****************************************************************************** July 16th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 930.17 943.96 927.45 940.74 8.06/1% 7%/3% S&P100 436.01 442.2 435.13 440.78 3.49/1% 7%/4% VIX 25.96 26.18 24.51 25.42 -0.47/-2% -12%/-19% Nasdaq100 1495.4 1521.67 1494.57 1518.87 17.89/1% 7%/4% VXN 25.56 25.58 24.42 24.8 -0.48/-2% -15%/-21% NYSE TICK -240 1354 -948 890 ---- ---- PreCloseTICK16 TICKscore 36 CumAdj TICK 663 NYSE TRIN 1.39 1.39 1.39 1.39 ---- ---- Dow Indus 8739.0 8584.4 8711.8 95.61/1% 7%/3% DJIA@10:30 8625.1 DJIA@3:00 8691.8 LstHour Ind 11.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 440.78 437.29 424.59 422.87 412.29 414.15 Upper Band 441.01 438.36 436.37 437.11 439.90 441.50 Lower Band 408.17 409.25 410.07 409.96 408.91 410.00 VIX 25.42 25.89 25.02 26.31 29.02 29.78 Upper Band 32.30 32.71 33.31 33.37 33.31 33.29 Lower Band 23.65 23.86 23.94 24.45 24.70 24.63 NDX 1518.87 1500.98 1452.84 1447.70 1419.84 1414.98 Upper Band 1517.11 1506.14 1498.01 1498.34 1503.82 1509.52 Lower Band 1390.93 1395.60 1397.96 1398.04 1396.79 1398.80 VXN 24.80 25.28 26.03 26.61 29.33 30.00 Upper Band 32.39 32.62 32.99 33.38 33.32 33.34 Lower Band 24.10 24.53 24.87 25.13 25.45 25.47 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6043.05 5993.16 5805.58 5761.37 5627.52 5667.37 Tot Issues 3155 3163 3152 3150 3123 3141 Advancers 2133 2802 2139 2565 1453 1860 % of Total 67.6% 88.6% 67.9% 81.4% 46.5% 59.2% Decliners 902 306 916 498 1547 1186 % of Total 28.6% 9.7% 29.1% 15.8% 49.5% 37.8% Unchanged 120 55 97 87 123 95 New Highs 48 44 31 20 17 6 New Lows 7 3 5 7 19 11 Adv Volume 731031 1316789 672177 1072475 294406 678485 % of Total 62.3% 96.3% 68.8% 90.3% 32.0% 67.5% Decl Volume 429789 46562 299743 105274 612461 316892 % of Total 36.6% 3.4% 30.7% 8.9% 66.5% 31.5% Total Vol 1173827 1366975 976624 1188297 921342 1004823 Unch Volume 13007 3624 4704 10548 14475 9446 ARMS Index 1.39 0.32 1.04 0.51 1.95 0.73 5 Day ARMS 5.21 4.55 5.5 5.91 6.35 7.64 McClellanOs 185 153 39 -19 -136 -146 McClellanSm 2504 2318 2165 2126 2145 2281 Cumul TICK 87996 128519 83984 90625 6491 24213 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1885.03 1862.9 1799.73 1793.21 1756.03 1752.55 Tot Issues 2787 2832 2810 2795 2761 2769 Advancers 1673 2263 1516 1949 1395 1338 % of Total 60.0% 79.9% 54.0% 69.7% 50.5% 48.3% Decliners 965 475 1130 712 1215 1314 % of Total 34.6% 16.8% 40.2% 25.5% 44.0% 47.5% Unchanged 149 94 164 134 151 117 New Highs 51 38 20 11 4 11 New Lows 7 2 10 7 33 24 Adv Volume 1530015 2367568 1200516 1609724 976888 1314923 % of Total 73.8% 93.1% 64.7% 84.7% 58.9% 70.4% Decl Volume 508485 162136 603314 262947 661420 521127 % of Total 24.5% 6.4% 32.5% 13.8% 39.9% 27.9% Total Vol 2072732 2543349 1856916 1899413 1658016 1868285 Unch Volume 34232 13645 53086 26742 19708 32235 ARMS Index 0.58 0.33 0.67 0.45 0.78 0.4 5 Day ARMS 2.81 2.63 3 4.54 5.52 6.06 McClellanOs 104 79 -13 -40 -120 -151 McClellanSm 947 843 764 777 817 936 Cumul TICK 25960 44613 11955 44900 5520 -32039 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 10-Jul 2-Jul 26-Jun 19-Jun 12-Jun 5-Jun ------------------------------------------------------------------------------ AAII Bull 28 38 28 33 39 48 AAII Bear 55 45 49 46 39 37 Market Vane 41 43 42 43 44 45 II Bull 42.7 41.4 43.6 44.8 47.7 42.5 II Bear 30.3 29.9 28.7 26.4 23.3 25.3 OddLot ShRt 30.5 27.6 34.7 29.3 33.2 36.7 ****************************************************************************** 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.