****************************************************************************** November 24th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1105.82 1107.56 1097.63 1105.65 -0.59/0% 0%/4% S&P100 515.84 516.92 512.2 515.8 -0.2/0% 0%/4% VIX 21.28 21.87 20.35 20.47 -0.69/-3% -5%/-18% Nasdaq100 1791.54 1792.18 1776.1 1786.25 -6.69/0% -1%/4% VXN 22.08 22.84 21.49 21.5 -0.53/-2% -2%/-15% NYSE TICK -117 1268 -991 546 ---- ---- PreCloseTICK680 TICKscore 3 CumAdj TICK 139 NYSE TRIN 1.07 1.07 1.07 1.07 ---- ---- Dow Indus 10454.0 10359.6 10433.7 -17.24/0% 0%/6% DJIA@10:30 10382.6 DJIA@3:00 10446.3 LstHour Ind 55.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 515.80 516.00 508.79 510.35 516.54 516.09 Upper Band 526.78 525.11 523.17 522.37 521.68 519.38 Lower Band 477.97 477.48 477.25 477.17 477.30 477.98 VIX 20.47 21.16 22.19 22.63 21.63 22.41 Upper Band 30.40 30.31 30.23 30.22 30.36 30.32 Lower Band 18.53 19.05 19.46 19.47 19.14 19.23 NDX 1786.25 1792.94 1764.39 1773.19 1801.74 1812.21 Upper Band 1848.65 1844.45 1839.59 1838.67 1837.59 1831.18 Lower Band 1648.32 1646.14 1646.38 1646.22 1646.29 1647.88 VXN 21.50 22.03 22.49 23.30 22.03 22.14 Upper Band 30.23 30.22 30.17 30.17 30.26 30.21 Lower Band 19.19 19.59 19.88 19.90 19.64 19.80 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7170.26 7186.33 7084.47 7117.64 7226.71 7234.06 Tot Issues 3172 3156 3154 3168 3175 3180 Advancers 1375 2365 1283 574 1395 1374 % of Total 43.3% 74.9% 40.7% 18.1% 43.9% 43.2% Decliners 1647 664 1741 2498 1653 1660 % of Total 51.9% 21.0% 55.2% 78.9% 52.1% 52.2% Unchanged 150 127 130 96 127 146 New Highs 91 190 52 46 178 187 New Lows 6 1 3 8 2 6 Adv Volume 407362 796137 405484 119801 555860 493827 % of Total 42.8% 81.2% 35.5% 11.1% 52.3% 50.8% Decl Volume 522683 170657 685157 953986 490563 455180 % of Total 54.9% 17.4% 60.0% 88.0% 46.1% 46.8% Total Vol 951990 980047 1142398 1083770 1063511 972088 Unch Volume 21945 13253 51757 9983 17088 23081 ARMS Index 1.07 0.76 1.25 1.83 0.74 0.76 5 Day ARMS 5.65 5.34 5.18 5.02 4.67 4.8 McClellanOs -18 3 -89 -70 39 69 McClellanSm 2234 2252 2250 2339 2409 2369 Cumul TICK 19748 30281 17628 -42200 16211 21683 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2169.18 2176.01 2146.04 2156.82 2193.14 2203.78 Tot Issues 2850 2853 2822 2808 2832 2842 Advancers 1079 1898 1212 538 1029 1230 % of Total 37.9% 66.5% 42.9% 19.2% 36.3% 43.3% Decliners 1575 742 1409 2103 1612 1407 % of Total 55.3% 26.0% 49.9% 74.9% 56.9% 49.5% Unchanged 196 213 201 167 191 205 New Highs 55 129 44 33 80 116 New Lows 13 12 21 23 14 17 Adv Volume 721226 1337438 614221 282680 830788 1053339 % of Total 38.8% 72.7% 31.3% 12.8% 41.7% 55.8% Decl Volume 1111571 455642 1332928 1893251 1126655 779172 % of Total 59.8% 24.8% 67.9% 85.7% 56.6% 41.3% Total Vol 1858498 1840174 1962767 2208700 1990229 1887245 Unch Volume 25701 47094 15618 32769 32786 54734 ARMS Index 1.06 0.87 1.87 1.71 0.87 0.65 5 Day ARMS 6.38 5.97 5.99 4.82 3.66 3.39 McClellanOs -1 23 -46 -47 33 68 McClellanSm 195 196 173 219 266 233 Cumul TICK -467 3044 -11351 -23817 -16313 16565 ****************************************************************************** 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