****************************************************************************** May 26th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 887 911.76 881.46 910.33 23.33/3% 0%/6% S&P100 414.48 425.13 412.07 424.26 9.78/2% 0%/6% VIX 34.57 34.57 30.38 30.62 -2.01/-6% 6%/-20% Nasdaq100 1351.13 1414.44 1350.95 1412.61 49.44/4% 1%/3% VXN 34.14 34.14 31.06 31.23 -0.64/-2% 6%/-19% NYSE TICK -112 1376 -1132 873 ---- ---- PreCloseTICK673 TICKscore 31 CumAdj TICK 614 NYSE TRIN 0.85 0.85 0.85 0.85 ---- ---- Dow Indus 8495.7 8226.9 8473.5 196.17/2% 0%/6% DJIA@10:30 8414.9 DJIA@3:00 8461.6 LstHour Ind -125.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 424.26 414.48 415.63 422.12 424.24 425.72 Upper Band 434.48 434.91 435.42 436.39 436.95 436.22 Lower Band 401.81 398.93 397.22 394.36 390.86 388.88 VIX 30.62 32.63 31.35 29.03 28.80 30.24 Upper Band 37.65 38.49 38.93 39.36 39.68 39.61 Lower Band 28.06 27.99 27.97 28.12 28.71 29.61 NDX 1412.61 1363.17 1367.39 1393.72 1398.05 1392.73 Upper Band 1436.09 1433.06 1432.78 1434.57 1436.03 1436.85 Lower Band 1338.94 1337.71 1339.00 1334.91 1327.65 1319.93 VXN 31.23 31.87 31.20 29.90 29.56 30.22 Upper Band 38.25 39.06 39.38 39.81 40.24 40.28 Lower Band 28.67 28.61 28.78 29.04 29.53 30.38 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5936.58 5789.62 5780.54 5870.39 5872.22 5865.87 Tot Issues 3150 3140 3159 3162 3163 3176 Advancers 2539 1569 808 1602 1855 2729 % of Total 80.6% 50.0% 25.6% 50.7% 58.6% 85.9% Decliners 537 1456 2257 1479 1219 386 % of Total 17.0% 46.4% 71.4% 46.8% 38.5% 12.2% Unchanged 74 115 94 81 89 61 New Highs 12 7 7 14 10 9 New Lows 3 2 4 7 5 6 Adv Volume 1139102 411833 318076 701946 736568 1315156 % of Total 83.2% 39.1% 22.8% 45.0% 54.9% 92.9% Decl Volume 204672 626078 1066074 837650 588006 91953 % of Total 14.9% 59.4% 76.5% 53.7% 43.8% 6.5% Total Vol 1369331 1054438 1393582 1559324 1342043 1415665 Unch Volume 25557 16527 9432 19728 17469 8556 ARMS Index 0.85 1.64 1.2 1.29 1.21 0.49 5 Day ARMS 6.19 5.83 6.49 5.94 6.12 6.76 McClellanOs 7 -89 -91 -1 12 -2 McClellanSm 4339 4332 4421 4512 4512 4500 Cumul TICK 91950 19358 -34940 9412 60046 114141 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1750.43 1692.01 1695.25 1727.84 1734.54 1732.36 Tot Issues 2862 2838 2854 2880 2867 2872 Advancers 2118 1218 796 1274 1368 2207 % of Total 74.0% 42.9% 27.9% 44.2% 47.7% 76.8% Decliners 633 1468 1937 1459 1337 549 % of Total 22.1% 51.7% 67.9% 50.7% 46.6% 19.1% Unchanged 111 152 121 147 162 116 New Highs 33 21 16 35 29 23 New Lows 5 5 9 5 4 3 Adv Volume 1875240 654239 483621 834706 1355013 1705030 % of Total 90.9% 41.0% 21.8% 36.6% 64.7% 86.0% Decl Volume 178558 919239 1714242 1417102 718514 262003 % of Total 8.7% 57.6% 77.1% 62.1% 34.3% 13.2% Total Vol 2063566 1596668 2223193 2280505 2095684 1981727 Unch Volume 9768 23190 25330 28697 22157 14694 ARMS Index 0.32 1.17 1.46 1.48 0.54 0.62 5 Day ARMS 4.97 5.27 5.08 4.29 6.69 7.71 McClellanOs -9 -90 -83 -22 -7 -2 McClellanSm 2199 2207 2297 2380 2403 2410 Cumul TICK 34876 -39423 -31263 9400 16256 29265 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 22-May 15-May 8-May 1-May 24-Apr 16-Apr ------------------------------------------------------------------------------ AAII Bull 34 44 44 36 32 44 AAII Bear 45 35 33 44 39 36 Market Vane 43 43 43 40 40 40 II Bull 40.7 41 40.4 36 39.1 43.2 II Bear 29.1 33.7 31.5 37.2 34.5 34.1 OddLot ShRt 40.1 35.5 40.3 35.4 40.1 34.7 ****************************************************************************** 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.