****************************************************************************** October 15th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1090.36 1096.56 1086.41 1096.56 4.54/0% 2%/3% S&P100 504.06 507.07 502.5 507.07 2.19/0% 2%/3% VIX 23.51 23.53 21.49 21.72 -1.14/-5% -6%/-8% Nasdaq100 1747.81 1753.36 1742.89 1753.36 -0.9/0% 1%/2% VXN 23.86 23.88 22.41 22.51 -1/-4% -7%/-7% NYSE TICK -312 933 -992 506 ---- ---- PreCloseTICK-37 TICKscore -1 CumAdj TICK 60 NYSE TRIN 0.89 0.89 0.89 0.89 ---- ---- Dow Indus 10062.9 9977.5 10062.9 47.08/0% 2%/3% DJIA@10:30 9988.7 DJIA@3:00 10036.8 LstHour Ind 53.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 507.07 504.88 496.43 497.65 495.15 492.63 Upper Band 506.49 503.71 501.19 500.28 498.97 498.09 Lower Band 475.10 476.29 477.51 477.29 477.29 476.88 VIX 21.72 22.86 22.99 23.01 23.12 24.18 Upper Band 28.26 28.12 28.08 28.06 28.03 27.99 Lower Band 21.03 21.36 21.48 21.54 21.66 21.80 NDX 1753.36 1754.26 1730.27 1729.63 1727.76 1717.79 Upper Band 1765.55 1760.79 1755.59 1753.58 1751.50 1749.71 Lower Band 1665.82 1667.35 1669.50 1668.43 1666.92 1664.48 VXN 22.51 23.51 23.84 23.78 24.18 25.68 Upper Band 29.12 28.97 28.93 28.90 28.85 28.82 Lower Band 21.99 22.32 22.40 22.52 22.68 22.82 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7204.05 7182.38 7031.87 7051.16 7015.54 6990.67 Tot Issues 3158 3159 3153 3132 3149 3146 Advancers 1508 2298 1290 1643 1829 2198 % of Total 47.8% 72.7% 40.9% 52.5% 58.1% 69.9% Decliners 1516 754 1723 1361 1188 823 % of Total 48.0% 23.9% 54.6% 43.5% 37.7% 26.2% Unchanged 134 107 140 128 132 125 New Highs 387 462 156 397 283 398 New Lows 2 2 5 1 6 2 Adv Volume 692967 1176437 459552 627039 592335 945424 % of Total 51.0% 87.1% 40.2% 66.2% 59.8% 74.0% Decl Volume 623236 165006 641028 301111 384077 313094 % of Total 45.9% 12.2% 56.1% 31.8% 38.8% 24.5% Total Vol 1357644 1350780 1143380 946865 990035 1278197 Unch Volume 41441 9337 42800 18715 13623 19679 ARMS Index 0.89 0.43 1.04 0.58 1 0.88 5 Day ARMS 3.94 3.93 4.58 4.39 4.35 4.43 McClellanOs 17 41 -22 20 28 16 McClellanSm 4572 4555 4514 4536 4516 4488 Cumul TICK 31473 21742 3401 -4933 15849 42627 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2173.29 2172.23 2139.89 2139.14 2139.28 2123.93 Tot Issues 2826 2835 2809 2797 2812 2801 Advancers 1147 2007 1171 1199 1784 1516 % of Total 40.6% 70.8% 41.7% 42.9% 63.4% 54.1% Decliners 1492 648 1423 1422 825 1100 % of Total 52.8% 22.9% 50.7% 50.8% 29.3% 39.3% Unchanged 187 180 215 176 203 185 New Highs 161 236 94 200 138 164 New Lows 8 6 11 10 7 7 Adv Volume 883831 1848281 1180620 917186 1222185 1608877 % of Total 41.3% 78.7% 58.4% 51.4% 63.1% 68.0% Decl Volume 1201966 381610 794206 850518 697536 715057 % of Total 56.2% 16.2% 39.3% 47.7% 36.0% 30.2% Total Vol 2140092 2348621 2020110 1784286 1936851 2366955 Unch Volume 54295 118730 45284 16582 17130 43021 ARMS Index 1.05 0.64 0.55 0.78 1.23 0.61 5 Day ARMS 4.25 3.81 3.85 4.33 4.21 4.21 McClellanOs 33 65 1 21 42 -2 McClellanSm 1953 1920 1855 1854 1833 1791 Cumul TICK -7537 6866 -5743 -20546 10830 -1893 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 9-Oct 2-Oct 25-Sep 18-Sep 11-Sep 4-Sep ------------------------------------------------------------------------------ AAII Bull 35 44 39 42 37 38 AAII Bear 41 36 45 40 44 38 Market Vane 51 52 51 50 49 47 II Bull 48.9 50.6 46.7 47.8 48.3 50.6 II Bear 24.4 23.6 24.4 24.4 23.6 24.1 OddLot ShRt 35.8 46.6 35.1 29 29.3 30.3 ****************************************************************************** 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. 18952 2270 1067 16682 13785420 2.5 35 41 51 48.9 24.4 35.8