****************************************************************************** November 27th, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 78% 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 1409.59 1429.49 1407.43 1428.23 21.01/1% -1%/-7% S&P100 659.24 668.77 657.91 668.08 10.29/2% -1%/-7% VIX 28.14 28.24 26.23 26.28 -2.63/-9% 6%/32% Nasdaq100 2007.35 2034.65 1997.53 2033.76 44.4/2% 0%/-8% VXN 32.79 33.33 30.76 30.76 -2.67/-8% 3%/19% NYSE TICK 10 1111 -1108 39 ---- ---- PreCloseTICK439 TICKscore 15 CumAdj TICK 507 NYSE TRIN 0.68 0.68 0.68 0.68 ---- ---- Dow Indus 12991.9 12774.8 12958.4 1.1 0%/-7% DJIA@10:30 12825.5 DJIA@3:00 12868.7 LstHour Ind 7.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 668.08 657.79 673.71 662.89 674.01 669.17 Upper Band 723.69 728.32 730.39 731.60 731.51 732.19 Lower Band 648.63 649.27 653.14 655.22 659.81 662.61 VIX 26.28 28.91 25.61 26.84 24.88 26.01 Upper Band 31.14 31.27 30.96 30.88 30.64 30.59 Lower Band 19.45 18.67 18.05 17.68 17.32 16.93 NDX 2033.76 1989.36 2028.90 2006.38 2029.94 2021.14 Upper Band 2274.13 2286.77 2293.58 2297.14 2300.70 2306.38 Lower Band 1911.90 1916.23 1929.94 1939.64 1954.30 1966.14 VXN 30.76 33.43 30.49 30.55 29.89 30.11 Upper Band 35.67 35.53 34.97 34.77 34.55 34.41 Lower Band 22.61 22.25 21.97 21.70 21.34 20.91 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 9521.76 9389.50 9581.92 9405.22 9575.29 9497.33 Tot Issues 3385 3372 3280 3373 3373 3371 Advancers 2229 793 2660 896 1633 563 % of Total 65.8% 23.5% 81.1% 26.6% 48.4% 16.7% Decliners 1080 2518 553 2411 1662 2741 % of Total 31.9% 74.7% 16.9% 71.5% 49.3% 81.3% Unchanged 76 61 67 66 78 67 New Highs 23 33 25 30 40 28 New Lows 353 313 100 536 630 565 Adv Volume 1227994 204242 620579 257772 897321 174770 % of Total 74.5% 13.6% 92.8% 16.1% 48.0% 10.4% Decl Volume 404042 1291473 45964 1338775 952440 1494920 % of Total 24.5% 86.0% 6.9% 83.5% 50.9% 89.1% Total Vol 1648376 1501686 668860 1603201 1869379 1677306 Unch Volume 16340 5971 2317 6654 19618 7616 ARMS Index 0.68 1.99 0.36 1.93 1.04 1.76 5 Day ARMS 6 7.08 5.82 6.64 5.82 5.1 McClellanOs -65 -157 -95 -247 -211 -254 McClellanSm -1391 -1326 -1169 -1074 -827 -616 Cumul TICK 31764 -38726 75584 -4601 -36244 -83822 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2580.8 2540.99 2596.6 2562.15 2596.81 2593.38 Tot Issues 3135 3097 2942 3110 3125 3101 Advancers 1689 764 2144 874 1237 585 % of Total 53.9% 24.7% 72.9% 28.1% 39.6% 18.9% Decliners 1318 2235 689 2102 1763 2417 % of Total 42.0% 72.2% 23.4% 67.6% 56.4% 77.9% Unchanged 128 98 109 134 125 99 New Highs 16 23 10 4 20 19 New Lows 231 264 113 296 408 347 Adv Volume 1724285 348744 676227 471028 1188714 342918 % of Total 79.2% 17.2% 83.9% 23.0% 44.7% 15.6% Decl Volume 432138 1675062 121829 1554327 1453982 1839566 % of Total 19.9% 82.5% 15.1% 76.0% 54.6% 83.6% Total Vol 2176393 2031368 805901 2044449 2662255 2199197 Unch Volume 19970 7562 7845 19094 19559 16713 ARMS Index 0.32 1.64 0.56 1.37 0.86 1.3 5 Day ARMS 4.75 5.73 4.66 5.22 5.27 4.63 McClellanOs -75 -125 -75 -187 -159 -168 McClellanSm -1676 -1600 -1475 -1400 -1214 -1055 Cumul TICK -23394 -33049 12711 15723 -8686 -3111 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 14203 15464 14525 20426 22595 27500 OEX PutVol 22720 17518 16036 21586 24645 24564 OEX Call OI 125706 123321 115883 108276 100355 92096 OEX Put OI 192255 191519 186712 178064 171666 158006 CBOE P/C 0.82 0.98 0.88 1.22 1.13 1.27 Equity P/C 0.54 0.70 0.54 0.82 0.79 0.66 SPX P/C n.a 1.59 1.96 2.08 1.80 2.38 OEX P/C 1.60 1.13 1.10 1.06 1.09 0.89 QQQQ P/C n.a 1.29 1.01 1.20 1.23 1.11 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2937 2125 777 2590 4143 2677 Upper Band 4161 4191 4196 4087 4154 3887 QQQQ Vol 2113 1495 465 2122 3007 1978 Upper Band 3689 3712 3712 3622 3709 3613 NYSE Vol 1648376 1501686 668860 1603201 1869379 1677306 Upper Band 2177287 2179226 2178345 2054139 2053004 2027922 Nasd Vol 2176393 2031368 805901 2044449 2662255 2199197 Upper Band 3395929 3397403 3415155 3185296 3191355 3179047 ****************************************************************************** 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 24996 45026 45997 33519 42527 33826 Lg Traders -61993 -77280 -83010 -75202 -81494 -73049 ------------------------------------------------------------------------------ Nasdaq 100 23-Nov 16-Nov 9-Nov 2-Nov 26-Oct 19-Oct Commercials 11088 5598 -7147 -9642 -15071 -19622 Lg Traders -14734 -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.