****************************************************************************** June 2nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 942.87 949.38 938.46 944.74 1.87/0% 6%/4% S&P100 436.31 439.72 434.75 437.7 1.39/0% 5%/4% VIX 30.04 30.13 28.3 29.63 -0.41/-1% -8%/-14% Nasdaq100 1470.3 1493.8 1466.28 1480.31 3.19/0% 6%/4% VXN 30.72 31.07 29.31 30.61 -0.11/0% -5%/-13% NYSE TICK -45 1297 -911 530 ---- ---- PreCloseTICK56 TICKscore 29 CumAdj TICK 304 NYSE TRIN 1.33 1.33 1.33 1.33 ---- ---- Dow Indus 8787.1 8693.7 8740.9 19.43/0% 5%/4% DJIA@10:30 8762.1 DJIA@3:00 8753.0 LstHour Ind -52.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 437.70 436.31 427.56 422.60 416.39 424.26 Upper Band 436.53 433.82 432.00 432.29 432.69 434.48 Lower Band 409.68 410.72 409.75 407.31 405.34 401.81 VIX 29.63 30.04 28.92 31.67 32.36 30.62 Upper Band 34.64 35.04 35.57 36.18 36.73 37.65 Lower Band 28.30 28.39 28.39 28.53 28.43 28.06 NDX 1480.31 1477.12 1435.57 1420.31 1401.88 1412.61 Upper Band 1473.84 1462.43 1446.51 1440.63 1436.93 1436.09 Lower Band 1326.39 1332.57 1340.44 1342.20 1342.10 1338.94 VXN 30.61 30.72 29.44 31.52 32.16 31.23 Upper Band 35.46 35.86 36.20 36.70 37.32 38.25 Lower Band 28.68 28.73 28.82 29.04 28.96 28.67 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6182.87 6169.07 6004.07 5917.06 5823.56 5936.58 Tot Issues 3150 3180 3156 3174 3168 3150 Advancers 1824 2535 2247 2042 943 2539 % of Total 57.9% 79.7% 71.2% 64.3% 29.8% 80.6% Decliners 1246 578 818 1048 2148 537 % of Total 39.6% 18.2% 25.9% 33.0% 67.8% 17.0% Unchanged 80 67 91 84 77 74 New Highs 21 31 17 10 13 12 New Lows 3 2 4 6 5 3 Adv Volume 726744 1078393 1308154 1017584 258130 1139102 % of Total 52.0% 72.2% 73.7% 74.6% 19.4% 83.2% Decl Volume 660603 332398 442169 339485 1061865 204672 % of Total 47.3% 22.3% 24.9% 24.9% 79.8% 14.9% Total Vol 1396501 1493233 1774113 1363393 1330346 1369331 Unch Volume 9154 82442 23790 6324 10351 25557 ARMS Index 1.33 1.35 0.93 0.65 1.81 0.85 5 Day ARMS 6.07 5.59 5.88 6.15 6.79 6.19 McClellanOs 105 109 32 -27 -71 7 McClellanSm 4488 4383 4274 4242 4269 4339 Cumul TICK 53819 58429 45683 10924 -11402 91950 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1836.8 1828.68 1774.33 1751.79 1731.08 1750.43 Tot Issues 2848 2870 2876 2854 2859 2862 Advancers 1532 2078 1921 1504 944 2118 % of Total 53.8% 72.4% 66.8% 52.7% 33.0% 74.0% Decliners 1164 673 837 1182 1779 633 % of Total 40.9% 23.4% 29.1% 41.4% 62.2% 22.1% Unchanged 152 119 118 168 136 111 New Highs 51 56 35 22 32 33 New Lows 4 8 11 8 6 5 Adv Volume 1245903 2300343 1732732 1613253 769470 1875240 % of Total 52.6% 88.1% 69.3% 72.8% 35.9% 90.9% Decl Volume 1050095 290422 675863 536880 1342715 178558 % of Total 44.4% 11.1% 27.0% 24.2% 62.6% 8.7% Total Vol 2367141 2611695 2501840 2215304 2144094 2063566 Unch Volume 71143 20930 93245 65171 31909 9768 ARMS Index 1.11 0.39 0.9 0.42 0.93 0.32 5 Day ARMS 3.75 2.96 3.74 4.3 5.36 4.97 McClellanOs 80 79 17 -37 -55 -9 McClellanSm 2283 2203 2124 2107 2143 2199 Cumul TICK 27697 31795 2786 -65454 -8497 34876 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 29-May 22-May 15-May 8-May 1-May 24-Apr ------------------------------------------------------------------------------ AAII Bull 40 34 44 44 36 32 AAII Bear 49 45 35 33 44 39 Market Vane 43 43 43 43 40 40 II Bull 40.9 40.7 41 40.4 36 39.1 II Bear 28.4 29.1 33.7 31.5 37.2 34.5 OddLot ShRt 42.2 40.1 35.5 40.3 35.4 40.1 ****************************************************************************** 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.