****************************************************************************** November 27th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1105.47 1105.47 1083.74 1091.49 -19.14/-2% 0%/2% S&P100 514.63 514.63 504.78 508.98 -8.16/-2% 0%/3% VIX 25.75 25.93 23.12 24.74 4.26/21% 11%/0% Nasdaq100 1743.39 1779.26 1742.2 1765.46 -28.21/-2% 0%/3% VXN 26.16 26.16 23.81 25.4 4.08/19% 13%/0% NYSE TICK -62 1422 -938 -838 ---- ---- PreCloseTICK-97 TICKscore 12 CumAdj TICK 336 NYSE TRIN 5.03 5.03 5.03 5.03 ---- ---- Dow Indus 10452.2 10231.3 10309.9 -154.48/-1%0%/3% DJIA@10:30 10306.3 DJIA@3:00 10337.4 LstHour Ind 130.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 508.98 517.14 515.80 516.00 508.79 510.35 Upper Band 528.42 527.96 526.78 525.11 523.17 522.37 Lower Band 480.70 479.86 477.97 477.48 477.25 477.17 VIX 24.74 20.48 20.47 21.16 22.19 22.63 Upper Band 30.05 30.05 30.40 30.31 30.23 30.22 Lower Band 18.14 18.14 18.53 19.05 19.46 19.47 NDX 1765.46 1793.67 1786.25 1792.94 1764.39 1773.19 Upper Band 1851.71 1851.03 1848.65 1844.45 1839.59 1838.67 Lower Band 1661.83 1657.09 1648.32 1646.14 1646.38 1646.22 VXN 25.40 21.32 21.50 22.03 22.49 23.30 Upper Band 29.81 29.81 30.23 30.22 30.17 30.17 Lower Band 18.91 18.91 19.19 19.59 19.88 19.90 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7070.09 7232.12 7170.26 7186.33 7084.47 7117.64 Tot Issues 3086 3157 3172 3156 3154 3168 Advancers 450 2059 1375 2365 1283 574 % of Total 14.6% 65.2% 43.3% 74.9% 40.7% 18.1% Decliners 2547 970 1647 664 1741 2498 % of Total 82.5% 30.7% 51.9% 21.0% 55.2% 78.9% Unchanged 89 128 150 127 130 96 New Highs 36 170 91 190 52 46 New Lows 12 5 6 1 3 8 Adv Volume 22198 551160 407362 796137 405484 119801 % of Total 3.4% 69.3% 42.8% 81.2% 35.5% 11.1% Decl Volume 631394 227354 522683 170657 685157 953986 % of Total 96.4% 28.6% 54.9% 17.4% 60.0% 88.0% Total Vol 654832 795206 951990 980047 1142398 1083770 Unch Volume 1240 16692 21945 13253 51757 9983 ARMS Index 5.03 0.88 1.07 0.76 1.25 1.83 5 Day ARMS 8.99 5.79 5.65 5.34 5.18 5.02 McClellanOs -83 33 -18 3 -89 -70 McClellanSm 2185 2268 2234 2252 2250 2339 Cumul TICK 16813 62815 19748 30281 17628 -42200 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2138.44 2176.05 2169.18 2176.01 2146.04 2156.82 Tot Issues 2733 2826 2850 2853 2822 2808 Advancers 446 1201 1079 1898 1212 538 % of Total 16.3% 42.5% 37.9% 66.5% 42.9% 19.2% Decliners 2122 1443 1575 742 1409 2103 % of Total 77.6% 51.1% 55.3% 26.0% 49.9% 74.9% Unchanged 165 182 196 213 201 167 New Highs 35 84 55 129 44 33 New Lows 30 12 13 12 21 23 Adv Volume 105269 798985 721226 1337438 614221 282680 % of Total 10.8% 57.1% 38.8% 72.7% 31.3% 12.8% Decl Volume 859393 539131 1111571 455642 1332928 1893251 % of Total 88.4% 38.5% 59.8% 24.8% 67.9% 85.7% Total Vol 971998 1398613 1858498 1840174 1962767 2208700 Unch Volume 7336 60497 25701 47094 15618 32769 ARMS Index 1.72 0.56 1.06 0.87 1.87 1.71 5 Day ARMS 6.08 6.07 6.38 5.97 5.99 4.82 McClellanOs -88 -9 -1 23 -46 -47 McClellanSm 98 186 195 196 173 219 Cumul TICK -17188 -21531 -467 3044 -11351 -23817 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 27-Nov 20-Nov 13-Nov 6-Nov 30-Oct 23-Oct ------------------------------------------------------------------------------ AAII Bull 42 43 39 22 34 41 AAII Bear 42 32 39 56 42 36 Market Vane 54 54 53 50 51 53 II Bull 50.6 46.1 44.4 48.3 48.3 49.5 II Bear 17.6 21.3 26.7 24.7 22.5 23.1 OddLot ShRt 27.3 30.5 32.2 31.9 36.3 30.2 ****************************************************************************** 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.