****************************************************************************** July 24th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 972.16 979.79 965.95 979.26 2.97/0% 3%/6% S&P100 453.24 456.75 450.83 456.41 0.8/0% 3%/6% VIX 23.87 23.87 23 23.09 -0.34/-1% -5%/-12% Nasdaq100 1579.25 1600.03 1576.51 1599.06 -2.46/0% 4%/8% VXN 26.19 26.19 24.67 24.67 -1.2/-5% 0%/-9% NYSE TICK 0 1227 -873 857 ---- ---- PreCloseTICK262 TICKscore 14 CumAdj TICK 189 NYSE TRIN 0.94 0.94 0.94 0.94 ---- ---- Dow Indus 9100.9 9007.4 9093.2 23.95/0% 3%/7% DJIA@10:30 9048.7 DJIA@3:00 9068.8 LstHour Ind 45.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 456.41 455.61 446.28 447.14 444.88 441.14 Upper Band 459.80 455.95 451.58 449.02 445.80 443.13 Lower Band 403.75 404.91 405.82 405.70 406.03 407.26 VIX 23.09 23.43 23.47 23.87 24.40 24.34 Upper Band 31.35 31.27 31.45 31.82 32.25 32.20 Lower Band 21.35 21.75 22.14 22.48 22.78 23.19 NDX 1599.06 1601.52 1565.00 1553.01 1544.00 1527.26 Upper Band 1610.79 1593.06 1570.95 1556.39 1542.12 1528.78 Lower Band 1366.33 1371.75 1378.40 1378.91 1380.54 1386.61 VXN 24.67 25.87 24.99 24.68 24.79 24.28 Upper Band 31.28 31.29 31.51 31.94 32.41 32.37 Lower Band 22.46 22.71 22.81 22.95 23.16 23.55 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6337.46 6302.52 6151.40 6154.39 6141.3 6038.11 Tot Issues 3164 3168 3151 3162 3170 3137 Advancers 1915 2592 1735 1625 2362 1507 % of Total 60.5% 81.8% 55.1% 51.4% 74.5% 48.0% Decliners 1134 510 1304 1432 724 1515 % of Total 35.8% 16.1% 41.4% 45.3% 22.8% 48.3% Unchanged 115 66 112 105 84 115 New Highs 63 108 59 77 67 48 New Lows 4 2 2 3 2 3 Adv Volume 640509 1155279 616468 467177 857735 543127 % of Total 62.6% 83.1% 57.2% 38.7% 76.2% 42.2% Decl Volume 357313 225133 452465 686625 261616 729230 % of Total 34.9% 16.2% 42.0% 56.9% 23.2% 56.6% Total Vol 1023367 1390384 1077148 1205934 1125253 1288237 Unch Volume 25545 9972 8215 52132 5902 15880 ARMS Index 0.94 0.99 0.98 1.67 1 1.34 5 Day ARMS 5.58 5.98 6.38 5.72 5.09 4.6 McClellanOs 223 230 160 173 202 151 McClellanSm 3643 3420 3190 3030 2857 2654 Cumul TICK 57332 117308 43357 17908 76634 28219 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1965.96 1973.6 1926.38 1916.2 1909.29 1886.61 Tot Issues 2798 2825 2793 2803 2821 2796 Advancers 1465 2080 1628 1152 1834 1106 % of Total 52.4% 73.6% 58.3% 41.1% 65.0% 39.6% Decliners 1187 628 1024 1489 858 1548 % of Total 42.4% 22.2% 36.7% 53.1% 30.4% 55.4% Unchanged 146 117 141 162 129 142 New Highs 69 119 61 58 80 60 New Lows 11 9 15 15 10 12 Adv Volume 1162562 2439125 1542373 1248945 1675518 1010205 % of Total 52.1% 80.7% 66.9% 56.6% 81.9% 53.8% Decl Volume 999596 541512 733883 871460 348881 835963 % of Total 44.8% 17.9% 31.8% 39.5% 17.0% 44.5% Total Vol 2232923 3021439 2306345 2205232 2046356 1876761 Unch Volume 70765 40802 30089 84827 21957 30593 ARMS Index 1.06 0.74 0.76 0.54 0.45 0.59 5 Day ARMS 3.55 3.08 2.92 2.49 2.62 2.62 McClellanOs 140 150 92 73 106 67 McClellanSm 1574 1434 1284 1193 1120 1014 Cumul TICK 25796 35354 -8634 -6424 5884 805 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun 19-Jun ------------------------------------------------------------------------------ AAII Bull 38 29 28 38 28 33 AAII Bear 42 47 55 45 49 46 Market Vane 45 43 41 43 42 43 II Bull 36.7 35.6 42.7 41.4 43.6 44.8 II Bear 35.6 35.6 30.3 29.9 28.7 26.4 OddLot ShRt 35.4 33.5 30.5 27.6 34.7 29.3 ****************************************************************************** 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.