****************************************************************************** November 23rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1094.86 1112.38 1094.86 1106.24 14.86/1% 0%/4% S&P100 510.58 517.88 510.58 516 7.21/1% 0%/4% VIX 21.98 21.98 20.9 21.16 -1.03/-5% -6%/-13% Nasdaq100 1782.92 1801.22 1782.91 1792.94 28.55/2% -1%/3% VXN 22.47 22.47 21.43 22.03 -0.46/-2% 0%/-10% NYSE TICK 288 1206 -1181 300 ---- ---- PreCloseTICK739 TICKscore 10 CumAdj TICK 263 NYSE TRIN 0.76 0.76 0.76 0.76 ---- ---- Dow Indus 10495.6 10320.1 10451.0 132.79/1% 0%/6% DJIA@10:30 10489.2 DJIA@3:00 10436.4 LstHour Ind -156.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 516.00 508.79 510.35 516.54 516.09 515.01 Upper Band 525.11 523.17 522.37 521.68 519.38 517.34 Lower Band 477.48 477.25 477.17 477.30 477.98 478.85 VIX 21.16 22.19 22.63 21.63 22.41 22.89 Upper Band 30.31 30.23 30.22 30.36 30.32 30.42 Lower Band 19.05 19.46 19.47 19.14 19.23 18.98 NDX 1792.94 1764.39 1773.19 1801.74 1812.21 1807.56 Upper Band 1844.45 1839.59 1838.67 1837.59 1831.18 1822.25 Lower Band 1646.14 1646.38 1646.22 1646.29 1647.88 1651.22 VXN 22.03 22.49 23.30 22.03 22.14 23.13 Upper Band 30.22 30.17 30.17 30.26 30.21 30.25 Lower Band 19.59 19.88 19.90 19.64 19.80 19.71 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7186.33 7084.47 7117.64 7226.71 7234.06 7237.1 Tot Issues 3156 3154 3168 3175 3180 3171 Advancers 2365 1283 574 1395 1374 2486 % of Total 74.9% 40.7% 18.1% 43.9% 43.2% 78.4% Decliners 664 1741 2498 1653 1660 566 % of Total 21.0% 55.2% 78.9% 52.1% 52.2% 17.8% Unchanged 127 130 96 127 146 119 New Highs 190 52 46 178 187 318 New Lows 1 3 8 2 6 1 Adv Volume 796137 405484 119801 555860 493827 1000756 % of Total 81.2% 35.5% 11.1% 52.3% 50.8% 87.4% Decl Volume 170657 685157 953986 490563 455180 135734 % of Total 17.4% 60.0% 88.0% 46.1% 46.8% 11.9% Total Vol 980047 1142398 1083770 1063511 972088 1145427 Unch Volume 13253 51757 9983 17088 23081 8937 ARMS Index 0.76 1.25 1.83 0.74 0.76 0.6 5 Day ARMS 5.34 5.18 5.02 4.67 4.8 5.03 McClellanOs 3 -89 -70 39 69 105 McClellanSm 2252 2250 2339 2409 2369 2301 Cumul TICK 30281 17628 -42200 16211 21683 72840 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2176.01 2146.04 2156.82 2193.14 2203.78 2197.85 Tot Issues 2853 2822 2808 2832 2842 2846 Advancers 1898 1212 538 1029 1230 2062 % of Total 66.5% 42.9% 19.2% 36.3% 43.3% 72.5% Decliners 742 1409 2103 1612 1407 625 % of Total 26.0% 49.9% 74.9% 56.9% 49.5% 22.0% Unchanged 213 201 167 191 205 159 New Highs 129 44 33 80 116 161 New Lows 12 21 23 14 17 16 Adv Volume 1337438 614221 282680 830788 1053339 1643684 % of Total 72.7% 31.3% 12.8% 41.7% 55.8% 78.1% Decl Volume 455642 1332928 1893251 1126655 779172 444350 % of Total 24.8% 67.9% 85.7% 56.6% 41.3% 21.1% Total Vol 1840174 1962767 2208700 1990229 1887245 2105020 Unch Volume 47094 15618 32769 32786 54734 16986 ARMS Index 0.87 1.87 1.71 0.87 0.65 0.89 5 Day ARMS 5.97 5.99 4.82 3.66 3.39 3.39 McClellanOs 23 -46 -47 33 68 85 McClellanSm 196 173 219 266 233 165 Cumul TICK 3044 -11351 -23817 -16313 16565 -11687 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 20-Nov 13-Nov 6-Nov 30-Oct 23-Oct 16-Oct ------------------------------------------------------------------------------ AAII Bull 43 39 22 34 41 47 AAII Bear 32 39 56 42 36 34 Market Vane 54 53 50 51 53 52 II Bull 46.1 44.4 48.3 48.3 49.5 47.2 II Bear 21.3 26.7 24.7 22.5 23.1 26.4 OddLot ShRt 30.5 32.2 31.9 36.3 30.2 34.9 ****************************************************************************** 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. 18952 2270 1067 16682 13014889 2.3 43 32 54 46.1 21.3 30.5