****************************************************************************** September 22nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1066.35 1073.81 1066.35 1071.66 7/1% 0%/4% S&P100 492.07 495.31 492.02 494.35 3.01/1% 1%/4% VIX 23.81 23.98 23.06 23.08 -0.98/-4% -3%/-8% Nasdaq100 1740.13 1740.13 1727.5 1734.09 2.51/0% 1%/6% VXN 24.75 24.92 24.02 24.08 -0.84/-3% 0%/-5% NYSE TICK 202 1182 -799 349 ---- ---- PreCloseTICK-70 TICKscore 12 CumAdj TICK 331 NYSE TRIN 0.79 0.79 0.79 0.79 ---- ---- Dow Indus 9843.4 9771.9 9829.9 51.01/1% 0%/3% DJIA@10:30 9797.1 DJIA@3:00 9835.9 LstHour Ind -24.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 494.35 491.34 492.70 491.16 491.86 485.13 Upper Band 498.99 496.93 495.28 493.29 491.72 489.84 Lower Band 461.47 461.75 461.88 461.40 460.15 458.80 VIX 23.08 24.06 23.92 23.65 23.69 23.42 Upper Band 28.35 28.34 28.35 28.36 28.44 28.50 Lower Band 21.56 21.78 21.86 21.96 22.14 22.33 NDX 1734.09 1731.58 1725.24 1721.09 1723.73 1699.53 Upper Band 1759.46 1749.92 1739.47 1729.54 1719.89 1707.89 Lower Band 1575.06 1574.66 1575.74 1574.56 1571.76 1570.04 VXN 24.08 24.92 24.69 24.26 24.02 24.61 Upper Band 28.90 28.88 28.88 28.88 28.90 28.88 Lower Band 22.53 22.67 22.64 22.68 22.85 23.09 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7047.13 6968.59 7016.92 7002.17 7038.14 6917.07 Tot Issues 3156 3158 3149 3167 3168 3154 Advancers 2161 1016 1758 1328 2554 2164 % of Total 68.5% 32.2% 55.8% 41.9% 80.6% 68.6% Decliners 886 2013 1274 1731 525 883 % of Total 28.1% 63.7% 40.5% 54.7% 16.6% 28.0% Unchanged 109 129 117 108 89 107 New Highs 246 152 221 296 354 230 New Lows 1 0 2 3 2 2 Adv Volume 937674 457700 1117340 569534 1332484 865754 % of Total 74.0% 38.2% 49.1% 37.6% 84.3% 57.8% Decl Volume 304054 718041 1134669 932445 240807 616240 % of Total 24.0% 59.9% 49.9% 61.5% 15.2% 41.2% Total Vol 1266585 1198378 2275042 1515170 1581449 1496866 Unch Volume 24857 22637 23033 13191 8158 14872 ARMS Index 0.79 0.79 1.4 1.26 0.88 1.74 5 Day ARMS 5.12 6.07 6.22 6.28 5.69 6.1 McClellanOs 68 31 121 139 211 152 McClellanSm 5592 5524 5492 5371 5232 5021 Cumul TICK 75737 7330 47183 26554 108643 83176 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2146.3 2138.04 2132.86 2126.75 2133.15 2102.64 Tot Issues 2826 2839 2844 2827 2841 2828 Advancers 1524 1228 1388 1321 1882 1550 % of Total 53.9% 43.3% 48.8% 46.7% 66.2% 54.8% Decliners 1136 1426 1291 1347 770 1069 % of Total 40.2% 50.2% 45.4% 47.6% 27.1% 37.8% Unchanged 166 185 165 159 189 209 New Highs 129 90 94 135 131 111 New Lows 4 4 1 2 3 5 Adv Volume 1350787 1379400 1803085 904418 1982237 1550116 % of Total 54.2% 57.3% 59.6% 34.6% 73.2% 65.3% Decl Volume 1127783 999003 1156533 1694216 533019 785035 % of Total 45.3% 41.5% 38.3% 64.8% 19.7% 33.1% Total Vol 2490488 2408865 3023014 2615788 2707088 2372999 Unch Volume 11918 30462 63396 17154 191832 37848 ARMS Index 1.12 0.62 0.69 1.84 0.66 0.73 5 Day ARMS 4.93 4.54 4.67 4.64 3.29 3.24 McClellanOs 54 50 78 94 118 80 McClellanSm 2550 2496 2446 2368 2275 2156 Cumul TICK 7997 16195 23499 5966 24158 2540 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug 7-Aug ------------------------------------------------------------------------------ AAII Bull 42 37 38 34 34 51 AAII Bear 40 44 38 49 40 33 Market Vane 50 49 47 49 47 47 II Bull 47.8 48.3 50.6 51.6 48.3 49.4 II Bear 24.4 23.6 24.1 19.8 23.1 21.3 OddLot ShRt 29 29.3 30.3 28.1 27.5 25.98 ****************************************************************************** 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 13785420 2.5 42 40 50 47.8 24.4 29