****************************************************************************** November 24th, 2008 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 801.2 865.6 801.2 851.81 51.78/6% -1%/0% S&P100 390.23 420.61 390.23 413.54 23.66/6% -1%/0% VIX 71.19 71.35 61.81 64.7 -7.97/-11% -4%/-19% Nasdaq100 1106.02 1163.05 1096.55 1154.34 68.77/6% 0%/-1% VXN 70.07 70.07 61.46 62.92 -8.28/-12% -8%/-21% NYSE TICK 2 1429 -937 1334 ---- ---- PreCloseTICK-116 TICKscore 59 CumAdj TICK 1386 NYSE TRIN 0.57 0.57 0.57 0.57 ---- ---- Dow Indus 8599.0 8048.1 8443.4 396.97/5% 0%/3% DJIA@10:30 8327.7 DJIA@3:00 8357.5 LstHour Ind -195.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 413.54 389.88 367.10 392.23 416.63 410.91 Upper Band 490.49 490.52 488.93 482.71 479.54 480.78 Lower Band 373.93 373.73 378.69 392.10 399.09 401.86 VIX 64.70 72.67 80.86 74.26 67.64 69.15 Upper Band 79.44 81.81 82.99 80.79 80.10 80.02 Lower Band 48.44 47.60 47.07 47.96 48.19 46.82 NDX 1154.34 1085.57 1036.51 1087.60 1155.75 1151.96 Upper Band 1739.78 1740.55 1745.48 1753.00 1759.40 1767.22 Lower Band 583.16 583.93 590.67 603.42 611.97 616.91 VXN 62.92 71.20 80.64 74.66 68.31 68.60 Upper Band 78.09 80.47 81.85 79.83 79.20 78.76 Lower Band 49.29 48.54 47.92 48.87 49.12 48.74 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5315.76 4959.79 4651.21 5011.99 5365.66 5323.36 Tot Issues 3223 3266 3271 3248 3246 3240 Advancers 2831 2051 225 199 1158 772 % of Total 87.8% 62.8% 6.9% 6.1% 35.7% 23.8% Decliners 359 1160 3008 3005 2004 2396 % of Total 11.1% 35.5% 92.0% 92.5% 61.7% 74.0% Unchanged 33 55 38 44 84 72 New Highs 1 43 49 23 11 8 New Lows 125 1527 1894 1139 673 342 Adv Volume 1899045 1863454 129654 27783 706913 228107 % of Total 93.0% 79.8% 5.9% 1.7% 45.0% 17.5% Decl Volume 137542 468900 2069124 1590684 845678 1068190 % of Total 6.7% 20.1% 93.8% 98.2% 53.8% 82.0% Total Vol 2041092 2336412 2204961 1619312 1572191 1302929 Unch Volume 4505 4058 6183 845 19600 6632 ARMS Index 0.57 0.44 1.19 3.79 0.69 1.51 5 Day ARMS 6.68 7.62 9.24 8.26 6.76 7.51 McClellanOs -27 -204 -318 -235 -134 -130 McClellanSm -3858 -3831 -3626 -3308 -3073 -2939 Cumul TICK 102084 -88103 -133754 -171459 -94851 -71625 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1472.02 1384.35 1316.12 1386.42 1483.27 1482.05 Tot Issues 2887 3056 3055 2990 3019 2998 Advancers 2119 1774 425 334 1157 927 % of Total 73.4% 58.0% 13.9% 11.2% 38.3% 30.9% Decliners 651 1168 2516 2565 1744 1927 % of Total 22.5% 38.2% 82.4% 85.8% 57.8% 64.3% Unchanged 117 114 114 91 118 144 New Highs 3 3 1 2 5 2 New Lows 255 1109 1158 750 532 361 Adv Volume 2396335 2474786 224749 52638 1076354 326527 % of Total 93.7% 79.8% 7.1% 2.2% 45.6% 17.7% Decl Volume 145778 519905 2916527 2311553 1260645 1491520 % of Total 5.7% 16.8% 92.3% 97.6% 53.4% 80.8% Total Vol 2557249 3101163 3159406 2367883 2359896 1845748 Unch Volume 15136 106472 18130 3692 22897 27701 ARMS Index 0.2 0.32 2.19 5.72 0.78 2.2 5 Day ARMS 9.21 11.21 13.23 11.36 9.41 11.11 McClellanOs -10 -126 -210 -150 -71 -74 McClellanSm -3895 -3885 -3760 -3550 -3399 -3329 Cumul TICK -8868 -9904 -60919 -80092 -45366 19321 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 21-Nov 14-Nov 7-Nov 31-Oct 24-Oct 17-Oct ------------------------------------------------------------------------------ AAII Bull 24 38 45 37 39 41 AAII Bear 57 43 33 41 39 40 Market Vane 40 42 46 43 38 38 II Bull 30.9 31.9 30.3 23.1 22.2 22.4 II Bear 43.6 46.1 48.3 52.7 54.4 52.9 OddLot ShRt 32.7 34.5 32.2 31.8 35 38.6 ****************************************************************************** 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) 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.