracts ****************************************************************************** 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) 2007 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.