****************************************************************************** November 25th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1106.49 1111.18 1104.75 1110.63 4.98/0% 1%/7% S&P100 516.32 517.56 515.22 517.14 1.34/0% 1%/6% VIX 20.23 20.57 20.05 20.48 0.01/0% -10%/-27% Nasdaq100 1790.69 1795.27 1786.87 1793.67 7.42/0% 1%/7% VXN 21.21 21.39 21.1 21.32 -0.18/-1% -8%/-25% NYSE TICK 195 1096 -736 171 ---- ---- PreCloseTICK91 TICKscore 5 CumAdj TICK 514 NYSE TRIN 0.88 0.88 0.88 0.88 ---- ---- Dow Indus 10481.5 10420.9 10464.4 30.69/0% 1%/7% DJIA@10:30 10445.7 DJIA@3:00 10464.9 LstHour Ind -12.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 517.14 515.80 516.00 508.79 510.35 516.54 Upper Band 527.96 526.78 525.11 523.17 522.37 521.68 Lower Band 479.86 477.97 477.48 477.25 477.17 477.30 VIX 20.48 20.47 21.16 22.19 22.63 21.63 Upper Band 30.05 30.40 30.31 30.23 30.22 30.36 Lower Band 18.14 18.53 19.05 19.46 19.47 19.14 NDX 1793.67 1786.25 1792.94 1764.39 1773.19 1801.74 Upper Band 1851.03 1848.65 1844.45 1839.59 1838.67 1837.59 Lower Band 1657.09 1648.32 1646.14 1646.38 1646.22 1646.29 VXN 21.32 21.50 22.03 22.49 23.30 22.03 Upper Band 29.81 30.23 30.22 30.17 30.17 30.26 Lower Band 18.91 19.19 19.59 19.88 19.90 19.64 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7232.12 7170.26 7186.33 7084.47 7117.64 7226.71 Tot Issues 3157 3172 3156 3154 3168 3175 Advancers 2059 1375 2365 1283 574 1395 % of Total 65.2% 43.3% 74.9% 40.7% 18.1% 43.9% Decliners 970 1647 664 1741 2498 1653 % of Total 30.7% 51.9% 21.0% 55.2% 78.9% 52.1% Unchanged 128 150 127 130 96 127 New Highs 170 91 190 52 46 178 New Lows 5 6 1 3 8 2 Adv Volume 551160 407362 796137 405484 119801 555860 % of Total 69.3% 42.8% 81.2% 35.5% 11.1% 52.3% Decl Volume 227354 522683 170657 685157 953986 490563 % of Total 28.6% 54.9% 17.4% 60.0% 88.0% 46.1% Total Vol 795206 951990 980047 1142398 1083770 1063511 Unch Volume 16692 21945 13253 51757 9983 17088 ARMS Index 0.88 1.07 0.76 1.25 1.83 0.74 5 Day ARMS 5.79 5.65 5.34 5.18 5.02 4.67 McClellanOs 33 -18 3 -89 -70 39 McClellanSm 2268 2234 2252 2250 2339 2409 Cumul TICK 62815 19748 30281 17628 -42200 16211 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2176.05 2169.18 2176.01 2146.04 2156.82 2193.14 Tot Issues 2826 2850 2853 2822 2808 2832 Advancers 1201 1079 1898 1212 538 1029 % of Total 42.5% 37.9% 66.5% 42.9% 19.2% 36.3% Decliners 1443 1575 742 1409 2103 1612 % of Total 51.1% 55.3% 26.0% 49.9% 74.9% 56.9% Unchanged 182 196 213 201 167 191 New Highs 84 55 129 44 33 80 New Lows 12 13 12 21 23 14 Adv Volume 798985 721226 1337438 614221 282680 830788 % of Total 57.1% 38.8% 72.7% 31.3% 12.8% 41.7% Decl Volume 539131 1111571 455642 1332928 1893251 1126655 % of Total 38.5% 59.8% 24.8% 67.9% 85.7% 56.6% Total Vol 1398613 1858498 1840174 1962767 2208700 1990229 Unch Volume 60497 25701 47094 15618 32769 32786 ARMS Index 0.56 1.06 0.87 1.87 1.71 0.87 5 Day ARMS 6.07 6.38 5.97 5.99 4.82 3.66 McClellanOs -9 -1 23 -46 -47 33 McClellanSm 186 195 196 173 219 266 Cumul TICK -21531 -467 3044 -11351 -23817 -16313 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 20-Nov 13-Nov 6-Nov 30-Oct 23-Oct 16-Oct ------------------------------------------------------------------------------ AAII Bull 43 39 22 34 41 47 AAII Bear 32 39 56 42 36 34 Market Vane 54 53 50 51 53 52 II Bull 46.1 44.4 48.3 48.3 49.5 47.2 II Bear 21.3 26.7 24.7 22.5 23.1 26.4 OddLot ShRt 30.5 32.2 31.9 36.3 30.2 34.9 ****************************************************************************** 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 13014889 2.3 43 32 54 46.1 21.3 30.5