****************************************************************************** October 1st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1054.91 1054.91 1029.45 1029.85 -27.23/-3% -1%/4% S&P100 487.15 487.15 476.5 476.71 -11.64/-2% -2%/3% VIX 25.98 28.42 25.98 28.27 2.66/10% 10%/-2% Nasdaq100 1710.5 1711.7 1666.41 1666.41 -52.58/-3% -2%/5% VXN 26.99 29.16 26.99 28.95 2.45/9% 12%/-1% NYSE TICK -188 875 -1257 -68 ---- ---- PreCloseTICK-160 TICKscore -29 CumAdj TICK -1067 NYSE TRIN 3.63 3.63 3.63 3.63 ---- ---- Dow Indus 9711.7 9500.4 9509.3 -203/-2% -2%/2% DJIA@10:30 9596.2 DJIA@3:00 9565.1 LstHour Ind 60.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 476.71 488.35 490.25 491.69 484.11 486.99 Upper Band 500.17 502.09 502.82 502.07 500.96 500.70 Lower Band 469.68 466.37 463.25 462.45 462.17 461.95 VIX 28.27 25.61 25.19 24.88 25.61 24.95 Upper Band 27.32 27.54 28.33 28.41 28.40 28.34 Lower Band 22.05 21.89 21.46 21.46 21.45 21.42 NDX 1666.41 1718.99 1717.67 1724.59 1694.15 1709.76 Upper Band 1765.44 1774.69 1778.12 1776.16 1771.35 1769.75 Lower Band 1627.02 1610.55 1594.80 1587.52 1584.20 1580.48 VXN 28.95 26.50 26.11 26.21 25.77 25.90 Upper Band 28.14 28.29 28.88 29.00 28.95 28.93 Lower Band 23.03 22.92 22.61 22.60 22.52 22.47 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6718.05 6910.88 6926.82 6939.76 6823.51 6862.31 Tot Issues 3147 3155 3163 3151 3147 3123 Advancers 499 1296 1454 2448 1370 714 % of Total 15.9% 41.1% 46.0% 77.7% 43.5% 22.9% Decliners 2561 1757 1573 608 1648 2306 % of Total 81.4% 55.7% 49.7% 19.3% 52.4% 73.8% Unchanged 87 102 136 95 129 103 New Highs 124 191 184 190 180 175 New Lows 3 1 2 4 5 5 Adv Volume 81248 724554 593361 848468 378850 185564 % of Total 5.1% 40.8% 50.2% 86.6% 31.5% 13.6% Decl Volume 1513746 1035429 573488 125254 795749 1171495 % of Total 94.5% 58.3% 48.5% 12.8% 66.1% 85.6% Total Vol 1602673 1774770 1182515 979363 1202954 1367804 Unch Volume 7679 14787 15666 5641 28355 10745 ARMS Index 3.63 1.05 0.89 0.59 1.75 1.95 5 Day ARMS 7.91 6.23 7.5 7.4 7.6 7.25 McClellanOs -208 -98 -63 -42 -131 -111 McClellanSm 4929 5137 5235 5298 5340 5471 Cumul TICK -59938 13149 -4669 71803 20530 -45065 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2057.48 2122.42 2124.04 2130.74 2090.92 2107.61 Tot Issues 2808 2833 2839 2803 2794 2791 Advancers 445 992 1092 1981 1126 645 % of Total 15.8% 35.0% 38.5% 70.7% 40.3% 23.1% Decliners 2199 1687 1541 637 1497 2018 % of Total 78.3% 59.5% 54.3% 22.7% 53.6% 72.3% Unchanged 164 154 206 185 171 128 New Highs 37 75 91 88 30 47 New Lows 11 12 6 6 9 7 Adv Volume 188140 1416435 823310 1455686 822297 368778 % of Total 6.9% 53.6% 39.9% 77.0% 34.8% 14.2% Decl Volume 2511531 1196452 1220850 407790 1520312 2147483 % of Total 92.7% 45.3% 59.2% 21.6% 64.3% 82.8% Total Vol 2708170 2640667 2062979 1890038 2363934 2593849 Unch Volume 8499 27780 18819 26562 21325 77588 ARMS Index 2.7 0.5 1.05 0.87 1.39 1.86 5 Day ARMS 6.51 5.67 6.35 6.42 6.17 5.47 McClellanOs -160 -77 -41 -14 -86 -71 McClellanSm 2109 2269 2345 2386 2400 2486 Cumul TICK -40656 27950 19040 47931 -17049 -45212 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug ------------------------------------------------------------------------------ AAII Bull 39 42 37 38 34 34 AAII Bear 45 40 44 38 49 40 Market Vane 51 50 49 47 49 47 II Bull 46.7 47.8 48.3 50.6 51.6 48.3 II Bear 24.4 24.4 23.6 24.1 19.8 23.1 OddLot ShRt 35.1 29 29.3 30.3 28.1 27.5 ****************************************************************************** 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.